MarketInOut Stock Screener Please enable JavaScript to view this page content properly Log In | Sign Up
 
Backtest Builder
My Backtests
Popular Strategies
Backtest Log
Optimization
Strategy Name Larry Connors RSI-2
  Create a Copy 
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: $640   Total Trades: 1,092  
Capital Growth:6.4%   Profit Trades, % of Total:61%  
Profit Factor: [?] 1.07  Avg Trade Duration, days:4.28  
Payoff Ratio: [?] 0.67   Avg Profit per Trade:0.14%  
Max Drawdown:26%   Avg Profit per Day:0.033%  
Max Drawdown, $: 2,630   Avg Market Impact: [?]
Minor  
 
Restoration Factor: [?] 0.24   Overall Viability Score: [?]
4 / 10
 
Avg Annual Return: 6.4%   CAGR: [?]6.4%  
 Equity Graph 
 Performance 
Year S&P 500 Equity JanFeb MarAprMay JunJulAug SepOctNov Dec
2025 16.08 6.40 1.54 -5.26 -9.15 -3.36 6.44 3.01 1.62 12.53 -2.42 -1.43 1.85 2.56
        
Performed Trades  
 Symbol Entry Date
Entry
Price, $
 Exit Date
Exit
Price, $
 Shares Profit, $  Exit On
Stop
Loss, $
Take
Profit, $
  MI [?]
 BAC 08/07/2025 44.19 08/08/2025 45.26 10 9.80  Close Signal  Minor 
 CCNE 08/07/2025 21.47 08/08/2025 22.06 22 12.02  Close Signal  Minor 
 AGEN 08/06/2025 4.76 08/12/2025 4.81 100 4.04  Close Signal  Minor 
 CASH 08/06/2025 73.70 08/08/2025 73.71 6 -0.82  Close Signal  Minor 
 CHCO 08/06/2025 119.13 08/08/2025 119.45 4 0.33  Close Signal  Minor 
 CLF 08/06/2025 9.37 08/08/2025 9.56 51 8.72  Close Signal  Minor 
 BRKR 08/05/2025 31.99 08/12/2025 32.28 14 3.16  Close Signal  Minor 
 CAR 08/05/2025 159.21 08/12/2025 159.85 3 0.96  Close Signal  Minor 
 CHDN 08/05/2025 103.04 08/12/2025 101.75 4 -5.98  Close Signal  Minor 
 CBRL 08/05/2025 55.72 08/07/2025 57.22 8 11.09  Close Signal  Minor 
 CHD 08/05/2025 90.25 08/07/2025 91.72 5 6.44  Close Signal  Minor 
 CL 08/05/2025 82.51 08/06/2025 84.05 5 6.86  Close Signal  Minor 
 ARRY 08/04/2025 6.00 08/13/2025 6.00 80 -0.96  Close Signal  Minor 
 ALX 08/04/2025 205.04 08/12/2025 216.99 2 23.04  Close Signal  Minor 
 ATI 08/04/2025 75.64 08/12/2025 75.48 6 -1.87  Close Signal  Minor 
 ATNI 08/04/2025 16.59 08/12/2025 15.55 29 -31.08  Close Signal  Minor 
 ADBE 08/04/2025 338.85 08/08/2025 341.05 1 1.52  Close Signal  Minor 
 APA 08/04/2025 18.07 08/07/2025 19.24 26 29.43  Close Signal  Minor 
 ASUR 08/04/2025 8.27 08/07/2025 8.26 58 -1.54  Close Signal  Minor 
 ANDE 08/04/2025 34.48 08/06/2025 36.01 14 20.42  Close Signal  Minor 
 A 07/31/2025 114.58 08/08/2025 114.39 4 -1.68  Close Signal  Minor 
 AAPL 07/30/2025 208.61 08/06/2025 212.80 2 7.53  Close Signal  Minor 
 AA 07/30/2025 29.94 08/05/2025 29.44 16 -8.95  Close Signal  Minor 
 AAP 07/30/2025 55.55 08/05/2025 56.81 8 9.18  Close Signal  Minor 
 ABM 07/30/2025 46.22 08/04/2025 46.25 10 -0.62  Close Signal  Minor 
