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Strategy Name Larry Connors RSI-2
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Developed by Larry Connors, the 2-period Relative Strength Indicator (RSI) strategy is based on the principle that market prices return to a mean after significant highs or lows. A buy signal is generated when the 2-period RSI goes below 5, and the market price is above the 200-period MA. A long position is closed when the market price closes above the 5-period MA. In this backtest, we used the components of the Russell 3000 index as a stock universe. The condition "price ca sma(5)" in the formula for closing a position reads as "price crossed above the 5-period simple moving average".
Type of Positions Long
 Position Opening 
Criteria for Opening a Position: index(russell3000) and rsi(2) < 5
Order Execution Model: Close Prices
 Position Closing 
Criteria for Closing a Position: price ca sma(5)
Order Execution Model: Close Prices
 Backtest Parameters 
Initial Capital: $10,000
Capital at Risk: 5% per trade
Portfolio Max Size: 20 positions
Comm. per Trade: 0.05%  
Avg Bid-Ask Spread: 0.1%  
Period: 1/1/2025 - 12/31/2025
The backtester displays results for the current year only. Please sign up to view the full report.
 Results 
Total Profit: $287   Total Trades: 950  
Capital Growth:2.87%   Profit Trades, % of Total:61%  
Profit Factor: [?] 1.04  Avg Trade Duration, days:4.28  
Payoff Ratio: [?] 0.68   Avg Profit per Trade:0.11%  
Max Drawdown:26%   Avg Profit per Day:0.025%  
Max Drawdown, $: 2,631   Avg Market Impact: [?]
Minor  
 
Restoration Factor: [?] 0.11   Overall Viability Score: [?]
4 / 10
 
Avg Annual Return: 2.87%   CAGR: [?]2.87%  
 Equity Graph 
 Performance 
Year S&P 500 Equity JanFeb MarAprMay JunJulAug SepOctNov Dec
2025 17.15 2.87 1.38 -5.27 -9.16 -3.26 7.37 3.01 1.88 12.30 -2.44 -1.28
        
Performed Trades  
 Symbol Entry Date
Entry
Price, $
 Exit Date
Exit
Price, $
 Shares Profit, $  Exit On
Stop
Loss, $
Take
Profit, $
  MI [?]
 BXP 06/24/2025 68.43 06/30/2025 66.59 6 -11.84  Close Signal  Minor 
 EBAY 06/24/2025 74.12 06/30/2025 74.23 6 -0.23  Close Signal  Minor 
 BOOM 06/24/2025 7.55 06/27/2025 8.16 62 36.83  Close Signal  Minor 
 IMAX 06/24/2025 27.38 06/27/2025 27.81 17 6.37  Close Signal  Minor 
 K 06/24/2025 77.95 06/26/2025 78.24 6 0.80  Close Signal  Minor 
 CPRX 06/23/2025 22.12 07/09/2025 21.63 21 -11.20  Close Signal  Minor 
 DOW 06/23/2025 26.49 07/01/2025 27.43 17 15.06  Close Signal  Minor 
 AMGN 06/23/2025 270.25 06/30/2025 276.96 1 6.16  Close Signal  Minor 
 BFLY 06/23/2025 2.05 06/30/2025 2.00 229 -12.37  Close Signal  Minor 
 APA 06/23/2025 17.94 06/27/2025 18.11 26 3.48  Close Signal  Minor 
 BDN 06/23/2025 4.08 06/27/2025 4.02 115 -7.83  Close Signal  Minor 
 EE 06/23/2025 28.97 06/26/2025 29.30 16 4.35  Close Signal  Minor 
 CFFI 06/23/2025 58.46 06/25/2025 59.14 8 4.50  Close Signal  Minor 
 BGFV 06/23/2025 1.16 06/24/2025 1.21 404 19.23  Close Signal  Minor 
 CDNS 06/23/2025 293.56 06/24/2025 296.80 1 2.65  Close Signal  Minor 
 ENS 06/23/2025 82.61 06/24/2025 84.34 5 7.81  Close Signal  Minor 
 ACN 06/20/2025 280.67 06/24/2025 295.76 1 14.51  Close Signal  Minor 
