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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: $1,162   Total Trades: 849  
Capital Growth:11.6%   Profit Trades, % of Total:61%  
Profit Factor: [?] 1.15  Avg Trade Duration, days:4.17  
Payoff Ratio: [?] 0.75   Avg Profit per Trade:0.32%  
Max Drawdown:14%   Avg Profit per Day:0.077%  
Max Drawdown, $: 1,463   Avg Market Impact: [?]
Minor  
 
Restoration Factor: [?] 0.79   Overall Viability Score: [?]
4 / 10
 
Avg Annual Return: 11.6%   CAGR: [?]11.6%  
 Equity Graph 
 Performance 
Year S&P 500 Equity JanFeb MarAprMay JunJulAug SepOctNov Dec
2026 11.57 11.62 3.45 -2.92 -3.79 8.07 4.52 -2.83 6.66 0.00 -1.34
        
Performed Trades  
 Symbol Entry Date
Entry
Price, $
 Exit Date
Exit
Price, $
 Shares Profit, $  Exit On
Stop
Loss, $
Take
Profit, $
  MI [?]
 COKE 04/16/2026 185.66 04/22/2026 186.80 2 1.53  Close Signal  Minor 
 BCBP 04/16/2026 9.12 04/21/2026 9.72 54 31.37  Close Signal  Minor 
 EGY 04/16/2026 5.42 04/21/2026 5.81 92 34.83  Close Signal  Minor 
 ALG 04/16/2026 167.62 04/20/2026 172.60 2 9.27  Close Signal  Minor 
 ALTI 04/16/2026 3.69 04/20/2026 3.83 135 17.88  Close Signal  Minor 
 CNH 04/16/2026 10.31 04/20/2026 10.73 48 19.14  Close Signal  Minor 
 APOG 04/16/2026 33.63 04/17/2026 35.60 14 26.60  Close Signal  Minor 
 DXCM 04/16/2026 61.23 04/17/2026 63.98 8 20.99  Close Signal  Minor 
 FOLD 04/16/2026 14.45 04/17/2026 14.46 34 -0.64  Close Signal  Minor 
 FSTR 04/16/2026 29.71 04/17/2026 30.00 16 3.68  Close Signal  Minor 
 GT 04/16/2026 6.59 04/17/2026 7.06 75 34.21  Close Signal  Minor 
 ANDE 04/15/2026 70.42 04/20/2026 72.86 7 16.07  Close Signal  Minor 
 ALCO 04/15/2026 42.44 04/17/2026 43.13 11 6.64  Close Signal  Minor 
 BG 04/15/2026 118.54 04/16/2026 121.51 4 10.91  Close Signal  Minor 
 IMAX 04/14/2026 36.83 04/22/2026 36.22 13 -8.88  Close Signal  Minor 
 DVN 04/14/2026 44.63 04/21/2026 44.97 11 2.73  Close Signal  Minor 
 CAG 04/14/2026 13.77 04/16/2026 14.17 36 13.39  Close Signal  Minor 
 DAR 04/14/2026 59.60 04/16/2026 60.36 8 5.12  Close Signal  Minor 
 AM 04/13/2026 21.19 04/22/2026 20.81 23 -9.70  Close Signal  Minor 
 ACI 04/13/2026 16.43 04/17/2026 16.28 30 -5.48  Close Signal  Minor 
 ADM 04/10/2026 68.84 04/20/2026 67.50 7 -10.33  Close Signal  Minor 
 ADP 04/10/2026 186.18 04/15/2026 194.20 2 15.27  Close Signal  Minor 
 ACN 04/09/2026 183.74 04/13/2026 189.59 2 10.95  Close Signal  Minor 
 ADBE 04/09/2026 229.94 04/13/2026 240.11 2 19.39  Close Signal  Minor 
 BTU 04/08/2026 29.99 04/21/2026 26.87 16 -50.80  Close Signal  Minor 
 CRK 04/08/2026 18.55 04/16/2026 17.00 27 -42.79  Close Signal  Minor 
 OXY 04/08/2026 59.23 04/16/2026 56.36 8 -23.87  Close Signal  Minor 
 T 04/08/2026 26.71 04/16/2026 26.05 18 -12.82  Close Signal  Minor 
 INTU 04/08/2026 386.53 04/15/2026 387.93 1 0.62  Close Signal  Minor 
 AMPL 04/08/2026 6.27 04/14/2026 6.20 79 -6.51  Close Signal  Minor 
