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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: $-414   Total Trades: 591  
Capital Growth:-4.14%   Profit Trades, % of Total:62%  
Profit Factor: [?] 0.92  Avg Trade Duration, days:4.13  
Payoff Ratio: [?] 0.57   Avg Profit per Trade:-0.079%  
Max Drawdown:25%   Avg Profit per Day:-0.019%  
Max Drawdown, $: 2,567   Avg Market Impact: [?]
Minor  
 
Restoration Factor: [?] -0.16   Overall Viability Score: [?]
3 / 10
 
Avg Annual Return: -4.14%   CAGR: [?]0%  
 Equity Graph 
 Performance 
Year S&P 500 Equity JanFeb MarAprMay JunJulAug SepOctNov Dec
2025 6.76 -4.14 0.59 -5.25 -9.25 -2.73 7.41 3.19 2.80
        
Performed Trades  
 Symbol Entry Date
Entry
Price, $
 Exit Date
Exit
Price, $
 Shares Profit, $  Exit On
Stop
Loss, $
Take
Profit, $
  MI [?]
 TNDM 07/03/2025 16.78 07/03/2025 16.78 29 -0.97  Period End  Minor 
 CWST 07/02/2025 111.59 07/03/2025 113.40 4 6.34  Period End  Minor 
 GLRE 07/02/2025 14.15 07/03/2025 14.32 34 4.81  Period End  Minor 
 ADUS 07/02/2025 110.37 07/03/2025 111.86 4 5.07  Period End  Minor 
 BOX 07/02/2025 32.82 07/03/2025 33.26 14 5.23  Period End  Minor 
 AR 07/02/2025 37.20 07/03/2025 37.26 13 -0.19  Period End  Minor 
 TSLA 07/01/2025 300.71 07/03/2025 315.35 1 14.02  Close Signal  Minor 
 CHE 07/01/2025 483.92 07/03/2025 473.18 1 -11.69  Period End  Minor 
 CRK 07/01/2025 25.26 07/03/2025 24.01 19 -24.67  Period End  Minor 
 EQT 07/01/2025 55.72 07/03/2025 55.31 8 -4.17  Period End  Minor 
 GPOR 07/01/2025 190.92 07/03/2025 185.93 2 -10.73  Period End  Minor 
 MNKD 07/01/2025 3.58 07/03/2025 3.60 135 1.73  Period End  Minor 
 PRGS 07/01/2025 55.52 07/03/2025 54.45 8 -9.44  Period End  Minor 
 RRC 07/01/2025 38.96 07/03/2025 38.62 12 -5.01  Period End  Minor 
 CRMD 07/01/2025 11.79 07/03/2025 11.62 41 -7.93  Period End  Minor 
 EXE 07/01/2025 111.19 07/03/2025 108.74 4 -10.67  Period End  Minor 
 GWRE 07/01/2025 231.29 07/03/2025 230.38 2 -2.74  Period End  Minor 
 MO 07/01/2025 58.14 07/02/2025 59.17 8 7.30  Close Signal  Minor 
 ACAD 06/30/2025 21.57 07/03/2025 20.95 22 -14.57  Period End  Minor 
 PBH 06/30/2025 79.85 07/03/2025 79.98 5 -0.15  Period End  Minor 
 TK 06/30/2025 7.25 07/02/2025 7.55 65 18.53  Close Signal  Minor 
 STNG 06/30/2025 39.13 07/02/2025 41.85 12 31.65  Close Signal  Minor 
 ALKS 06/30/2025 28.61 07/01/2025 28.99 16 5.16  Close Signal  Minor 
 CPB 06/30/2025 30.28 07/01/2025 31.30 15 14.37  Close Signal  Minor 
 HSY 06/30/2025 165.95 07/01/2025 175.81 2 19.03  Close Signal  Minor 
 DIN 06/30/2025 24.33 07/01/2025 26.05 19 31.71  Close Signal  Minor 
