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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: $536   Total Trades: 819  
Capital Growth:5.36%   Profit Trades, % of Total:61%  
Profit Factor: [?] 1.08  Avg Trade Duration, days:4.16  
Payoff Ratio: [?] 0.68   Avg Profit per Trade:0.19%  
Max Drawdown:25%   Avg Profit per Day:0.045%  
Max Drawdown, $: 2,621   Avg Market Impact: [?]
Minor  
 
Restoration Factor: [?] 0.20   Overall Viability Score: [?]
4 / 10
 
Avg Annual Return: 5.36%   CAGR: [?]5.36%  
 Equity Graph 
 Performance 
Year S&P 500 Equity JanFeb MarAprMay JunJulAug SepOctNov Dec
2025 11.95 5.36 1.40 -5.15 -9.16 -3.24 7.36 3.14 1.93 12.33 -1.70
        
Performed Trades  
 Symbol Entry Date
Entry
Price, $
 Exit Date
Exit
Price, $
 Shares Profit, $  Exit On
Stop
Loss, $
Take
Profit, $
  MI [?]
 AIN 09/12/2025 58.04 09/12/2025 58.04 9 -1.04  Period End  Minor 
 BA 09/11/2025 219.99 09/12/2025 215.94 2 -8.97  Period End  Minor 
 CAKE 09/11/2025 58.21 09/12/2025 56.53 9 -16.15  Period End  Minor 
 CCRN 09/11/2025 12.66 09/12/2025 12.55 42 -5.68  Period End  Minor 
 CTBI 09/11/2025 57.15 09/12/2025 56.91 9 -3.19  Period End  Minor 
 EW 09/11/2025 78.01 09/12/2025 77.57 6 -3.57  Period End  Minor 
 MGM 09/11/2025 35.34 09/12/2025 34.55 15 -12.89  Period End  Minor 
 NKSH 09/11/2025 29.91 09/12/2025 30.15 18 3.24  Period End  Minor 
 NX 09/11/2025 15.19 09/12/2025 14.40 35 -28.67  Period End  Minor 
 PRTS 09/11/2025 0.8386 09/12/2025 0.7968 644 -27.96  Period End  Minor 
 RNST 09/11/2025 38.21 09/12/2025 38.72 14 6.06  Period End  Minor 
 SBUX 09/11/2025 82.36 09/12/2025 81.90 6 -3.74  Period End  Minor 
 SPR 09/11/2025 39.24 09/12/2025 38.70 13 -8.03  Period End  Minor 
 AAPL 09/10/2025 226.79 09/12/2025 234.07 2 13.63  Close Signal  Minor 
 ABG 09/10/2025 247.01 09/12/2025 244.24 2 -6.52  Period End  Minor 
 ACAD 09/10/2025 23.80 09/12/2025 23.61 22 -5.22  Period End  Minor 
 ACN 09/10/2025 243.11 09/12/2025 238.54 2 -10.10  Period End  Minor 
 ABT 09/10/2025 129.36 09/11/2025 132.65 4 12.11  Close Signal  Minor 
 ABM 09/09/2025 45.89 09/11/2025 46.82 11 9.21  Close Signal  Minor 
 ALTI 09/08/2025 4.06 09/12/2025 3.82 134 -33.20  Period End  Minor 
 CMG 09/05/2025 41.06 09/12/2025 38.63 13 -32.61  Period End  Minor 
 CRMT 09/05/2025 36.12 09/12/2025 34.55 15 -24.60  Period End  Minor 
 CBZ 09/05/2025 59.86 09/11/2025 57.94 9 -18.33  Close Signal  Minor 
 CNA 09/05/2025 48.01 09/11/2025 47.89 11 -2.37  Close Signal  Minor 
 AMD 09/05/2025 151.14 09/10/2025 159.54 3 24.26  Close Signal  Minor 
 AES 09/04/2025 12.81 09/11/2025 12.85 42 0.60  Close Signal  Minor 
