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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: 1/1/2026 - 12/31/2026
 Results 
Total Profit: $1,359   Total Trades: 707  
Capital Growth:13.6%   Profit Trades, % of Total:63%  
Profit Factor: [?] 1.21  Avg Trade Duration, days:4.07  
Payoff Ratio: [?] 0.72   Avg Profit per Trade:0.44%  
Max Drawdown:14%   Avg Profit per Day:0.11%  
Max Drawdown, $: 1,450   Avg Market Impact: [?]
Minor  
 
Restoration Factor: [?] 0.94   Overall Viability Score: [?]
5 / 10
 
Avg Annual Return: 13.6%   CAGR: [?]13.6%  
 Equity Graph 
 Performance 
Year S&P 500 Equity JanFeb MarAprMay JunJulAug SepOctNov Dec
2026 9.41 13.59 3.46 -2.93 -3.65 9.52 4.28 -3.43 6.44
        
Performed Trades  
 Symbol Entry Date
Entry
Price, $
 Exit Date
Exit
Price, $
 Shares Profit, $  Exit On
Stop
Loss, $
Take
Profit, $
  MI [?]
 PRA 04/06/2026 24.20 04/10/2026 24.38 20 2.63  Close Signal  Minor 
 BIIB 04/06/2026 172.34 04/08/2026 179.90 2 14.41  Close Signal  Minor 
 KOP 04/06/2026 35.71 04/08/2026 37.28 13 19.45  Close Signal  Minor 
 ROCK 04/06/2026 38.29 04/08/2026 40.53 12 25.92  Close Signal  Minor 
 CENT 04/02/2026 35.81 04/08/2026 37.03 13 14.91  Close Signal  Minor 
 KWR 04/02/2026 119.70 04/08/2026 127.72 4 31.07  Close Signal  Minor 
 LNN 04/02/2026 102.66 04/08/2026 108.04 4 20.67  Close Signal  Minor 
 PBH 04/02/2026 52.48 04/08/2026 55.56 9 26.73  Close Signal  Minor 
 RDNT 04/02/2026 54.79 04/08/2026 55.91 9 9.08  Close Signal  Minor 
 NVAX 04/02/2026 7.70 04/07/2026 7.98 64 16.91  Close Signal  Minor 
 EQT 04/01/2026 60.92 04/16/2026 58.22 7 -19.72  Close Signal  Minor 
 MPX 04/01/2026 7.09 04/08/2026 7.30 68 13.29  Close Signal  Minor 
 ALX 04/01/2026 223.55 04/07/2026 226.98 2 5.96  Close Signal  Minor 
 AM 04/01/2026 22.09 04/07/2026 22.35 22 4.68  Close Signal  Minor 
 HSTM 04/01/2026 20.37 04/07/2026 20.52 23 2.51  Close Signal  Minor 
 CCRN 04/01/2026 9.32 04/06/2026 9.52 52 9.42  Close Signal  Minor 
 FORR 04/01/2026 5.39 04/06/2026 5.61 90 18.80  Close Signal  Minor 
 BSX 03/31/2026 62.75 04/08/2026 62.56 7 -2.21  Close Signal  Minor 
 MMS 03/31/2026 63.75 04/06/2026 63.37 7 -3.55  Close Signal  Minor 
 NXST 03/31/2026 179.14 04/06/2026 184.29 2 9.57  Close Signal  Minor 
 UHS 03/31/2026 178.72 04/06/2026 181.08 2 4.00  Close Signal  Minor 
 ADUS 03/31/2026 93.65 04/06/2026 93.50 5 -1.69  Close Signal  Minor 
 CLFD 03/31/2026 26.47 04/06/2026 26.80 18 4.98  Close Signal  Minor 
 CXW 03/31/2026 18.91 04/02/2026 20.51 25 38.99  Close Signal  Minor 
 GTN 03/31/2026 4.25 04/02/2026 4.40 113 15.96  Close Signal  Minor 
 SGMO 03/31/2026 0.2469 04/02/2026 0.3001 1,956 102.94  Close Signal  Minor 
