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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: $478   Total Trades: 744  
Capital Growth:4.78%   Profit Trades, % of Total:62%  
Profit Factor: [?] 1.08  Avg Trade Duration, days:4.14  
Payoff Ratio: [?] 0.66   Avg Profit per Trade:0.18%  
Max Drawdown:26%   Avg Profit per Day:0.044%  
Max Drawdown, $: 2,616   Avg Market Impact: [?]
Minor  
 
Restoration Factor: [?] 0.18   Overall Viability Score: [?]
4 / 10
 
Avg Annual Return: 4.78%   CAGR: [?]4.78%  
 Equity Graph 
 Performance 
Year S&P 500 Equity JanFeb MarAprMay JunJulAug SepOctNov Dec
2025 9.01 4.78 0.59 -5.23 -9.21 -3.39 8.05 3.15 1.99 10.24
        
Performed Trades  
 Symbol Entry Date
Entry
Price, $
 Exit Date
Exit
Price, $
 Shares Profit, $  Exit On
Stop
Loss, $
Take
Profit, $
  MI [?]
 ALE 08/19/2025 64.62 08/19/2025 64.62 8 -1.03  Period End  Minor 
 AVAV 08/19/2025 235.18 08/19/2025 235.18 2 -0.94  Period End  Minor 
 BGC 08/19/2025 9.78 08/19/2025 9.78 54 -1.06  Period End  Minor 
 BTU 08/19/2025 16.50 08/19/2025 16.50 32 -1.06  Period End  Minor 
 CORT 08/19/2025 70.19 08/19/2025 70.19 7 -0.98  Period End  Minor 
 CVLT 08/19/2025 176.10 08/19/2025 176.10 3 -1.06  Period End  Minor 
 DAKT 08/19/2025 16.35 08/19/2025 16.35 32 -1.05  Period End  Minor 
 AWR 08/18/2025 73.96 08/19/2025 75.06 7 6.65  Close Signal  Minor 
 CNP 08/18/2025 37.73 08/19/2025 38.21 14 5.65  Period End  Minor 
 CTAS 08/18/2025 214.28 08/19/2025 216.43 2 3.44  Period End  Minor 
 ALTI 08/15/2025 4.30 08/19/2025 4.23 123 -9.65  Period End  Minor 
 AM 08/15/2025 17.91 08/19/2025 17.42 29 -15.23  Period End  Minor 
 AMAT 08/15/2025 161.76 08/19/2025 162.22 3 0.41  Period End  Minor 
 ANF 08/15/2025 93.82 08/19/2025 94.88 5 4.35  Period End  Minor 
 CSCO 08/15/2025 66.20 08/19/2025 66.76 7 2.99  Period End  Minor 
 DMRC 08/15/2025 8.81 08/19/2025 8.80 60 -1.66  Period End  Minor 
 BR 08/14/2025 259.23 08/19/2025 262.92 2 6.33  Close Signal  Minor 
 COHR 08/14/2025 91.65 08/19/2025 87.76 5 -20.34  Period End  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 
 TW 08/13/2025 130.68 08/19/2025 128.02 3 -8.75  Period End  Minor 
 SPWH 08/13/2025 3.06 08/19/2025 2.84 163 -36.80  Period End  Minor 
 LEU 08/13/2025 187.44 08/19/2025 166.58 2 -42.41  Period End  Minor 
 APPF 08/13/2025 268.72 08/18/2025 269.10 1 -0.16  Close Signal  Minor 
 ADC 08/13/2025 72.27 08/15/2025 72.56 6 0.87  Close Signal  Minor 
 AMT 08/13/2025 204.15 08/15/2025 206.12 2 3.12  Close Signal  Minor 
 KODK 08/13/2025 5.44 08/15/2025 6.24 92 72.49  Close Signal  Minor 
