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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: 1/1/2025 - 12/31/2025
The backtester displays results for the current year only. Please sign up to view the full report.
 Results 
Total Profit: $287   Total Trades: 950  
Capital Growth:2.87%   Profit Trades, % of Total:61%  
Profit Factor: [?] 1.04  Avg Trade Duration, days:4.28  
Payoff Ratio: [?] 0.68   Avg Profit per Trade:0.11%  
Max Drawdown:26%   Avg Profit per Day:0.025%  
Max Drawdown, $: 2,631   Avg Market Impact: [?]
Minor  
 
Restoration Factor: [?] 0.11   Overall Viability Score: [?]
4 / 10
 
Avg Annual Return: 2.87%   CAGR: [?]2.87%  
 Equity Graph 
 Performance 
Year S&P 500 Equity JanFeb MarAprMay JunJulAug SepOctNov Dec
2025 17.15 2.87 1.38 -5.27 -9.16 -3.26 7.37 3.01 1.88 12.30 -2.44 -1.28
        
Performed Trades  
 Symbol Entry Date
Entry
Price, $
 Exit Date
Exit
Price, $
 Shares Profit, $  Exit On
Stop
Loss, $
Take
Profit, $
  MI [?]
 CHD 04/28/2025 97.88 04/30/2025 98.40 4 1.29  Close Signal  Minor 
 CPB 04/28/2025 34.97 04/30/2025 35.58 11 5.93  Close Signal  Minor 
 TCI 04/28/2025 27.07 04/30/2025 28.76 15 24.50  Close Signal  Minor 
 POST 04/28/2025 111.20 04/30/2025 113.17 3 5.23  Close Signal  Minor 
 PINE 04/25/2025 14.92 05/09/2025 14.63 27 -8.62  Close Signal  Minor 
 AVTR 04/25/2025 12.93 05/01/2025 12.96 31 0.13  Close Signal  Minor 
 CAG 04/25/2025 23.66 04/30/2025 24.26 17 9.38  Close Signal  Minor 
 KMB 04/25/2025 129.11 04/30/2025 129.28 3 -0.27  Close Signal  Minor 
 IPSC 04/25/2025 0.5017 04/30/2025 0.5416 818 31.77  Close Signal  Minor 
 KLG 04/25/2025 17.52 04/30/2025 17.63 23 1.72  Close Signal  Minor 
 JJSF 04/25/2025 126.65 04/29/2025 129.00 3 6.28  Close Signal  Minor 
 STRS 04/25/2025 16.16 04/29/2025 16.79 25 14.92  Close Signal  Minor 
 OBIO 04/24/2025 2.58 04/30/2025 2.97 158 60.71  Close Signal  Minor 
 DFLI 04/24/2025 0.4974 04/28/2025 0.5742 823 62.29  Close Signal  Minor 
 PTLO 04/23/2025 10.82 05/02/2025 10.45 37 -14.47  Close Signal  Minor 
 BCBP 04/23/2025 8.23 05/01/2025 7.90 48 -16.61  Close Signal  Minor 
 XAIR 04/23/2025 4.14 05/01/2025 4.27 97 11.79  Close Signal  Minor 
 ELS 04/23/2025 61.73 04/28/2025 62.81 6 5.73  Close Signal  Minor 
 SSRM 04/23/2025 10.10 04/28/2025 10.63 39 19.85  Close Signal  Minor 
 CBOE 04/23/2025 210.19 04/25/2025 212.35 1 1.74  Close Signal  Minor 
 SVC 04/23/2025 1.77 04/25/2025 1.82 227 10.53  Close Signal  Minor 
 ZUMZ 04/23/2025 11.84 04/24/2025 12.20 34 11.42  Close Signal  Minor 
 COLL 04/23/2025 25.99 04/24/2025 26.78 15 11.05  Close Signal  Minor 
 CCRN 04/22/2025 13.99 05/02/2025 13.61 28 -11.41  Close Signal  Minor 
 HURN 04/22/2025 135.38 04/29/2025 135.94 2 0.58  Close Signal  Minor 