 OHI 03/31/2026 43.19 04/01/2026 43.69 11 4.54  Close Signal  Minor 
 AVAV 03/30/2026 176.97 04/02/2026 184.36 2 14.05  Close Signal  Minor 
 BBW 03/30/2026 36.61 04/02/2026 37.80 12 13.38  Close Signal  Minor 
 ALK 03/30/2026 34.19 04/01/2026 37.65 13 44.02  Close Signal  Minor 
 AMAT 03/30/2026 322.72 04/01/2026 353.36 1 29.95  Close Signal  Minor 
 ACET 03/30/2026 6.11 03/31/2026 6.81 77 52.88  Close Signal  Minor 
 AEHR 03/30/2026 30.12 03/31/2026 37.08 15 103.34  Close Signal  Minor 
 ATI 03/30/2026 135.50 03/31/2026 145.46 3 29.02  Close Signal  Minor 
 BC 03/30/2026 69.17 03/31/2026 72.35 6 18.22  Close Signal  Minor 
 BFLY 03/30/2026 3.83 03/31/2026 4.04 123 24.85  Close Signal  Minor 
 ACM 03/27/2026 84.77 04/01/2026 85.32 5 1.90  Close Signal  Minor 
 AGO 03/27/2026 78.90 03/31/2026 81.08 6 12.11  Close Signal  Minor 
 CSGP 03/26/2026 41.30 04/06/2026 41.18 11 -2.23  Close Signal  Minor 
 AGEN 03/26/2026 3.44 04/01/2026 3.40 137 -6.41  Close Signal  Minor 
 CTAS 03/26/2026 168.40 04/01/2026 171.58 2 5.68  Close Signal  Minor 
 CNX 03/26/2026 40.01 03/27/2026 40.58 11 5.38  Close Signal  Minor 
 ATEC 03/25/2026 11.49 04/01/2026 11.26 41 -10.36  Close Signal  Minor 
 BLKB 03/25/2026 39.35 03/31/2026 38.61 12 -9.81  Close Signal  Minor 
 ADBE 03/25/2026 237.25 03/30/2026 241.13 1 3.40  Close Signal  Minor 
 BDN 03/25/2026 2.52 03/30/2026 2.48 187 -8.41  Close Signal  Minor 
 AGX 03/25/2026 436.76 03/27/2026 565.69 1 127.86  Close Signal  Minor 
 ACI 03/25/2026 16.16 03/26/2026 16.66 29 13.54  Close Signal  Minor 
 ABT 03/24/2026 102.68 04/02/2026 101.50 4 -5.53  Close Signal  Minor 
 ADSK 03/24/2026 239.39 03/31/2026 239.40 1 -0.47  Close Signal  Minor 
 AEO 03/24/2026 16.09 03/31/2026 16.46 29 9.78  Close Signal  Minor 
 AMT 03/24/2026 167.08 03/30/2026 167.08 2 -0.67  Close Signal  Minor 
 DMRC 03/23/2026 5.08 03/31/2026 4.91 92 -16.55  Close Signal  Minor 
 ADC 03/23/2026 74.40 03/30/2026 73.67 6 -5.31  Close Signal  Minor 
 BR 03/23/2026 169.69 03/30/2026 162.34 2 -15.36  Close Signal  Minor 
 CCI 03/23/2026 80.39 03/30/2026 78.76 5 -8.94  Close Signal  Minor 
 CHE 03/23/2026 372.90 03/30/2026 373.57 1 -0.08  Close Signal  Minor 
 COKE 03/23/2026 187.88 03/30/2026 185.29 2 -5.92  Close Signal  Minor 
 CALM 03/23/2026 76.72 03/26/2026 78.34 6 8.78  Close Signal  Minor 
 CNP 03/23/2026 41.53 03/26/2026 42.10 11 5.35  Close Signal  Minor 
 BMY 03/23/2026 55.80 03/25/2026 57.70 8 14.28  Close Signal  Minor 
 CAH 03/23/2026 205.46 03/25/2026 210.34 2 8.92  Close Signal  Minor 
 CENX 03/23/2026 46.48 03/24/2026 50.23 10 36.51  Close Signal  Minor 
 CVS 03/23/2026 70.23 03/24/2026 71.72 6 8.08  Close Signal  Minor 