 ACIW 07/29/2025 43.64 08/06/2025 42.15 11 -17.33  Close Signal  Minor 
 AMT 07/29/2025 212.83 08/04/2025 211.12 2 -4.27  Close Signal  Minor 
 BCO 07/29/2025 89.46 08/04/2025 87.30 5 -11.68  Close Signal  Minor 
 BRO 07/29/2025 91.57 08/04/2025 92.36 5 3.03  Close Signal  Minor 
 CART 07/29/2025 46.77 07/31/2025 47.97 10 11.05  Close Signal  Minor 
 BJRI 07/28/2025 37.95 08/12/2025 34.33 12 -44.29  Close Signal  Minor 
 AVY 07/28/2025 172.45 08/05/2025 166.32 2 -12.93  Close Signal  Minor 
 BUSE 07/28/2025 22.78 08/05/2025 22.17 21 -13.75  Close Signal  Minor 
 ALTI 07/28/2025 4.28 08/04/2025 4.10 113 -21.28  Close Signal  Minor 
 BCRX 07/28/2025 8.26 08/04/2025 8.73 58 26.26  Close Signal  Minor 
 BLX 07/28/2025 38.49 08/04/2025 38.40 12 -2.00  Close Signal  Minor 
 ARTNA 07/28/2025 31.75 07/30/2025 32.50 15 10.28  Close Signal  Minor 
 BMRC 07/25/2025 23.29 08/08/2025 21.98 20 -27.09  Close Signal  Minor 
 BOH 07/25/2025 64.33 08/04/2025 61.27 7 -22.29  Close Signal  Minor 
 AWR 07/25/2025 71.95 07/30/2025 72.53 6 2.61  Close Signal  Minor 
 ARW 07/24/2025 127.15 07/29/2025 130.03 3 7.86  Close Signal  Minor 
 AVT 07/24/2025 52.61 07/29/2025 54.19 9 13.25  Close Signal  Minor 
 BHB 07/24/2025 29.33 07/28/2025 30.29 16 14.40  Close Signal  Minor 
 PGC 07/23/2025 26.24 08/07/2025 24.86 18 -25.75  Close Signal  Minor 
 ONB 07/23/2025 21.77 08/05/2025 20.63 22 -26.00  Close Signal  Minor 
 PNFP 07/23/2025 106.41 08/05/2025 89.30 4 -69.19  Close Signal  Minor 
 NATH 07/23/2025 94.45 07/30/2025 94.83 5 0.95  Close Signal  Minor 
 DIOD 07/23/2025 52.49 07/29/2025 51.60 9 -8.94  Close Signal  Minor 
 BCPC 07/23/2025 150.63 07/28/2025 150.64 3 -0.87  Close Signal  Minor 
 CORT 07/23/2025 68.39 07/28/2025 69.15 7 4.35  Close Signal  Minor 
 MORN 07/23/2025 276.06 07/28/2025 281.99 1 5.37  Close Signal  Minor 
 PEBO 07/23/2025 29.19 07/28/2025 28.94 16 -4.93  Close Signal  Minor 
 NHC 07/23/2025 95.10 07/25/2025 95.90 5 3.04  Close Signal  Minor 
 BMI 07/22/2025 203.87 07/30/2025 190.43 2 -27.66  Close Signal  Minor 
 EFX 07/22/2025 237.37 07/29/2025 246.13 2 16.54  Close Signal  Minor 
 ADI 07/22/2025 233.75 07/28/2025 229.05 2 -10.32  Close Signal  Minor 
 CXW 07/22/2025 19.73 07/25/2025 20.73 24 23.02  Close Signal  Minor 
 FDS 07/22/2025 414.36 07/25/2025 416.65 1 1.46  Close Signal  Minor 
 CAH 07/22/2025 156.59 07/24/2025 157.77 3 2.60  Close Signal  Minor 
 GEO 07/22/2025 23.67 07/24/2025 24.55 20 16.63  Close Signal  Minor 
 CMTL 07/22/2025 2.25 07/23/2025 2.43 212 37.15  Close Signal  Minor 
 CPSS 07/22/2025 8.68 07/23/2025 9.13 55 23.76  Close Signal  Minor 
 CRAI 07/22/2025 173.58 07/23/2025 175.94 2 4.02  Close Signal  Minor 
 ALKS 07/21/2025 26.66 07/29/2025 27.00 17 4.86  Close Signal  Minor 