 ATRO 04/22/2025 20.03 04/24/2025 21.20 20 22.56  Close Signal  Minor 
 FCEL 04/22/2025 3.73 04/24/2025 3.85 108 12.13  Close Signal  Minor 
 HEES 04/22/2025 89.30 04/24/2025 90.30 4 3.28  Close Signal  Minor 
 HXL 04/22/2025 48.01 04/24/2025 49.86 8 14.01  Close Signal  Minor 
 ICUI 04/22/2025 130.68 04/24/2025 137.16 3 18.63  Close Signal  Minor 
 IRDM 04/22/2025 21.33 04/24/2025 22.74 18 24.57  Close Signal  Minor 
 QDEL 04/22/2025 24.46 04/23/2025 25.73 16 19.51  Close Signal  Minor 
 INFU 04/22/2025 4.80 04/23/2025 5.00 84 15.97  Close Signal  Minor 
 AMPL 04/21/2025 7.71 04/23/2025 8.36 53 33.58  Close Signal  Minor 
 AMZN 04/21/2025 167.32 04/23/2025 180.60 2 25.85  Close Signal  Minor 
 ADP 04/21/2025 281.97 04/22/2025 289.93 1 7.38  Close Signal  Minor 
 GPN 04/17/2025 69.04 04/24/2025 71.62 6 14.63  Close Signal  Minor 
 DVA 04/17/2025 140.03 04/23/2025 138.93 2 -2.76  Close Signal  Minor 
 PLUG 04/16/2025 0.9211 04/28/2025 1.02 455 44.09  Close Signal  Minor 
 IART 04/16/2025 15.75 04/23/2025 16.26 26 12.42  Close Signal  Minor 
 OFIX 04/16/2025 12.96 04/22/2025 13.14 32 4.92  Close Signal  Minor 
 SCVL 04/16/2025 16.53 04/22/2025 17.58 25 25.38  Close Signal  Minor 
 USNA 04/16/2025 23.43 04/22/2025 24.24 17 12.95  Close Signal  Minor 
 HLF 04/16/2025 6.24 04/21/2025 6.48 67 15.22  Close Signal  Minor 
 DCGO 04/15/2025 2.25 04/23/2025 2.16 185 -17.46  Close Signal  Minor 
 ZBH 04/15/2025 96.78 04/22/2025 96.95 4 -0.10  Close Signal  Minor 
 NOVA 04/15/2025 0.2266 04/22/2025 0.2277 1,844 1.19  Close Signal  Minor 
 LAZR 04/14/2025 4.01 04/21/2025 3.82 104 -20.56  Close Signal  Minor 
 DXLG 04/14/2025 1.04 04/17/2025 1.03 401 -4.84  Close Signal  Minor 
 CNDT 04/11/2025 2.04 04/23/2025 2.08 211 7.57  Close Signal  Minor 
 HAIN 04/11/2025 3.23 04/21/2025 3.02 133 -28.75  Close Signal  Minor 
 III 04/11/2025 3.39 04/16/2025 3.63 127 29.57  Close Signal  Minor 
 CIO 04/11/2025 4.24 04/14/2025 4.43 101 18.30  Close Signal  Minor 
 CVGW 04/10/2025 22.40 04/11/2025 23.61 19 22.10  Close Signal  Minor 
 BIO-B 04/09/2025 225.29 05/13/2025 250.08 1 24.30  Close Signal  Minor 
 IRWD 04/09/2025 1.03 04/23/2025 0.7745 420 -108.01  Close Signal  Minor 
 NEOG 04/09/2025 5.02 04/22/2025 4.75 86 -24.05  Close Signal  Minor 
 PRTA 04/09/2025 10.26 04/22/2025 9.54 42 -31.06  Close Signal  Minor 
 WW 04/09/2025 0.175 04/22/2025 0.1486 2,472 -66.03  Close Signal  Minor 
 OMI 04/09/2025 7.45 04/17/2025 6.93 58 -30.98  Close Signal  Minor 
 BPRN 04/09/2025 27.46 04/15/2025 28.10 15 8.76  Close Signal  Minor 
 WDFC 04/09/2025 214.59 04/14/2025 220.26 2 10.46  Close Signal  Minor 
 ACRS 04/09/2025 1.21 04/14/2025 1.18 357 -11.56  Close Signal  Minor 