 KOS 06/30/2025 1.72 07/01/2025 1.88 275 42.99  Close Signal  Minor 
 SRPT 06/30/2025 17.10 07/01/2025 17.71 27 15.52  Close Signal  Minor 
 BG 06/27/2025 80.44 07/02/2025 81.39 5 3.94  Close Signal  Minor 
 BMY 06/27/2025 45.75 07/01/2025 46.89 10 10.47  Close Signal  Minor 
 NE 06/27/2025 26.77 07/01/2025 27.44 17 10.46  Close Signal  Minor 
 BTU 06/27/2025 12.67 06/30/2025 13.42 37 26.77  Close Signal  Minor 
 CF 06/26/2025 90.69 06/30/2025 92.00 5 5.63  Close Signal  Minor 
 GIS 06/26/2025 50.37 06/30/2025 51.81 9 12.03  Close Signal  Minor 
 CVI 06/26/2025 26.35 06/27/2025 27.19 17 13.36  Close Signal  Minor 
 AKR 06/25/2025 17.96 06/30/2025 18.57 26 14.90  Close Signal  Minor 
 AVB 06/25/2025 199.50 06/30/2025 203.50 2 7.19  Close Signal  Minor 
 DHT 06/24/2025 11.17 07/02/2025 10.95 42 -10.16  Close Signal  Minor 
 ARRY 06/24/2025 6.37 07/01/2025 6.64 73 18.75  Close Signal  Minor 
 HAL 06/24/2025 20.78 07/01/2025 21.21 22 8.53  Close Signal  Minor 
 HP 06/24/2025 15.94 07/01/2025 15.92 29 -1.50  Close Signal  Minor 
 BXP 06/24/2025 69.34 06/30/2025 67.47 6 -12.04  Close Signal  Minor 
 EBAY 06/24/2025 74.35 06/30/2025 74.46 6 -0.23  Close Signal  Minor 
 BOOM 06/24/2025 7.55 06/27/2025 8.16 62 36.83  Close Signal  Minor 
 IMAX 06/24/2025 27.38 06/27/2025 27.81 17 6.37  Close Signal  Minor 
 K 06/24/2025 78.52 06/26/2025 78.82 5 0.71  Close Signal  Minor 
 CPRX 06/23/2025 22.12 07/03/2025 21.46 21 -14.77  Period End  Minor 
 DOW 06/23/2025 26.87 07/01/2025 27.83 17 15.38  Close Signal  Minor 
 AMGN 06/23/2025 272.44 06/30/2025 279.21 1 6.21  Close Signal  Minor 
 BDN 06/23/2025 4.17 06/30/2025 4.14 112 -4.29  Close Signal  Minor 
 BFLY 06/23/2025 2.05 06/30/2025 2.00 228 -12.32  Close Signal  Minor 
 APA 06/23/2025 18.39 06/27/2025 18.56 25 3.32  Close Signal  Minor 
 EE 06/23/2025 29.07 06/26/2025 29.40 16 4.34  Close Signal  Minor 
 CFFI 06/23/2025 58.85 06/25/2025 59.54 7 4.00  Close Signal  Minor 
 BGFV 06/23/2025 1.16 06/24/2025 1.21 403 19.18  Close Signal  Minor 
 CDNS 06/23/2025 293.56 06/24/2025 296.80 1 2.65  Close Signal  Minor 
 ENS 06/23/2025 82.81 06/24/2025 84.55 5 7.86  Close Signal  Minor 
 ACN 06/20/2025 285.37 06/24/2025 300.72 1 14.76  Close Signal  Minor 
 AGX 06/20/2025 203.36 06/24/2025 214.63 2 21.69  Close Signal  Minor 
 AES 06/18/2025 10.52 06/24/2025 10.47 44 -3.12  Close Signal  Minor 
 AMWD 06/18/2025 50.27 06/23/2025 52.14 9 15.90  Close Signal  Minor 
 ACET 06/17/2025 0.6723 06/25/2025 0.658 698 -10.90  Close Signal  Minor 
 AAP 06/17/2025 48.23 06/20/2025 49.42 9 9.83  Close Signal  Minor 
 ABCB 06/17/2025 59.57 06/20/2025 60.72 7 7.20  Close Signal  Minor 