 CRM 04/08/2026 175.15 04/14/2026 170.55 2 -9.89  Close Signal  Minor 
 SJM 04/08/2026 91.91 04/14/2026 90.36 5 -8.66  Close Signal  Minor 
 VRSK 04/08/2026 174.47 04/14/2026 169.70 2 -10.22  Close Signal  Minor 
 VALU 04/08/2026 33.69 04/09/2026 35.03 14 17.79  Close Signal  Minor 
 CPB 04/07/2026 20.54 04/15/2026 20.15 23 -9.90  Close Signal  Minor 
 ATNI 04/07/2026 25.39 04/10/2026 26.30 19 16.30  Close Signal  Minor 
 GBX 04/07/2026 46.99 04/09/2026 52.90 10 58.07  Close Signal  Minor 
 CL 04/07/2026 82.14 04/08/2026 84.54 5 11.16  Close Signal  Minor 
 GPOR 04/06/2026 205.80 04/27/2026 188.11 2 -36.15  Close Signal  Minor 
 VZ 04/06/2026 47.61 04/16/2026 46.00 10 -17.03  Close Signal  Minor 
 EXE 04/06/2026 102.30 04/16/2026 96.19 4 -25.22  Close Signal  Minor 
 AR 04/06/2026 40.36 04/16/2026 37.49 12 -35.36  Close Signal  Minor 
 TMUS 04/06/2026 196.41 04/16/2026 194.94 2 -3.72  Close Signal  Minor 
 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 35.64 04/08/2026 37.21 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 102.32 04/08/2026 107.68 4 20.59  Close Signal  Minor 
 PBH 04/02/2026 52.48 04/08/2026 55.56 9 26.73  Close Signal  Minor 
 NVAX 04/02/2026 7.70 04/07/2026 7.98 63 16.64  Close Signal  Minor 
 EQT 04/01/2026 60.73 04/16/2026 58.04 8 -22.46  Close Signal  Minor 
 MPX 04/01/2026 7.09 04/08/2026 7.30 68 13.29  Close Signal  Minor 
 ALX 04/01/2026 219.90 04/07/2026 223.27 2 5.85  Close Signal  Minor 
 AM 04/01/2026 22.09 04/07/2026 22.34 21 4.31  Close Signal  Minor 
 HSTM 04/01/2026 20.34 04/07/2026 20.49 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 63.38 04/06/2026 63.00 7 -3.54  Close Signal  Minor 
 NXST 03/31/2026 177.38 04/06/2026 182.48 2 9.48  Close Signal  Minor 
 UHS 03/31/2026 178.52 04/06/2026 180.87 2 3.98  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 
 CALX 03/31/2026 48.99 04/06/2026 48.26 9 -7.44  Close Signal  Minor 
 CXW 03/31/2026 18.91 04/02/2026 20.51 25 38.99  Close Signal  Minor 
 GTN 03/31/2026 4.18 04/02/2026 4.33 115 15.98  Close Signal  Minor 
 OHI 03/31/2026 42.61 04/01/2026 43.11 11 4.55  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 322.37 04/01/2026 352.98 1 29.92  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 68.79 03/31/2026 71.95 6 18.11  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 78.50 03/31/2026 80.67 6 12.06  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 167.96 04/01/2026 171.14 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 74.13 03/30/2026 73.40 6 -5.26  Close Signal  Minor 
 BR 03/23/2026 168.66 03/30/2026 161.35 2 -15.27  Close Signal  Minor 
 CCI 03/23/2026 79.22 03/30/2026 77.61 5 -8.81  Close Signal  Minor 
 CHE 03/23/2026 372.41 03/30/2026 373.08 1 -0.08  Close Signal  Minor 
 COKE 03/23/2026 187.88 03/30/2026 185.29 2 -5.92  Close Signal  Minor 
849 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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