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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: 1/1/2026 - 12/31/2026
 Results 
Total Profit: $1,260   Total Trades: 827  
Capital Growth:12.6%   Profit Trades, % of Total:61%  
Profit Factor: [?] 1.17  Avg Trade Duration, days:4.14  
Payoff Ratio: [?] 0.73   Avg Profit per Trade:0.35%  
Max Drawdown:14%   Avg Profit per Day:0.085%  
Max Drawdown, $: 1,464   Avg Market Impact: [?]
Minor  
 
Restoration Factor: [?] 0.86   Overall Viability Score: [?]
4 / 10
 
Avg Annual Return: 12.6%   CAGR: [?]12.6%  
 Equity Graph 
 Performance 
Year S&P 500 Equity JanFeb MarAprMay JunJulAug SepOctNov Dec
2026 11.55 12.60 3.46 -2.93 -3.78 8.08 4.52 -2.84 6.67 0.01 -0.47
        
Performed Trades  
 Symbol Entry Date
Entry
Price, $
 Exit Date
Exit
Price, $
 Shares Profit, $  Exit On
Stop
Loss, $
Take
Profit, $
  MI [?]
 ADP 09/08/2026 267.96 09/09/2026 265.22 2 -6.54  Period End  Minor 
 AMGN 09/08/2026 393.17 09/09/2026 391.27 1 -2.68  Period End  Minor 
 BCRX 09/08/2026 9.07 09/09/2026 8.81 63 -17.50  Period End  Minor 
 ALTI 09/04/2026 3.00 09/09/2026 3.24 192 44.86  Period End  Minor 
 ALX 09/04/2026 262.42 09/09/2026 257.81 2 -10.26  Period End  Minor 
 ANGO 09/04/2026 15.20 09/09/2026 15.32 37 3.31  Period End  Minor 
 BGS 09/04/2026 3.29 09/09/2026 3.25 175 -8.14  Period End  Minor 
 COCO 09/04/2026 55.13 09/09/2026 51.49 10 -37.45  Period End  Minor 
 CPB 09/04/2026 21.38 09/09/2026 21.88 27 12.33  Period End  Minor 
 CXM 09/04/2026 5.91 09/09/2026 5.32 97 -58.29  Period End  Minor 
 DXCM 09/04/2026 87.90 09/09/2026 83.88 6 -25.14  Period End  Minor 
 ELS 09/04/2026 62.42 09/09/2026 61.07 9 -13.26  Period End  Minor 
 ACAD 09/03/2026 27.86 09/09/2026 27.68 20 -4.71  Period End  Minor 
 ADSK 09/03/2026 237.52 09/09/2026 206.62 2 -62.66  Period End  Minor 
 CALM 09/03/2026 76.03 09/09/2026 73.23 7 -20.63  Period End  Minor 
 CDNS 09/03/2026 304.88 09/09/2026 284.60 1 -20.86  Period End  Minor 
 CHD 09/03/2026 98.59 09/09/2026 95.19 5 -17.96  Period End  Minor 
 CLX 09/03/2026 94.29 09/09/2026 89.62 6 -29.11  Period End  Minor 
 BJRI 09/03/2026 58.82 09/08/2026 61.08 9 19.25  Close Signal  Minor 
 CIEN 09/03/2026 317.46 09/08/2026 341.29 1 23.16  Close Signal  Minor 
 ATR 09/02/2026 130.33 09/09/2026 122.11 4 -33.87  Period End  Minor 
 CERS 09/02/2026 2.60 09/09/2026 2.51 224 -21.29  Period End  Minor 
 AKR 09/02/2026 20.39 09/08/2026 20.37 28 -1.70  Close Signal  Minor 
 AIR 09/02/2026 123.87 09/04/2026 126.54 4 9.67  Close Signal  Minor 
 BAM 09/02/2026 49.67 09/04/2026 50.60 11 9.12  Close Signal  Minor 
 BEN 09/02/2026 33.01 09/04/2026 34.73 17 28.07  Close Signal  Minor 