 TPIC 08/13/2025 0.156 08/14/2025 0.2963 3,209 448.55  Close Signal  Minor 
 FDS 08/12/2025 370.74 08/19/2025 374.10 1 2.61  Close Signal  Minor 
 ICE 08/12/2025 182.74 08/19/2025 178.27 2 -9.66  Period End  Minor 
 CE 08/12/2025 41.22 08/18/2025 43.11 11 19.85  Close Signal  Minor 
 HRB 08/12/2025 51.50 08/18/2025 50.42 9 -10.63  Close Signal  Minor 
 AIV 08/12/2025 7.61 08/15/2025 7.88 63 16.03  Close Signal  Minor 
 CSGP 08/12/2025 88.46 08/15/2025 89.66 5 5.11  Close Signal  Minor 
 IBM 08/12/2025 234.77 08/15/2025 239.72 2 8.95  Close Signal  Minor 
 CRK 08/12/2025 15.55 08/14/2025 15.93 31 10.80  Close Signal  Minor 
 CRM 08/12/2025 231.66 08/13/2025 237.03 2 9.80  Close Signal  Minor 
 FMC 08/12/2025 35.15 08/13/2025 37.54 13 30.11  Close Signal  Minor 
 HAE 08/12/2025 52.23 08/13/2025 53.88 9 13.89  Close Signal  Minor 
 IRBT 08/12/2025 3.42 08/13/2025 3.69 142 37.31  Close Signal  Minor 
 ACN 08/08/2025 239.20 08/13/2025 245.68 2 11.98  Close Signal  Minor 
 AGYS 08/08/2025 103.75 08/13/2025 110.91 4 27.77  Close Signal  Minor 
 AVAV 08/08/2025 247.45 08/13/2025 254.81 1 6.85  Close Signal  Minor 
 BXP 08/08/2025 63.25 08/13/2025 65.50 7 14.84  Close Signal  Minor 
 CCOI 08/08/2025 30.62 08/13/2025 34.83 15 62.14  Close Signal  Minor 
 CENT 08/08/2025 34.09 08/13/2025 36.96 14 39.17  Close Signal  Minor 
 CF 08/08/2025 80.44 08/13/2025 85.91 6 31.81  Close Signal  Minor 
 CCL 08/08/2025 28.37 08/12/2025 29.64 17 20.59  Close Signal  Minor 
 ATRO 08/07/2025 30.01 08/12/2025 32.81 16 43.77  Close Signal  Minor 
 BANF 08/07/2025 119.95 08/12/2025 124.88 4 18.73  Close Signal  Minor 
 BYD 08/07/2025 82.13 08/12/2025 83.40 5 5.52  Close Signal  Minor 
 BAC 08/07/2025 44.92 08/08/2025 46.01 10 9.99  Close Signal  Minor 
 CCNE 08/07/2025 21.77 08/08/2025 22.36 22 12.00  Close Signal  Minor 
 AGEN 08/06/2025 4.76 08/12/2025 4.81 101 4.08  Close Signal  Minor 
 CHCO 08/06/2025 119.98 08/08/2025 120.30 4 0.32  Close Signal  Minor 
 CLF 08/06/2025 9.37 08/08/2025 9.56 51 8.72  Close Signal  Minor 
 BRKR 08/05/2025 32.07 08/12/2025 32.36 15 3.38  Close Signal  Minor 
 CAR 08/05/2025 159.21 08/12/2025 159.85 3 0.96  Close Signal  Minor 
 CHDN 08/05/2025 103.44 08/12/2025 102.15 4 -5.98  Close Signal  Minor 
 CBRL 08/05/2025 56.07 08/07/2025 57.58 8 11.16  Close Signal  Minor 
 CHD 08/05/2025 90.56 08/07/2025 92.04 5 6.48  Close Signal  Minor 
 ARRY 08/04/2025 6.00 08/13/2025 6.00 81 -0.97  Close Signal  Minor 
 ALX 08/04/2025 209.10 08/12/2025 221.29 2 23.51  Close Signal  Minor 
