MarketInOut Stock Screener 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: 1/1/2026 - 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 [?]
 ABT 03/05/2026 109.56 03/09/2026 111.15 4 5.47  Close Signal  Minor 
 AGEN 03/05/2026 2.92 03/09/2026 3.15 176 39.39  Close Signal  Minor 
 ALGT 03/04/2026 92.09 03/17/2026 80.00 5 -61.28  Close Signal  Minor 
 ANGO 03/04/2026 10.99 03/10/2026 10.99 47 -1.03  Close Signal  Minor 
 ACI 03/04/2026 16.67 03/06/2026 17.33 31 19.40  Close Signal  Minor 
 ACAD 03/03/2026 22.50 03/23/2026 20.99 23 -35.71  Close Signal  Minor 
 AMD 03/03/2026 190.95 03/04/2026 202.07 2 21.44  Close Signal  Minor 
 BDX 02/27/2026 174.14 03/17/2026 160.51 2 -27.92  Close Signal  Minor 
 BZH 02/27/2026 25.58 03/17/2026 21.21 20 -88.29  Close Signal  Minor 
 CROX 02/27/2026 90.71 03/06/2026 86.00 5 -24.42  Close Signal  Minor 
 CRI 02/27/2026 33.09 03/05/2026 34.75 15 23.87  Close Signal  Minor 
 ARRY 02/26/2026 7.28 03/10/2026 7.07 70 -15.70  Close Signal  Minor 
 AVD 02/26/2026 4.72 03/05/2026 4.73 109 0.06  Close Signal  Minor 
 AVA 02/26/2026 39.29 03/04/2026 39.86 13 6.38  Close Signal  Minor 
 CLNE 02/25/2026 2.39 03/04/2026 2.32 215 -16.06  Close Signal  Minor 
 AMSF 02/25/2026 35.96 03/03/2026 33.43 14 -36.37  Close Signal  Minor 
 BBY 02/25/2026 60.60 03/03/2026 64.12 8 27.15  Close Signal  Minor 
 ABR 02/25/2026 6.72 02/27/2026 7.43 76 52.86  Close Signal  Minor 
 AMWD 02/24/2026 53.46 03/17/2026 40.02 9 -121.74  Close Signal  Minor 
 BOOM 02/24/2026 5.84 03/17/2026 5.04 87 -70.51  Close Signal  Minor 
 CECO 02/24/2026 60.00 03/10/2026 54.34 8 -46.17  Close Signal  Minor 
 CLB 02/24/2026 17.56 03/10/2026 16.32 29 -36.92  Close Signal  Minor 
 AWI 02/24/2026 173.59 03/05/2026 171.36 2 -5.15  Close Signal  Minor 
 AAP 02/24/2026 53.30 02/27/2026 52.70 9 -6.35  Close Signal  Minor 
 AIN 02/24/2026 54.31 02/26/2026 57.72 9 29.67  Close Signal  Minor 
 CHCO 02/24/2026 119.68 02/26/2026 121.49 4 6.27  Close Signal  Minor 
 AIV 02/24/2026 2.91 02/25/2026 3.00 175 14.71  Close Signal  Minor 
 AGYS 02/23/2026 71.80 02/27/2026 72.17 7 1.58  Close Signal  Minor 
 ACN 02/23/2026 197.04 02/26/2026 203.11 2 11.33  Close Signal  Minor 
 ADBE 02/23/2026 246.68 02/25/2026 257.81 2 21.24  Close Signal  Minor 
 BXC 02/20/2026 72.74 03/23/2026 49.23 7 -165.34  Close Signal  Minor 
 AGM 02/20/2026 146.59 02/25/2026 156.97 3 30.21  Close Signal  Minor 
 BCPC 02/20/2026 171.30 02/24/2026 178.56 3 20.72  Close Signal  Minor 