 AMG 09/02/2026 356.47 09/03/2026 366.18 1 8.98  Close Signal  Minor 
 AU 09/02/2026 107.83 09/03/2026 111.67 5 18.09  Close Signal  Minor 
 AZZ 09/02/2026 135.15 09/03/2026 137.45 4 8.11  Close Signal  Minor 
 ABX 09/01/2026 9.21 09/03/2026 9.75 62 32.29  Close Signal  Minor 
 ADC 08/31/2026 72.25 09/03/2026 72.73 8 2.68  Close Signal  Minor 
 AIN 08/31/2026 55.15 09/02/2026 58.78 10 35.14  Close Signal  Minor 
 APOG 08/28/2026 40.33 09/04/2026 39.97 14 -6.16  Close Signal  Minor 
 CAR 08/28/2026 138.12 08/31/2026 147.49 4 36.32  Close Signal  Minor 
 BC 08/27/2026 77.60 09/04/2026 74.43 7 -23.24  Close Signal  Minor 
 BLDR 08/27/2026 67.21 09/04/2026 65.79 8 -12.42  Close Signal  Minor 
 BYD 08/27/2026 79.62 09/03/2026 77.79 7 -13.91  Close Signal  Minor 
 ATNI 08/27/2026 29.69 09/02/2026 30.91 19 22.02  Close Signal  Minor 
 BBW 08/27/2026 28.44 09/02/2026 30.12 20 32.41  Close Signal  Minor 
 CFR 08/27/2026 160.36 09/02/2026 161.66 3 2.93  Close Signal  Minor 
 ANDE 08/27/2026 63.73 08/31/2026 64.87 9 9.10  Close Signal  Minor 
 CODI 08/27/2026 11.25 08/28/2026 11.45 51 9.04  Close Signal  Minor 
 COO 08/26/2026 72.68 09/03/2026 70.64 7 -15.28  Close Signal  Minor 
 CRUS 08/26/2026 110.34 09/02/2026 113.06 5 12.48  Close Signal  Minor 
 DY 08/26/2026 310.91 09/02/2026 296.98 1 -14.53  Close Signal  Minor 
 ACTG 08/26/2026 4.49 09/01/2026 4.52 128 2.68  Close Signal  Minor 
 ARAY 08/26/2026 0.2643 08/28/2026 0.2739 2,182 19.76  Close Signal  Minor 
 AVAV 08/26/2026 146.88 08/27/2026 152.28 3 15.29  Close Signal  Minor 
 DHT 08/26/2026 18.32 08/27/2026 19.35 31 30.75  Close Signal  Minor 
 EGHT 08/26/2026 1.90 08/27/2026 2.01 303 32.13  Close Signal  Minor 
 AEHR 08/25/2026 95.59 09/04/2026 86.26 6 -57.04  Close Signal  Minor 
 AMAT 08/25/2026 480.04 09/04/2026 454.71 1 -26.25  Close Signal  Minor 
 ABCB 08/25/2026 85.54 09/02/2026 84.97 6 -4.44  Close Signal  Minor 
 AGX 08/24/2026 468.98 09/04/2026 417.99 1 -51.85  Close Signal  Minor 
 AGM 08/24/2026 219.71 08/27/2026 222.64 2 4.97  Close Signal  Minor 
 AEIS 08/24/2026 274.67 08/26/2026 283.06 2 15.66  Close Signal  Minor 
 AKAM 08/24/2026 105.66 08/26/2026 108.06 5 10.93  Close Signal  Minor 
 AAON 08/21/2026 79.34 08/26/2026 79.68 7 1.27  Close Signal  Minor 
 AAP 08/21/2026 42.58 08/26/2026 44.05 13 17.97  Close Signal  Minor 
 AEE 08/21/2026 105.38 08/26/2026 106.99 5 6.98  Close Signal  Minor 
 BOKF 08/19/2026 140.35 09/03/2026 137.35 4 -13.10  Close Signal  Minor 
 BA 08/19/2026 222.20 09/02/2026 208.87 2 -27.51  Close Signal  Minor 
 BMRC 08/19/2026 27.13 09/02/2026 27.04 21 -3.03  Close Signal  Minor 
 BSRR 08/19/2026 39.72 08/27/2026 39.83 14 0.43  Close Signal  Minor 
