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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: $1,088   Total Trades: 561  
Capital Growth:10.9%   Profit Trades, % of Total:62%  
Profit Factor: [?] 1.22  Avg Trade Duration, days:4.06  
Payoff Ratio: [?] 0.74   Avg Profit per Trade:0.45%  
Max Drawdown:14%   Avg Profit per Day:0.11%  
Max Drawdown, $: 1,450   Avg Market Impact: [?]
Minor  
 
Restoration Factor: [?] 0.75   Overall Viability Score: [?]
5 / 10
 
Avg Annual Return: 10.9%   CAGR: [?]10.9%  
 Equity Graph 
 Performance 
Year S&P 500 Equity JanFeb MarAprMay JunJulAug SepOctNov Dec
2026 9.80 10.88 3.10 -2.60 -3.66 10.30 3.74 0.16
        
Performed Trades  
 Symbol Entry Date
Entry
Price, $
 Exit Date
Exit
Price, $
 Shares Profit, $  Exit On
Stop
Loss, $
Take
Profit, $
  MI [?]
 BSX 01/13/2026 94.14 01/21/2026 91.71 5 -13.07  Close Signal  Minor 
 BMRN 01/13/2026 55.20 01/20/2026 56.31 9 8.98  Close Signal  Minor 
 AGM 01/13/2026 164.10 01/16/2026 169.52 3 15.26  Close Signal  Minor 
 ATRC 01/13/2026 36.40 01/15/2026 41.46 14 69.71  Close Signal  Minor 
 BCRX 01/13/2026 6.75 01/15/2026 7.17 78 31.66  Close Signal  Minor 
 AFL 01/13/2026 106.84 01/14/2026 109.03 4 7.89  Close Signal  Minor 
 ANF 01/12/2026 102.78 01/16/2026 104.13 5 5.71  Close Signal  Minor 
 ATEC 01/12/2026 17.59 01/16/2026 17.74 29 3.32  Close Signal  Minor 
 CART 01/09/2026 41.17 01/23/2026 39.90 12 -16.21  Close Signal  Minor 
 MKTX 01/09/2026 167.10 01/14/2026 171.07 3 10.89  Close Signal  Minor 
 AMD 01/09/2026 203.17 01/13/2026 220.97 2 34.73  Close Signal  Minor 
 CSGP 01/09/2026 58.49 01/13/2026 61.82 8 25.66  Close Signal  Minor 
 DGII 01/09/2026 40.84 01/13/2026 42.68 12 21.07  Close Signal  Minor 
 NFLX 01/09/2026 89.46 01/13/2026 90.32 5 3.40  Close Signal  Minor 
 AYI 01/08/2026 321.82 01/23/2026 314.82 1 -7.63  Close Signal  Minor 
 CALM 01/08/2026 74.47 01/15/2026 76.10 6 8.87  Close Signal  Minor 
 GPOR 01/08/2026 179.49 01/15/2026 177.90 2 -3.89  Close Signal  Minor 
 ANGO 01/08/2026 10.05 01/14/2026 10.23 51 8.14  Close Signal  Minor 
 EXTR 01/08/2026 15.85 01/13/2026 16.15 32 8.57  Close Signal  Minor 
 IMAX 01/08/2026 33.86 01/13/2026 34.46 15 7.97  Close Signal  Minor 
 JCI 01/08/2026 110.65 01/13/2026 111.45 4 2.30  Close Signal  Minor 
 ACI 01/07/2026 15.79 01/12/2026 16.90 32 34.46  Close Signal  Minor 
 ALCO 01/07/2026 34.82 01/09/2026 36.18 14 18.04  Close Signal  Minor 
 APOG 01/07/2026 31.64 01/09/2026 34.83 16 49.95  Close Signal  Minor 
 CCI 01/06/2026 85.06 01/13/2026 84.75 5 -2.38  Close Signal  Minor 
 CSCO 01/06/2026 74.82 01/13/2026 75.06 6 0.54  Close Signal  Minor 
