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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: $-586   Total Trades: 505  
Capital Growth:-5.86%   Profit Trades, % of Total:61%  
Profit Factor: [?] 0.88  Avg Trade Duration, days:4.11  
Payoff Ratio: [?] 0.56   Avg Profit per Trade:-0.18%  
Max Drawdown:25%   Avg Profit per Day:-0.044%  
Max Drawdown, $: 2,569   Avg Market Impact: [?]
Minor  
 
Restoration Factor: [?] -0.23   Overall Viability Score: [?]
1 / 10
 
Avg Annual Return: -5.86%   CAGR: [?]0%  
 Equity Graph 
 Performance 
Year S&P 500 Equity JanFeb MarAprMay JunJulAug SepOctNov Dec
2025 2.02 -5.86 1.23 -5.21 -9.20 -2.63 7.36 3.36
        
Performed Trades  
 Symbol Entry Date
Entry
Price, $
 Exit Date
Exit
Price, $
 Shares Profit, $  Exit On
Stop
Loss, $
Take
Profit, $
  MI [?]
 ABM 06/06/2025 46.61 06/06/2025 46.61 10 -0.93  Period End  Minor 
 ARAY 06/06/2025 1.29 06/06/2025 1.29 367 -0.95  Period End  Minor 
 ARTNA 06/06/2025 33.08 06/06/2025 33.08 14 -0.93  Period End  Minor 
 CME 06/06/2025 274.24 06/06/2025 274.24 1 -0.55  Period End  Minor 
 CNP 06/06/2025 36.61 06/06/2025 36.61 12 -0.88  Period End  Minor 
 FDP 06/06/2025 32.45 06/06/2025 32.45 14 -0.91  Period End  Minor 
 FE 06/06/2025 40.65 06/06/2025 40.65 11 -0.89  Period End  Minor 
 GIII 06/06/2025 22.51 06/06/2025 22.51 21 -0.95  Period End  Minor 
 AJG 06/05/2025 327.50 06/06/2025 328.76 1 0.60  Period End  Minor 
 AEO 06/04/2025 10.26 06/06/2025 10.16 46 -5.54  Period End  Minor 
 ATO 06/04/2025 152.15 06/06/2025 152.18 3 -0.82  Period End  Minor 
 ATR 06/04/2025 150.41 06/06/2025 153.31 3 7.78  Period End  Minor 
 AVA 06/04/2025 37.28 06/06/2025 37.31 12 -0.54  Period End  Minor 
 AWR 06/04/2025 76.70 06/06/2025 76.67 6 -1.10  Period End  Minor 
 ADM 06/03/2025 47.28 06/06/2025 47.42 10 0.45  Close Signal  Minor 
 DPZ 06/03/2025 464.53 06/06/2025 468.21 1 2.75  Close Signal  Minor 
 DXPE 06/03/2025 81.40 06/06/2025 82.07 5 2.53  Close Signal  Minor 
 GOOG 06/03/2025 167.71 06/06/2025 174.92 2 13.73  Close Signal  Minor 
 ACI 06/03/2025 21.58 06/06/2025 21.43 21 -4.05  Period End  Minor 
 FDS 06/03/2025 434.52 06/06/2025 432.35 1 -3.04  Period End  Minor 
 HIFS 06/03/2025 234.11 06/06/2025 229.91 2 -9.32  Period End  Minor 
 COLM 06/02/2025 61.27 06/06/2025 61.78 7 2.71  Close Signal  Minor 
 CORT 06/02/2025 71.68 06/06/2025 69.60 6 -13.32  Period End  Minor 
 AYI 06/02/2025 255.95 06/03/2025 264.25 1 7.78  Close Signal  Minor 
 CHH 06/02/2025 124.29 06/03/2025 127.63 3 9.26  Close Signal  Minor 
 CLNE 06/02/2025 1.71 06/03/2025 1.87 273 42.68  Close Signal  Minor 
