MarketInOut Stock Screener Please enable JavaScript to view this page content properly Log In | Sign Up
 
Strategy Builder
My Strategies
Popular Strategies
Backtest Log
Optimization
Strategy Name Larry Connors RSI-2
Create a Copy 
The 2-period Relative Strength Indicator (RSI) strategy was developed by Larry Connors. It 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: 1/1/2022 - 12/31/2022
The backtester displays results for the current year only. Please sign up to view the full report.
 Results 
Total Profit: $-443   Total Trades: 437  
Capital Growth:-4.43%   Profit Trades, % of Total:57%  
Profit Factor: [?] 0.91  Avg Trade Duration, days:4.13  
Payoff Ratio: [?] 0.70   Avg Profit per Trade:-0.23%  
Max Drawdown:13%   Avg Profit per Day:-0.056%  
Max Drawdown, $: 1,394   Avg Market Impact: [?]
Minor  
 
Restoration Factor: [?] -0.32   Overall Viability Score: [?]
2 / 10
 
Avg Annual Return: -4.43%  
 Equity Graph 
 Performance 
YearTotal JanFeb MarAprMay JunJulAug SepOctNov Dec
2022 -4.43 -4.90 5.54 4.10 -4.65 -4.08
     
Performed Trades: Top 100
All
 
 Symbol Entry Date Entry Price, $ Exit Date Exit Price, $ Shares Profit, $  Exit On  MI [?]
 BANF 05/13/2022 82.03 05/13/2022 82.03 6 -0.98  Period End Minor
 BHB 05/13/2022 25.56 05/13/2022 25.56 19 -0.97  Period End Minor
 BKD 05/13/2022 5.56 05/13/2022 5.56 89 -0.99  Period End Minor
 BSRR 05/13/2022 21.50 05/13/2022 21.50 23 -0.99  Period End Minor
 BUSE 05/13/2022 22.07 05/13/2022 22.07 22 -0.97  Period End Minor
 CAC 05/13/2022 42.38 05/13/2022 42.38 11 -0.93  Period End Minor
 CAR 05/13/2022 205.13 05/13/2022 205.13 2 -0.82  Period End Minor
 CCBG 05/13/2022 25.63 05/13/2022 25.63 19 -0.97  Period End Minor
 CCF 05/13/2022 79.72 05/13/2022 79.72 6 -0.96  Period End Minor
 CCNE 05/13/2022 24.76 05/13/2022 24.76 20 -0.99  Period End Minor
 CCRN 05/13/2022 15.70 05/13/2022 15.70 31 -0.97  Period End Minor
 CSTR 05/13/2022 19.54 05/13/2022 19.54 25 -0.98  Period End Minor
 CTXS 05/13/2022 99.15 05/13/2022 99.15 5 -0.99  Period End Minor
 EFSC 05/13/2022 42.98 05/13/2022 42.98 11 -0.95  Period End Minor
 FBNC 05/13/2022 36.26 05/13/2022 36.26 13 -0.94  Period End Minor
 ACM 05/12/2022 65.24 05/13/2022 66.55 7 8.24  Close Signal Minor
 AES 05/12/2022 19.45 05/13/2022 20.24 26 19.50  Close Signal Minor
 ABT 05/11/2022 105.84 05/13/2022 109.88 4 15.29  Close Signal Minor
 ACET 05/11/2022 10.89 05/13/2022 11.83 47 43.09  Close Signal Minor
 ACIW 05/11/2022 24.60 05/13/2022 25.75 21 23.08  Close Signal Minor
 ACN 05/11/2022 280.94 05/13/2022 286.77 1 5.26  Close Signal Minor
 ABM 05/10/2022 44.56 05/13/2022 44.29 11 -3.95  Period End Minor
 AA 05/09/2022 54.21 05/13/2022 58.33 9 36.05  Close Signal Minor
