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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: $287   Total Trades: 950  
Capital Growth:2.87%   Profit Trades, % of Total:61%  
Profit Factor: [?] 1.04  Avg Trade Duration, days:4.28  
Payoff Ratio: [?] 0.68   Avg Profit per Trade:0.11%  
Max Drawdown:26%   Avg Profit per Day:0.025%  
Max Drawdown, $: 2,631   Avg Market Impact: [?]
Minor  
 
Restoration Factor: [?] 0.11   Overall Viability Score: [?]
4 / 10
 
Avg Annual Return: 2.87%   CAGR: [?]2.87%  
 Equity Graph 
 Performance 
Year S&P 500 Equity JanFeb MarAprMay JunJulAug SepOctNov Dec
2025 17.15 2.87 1.38 -5.27 -9.16 -3.26 7.37 3.01 1.88 12.30 -2.44 -1.28
        
Performed Trades  
 Symbol Entry Date
Entry
Price, $
 Exit Date
Exit
Price, $
 Shares Profit, $  Exit On
Stop
Loss, $
Take
Profit, $
  MI [?]
 ABM 10/29/2025 43.07 10/29/2025 43.07 12 -1.03  Period End  Minor 
 ACET 10/29/2025 0.7505 10/29/2025 0.7505 706 -1.06  Period End  Minor 
 ACIW 10/29/2025 47.34 10/29/2025 47.34 11 -1.04  Period End  Minor 
 ACTG 10/29/2025 3.32 10/29/2025 3.32 159 -1.06  Period End  Minor 
 CHD 10/27/2025 85.64 10/29/2025 81.84 6 -23.79  Period End  Minor 
 ALK 10/24/2025 43.77 10/29/2025 41.77 12 -25.01  Period End  Minor 
 AN 10/24/2025 200.21 10/29/2025 196.47 2 -8.27  Period End  Minor 
 CORT 10/24/2025 72.52 10/29/2025 72.05 7 -4.30  Period End  Minor 
 DRI 10/24/2025 184.82 10/29/2025 182.41 2 -5.55  Period End  Minor 
 GNTX 10/24/2025 23.64 10/29/2025 23.73 22 0.94  Period End  Minor 
 MDT 10/24/2025 93.67 10/29/2025 91.73 5 -10.62  Period End  Minor 
 AEP 10/23/2025 116.18 10/29/2025 122.11 4 22.75  Close Signal  Minor 
 ARAY 10/23/2025 1.59 10/29/2025 1.44 328 -50.17  Period End  Minor 
 EGBN 10/23/2025 16.95 10/29/2025 16.66 30 -9.70  Period End  Minor 
 HSY 10/23/2025 181.58 10/29/2025 175.28 2 -13.31  Period End  Minor 
 ACET 10/23/2025 0.8612 10/27/2025 0.9018 605 23.48  Close Signal  Minor 
 LNN 10/22/2025 122.65 10/29/2025 111.55 4 -45.31  Period End  Minor 
 GBCI 10/22/2025 43.00 10/24/2025 43.85 12 9.15  Close Signal  Minor 
 MRVL 10/22/2025 81.05 10/24/2025 84.13 6 17.48  Close Signal  Minor 
 NRG 10/22/2025 160.42 10/24/2025 170.36 3 28.81  Close Signal  Minor 
 LSCC 10/22/2025 66.90 10/23/2025 69.60 7 17.94  Close Signal  Minor 
 UTHR 10/21/2025 422.53 10/29/2025 455.32 1 31.90  Close Signal  Minor 
 FWONK 10/21/2025 97.14 10/29/2025 95.97 5 -6.81  Close Signal  Minor 
 EBF 10/21/2025 16.87 10/29/2025 16.51 30 -11.80  Period End  Minor 
 ACHC 10/21/2025 23.51 10/29/2025 23.01 21 -11.47  Period End  Minor 
 PLUG 10/21/2025 3.12 10/29/2025 2.76 165 -60.34  Period End  Minor 