 BUSE 08/19/2026 30.24 08/27/2026 30.20 19 -1.91  Close Signal  Minor 
 AIN 08/19/2026 59.61 08/26/2026 58.66 9 -9.61  Close Signal  Minor 
 AME 08/19/2026 243.22 08/25/2026 241.77 2 -3.87  Close Signal  Minor 
 BPOP 08/19/2026 170.57 08/25/2026 169.55 3 -4.08  Close Signal  Minor 
 ALK 08/19/2026 41.23 08/24/2026 41.56 14 3.46  Close Signal  Minor 
 ABM 08/18/2026 47.10 08/26/2026 47.77 12 6.90  Close Signal  Minor 
 ABG 08/18/2026 203.94 08/19/2026 212.94 2 17.16  Close Signal  Minor 
 ABR 08/18/2026 4.90 08/19/2026 5.17 117 30.40  Close Signal  Minor 
 ACN 08/17/2026 169.98 08/19/2026 183.17 3 38.49  Close Signal  Minor 
 BKE 08/14/2026 44.11 08/21/2026 43.81 13 -5.04  Close Signal  Minor 
 DDS 08/14/2026 560.88 08/19/2026 615.87 1 53.79  Close Signal  Minor 
 IDXX 08/14/2026 550.96 08/19/2026 562.20 1 10.12  Close Signal  Minor 
 DGX 08/14/2026 234.40 08/18/2026 236.25 2 2.76  Close Signal  Minor 
 CTS 08/13/2026 62.57 08/27/2026 57.67 9 -45.16  Close Signal  Minor 
 EVC 08/13/2026 8.88 08/27/2026 8.09 65 -52.43  Close Signal  Minor 
 DAKT 08/13/2026 20.45 08/26/2026 19.51 28 -27.43  Close Signal  Minor 
 BLX 08/13/2026 54.81 08/25/2026 54.58 10 -3.39  Close Signal  Minor 
 DOV 08/13/2026 206.11 08/24/2026 203.08 2 -6.88  Close Signal  Minor 
 BMI 08/13/2026 130.02 08/19/2026 130.52 4 0.96  Close Signal  Minor 
 FC 08/13/2026 20.13 08/19/2026 20.12 28 -1.41  Close Signal  Minor 
 FMC 08/13/2026 10.16 08/19/2026 10.81 56 35.21  Close Signal  Minor 
 ECL 08/13/2026 276.26 08/18/2026 280.00 2 6.36  Close Signal  Minor 
 AGX 08/13/2026 558.89 08/14/2026 578.22 1 18.18  Close Signal  Minor 
 AMSF 08/12/2026 27.87 08/24/2026 26.42 20 -30.07  Close Signal  Minor 
 AIG 08/12/2026 76.14 08/21/2026 76.12 7 -1.21  Close Signal  Minor 
 ALGT 08/12/2026 84.44 08/21/2026 81.85 6 -16.53  Close Signal  Minor 
 AVD 08/12/2026 2.17 08/17/2026 2.23 266 14.78  Close Signal  Minor 
 ACGL 08/12/2026 97.29 08/14/2026 98.71 5 6.12  Close Signal  Minor 
 AFL 08/12/2026 120.12 08/14/2026 120.84 4 1.91  Close Signal  Minor 
 AVB 08/12/2026 179.79 08/13/2026 183.91 3 11.26  Close Signal  Minor 
 ACM 08/11/2026 67.05 08/19/2026 65.04 8 -17.13  Close Signal  Minor 
 AAP 08/11/2026 52.95 08/13/2026 57.36 11 47.27  Close Signal  Minor 
 ACIW 08/11/2026 52.24 08/13/2026 53.66 11 14.45  Close Signal  Minor 
 ACH 08/10/2026 1.40 08/18/2026 1.13 417 -113.59  Close Signal  Minor 
 ABX 08/07/2026 9.52 08/14/2026 9.27 61 -16.39  Close Signal  Minor 
 CCOI 08/07/2026 9.90 08/13/2026 10.33 58 23.75  Close Signal  Minor 
827 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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