 AKAM 05/05/2022 98.67 05/11/2022 98.11 5 -3.78  Close Signal Minor
 ANDE 05/04/2022 38.20 05/13/2022 38.27 14 -0.09  Close Signal Minor
 FLL 05/04/2022 8.50 05/13/2022 6.79 62 -106.91  Close Signal Minor
 FMC 05/04/2022 122.53 05/13/2022 116.77 4 -23.99  Close Signal Minor
 GLT 05/04/2022 9.38 05/13/2022 8.34 57 -60.26  Close Signal Minor
 LYV 05/04/2022 99.37 05/13/2022 91.25 5 -41.53  Close Signal Minor
 PSA 05/04/2022 355.17 05/13/2022 318.53 1 -37.30  Close Signal Minor
 TISI 05/04/2022 1.37 05/13/2022 1.09 390 -110.10  Close Signal Minor
 CWST 05/04/2022 76.72 05/13/2022 70.29 6 -39.44  Period End Minor
 MGI 05/04/2022 10.05 05/13/2022 9.42 53 -34.41  Period End Minor
 RRGB 05/04/2022 11.89 05/13/2022 9.04 45 -129.13  Period End Minor
 TUP 05/04/2022 12.15 05/13/2022 7.24 44 -216.79  Period End Minor
 CVGW 05/04/2022 34.29 05/12/2022 30.65 15 -55.55  Close Signal Minor
 EXPE 05/04/2022 149.56 05/11/2022 133.22 3 -49.84  Close Signal Minor
 FR 05/04/2022 55.76 05/11/2022 52.04 9 -34.43  Close Signal Minor
 TEN 05/04/2022 16.40 05/11/2022 16.24 32 -6.16  Close Signal Minor
 JJSF 05/04/2022 130.54 05/10/2022 125.99 4 -19.22  Close Signal Minor
 REV 05/04/2022 5.54 05/05/2022 5.88 96 31.53  Close Signal Minor
 AMSWA 05/03/2022 16.82 05/04/2022 17.11 31 7.93  Close Signal Minor
 ATRO 05/03/2022 9.50 05/04/2022 9.90 55 20.92  Close Signal Minor
 CAC 05/03/2022 44.43 05/04/2022 45.19 11 7.37  Close Signal Minor
 ABC 05/02/2022 148.97 05/04/2022 156.79 3 22.53  Close Signal Minor
 BDX 05/02/2022 245.58 05/04/2022 253.54 2 14.91  Close Signal Minor
 BGS 05/02/2022 25.72 05/04/2022 27.90 20 42.51  Close Signal Minor
 BKD 05/02/2022 6.17 05/04/2022 6.33 86 12.68  Close Signal Minor
 BA 05/02/2022 148.61 05/03/2022 153.58 3 14.00  Close Signal Minor
 AVB 04/28/2022 239.50 05/13/2022 207.21 2 -65.44  Close Signal Minor
 ARAY 04/28/2022 2.83 05/12/2022 2.29 189 -102.98  Close Signal Minor
 AFL 04/28/2022 59.26 05/04/2022 59.68 9 2.71  Close Signal Minor
 ALGN 04/28/2022 304.66 05/04/2022 310.89 1 5.61  Close Signal Minor
 AMGN 04/28/2022 238.13 05/04/2022 236.10 2 -5.01  Close Signal Minor
 AMT 04/28/2022 252.18 05/04/2022 245.64 2 -14.07  Close Signal Minor
 AVA 04/28/2022 42.16 05/04/2022 41.73 12 -6.16  Close Signal Minor
 AWH 04/28/2022 0.7025 05/04/2022 0.7034 763 -0.39  Close Signal Minor
 ALNY 04/28/2022 143.16 05/03/2022 142.89 3 -1.67  Close Signal Minor
 ATHX 04/28/2022 0.4657 05/02/2022 0.5705 1,151 119.37  Close Signal Minor
 AAON 04/27/2022 49.00 05/04/2022 50.06 11 10.56  Close Signal Minor
 AEE 04/27/2022 94.33 05/04/2022 93.86 5 -3.29  Close Signal Minor
 AES 04/27/2022 21.10 05/04/2022 21.92 25 19.41  Close Signal Minor
 ACIW 04/27/2022 26.90 04/28/2022 27.89 20 18.69  Close Signal Minor