 CROX 05/30/2025 102.00 06/06/2025 101.46 4 -2.97  Close Signal  Minor 
 COO 05/30/2025 68.28 06/05/2025 71.18 6 16.55  Close Signal  Minor 
 GES 05/30/2025 10.48 06/04/2025 11.11 44 26.76  Close Signal  Minor 
 AA 05/30/2025 26.77 06/03/2025 27.66 17 14.20  Close Signal  Minor 
 BRY 05/30/2025 2.39 06/03/2025 2.71 193 60.74  Close Signal  Minor 
 RRC 05/30/2025 38.04 06/03/2025 39.04 12 11.07  Close Signal  Minor 
 FLL 05/29/2025 3.17 06/06/2025 3.15 147 -3.87  Close Signal  Minor 
 HPQ 05/29/2025 24.95 06/04/2025 25.18 18 3.24  Close Signal  Minor 
 LYV 05/29/2025 136.15 06/04/2025 140.17 3 11.23  Close Signal  Minor 
 CART 05/29/2025 45.76 06/02/2025 46.44 10 5.87  Close Signal  Minor 
 CCRN 05/28/2025 13.43 06/06/2025 12.91 34 -18.57  Period End  Minor 
 ANIK 05/28/2025 11.12 06/02/2025 11.45 42 12.91  Close Signal  Minor 
 AGEN 05/28/2025 3.02 05/30/2025 3.43 155 62.52  Close Signal  Minor 
 FAF 05/28/2025 54.11 05/30/2025 55.81 8 12.71  Close Signal  Minor 
 CLX 05/28/2025 130.16 05/29/2025 130.99 3 1.71  Close Signal  Minor 
 CVCO 05/27/2025 456.71 06/06/2025 428.63 1 -28.95  Close Signal  Minor 
 CPRT 05/27/2025 52.82 06/06/2025 50.13 8 -22.33  Period End  Minor 
 SKY 05/27/2025 70.45 06/04/2025 65.64 6 -29.66  Close Signal  Minor 
 CCO 05/27/2025 1.08 06/03/2025 1.10 428 7.62  Close Signal  Minor 
 CLF 05/27/2025 6.38 06/02/2025 7.18 72 56.59  Close Signal  Minor 
 PLX 05/27/2025 1.56 06/02/2025 1.58 296 4.99  Close Signal  Minor 
 F 05/27/2025 10.31 05/30/2025 10.38 44 2.17  Close Signal  Minor 
 SGMO 05/27/2025 0.4531 05/30/2025 0.465 1,020 11.20  Close Signal  Minor 
 ATEC 05/27/2025 12.32 05/29/2025 12.46 37 4.26  Close Signal  Minor 
 CFFI 05/27/2025 64.82 05/29/2025 67.75 7 19.57  Close Signal  Minor 
 IDCC 05/27/2025 211.46 05/28/2025 213.30 2 2.83  Close Signal  Minor 
 AAON 05/23/2025 99.00 06/04/2025 95.51 4 -14.73  Close Signal  Minor 
 ADI 05/22/2025 210.97 05/28/2025 214.64 2 6.49  Close Signal  Minor 
 ABCB 05/22/2025 61.31 05/27/2025 62.66 7 8.58  Close Signal  Minor 
 ABR 05/22/2025 8.92 05/27/2025 9.86 52 47.88  Close Signal  Minor 
 AAPL 05/21/2025 202.09 05/28/2025 200.42 2 -4.14  Close Signal  Minor 
 AES 05/20/2025 11.24 05/29/2025 10.05 41 -49.64  Close Signal  Minor 
 FDX 05/20/2025 221.14 05/27/2025 219.76 2 -3.64  Close Signal  Minor 
 CIX 05/20/2025 25.03 05/21/2025 25.99 18 16.35  Close Signal  Minor 
 CDZI 05/19/2025 2.84 05/27/2025 2.85 163 0.70  Close Signal  Minor 
 DENN 05/19/2025 4.01 05/27/2025 3.92 115 -11.26  Close Signal  Minor 
 DLX 05/19/2025 15.17 05/27/2025 14.48 30 -21.58  Close Signal  Minor 
 URGN 05/16/2025 7.31 05/30/2025 4.24 63 -194.04  Close Signal  Minor 