 AGX 06/20/2025 202.61 06/24/2025 213.84 2 21.62  Close Signal  Minor 
 AES 06/18/2025 10.38 06/24/2025 10.33 45 -3.18  Close Signal  Minor 
 AMWD 06/18/2025 50.27 06/23/2025 52.14 9 15.90  Close Signal  Minor 
 ACET 06/17/2025 0.6723 06/25/2025 0.658 700 -10.94  Close Signal  Minor 
 AAP 06/17/2025 47.79 06/20/2025 48.97 9 9.74  Close Signal  Minor 
 ABCB 06/17/2025 59.41 06/20/2025 60.56 7 7.21  Close Signal  Minor 
 ALE 06/16/2025 63.91 06/26/2025 63.29 7 -5.23  Close Signal  Minor 
 ACTG 06/13/2025 3.68 06/24/2025 3.65 128 -4.78  Close Signal  Minor 
 ACIW 06/13/2025 45.07 06/23/2025 45.37 10 2.09  Close Signal  Minor 
 BCRX 06/12/2025 10.40 07/09/2025 9.06 45 -61.15  Close Signal  Minor 
 AMPL 06/12/2025 12.19 06/24/2025 12.19 38 -0.93  Close Signal  Minor 
 BR 06/12/2025 238.90 06/23/2025 239.42 1 0.04  Close Signal  Minor 
 CPB 06/12/2025 32.51 06/23/2025 31.23 14 -18.80  Close Signal  Minor 
 CSL 06/12/2025 365.80 06/23/2025 363.20 1 -3.33  Close Signal  Minor 
 GME 06/12/2025 22.14 06/18/2025 23.44 21 26.33  Close Signal  Minor 
 HSTM 06/12/2025 27.42 06/18/2025 27.39 17 -1.44  Close Signal  Minor 
 CDZI 06/12/2025 2.83 06/17/2025 3.00 166 27.24  Close Signal  Minor 
 ALL 06/11/2025 195.22 06/12/2025 199.34 2 7.45  Close Signal  Minor 
 AAON 06/10/2025 78.46 06/24/2025 73.16 6 -32.69  Close Signal  Minor 
 CNA 06/10/2025 45.25 06/23/2025 45.37 10 0.29  Close Signal  Minor 
 EW 06/10/2025 75.80 06/23/2025 75.32 6 -3.79  Close Signal  Minor 
 ATRC 06/10/2025 33.39 06/17/2025 32.60 14 -11.98  Close Signal  Minor 
 BRO 06/10/2025 105.32 06/13/2025 106.45 4 3.67  Close Signal  Minor 
 COCO 06/10/2025 33.26 06/12/2025 33.78 14 6.34  Close Signal  Minor 
 D 06/10/2025 54.98 06/12/2025 55.28 8 1.52  Close Signal  Minor 
 ADP 06/09/2025 315.35 06/23/2025 308.64 1 -7.33  Close Signal  Minor 
 CRVL 06/09/2025 108.20 06/23/2025 103.27 4 -20.56  Close Signal  Minor 
 BSX 06/09/2025 100.04 06/13/2025 99.74 4 -2.00  Close Signal  Minor 
 ED 06/09/2025 100.28 06/10/2025 101.56 4 4.31  Close Signal  Minor 
 ABM 06/06/2025 46.09 06/23/2025 44.18 10 -19.99  Close Signal  Minor 
 ARAY 06/06/2025 1.29 06/23/2025 1.25 366 -15.56  Close Signal  Minor 
 GIII 06/06/2025 22.51 06/16/2025 21.46 20 -21.87  Close Signal  Minor 
 CME 06/06/2025 271.69 06/12/2025 269.67 1 -2.56  Close Signal  Minor 
 CNP 06/06/2025 36.40 06/12/2025 36.20 12 -3.27  Close Signal  Minor 
 FE 06/06/2025 40.23 06/12/2025 40.25 11 -0.67  Close Signal  Minor 
 FDP 06/06/2025 32.19 06/11/2025 32.34 14 1.20  Close Signal  Minor 
 ARTNA 06/06/2025 32.77 06/10/2025 33.91 14 15.02  Close Signal  Minor 
 AJG 06/05/2025 326.79 06/12/2025 319.46 1 -7.97  Close Signal  Minor 
 ATO 06/04/2025 151.36 06/10/2025 152.19 3 1.58  Close Signal  Minor 
 ATR 06/04/2025 149.44 06/10/2025 151.54 3 5.39  Close Signal  Minor 
 AVA 06/04/2025 36.78 06/10/2025 37.30 12 5.35  Close Signal  Minor 
 AEO 06/04/2025 10.05 06/09/2025 10.15 46 3.67  Close Signal  Minor 
 AWR 06/04/2025 76.19 06/09/2025 76.98 6 3.82  Close Signal  Minor 
 FDS 06/03/2025 433.25 06/17/2025 422.46 1 -11.64  Close Signal  Minor 
 ACI 06/03/2025 21.26 06/12/2025 21.08 22 -4.89  Close Signal  Minor 
 HIFS 06/03/2025 233.49 06/10/2025 232.93 2 -2.05  Close Signal  Minor 