 AGM 04/27/2022 101.98 04/28/2022 105.38 5 15.95  Close Signal Minor
 ACAD 04/26/2022 18.94 05/02/2022 19.54 29 16.28  Close Signal Minor
 ABCB 04/26/2022 39.72 04/27/2022 42.11 13 29.99  Close Signal Minor
 AM 04/25/2022 10.28 04/28/2022 10.71 53 21.67  Close Signal Minor
 ACM 04/22/2022 72.58 05/04/2022 72.79 7 0.45  Close Signal Minor
 AA 04/22/2022 67.37 04/27/2022 69.99 8 19.85  Close Signal Minor
 OMI 04/20/2022 41.36 05/03/2022 36.15 13 -68.70  Close Signal Minor
 AVAV 04/20/2022 100.45 05/02/2022 85.73 5 -74.49  Close Signal Minor
 NFLX 04/20/2022 226.19 05/02/2022 199.46 2 -54.28  Close Signal Minor
 RVP 04/20/2022 4.00 04/28/2022 3.64 137 -50.34  Close Signal Minor
 LMT 04/20/2022 453.87 04/26/2022 446.09 1 -8.68  Close Signal Minor
 EHTH 04/20/2022 8.69 04/25/2022 8.96 63 15.89  Close Signal Minor
 CIA 04/19/2022 3.96 05/09/2022 2.69 136 -173.54  Close Signal Minor
 CYTK 04/19/2022 37.93 04/28/2022 35.75 14 -31.54  Close Signal Minor
 NLY 04/19/2022 6.55 04/28/2022 6.62 82 4.66  Close Signal Minor
 PRGO 04/19/2022 35.34 04/28/2022 34.49 15 -13.79  Close Signal Minor
 LLY 04/19/2022 297.01 04/27/2022 285.09 1 -12.50  Close Signal Minor
 MFA 04/19/2022 14.18 04/27/2022 14.03 38 -6.77  Close Signal Minor
 PFE 04/19/2022 50.18 04/26/2022 49.03 10 -12.49  Close Signal Minor
 HBIO 04/19/2022 5.72 04/20/2022 5.99 94 24.27  Close Signal Minor
 HCSG 04/19/2022 16.60 04/20/2022 19.91 32 104.70  Close Signal Minor
 MANT 04/19/2022 82.86 04/20/2022 84.71 6 10.09  Close Signal Minor
 ALVR 04/18/2022 5.27 04/20/2022 6.25 102 98.73  Close Signal Minor
 AMT 04/18/2022 253.91 04/19/2022 258.77 2 8.69  Close Signal Minor
 AGX 04/14/2022 36.99 04/28/2022 36.95 14 -1.59  Close Signal Minor
 CRTX 04/13/2022 4.82 05/02/2022 3.88 112 -106.20  Close Signal Minor
 BBBY 04/13/2022 17.76 04/22/2022 17.46 30 -10.05  Close Signal Minor
 DRRX 04/13/2022 0.4698 04/22/2022 0.4739 1,151 3.63  Close Signal Minor
 AWR 04/13/2022 87.43 04/20/2022 86.24 6 -8.18  Close Signal Minor
 ALE 04/13/2022 63.19 04/19/2022 63.81 8 3.94  Close Signal Minor
 ATRC 04/13/2022 58.76 04/19/2022 59.99 9 10.00  Close Signal Minor
 B 04/13/2022 35.96 04/19/2022 36.53 15 7.46  Close Signal Minor
 CALM 04/13/2022 53.20 04/19/2022 55.50 10 21.90  Close Signal Minor
 ECPG 04/13/2022 58.27 04/19/2022 59.69 9 11.71  Close Signal Minor
 EFX 04/13/2022 215.00 04/19/2022 218.43 2 5.99  Close Signal Minor
 AMNB 04/13/2022 35.90 04/14/2022 36.21 15 3.57  Close Signal Minor
 ADSK 04/12/2022 196.14 04/13/2022 201.74 2 10.40  Close Signal Minor

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 - Cookie Use Policy - FAQ - Contact Us
Copyright ©2008-2022 MarketInOut.com. All rights reserved.