 ORGN 05/16/2025 0.44 05/28/2025 0.5093 1,047 71.53  Close Signal  Minor 
 OPI 05/16/2025 0.2337 05/27/2025 0.198 1,971 -71.18  Close Signal  Minor 
 GOCO 05/16/2025 7.13 05/27/2025 6.29 64 -54.59  Close Signal  Minor 
 GLOB 05/16/2025 101.47 05/22/2025 105.37 4 14.76  Close Signal  Minor 
 XFOR 05/16/2025 2.92 05/22/2025 3.23 157 47.68  Close Signal  Minor 
 X 05/16/2025 40.35 05/19/2025 41.62 11 13.06  Close Signal  Minor 
 BHVN 05/15/2025 15.82 06/02/2025 15.68 28 -4.80  Close Signal  Minor 
 FI 05/15/2025 159.13 05/30/2025 162.79 2 6.67  Close Signal  Minor 
 NFE 05/15/2025 2.51 05/28/2025 2.83 182 57.24  Close Signal  Minor 
 OB 05/15/2025 2.91 05/27/2025 2.72 157 -30.70  Close Signal  Minor 
 PEN 05/15/2025 275.32 05/27/2025 272.63 1 -3.24  Close Signal  Minor 
 PAGS 05/15/2025 8.81 05/27/2025 8.68 51 -7.52  Close Signal  Minor 
 WKHS 05/15/2025 0.901 05/23/2025 0.87 507 -16.61  Close Signal  Minor 
 PLL 05/15/2025 6.69 05/22/2025 6.42 68 -19.24  Close Signal  Minor 
 LXRX 05/15/2025 0.53 05/20/2025 0.57 862 33.51  Close Signal  Minor 
 IRWD 05/15/2025 0.5944 05/20/2025 0.6524 769 43.62  Close Signal  Minor 
 ANIP 05/15/2025 59.53 05/20/2025 60.64 7 6.92  Close Signal  Minor 
 FCFS 05/15/2025 127.12 05/19/2025 128.15 3 2.32  Close Signal  Minor 
 UNH 05/15/2025 274.35 05/19/2025 315.89 1 40.93  Close Signal  Minor 
 AMED 05/15/2025 93.72 05/16/2025 94.62 4 2.84  Close Signal  Minor 
 SRPT 05/15/2025 35.27 05/16/2025 36.43 12 13.05  Close Signal  Minor 
 INGN 05/15/2025 5.75 05/16/2025 6.09 79 25.91  Close Signal  Minor 
 APLS 05/15/2025 16.36 05/16/2025 17.45 27 28.50  Close Signal  Minor 
 ACGL 05/14/2025 90.85 05/15/2025 93.54 5 12.52  Close Signal  Minor 
 AFL 05/14/2025 103.33 05/15/2025 105.20 4 6.64  Close Signal  Minor 
 ABT 05/13/2025 129.05 05/15/2025 133.35 3 12.11  Close Signal  Minor 
 ADC 05/13/2025 72.67 05/15/2025 73.67 6 5.12  Close Signal  Minor 
 ARTNA 05/13/2025 32.61 05/15/2025 33.18 14 7.05  Close Signal  Minor 
 AWR 05/13/2025 75.70 05/15/2025 77.36 6 9.04  Close Signal  Minor 
 CI 05/12/2025 314.23 05/16/2025 319.40 1 4.53  Close Signal  Minor 
 CPK 05/12/2025 122.91 05/16/2025 123.11 3 -0.14  Close Signal  Minor 
 AEE 05/12/2025 95.42 05/15/2025 96.82 4 4.83  Close Signal  Minor 
 ATO 05/12/2025 154.37 05/15/2025 155.11 2 0.86  Close Signal  Minor 
 BKH 05/12/2025 57.40 05/15/2025 57.99 7 3.32  Close Signal  Minor 
 CASY 05/12/2025 436.80 05/15/2025 442.43 1 4.75  Close Signal  Minor 
 CNP 05/12/2025 36.63 05/15/2025 37.23 12 6.31  Close Signal  Minor 
505 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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