 ALE 06/16/2025 64.63 06/26/2025 64.00 7 -5.31  Close Signal  Minor 
 ACTG 06/13/2025 3.68 06/24/2025 3.65 127 -4.74  Close Signal  Minor 
 ACIW 06/13/2025 45.07 06/23/2025 45.37 10 2.09  Close Signal  Minor 
 BCRX 06/12/2025 10.40 07/03/2025 8.94 45 -66.54  Period End  Minor 
 AMPL 06/12/2025 12.19 06/24/2025 12.19 38 -0.93  Close Signal  Minor 
 BR 06/12/2025 239.83 06/23/2025 240.36 1 0.05  Close Signal  Minor 
 CPB 06/12/2025 32.91 06/23/2025 31.62 14 -18.95  Close Signal  Minor 
 CSL 06/12/2025 366.87 06/23/2025 364.26 1 -3.34  Close Signal  Minor 
 GME 06/12/2025 22.14 06/18/2025 23.44 21 26.33  Close Signal  Minor 
 HSTM 06/12/2025 27.45 06/18/2025 27.42 17 -1.44  Close Signal  Minor 
 CDZI 06/12/2025 2.83 06/17/2025 3.00 166 27.24  Close Signal  Minor 
 ALL 06/11/2025 196.18 06/12/2025 200.32 2 7.48  Close Signal  Minor 
 AAON 06/10/2025 78.56 06/24/2025 73.25 5 -27.30  Close Signal  Minor 
 CNA 06/10/2025 45.69 06/23/2025 45.81 10 0.28  Close Signal  Minor 
 EW 06/10/2025 75.80 06/23/2025 75.32 6 -3.79  Close Signal  Minor 
 ATRC 06/10/2025 33.39 06/17/2025 32.60 14 -11.98  Close Signal  Minor 
 BRO 06/10/2025 105.49 06/13/2025 106.62 4 3.67  Close Signal  Minor 
 COCO 06/10/2025 33.26 06/12/2025 33.78 14 6.34  Close Signal  Minor 
 D 06/10/2025 55.61 06/12/2025 55.91 8 1.51  Close Signal  Minor 
 ADP 06/09/2025 316.99 06/23/2025 310.24 1 -7.37  Close Signal  Minor 
 CRVL 06/09/2025 108.20 06/23/2025 103.27 4 -20.56  Close Signal  Minor 
 BSX 06/09/2025 100.04 06/13/2025 99.74 4 -2.00  Close Signal  Minor 
 ED 06/09/2025 101.11 06/10/2025 102.40 4 4.34  Close Signal  Minor 
 ABM 06/06/2025 46.35 06/23/2025 44.43 10 -20.10  Close Signal  Minor 
 ARAY 06/06/2025 1.29 06/23/2025 1.25 364 -15.48  Close Signal  Minor 
 GIII 06/06/2025 22.51 06/16/2025 21.46 20 -21.87  Close Signal  Minor 
 CME 06/06/2025 272.99 06/12/2025 270.96 1 -2.57  Close Signal  Minor 
 CNP 06/06/2025 36.61 06/12/2025 36.41 12 -3.28  Close Signal  Minor 
 FE 06/06/2025 40.65 06/12/2025 40.67 11 -0.67  Close Signal  Minor 
 FDP 06/06/2025 32.45 06/11/2025 32.60 14 1.19  Close Signal  Minor 
 ARTNA 06/06/2025 33.08 06/10/2025 34.23 14 15.15  Close Signal  Minor 
 AJG 06/05/2025 327.50 06/12/2025 320.15 1 -7.99  Close Signal  Minor 
 ATO 06/04/2025 152.15 06/10/2025 152.98 3 1.57  Close Signal  Minor 
 ATR 06/04/2025 150.41 06/10/2025 152.53 3 5.45  Close Signal  Minor 
 AVA 06/04/2025 37.28 06/10/2025 37.80 12 5.34  Close Signal  Minor 
 AEO 06/04/2025 10.26 06/09/2025 10.36 45 3.57  Close Signal  Minor 
591 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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