 AMGN 09/04/2025 280.10 09/11/2025 282.73 1 2.07  Close Signal  Minor 
 AMT 09/04/2025 195.09 09/11/2025 196.55 2 2.14  Close Signal  Minor 
 APD 09/04/2025 289.97 09/11/2025 294.52 1 3.96  Close Signal  Minor 
 AVAV 09/04/2025 226.76 09/08/2025 236.91 2 19.36  Close Signal  Minor 
 AAON 09/03/2025 80.15 09/10/2025 84.99 6 28.03  Close Signal  Minor 
 AEP 09/02/2025 110.09 09/10/2025 108.34 4 -7.87  Close Signal  Minor 
 EXC 08/29/2025 43.68 09/10/2025 43.32 12 -5.36  Close Signal  Minor 
 CNH 08/29/2025 11.45 09/05/2025 11.46 47 -0.61  Close Signal  Minor 
 FL 08/29/2025 24.70 09/05/2025 24.01 22 -16.24  Period End  Minor 
 DKS 08/29/2025 211.68 09/04/2025 220.86 2 17.49  Close Signal  Minor 
 FUN 08/29/2025 22.69 09/03/2025 23.66 24 22.16  Close Signal  Minor 
 CCI 08/28/2025 97.74 09/11/2025 95.58 5 -11.76  Close Signal  Minor 
 BIIB 08/28/2025 132.65 09/02/2025 139.63 4 26.82  Close Signal  Minor 
 SBAC 08/27/2025 208.13 09/11/2025 199.44 2 -18.19  Close Signal  Minor 
 NEE 08/27/2025 73.32 09/10/2025 71.04 7 -16.96  Close Signal  Minor 
 BWIN 08/27/2025 32.09 09/04/2025 31.28 17 -14.84  Close Signal  Minor 
 SJM 08/27/2025 105.67 08/29/2025 110.51 5 23.11  Close Signal  Minor 
 NSC 08/27/2025 272.35 08/28/2025 277.80 2 9.79  Close Signal  Minor 
 RYAN 08/26/2025 57.71 09/12/2025 51.62 9 -55.77  Period End  Minor 
 EBS 08/26/2025 8.71 09/09/2025 8.26 62 -28.94  Close Signal  Minor 
 IPSC 08/26/2025 0.5087 09/05/2025 0.5047 1,069 -5.36  Close Signal  Minor 
 EBAY 08/26/2025 94.34 09/04/2025 93.03 5 -7.48  Close Signal  Minor 
 KDP 08/26/2025 28.95 09/04/2025 29.25 18 4.35  Close Signal  Minor 
 LAZR 08/26/2025 1.84 09/04/2025 1.69 295 -45.27  Close Signal  Minor 
 MSI 08/26/2025 455.62 08/27/2025 464.41 1 7.87  Close Signal  Minor 
 CTAS 08/25/2025 211.86 09/11/2025 204.50 2 -15.55  Close Signal  Minor 
 GILD 08/25/2025 114.15 09/05/2025 115.05 4 2.68  Close Signal  Minor 
 ETSY 08/25/2025 57.39 09/05/2025 54.06 9 -30.96  Close Signal  Minor 
 MNST 08/25/2025 62.30 08/29/2025 62.41 8 -0.12  Close Signal  Minor 
 SBUX 08/25/2025 85.81 08/27/2025 87.66 6 10.05  Close Signal  Minor 
 MUSA 08/25/2025 372.30 08/27/2025 378.34 1 5.29  Close Signal  Minor 
 NRG 08/25/2025 144.77 08/26/2025 146.23 3 3.50  Close Signal  Minor 
 CSX 08/22/2025 34.44 08/29/2025 32.51 15 -29.94  Close Signal  Minor 
 TRUP 08/22/2025 46.63 08/29/2025 46.36 11 -3.99  Close Signal  Minor 
 RILY 08/22/2025 5.51 08/27/2025 5.61 97 8.62  Close Signal  Minor 
 EAT 08/22/2025 150.40 08/26/2025 161.83 3 33.34  Close Signal  Minor 
 GORV 08/22/2025 3.58 08/26/2025 3.67 150 12.41  Close Signal  Minor 
 LCID 08/22/2025 20.30 08/26/2025 21.10 26 19.71  Close Signal  Minor 