 CAG 02/20/2026 17.81 02/23/2026 18.19 29 9.84  Close Signal  Minor 
 BLDR 02/19/2026 111.42 03/17/2026 90.68 4 -83.73  Close Signal  Minor 
 BKD 02/19/2026 14.95 02/27/2026 15.30 34 10.87  Close Signal  Minor 
 CEVA 02/19/2026 19.67 02/24/2026 20.13 26 10.92  Close Signal  Minor 
 CBU 02/18/2026 62.95 03/16/2026 56.94 8 -49.02  Close Signal  Minor 
 CMC 02/18/2026 78.18 03/11/2026 66.10 6 -73.31  Close Signal  Minor 
 FC 02/18/2026 16.92 03/05/2026 12.88 30 -122.03  Close Signal  Minor 
 ALKS 02/18/2026 32.02 02/24/2026 33.39 16 20.86  Close Signal  Minor 
 CMCO 02/18/2026 19.13 02/24/2026 19.10 27 -1.84  Close Signal  Minor 
 FLWS 02/18/2026 3.30 02/24/2026 3.31 156 0.53  Close Signal  Minor 
 GPC 02/18/2026 118.52 02/24/2026 116.47 4 -9.14  Close Signal  Minor 
 ITIC 02/18/2026 231.48 02/24/2026 223.97 2 -15.92  Close Signal  Minor 
 LPX 02/18/2026 85.60 02/24/2026 84.62 6 -6.90  Close Signal  Minor 
 MYGN 02/18/2026 4.37 02/24/2026 4.43 118 6.04  Close Signal  Minor 
 FELE 02/18/2026 90.63 02/23/2026 95.06 5 21.21  Close Signal  Minor 
 COCO 02/18/2026 50.06 02/20/2026 53.96 10 37.94  Close Signal  Minor 
 ESCA 02/18/2026 13.66 02/20/2026 13.88 37 7.12  Close Signal  Minor 
 FFIN 02/18/2026 32.54 02/20/2026 32.90 15 4.42  Close Signal  Minor 
 KAI 02/18/2026 319.74 02/20/2026 339.13 1 18.72  Close Signal  Minor 
 CBSH 02/17/2026 52.45 02/19/2026 53.11 9 4.99  Close Signal  Minor 
 CHDN 02/17/2026 87.97 02/19/2026 92.21 5 20.29  Close Signal  Minor 
 CRK 02/17/2026 18.55 02/19/2026 19.85 28 35.31  Close Signal  Minor 
 ASH 02/17/2026 59.39 02/18/2026 62.51 8 23.97  Close Signal  Minor 
 CRMT 02/17/2026 20.98 02/18/2026 22.22 24 28.71  Close Signal  Minor 
 CASS 02/13/2026 44.39 02/25/2026 44.25 11 -2.51  Close Signal  Minor 
 AAPL 02/13/2026 255.54 02/18/2026 264.11 2 16.09  Close Signal  Minor 
 ACM 02/13/2026 87.60 02/18/2026 94.59 5 34.02  Close Signal  Minor 
 ASGN 02/13/2026 41.43 02/18/2026 43.12 12 19.26  Close Signal  Minor 
 AXP 02/13/2026 335.52 02/18/2026 344.21 1 8.01  Close Signal  Minor 
 AYI 02/13/2026 305.10 02/18/2026 312.98 1 7.26  Close Signal  Minor 
 ABM 02/12/2026 42.84 02/18/2026 44.45 12 18.26  Close Signal  Minor 
 ADSK 02/12/2026 223.49 02/18/2026 229.74 2 11.59  Close Signal  Minor 
 AMP 02/11/2026 484.17 02/18/2026 476.03 1 -9.10  Close Signal  Minor 
 AIZ 02/11/2026 214.39 02/17/2026 220.28 2 10.90  Close Signal  Minor 
 ACAD 02/10/2026 22.70 02/17/2026 22.95 23 4.70  Close Signal  Minor 
 HRB 02/10/2026 31.84 02/13/2026 30.30 16 -25.62  Close Signal  Minor 