 AA 03/20/2026 56.36 03/25/2026 58.60 8 16.99  Close Signal  Minor 
 AAP 03/20/2026 46.62 03/23/2026 50.29 10 35.71  Close Signal  Minor 
 AGO 03/19/2026 81.62 03/26/2026 80.99 5 -3.96  Close Signal  Minor 
 AEP 03/19/2026 127.79 03/24/2026 127.87 3 -0.53  Close Signal  Minor 
 AES 03/19/2026 13.81 03/24/2026 13.79 34 -1.61  Close Signal  Minor 
 AFG 03/19/2026 122.85 03/23/2026 125.66 3 7.68  Close Signal  Minor 
 AIG 03/19/2026 73.40 03/23/2026 74.60 6 6.31  Close Signal  Minor 
 ABCB 03/18/2026 73.68 03/23/2026 75.39 6 9.36  Close Signal  Minor 
 AVD 03/17/2026 3.50 03/30/2026 2.53 138 -134.63  Close Signal  Minor 
 AMGN 03/17/2026 358.44 03/25/2026 351.30 1 -7.85  Close Signal  Minor 
 BGS 03/17/2026 4.75 03/25/2026 4.81 101 5.09  Close Signal  Minor 
 BMRN 03/17/2026 56.05 03/25/2026 55.59 8 -4.57  Close Signal  Minor 
 AGM 03/17/2026 146.29 03/23/2026 141.51 3 -15.20  Close Signal  Minor 
 BCO 03/17/2026 104.94 03/23/2026 100.93 4 -16.86  Close Signal  Minor 
 BCPC 03/17/2026 167.13 03/23/2026 164.29 2 -6.34  Close Signal  Minor 
 CFR 03/17/2026 129.37 03/20/2026 131.25 3 4.86  Close Signal  Minor 
 AMPL 03/17/2026 7.15 03/19/2026 7.21 67 3.06  Close Signal  Minor 
 CCRN 03/17/2026 9.06 03/19/2026 9.35 53 14.39  Close Signal  Minor 
 AAON 03/16/2026 81.40 03/20/2026 79.95 6 -9.66  Close Signal  Minor 
 ACIW 03/16/2026 39.55 03/19/2026 39.68 12 0.61  Close Signal  Minor 
 AAPL 03/13/2026 249.89 03/23/2026 251.26 2 1.74  Close Signal  Minor 
 A 03/13/2026 111.04 03/17/2026 112.28 4 4.06  Close Signal  Minor 
 AGYS 03/11/2026 72.50 03/19/2026 69.56 7 -21.56  Close Signal  Minor 
 AFG 03/11/2026 125.64 03/17/2026 126.91 4 4.07  Close Signal  Minor 
 AEE 03/11/2026 108.59 03/13/2026 111.26 4 9.80  Close Signal  Minor 
 ABG 03/10/2026 199.40 03/23/2026 191.70 2 -16.17  Close Signal  Minor 
 ABM 03/10/2026 40.71 03/23/2026 37.70 12 -37.04  Close Signal  Minor 
 ACM 03/10/2026 90.63 03/18/2026 89.42 5 -6.95  Close Signal  Minor 
 AJG 03/10/2026 211.02 03/16/2026 211.15 2 -0.58  Close Signal  Minor 
 AIT 03/10/2026 263.88 03/11/2026 269.69 1 5.27  Close Signal  Minor 
 ACGL 03/09/2026 95.62 03/17/2026 94.40 5 -7.05  Close Signal  Minor 
 ALG 03/09/2026 167.22 03/11/2026 175.21 3 22.93  Close Signal  Minor 
 ADI 03/06/2026 314.96 03/17/2026 312.82 1 -2.77  Close Signal  Minor 
 AIZ 03/06/2026 222.14 03/13/2026 217.78 2 -9.60  Close Signal  Minor 
 AEO 03/05/2026 19.06 03/19/2026 17.25 26 -47.98  Close Signal  Minor 
 AAPL 03/05/2026 260.05 03/10/2026 260.59 1 0.02  Close Signal  Minor 
707 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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