 RAPT 04/09/2025 7.11 04/14/2025 7.41 60 17.12  Close Signal  Minor 
 RDFN 04/09/2025 8.83 04/14/2025 8.85 48 0.11  Close Signal  Minor 
 BGS 04/09/2025 5.48 04/11/2025 5.70 78 16.28  Close Signal  Minor 
 OPTN 04/09/2025 9.00 04/11/2025 9.07 48 2.49  Close Signal  Minor 
 ADTN 04/03/2025 7.79 04/09/2025 8.21 58 23.42  Close Signal  Minor 
 AGO 04/03/2025 83.40 04/09/2025 82.14 5 -7.12  Close Signal  Minor 
 BIIB 04/02/2025 131.32 04/14/2025 119.26 3 -36.91  Close Signal  Minor 
 ICE 04/02/2025 169.51 04/10/2025 154.34 2 -30.97  Close Signal  Minor 
 BRT 04/02/2025 16.09 04/09/2025 15.34 28 -21.87  Close Signal  Minor 
 ENTG 04/02/2025 85.53 04/09/2025 78.21 5 -37.40  Close Signal  Minor 
 INTT 04/02/2025 6.75 04/09/2025 6.06 68 -47.77  Close Signal  Minor 
 MEG 04/02/2025 13.60 04/09/2025 12.73 33 -29.56  Close Signal  Minor 
 INTC 04/02/2025 21.98 04/03/2025 22.43 20 8.11  Close Signal  Minor 
 ACET 04/01/2025 0.735 04/14/2025 0.566 628 -106.90  Close Signal  Minor 
 ACAD 04/01/2025 16.32 04/11/2025 14.58 28 -49.56  Close Signal  Minor 
 ADI 04/01/2025 197.50 04/09/2025 194.97 2 -5.84  Close Signal  Minor 
 AGYS 04/01/2025 72.26 04/02/2025 74.64 6 13.39  Close Signal  Minor 
 ABR 03/31/2025 11.14 04/09/2025 10.50 41 -27.11  Close Signal  Minor 
 A 03/28/2025 115.97 04/09/2025 106.61 3 -28.73  Close Signal  Minor 
 AA 03/28/2025 30.45 04/02/2025 30.63 15 1.78  Close Signal  Minor 
 ALB 03/27/2025 73.86 04/09/2025 59.75 6 -85.42  Close Signal  Minor 
 AES 03/27/2025 12.05 04/02/2025 12.10 37 0.96  Close Signal  Minor 
 DX 03/26/2025 12.13 04/14/2025 10.61 37 -57.05  Close Signal  Minor 
 FOLD 03/26/2025 8.52 04/14/2025 6.72 53 -96.16  Close Signal  Minor 
 CDZI 03/26/2025 3.23 04/09/2025 2.57 141 -93.83  Close Signal  Minor 
 CRL 03/26/2025 158.25 04/09/2025 139.07 2 -38.94  Close Signal  Minor 
 CCOI 03/26/2025 60.02 04/02/2025 58.67 7 -10.28  Close Signal  Minor 
 EBS 03/26/2025 5.17 04/02/2025 5.17 88 -0.91  Close Signal  Minor 
 FL 03/26/2025 15.31 04/02/2025 14.72 29 -17.97  Close Signal  Minor 
 ANF 03/26/2025 75.72 04/01/2025 78.77 6 17.36  Close Signal  Minor 
 ARL 03/26/2025 10.35 04/01/2025 11.56 44 52.25  Close Signal  Minor 
 FOSL 03/26/2025 1.18 04/01/2025 1.22 386 14.51  Close Signal  Minor 
 BKD 03/26/2025 5.89 03/28/2025 6.15 77 19.08  Close Signal  Minor 
 AMGN 03/25/2025 301.72 03/31/2025 306.34 1 4.01  Close Signal  Minor 
 AEP 03/25/2025 100.76 03/27/2025 103.37 4 9.62  Close Signal  Minor 
 AEE 03/25/2025 95.78 03/26/2025 97.45 4 5.90  Close Signal  Minor 
 CWCO 03/24/2025 23.46 03/28/2025 24.13 19 11.82  Close Signal  Minor 
950 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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