 HUM 02/10/2026 179.96 02/13/2026 182.74 2 4.83  Close Signal  Minor 
 MCO 02/10/2026 417.06 02/13/2026 424.51 1 6.60  Close Signal  Minor 
 HSTM 02/10/2026 19.93 02/11/2026 20.10 26 3.38  Close Signal  Minor 
 A 02/09/2026 126.97 02/18/2026 126.41 4 -3.25  Close Signal  Minor 
 AJG 02/09/2026 216.41 02/17/2026 212.65 2 -8.37  Close Signal  Minor 
 HAE 02/09/2026 57.69 02/17/2026 58.59 9 7.05  Close Signal  Minor 
 ALX 02/09/2026 218.41 02/13/2026 225.20 2 12.69  Close Signal  Minor 
 FDS 02/09/2026 201.19 02/13/2026 203.74 2 4.29  Close Signal  Minor 
 ESCA 02/09/2026 13.88 02/12/2026 14.01 38 3.88  Close Signal  Minor 
 AWR 02/09/2026 69.16 02/10/2026 70.79 7 10.42  Close Signal  Minor 
 ASUR 02/06/2026 8.91 02/18/2026 7.57 60 -81.35  Close Signal  Minor 
 CCRN 02/06/2026 8.69 02/17/2026 8.22 61 -29.69  Close Signal  Minor 
 CRVL 02/06/2026 48.67 02/12/2026 47.27 11 -16.45  Close Signal  Minor 
 CLB 02/06/2026 18.54 02/11/2026 18.92 28 9.59  Close Signal  Minor 
 CNC 02/06/2026 38.46 02/10/2026 39.61 13 13.93  Close Signal  Minor 
 AMZN 02/05/2026 222.69 02/18/2026 204.79 2 -36.64  Close Signal  Minor 
 ACLS 02/05/2026 81.49 02/06/2026 86.08 6 26.52  Close Signal  Minor 
 BLKB 02/04/2026 47.85 02/09/2026 48.25 11 3.34  Close Signal  Minor 
 BRKR 02/04/2026 42.46 02/09/2026 42.00 12 -6.53  Close Signal  Minor 
 ADBE 02/03/2026 271.93 02/13/2026 263.97 1 -8.49  Close Signal  Minor 
 ACET 02/03/2026 7.70 02/09/2026 7.25 69 -32.07  Close Signal  Minor 
 ACIW 02/03/2026 39.52 02/06/2026 42.28 13 34.80  Close Signal  Minor 
 AKAM 02/03/2026 91.79 02/06/2026 95.08 5 15.51  Close Signal  Minor 
 AMKR 02/03/2026 46.10 02/06/2026 49.21 11 33.14  Close Signal  Minor 
 BFLY 02/02/2026 3.82 02/10/2026 3.41 139 -57.97  Close Signal  Minor 
 ALB 02/02/2026 164.11 02/09/2026 164.94 3 1.50  Close Signal  Minor 
 BA 02/02/2026 233.02 02/04/2026 235.95 2 4.92  Close Signal  Minor 
 BLDR 02/02/2026 113.27 02/03/2026 118.56 4 20.22  Close Signal  Minor 
 AMPL 01/30/2026 9.17 02/18/2026 7.18 57 -114.31  Close Signal  Minor 
 ADSK 01/30/2026 252.87 02/09/2026 242.53 2 -21.66  Close Signal  Minor 
 AMD 01/30/2026 236.73 02/09/2026 216.00 2 -42.34  Close Signal  Minor 
707 trades
prev
1
2
3
4
5
6
7
8
next
The Backtester tool displays results for the current year only. To analyze performance over 25+ years and build robust strategies, use our full backtesting engine with a wide range of technical and fundamental indicators.

Unlock full access

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