 ATI 08/04/2025 75.64 08/12/2025 75.48 6 -1.87  Close Signal  Minor 
 ATNI 08/04/2025 16.89 08/12/2025 15.84 28 -30.30  Close Signal  Minor 
 ADBE 08/04/2025 338.85 08/08/2025 341.05 1 1.52  Close Signal  Minor 
 APA 08/04/2025 18.27 08/07/2025 19.46 26 29.94  Close Signal  Minor 
 ASUR 08/04/2025 8.27 08/07/2025 8.26 58 -1.54  Close Signal  Minor 
 ANDE 08/04/2025 34.65 08/06/2025 36.19 14 20.56  Close Signal  Minor 
 A 07/31/2025 114.81 08/08/2025 114.62 4 -1.68  Close Signal  Minor 
 AAPL 07/30/2025 208.81 08/06/2025 213.01 2 7.55  Close Signal  Minor 
 AA 07/30/2025 30.02 08/05/2025 29.52 16 -8.95  Close Signal  Minor 
 AAP 07/30/2025 55.83 08/05/2025 57.09 8 9.17  Close Signal  Minor 
 ABM 07/30/2025 46.48 08/04/2025 46.51 10 -0.63  Close Signal  Minor 
 CASH 07/29/2025 77.72 08/08/2025 73.81 6 -24.36  Close Signal  Minor 
 ACIW 07/29/2025 43.64 08/06/2025 42.15 11 -17.33  Close Signal  Minor 
 AMT 07/29/2025 214.71 08/04/2025 212.98 2 -4.31  Close Signal  Minor 
 BCO 07/29/2025 89.67 08/04/2025 87.50 5 -11.73  Close Signal  Minor 
 BRO 07/29/2025 91.76 08/04/2025 92.55 5 3.03  Close Signal  Minor 
 BJRI 07/28/2025 37.95 08/12/2025 34.33 12 -44.29  Close Signal  Minor 
 AVY 07/28/2025 174.36 08/05/2025 168.17 2 -13.06  Close Signal  Minor 
 ALTI 07/28/2025 4.28 08/04/2025 4.10 113 -21.28  Close Signal  Minor 
 BCRX 07/28/2025 8.26 08/04/2025 8.73 58 26.26  Close Signal  Minor 
 BLX 07/28/2025 39.58 08/04/2025 39.48 12 -2.15  Close Signal  Minor 
 CART 07/28/2025 47.23 07/31/2025 47.97 10 6.44  Close Signal  Minor 
 ARTNA 07/28/2025 32.06 07/30/2025 32.81 15 10.27  Close Signal  Minor 
 BMRC 07/25/2025 23.51 08/08/2025 22.19 20 -27.30  Close Signal  Minor 
 BUSE 07/25/2025 23.22 08/05/2025 22.41 20 -17.10  Close Signal  Minor 
 BOH 07/25/2025 65.69 08/04/2025 62.56 7 -22.80  Close Signal  Minor 
 AWR 07/25/2025 72.43 07/30/2025 73.02 6 2.67  Close Signal  Minor 
 ARW 07/24/2025 127.15 07/29/2025 130.03 3 7.86  Close Signal  Minor 
 AVT 07/24/2025 53.34 07/29/2025 54.95 9 13.51  Close Signal  Minor 
 BHB 07/24/2025 29.65 07/28/2025 30.62 16 14.55  Close Signal  Minor 
 PGC 07/23/2025 26.29 08/07/2025 24.91 18 -25.75  Close Signal  Minor 
 ONB 07/23/2025 22.04 08/05/2025 20.89 21 -25.04  Close Signal  Minor 
 NATH 07/23/2025 97.39 07/30/2025 97.78 4 0.78  Close Signal  Minor 
 DIOD 07/23/2025 52.49 07/29/2025 51.60 9 -8.94  Close Signal  Minor 
 BCPC 07/23/2025 150.63 07/28/2025 150.64 3 -0.87  Close Signal  Minor 
744 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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