 CEG 08/22/2025 310.16 08/26/2025 316.58 1 5.79  Close Signal  Minor 
 CIX 08/21/2025 25.27 09/11/2025 23.51 21 -37.97  Close Signal  Minor 
 AMD 08/21/2025 163.71 08/26/2025 166.62 3 7.73  Close Signal  Minor 
 CBRL 08/21/2025 54.80 08/26/2025 57.71 9 25.16  Close Signal  Minor 
 BEN 08/21/2025 24.52 08/22/2025 25.39 21 17.21  Close Signal  Minor 
 BX 08/21/2025 163.44 08/22/2025 170.50 3 20.17  Close Signal  Minor 
 AAPL 08/20/2025 226.01 08/26/2025 229.31 2 5.69  Close Signal  Minor 
 AIR 08/20/2025 71.77 08/22/2025 75.82 7 27.30  Close Signal  Minor 
 ADTN 08/20/2025 8.40 08/21/2025 8.70 63 17.81  Close Signal  Minor 
 CORT 08/19/2025 70.19 08/29/2025 69.72 7 -4.27  Close Signal  Minor 
 ALE 08/19/2025 64.62 08/26/2025 64.60 8 -1.19  Close Signal  Minor 
 AVAV 08/19/2025 235.18 08/22/2025 239.84 2 8.37  Close Signal  Minor 
 BGC 08/19/2025 9.76 08/22/2025 10.14 54 19.44  Close Signal  Minor 
 BTU 08/19/2025 16.50 08/22/2025 16.51 32 -0.74  Close Signal  Minor 
 CVLT 08/19/2025 176.10 08/22/2025 181.04 3 13.74  Close Signal  Minor 
 DAKT 08/19/2025 16.35 08/22/2025 16.90 32 16.53  Close Signal  Minor 
 CTAS 08/18/2025 214.28 08/21/2025 216.11 2 2.80  Close Signal  Minor 
 CNP 08/18/2025 37.51 08/20/2025 38.28 14 9.71  Close Signal  Minor 
 AWR 08/18/2025 73.96 08/19/2025 75.06 7 6.65  Close Signal  Minor 
 ALTI 08/15/2025 4.30 08/22/2025 4.34 123 3.85  Close Signal  Minor 
 AMAT 08/15/2025 161.29 08/22/2025 162.49 3 2.63  Close Signal  Minor 
 ANF 08/15/2025 93.82 08/22/2025 98.46 5 22.23  Close Signal  Minor 
 DMRC 08/15/2025 8.81 08/22/2025 8.81 60 -1.06  Close Signal  Minor 
 AM 08/15/2025 17.91 08/21/2025 17.71 29 -6.83  Close Signal  Minor 
 CSCO 08/15/2025 66.20 08/21/2025 67.02 8 5.49  Close Signal  Minor 
 COHR 08/14/2025 91.65 08/22/2025 89.90 5 -9.65  Close Signal  Minor 
 BR 08/14/2025 258.22 08/19/2025 261.90 2 6.32  Close Signal  Minor 
 SPWH 08/13/2025 3.06 08/22/2025 2.91 164 -25.57  Close Signal  Minor 
 LEU 08/13/2025 187.44 08/21/2025 177.28 2 -21.04  Close Signal  Minor 
 TW 08/13/2025 130.55 08/20/2025 130.28 3 -1.59  Close Signal  Minor 
 CCI 08/13/2025 101.82 08/19/2025 102.42 4 1.58  Close Signal  Minor 
 KR 08/13/2025 69.97 08/19/2025 70.72 7 4.26  Close Signal  Minor 
 SFM 08/13/2025 146.18 08/19/2025 147.25 3 2.33  Close Signal  Minor 
 WELL 08/13/2025 163.04 08/19/2025 163.57 3 0.61  Close Signal  Minor 
 APPF 08/13/2025 268.72 08/18/2025 269.10 1 -0.16  Close Signal  Minor 
 ADC 08/13/2025 72.02 08/15/2025 72.30 6 0.81  Close Signal  Minor 
819 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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