 ADM 06/03/2025 46.88 06/06/2025 47.02 10 0.46  Close Signal  Minor 
 DPZ 06/03/2025 460.96 06/06/2025 464.61 1 2.72  Close Signal  Minor 
 DXPE 06/03/2025 81.40 06/06/2025 82.07 5 2.53  Close Signal  Minor 
 GOOG 06/03/2025 167.36 06/06/2025 174.55 2 13.69  Close Signal  Minor 
 CORT 06/02/2025 71.68 06/09/2025 70.57 6 -7.51  Close Signal  Minor 
 COLM 06/02/2025 60.93 06/06/2025 61.44 7 2.71  Close Signal  Minor 
 AYI 06/02/2025 255.68 06/03/2025 263.97 1 7.77  Close Signal  Minor 
 CHH 06/02/2025 123.67 06/03/2025 127.00 3 9.23  Close Signal  Minor 
 CLNE 06/02/2025 1.71 06/03/2025 1.87 271 42.37  Close Signal  Minor 
 CROX 05/30/2025 102.00 06/06/2025 101.46 4 -2.97  Close Signal  Minor 
 COO 05/30/2025 68.28 06/05/2025 71.18 6 16.55  Close Signal  Minor 
 GES 05/30/2025 10.08 06/04/2025 10.69 45 26.50  Close Signal  Minor 
 AA 05/30/2025 26.68 06/03/2025 27.57 17 14.20  Close Signal  Minor 
 BRY 05/30/2025 2.36 06/03/2025 2.68 195 61.39  Close Signal  Minor 
 RRC 05/30/2025 37.86 06/03/2025 38.85 12 10.95  Close Signal  Minor 
 FLL 05/29/2025 3.17 06/06/2025 3.15 146 -3.84  Close Signal  Minor 
 HPQ 05/29/2025 24.42 06/04/2025 24.65 19 3.44  Close Signal  Minor 
 LYV 05/29/2025 136.15 06/04/2025 140.17 3 11.23  Close Signal  Minor 
 CART 05/29/2025 45.76 06/02/2025 46.44 10 5.87  Close Signal  Minor 
 CCRN 05/28/2025 13.43 06/09/2025 13.10 34 -12.12  Close Signal  Minor 
 ANIK 05/28/2025 11.12 06/02/2025 11.45 41 12.60  Close Signal  Minor 
 AGEN 05/28/2025 3.02 05/30/2025 3.43 154 62.12  Close Signal  Minor 
 FAF 05/28/2025 53.15 05/30/2025 54.82 8 12.49  Close Signal  Minor 
 CLX 05/28/2025 127.51 05/29/2025 128.33 3 1.69  Close Signal  Minor 
 CPRT 05/27/2025 52.82 06/10/2025 50.28 8 -21.13  Close Signal  Minor 
 CVCO 05/27/2025 456.71 06/06/2025 428.63 1 -28.95  Close Signal  Minor 
 SKY 05/27/2025 70.45 06/04/2025 65.64 6 -29.66  Close Signal  Minor 
 CCO 05/27/2025 1.08 06/03/2025 1.10 426 7.59  Close Signal  Minor 
 CLF 05/27/2025 6.38 06/02/2025 7.18 72 56.59  Close Signal  Minor 
 PLX 05/27/2025 1.56 06/02/2025 1.58 294 4.95  Close Signal  Minor 
 F 05/27/2025 10.17 05/30/2025 10.24 45 2.23  Close Signal  Minor 
 SGMO 05/27/2025 0.4531 05/30/2025 0.465 1,015 11.14  Close Signal  Minor 
 ATEC 05/27/2025 12.32 05/29/2025 12.46 37 4.26  Close Signal  Minor 
 CFFI 05/27/2025 63.94 05/29/2025 66.83 7 19.30  Close Signal  Minor 
 IDCC 05/27/2025 210.46 05/28/2025 212.29 2 2.81  Close Signal  Minor 
 AAON 05/23/2025 98.87 06/04/2025 95.39 4 -14.69  Close Signal  Minor 
 ADI 05/22/2025 210.14 05/28/2025 213.80 2 6.47  Close Signal  Minor 
950 trades
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Backtesting Results Disclaimer
Past hypothetical backtest results are neither an indicator nor a guarantee of future returns. Actual results may vary from the analysis. Hypothetical performance results have many inherent limitations and cannot fully account for market factors such as bid-ask spread, slippage, and commission costs. There are numerous other factors related to the markets, which cannot be fully accounted for in the backtesting algorithm, but all of which can adversely affect actual trading results.



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