 CVI 07/18/2025 28.60 07/28/2025 28.72 16 1.00  Close Signal  Minor 
 CIX 07/18/2025 23.33 07/24/2025 23.12 20 -5.13  Close Signal  Minor 
 ATRC 07/18/2025 29.26 07/23/2025 30.82 16 23.99  Close Signal  Minor 
 CVS 07/18/2025 60.79 07/23/2025 61.35 7 3.06  Close Signal  Minor 
 ATEC 07/18/2025 10.49 07/22/2025 10.74 45 10.29  Close Signal  Minor 
 CMP 07/18/2025 20.54 07/22/2025 21.18 23 13.75  Close Signal  Minor 
 CRMT 07/18/2025 54.84 07/22/2025 55.53 8 4.63  Close Signal  Minor 
 ABG 07/17/2025 229.52 07/23/2025 238.52 2 17.05  Close Signal  Minor 
 AVD 07/17/2025 3.56 07/23/2025 3.73 133 21.63  Close Signal  Minor 
 ABT 07/17/2025 119.98 07/22/2025 125.17 3 14.83  Close Signal  Minor 
 AN 07/17/2025 196.41 07/22/2025 201.91 2 10.20  Close Signal  Minor 
 ARRY 07/17/2025 6.89 07/22/2025 7.06 69 10.76  Close Signal  Minor 
 CL 07/17/2025 86.14 07/22/2025 88.11 5 8.97  Close Signal  Minor 
 ARL 07/17/2025 12.58 07/21/2025 13.02 37 15.32  Close Signal  Minor 
 ALG 07/16/2025 216.61 07/23/2025 218.63 2 3.17  Close Signal  Minor 
 ACI 07/16/2025 20.22 07/22/2025 20.26 23 -0.01  Close Signal  Minor 
 ANDE 07/16/2025 36.52 07/22/2025 36.42 13 -2.25  Close Signal  Minor 
 APOG 07/16/2025 40.81 07/22/2025 42.11 11 13.38  Close Signal  Minor 
 APA 07/16/2025 17.70 07/18/2025 18.36 27 16.84  Close Signal  Minor 
 AYI 07/14/2025 294.62 07/18/2025 292.52 1 -2.69  Close Signal  Minor 
 BJRI 07/14/2025 41.00 07/18/2025 40.04 11 -11.45  Close Signal  Minor 
 AME 07/14/2025 177.79 07/17/2025 179.13 2 1.96  Close Signal  Minor 
 ASUR 07/14/2025 10.03 07/17/2025 10.20 47 7.04  Close Signal  Minor 
 CCRN 07/14/2025 12.08 07/17/2025 12.55 39 17.36  Close Signal  Minor 
 AGM 07/11/2025 175.98 07/23/2025 175.46 2 -1.74  Close Signal  Minor 
 AIG 07/11/2025 81.30 07/18/2025 80.74 5 -3.61  Close Signal  Minor 
 ATR 07/11/2025 156.88 07/18/2025 155.37 3 -5.46  Close Signal  Minor 
 ACN 07/11/2025 279.24 07/17/2025 280.87 1 1.07  Close Signal  Minor 
 AIZ 07/11/2025 186.14 07/14/2025 189.63 2 6.22  Close Signal  Minor 
 ADSK 07/10/2025 286.11 07/16/2025 289.47 1 2.78  Close Signal  Minor 
 EE 07/09/2025 27.45 07/18/2025 26.45 17 -17.91  Close Signal  Minor 
 CNA 07/09/2025 43.67 07/17/2025 43.24 11 -5.68  Close Signal  Minor 
 CI 07/09/2025 306.50 07/16/2025 302.58 1 -4.53  Close Signal  Minor 
 EAT 07/09/2025 169.19 07/16/2025 166.18 2 -6.69  Close Signal  Minor 
 GLDD 07/09/2025 11.13 07/16/2025 11.17 43 0.76  Close Signal  Minor 
 AGO 07/09/2025 82.81 07/14/2025 83.43 5 2.27  Close Signal  Minor 
1092 trades
prev
1
2
3
4
5
6
7
8
9
10
11
next

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.



Disclaimer - Privacy Policy - Terms Of Service - Cookie Use Policy - FAQ - Contact Us