 ADC 01/06/2026 69.27 01/12/2026 70.14 7 5.11  Close Signal  Minor 
 CAG 01/06/2026 16.12 01/09/2026 16.20 31 1.48  Close Signal  Minor 
 CPRX 01/06/2026 22.58 01/09/2026 22.72 22 2.08  Close Signal  Minor 
 FFIC 01/06/2026 14.38 01/09/2026 14.63 35 7.73  Close Signal  Minor 
 GIS 01/06/2026 42.53 01/09/2026 43.87 11 13.78  Close Signal  Minor 
 ANDE 01/06/2026 52.05 01/08/2026 53.95 9 16.14  Close Signal  Minor 
 COKE 01/06/2026 145.14 01/08/2026 149.44 3 12.01  Close Signal  Minor 
 CPK 01/06/2026 120.39 01/08/2026 122.06 4 5.71  Close Signal  Minor 
 CPSS 01/06/2026 8.83 01/08/2026 9.23 57 21.76  Close Signal  Minor 
 AAPL 01/05/2026 266.76 01/13/2026 260.57 1 -6.71  Close Signal  Minor 
 BGS 01/05/2026 3.97 01/08/2026 4.00 126 2.77  Close Signal  Minor 
 CCOI 01/05/2026 19.47 01/07/2026 22.07 25 63.93  Close Signal  Minor 
 ACTG 01/05/2026 3.63 01/06/2026 3.72 138 11.40  Close Signal  Minor 
 AMGN 01/05/2026 316.14 01/06/2026 325.46 1 8.67  Close Signal  Minor 
 CDNS 01/05/2026 301.22 01/06/2026 314.64 1 12.80  Close Signal  Minor 
 AXS 01/02/2026 103.80 01/20/2026 102.29 4 -6.86  Close Signal  Minor 
 AIG 01/02/2026 83.23 01/15/2026 73.12 6 -61.59  Close Signal  Minor 
 ACIW 01/02/2026 45.67 01/08/2026 46.70 10 9.37  Close Signal  Minor 
 AFG 01/02/2026 131.44 01/08/2026 131.69 3 -0.04  Close Signal  Minor 
 ADBE 01/02/2026 333.30 01/07/2026 338.10 1 4.13  Close Signal  Minor 
 AGYS 01/02/2026 115.51 01/07/2026 119.02 4 13.09  Close Signal  Minor 
 ACAD 01/02/2026 26.29 01/06/2026 26.94 19 11.33  Close Signal  Minor 
 ACN 01/02/2026 256.27 01/06/2026 272.02 1 15.21  Close Signal  Minor 
 ADSK 01/02/2026 286.73 01/06/2026 293.17 1 5.86  Close Signal  Minor 
 AGO 01/02/2026 87.91 01/06/2026 88.98 5 4.46  Close Signal  Minor 
 AKAM 01/02/2026 85.10 01/06/2026 88.74 5 17.32  Close Signal  Minor 
 AMPL 01/02/2026 10.93 01/06/2026 11.37 45 18.79  Close Signal  Minor 
 ASGN 01/02/2026 46.66 01/06/2026 48.24 10 14.84  Close Signal  Minor 
 AWR 01/02/2026 71.29 01/06/2026 71.56 7 0.89  Close Signal  Minor 
 ABCB 01/02/2026 73.79 01/05/2026 75.56 6 9.72  Close Signal  Minor 
 ADP 01/02/2026 248.92 01/05/2026 253.29 2 7.73  Close Signal  Minor 
 AMSF 01/02/2026 36.63 01/05/2026 37.45 13 9.69  Close Signal  Minor 
 AMZN 01/02/2026 226.50 01/05/2026 233.06 2 12.19  Close Signal  Minor 
 ATLO 01/02/2026 22.35 01/05/2026 22.63 22 5.17  Close Signal  Minor 
 ATRC 01/02/2026 39.27 01/05/2026 40.52 12 14.04  Close Signal  Minor 
561 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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