 FWONA 10/21/2025 89.74 10/29/2025 87.81 5 -10.53  Period End  Minor 
 SMMT 10/21/2025 18.74 10/24/2025 19.28 27 13.55  Close Signal  Minor 
 TPB 10/21/2025 85.37 10/24/2025 91.16 6 33.66  Close Signal  Minor 
 SM 10/21/2025 20.58 10/23/2025 21.52 25 22.44  Close Signal  Minor 
 BRY 10/21/2025 3.33 10/22/2025 3.38 154 6.66  Close Signal  Minor 
 RNR 10/20/2025 248.63 10/29/2025 247.56 2 -3.13  Close Signal  Minor 
 CBRL 10/20/2025 36.63 10/29/2025 34.66 14 -28.56  Period End  Minor 
 EXEL 10/20/2025 34.54 10/23/2025 38.05 15 51.53  Close Signal  Minor 
 KRO 10/20/2025 4.76 10/23/2025 4.83 109 6.58  Close Signal  Minor 
 BBW 10/20/2025 55.35 10/22/2025 56.10 9 5.74  Close Signal  Minor 
 BBSI 10/17/2025 41.62 10/24/2025 42.00 12 3.55  Close Signal  Minor 
 AVAV 10/17/2025 350.59 10/21/2025 377.18 1 25.85  Close Signal  Minor 
 BRO 10/16/2025 87.42 10/22/2025 89.20 5 8.01  Close Signal  Minor 
 CB 10/16/2025 268.23 10/22/2025 276.52 1 7.74  Close Signal  Minor 
 ADBE 10/16/2025 329.23 10/20/2025 343.40 1 13.49  Close Signal  Minor 
 ACGL 10/15/2025 89.57 10/21/2025 87.70 5 -10.23  Close Signal  Minor 
 CWST 10/15/2025 87.01 10/21/2025 87.22 5 0.18  Close Signal  Minor 
 FCN 10/15/2025 152.50 10/21/2025 153.25 3 1.33  Close Signal  Minor 
 FWRD 10/15/2025 19.99 10/21/2025 20.48 25 11.23  Close Signal  Minor 
 LNG 10/15/2025 225.23 10/21/2025 222.22 2 -6.91  Close Signal  Minor 
 CNTY 10/15/2025 2.23 10/20/2025 2.32 230 19.64  Close Signal  Minor 
 ATR 10/15/2025 127.63 10/17/2025 128.86 4 3.89  Close Signal  Minor 
 MAA 10/15/2025 132.00 10/17/2025 132.70 3 1.30  Close Signal  Minor 
 GT 10/15/2025 6.71 10/16/2025 6.83 76 8.09  Close Signal  Minor 
 DHX 10/14/2025 2.06 10/23/2025 2.05 249 -3.51  Close Signal  Minor 
 DEI 10/14/2025 13.70 10/22/2025 13.56 37 -6.19  Close Signal  Minor 
 APOG 10/14/2025 38.22 10/21/2025 39.43 13 14.71  Close Signal  Minor 
 AM 10/14/2025 17.78 10/20/2025 18.12 28 8.51  Close Signal  Minor 
 BCRX 10/14/2025 6.42 10/20/2025 6.93 80 39.71  Close Signal  Minor 
 CPK 10/14/2025 134.31 10/20/2025 134.32 3 -0.78  Close Signal  Minor 
 CVGI 10/14/2025 1.58 10/16/2025 1.59 325 2.22  Close Signal  Minor 
 FIZZ 10/14/2025 36.09 10/16/2025 36.55 14 5.42  Close Signal  Minor 
 ES 10/14/2025 70.59 10/15/2025 72.24 7 10.54  Close Signal  Minor 
 FLL 10/14/2025 2.52 10/15/2025 2.71 203 37.49  Close Signal  Minor 
 ACIW 10/13/2025 51.00 10/21/2025 49.61 10 -14.90  Close Signal  Minor 
 ACAD 10/13/2025 20.06 10/15/2025 21.74 25 40.93  Close Signal  Minor 
 AAPL 10/10/2025 245.27 10/15/2025 249.34 2 7.15  Close Signal  Minor 
 ABCB 10/10/2025 71.16 10/14/2025 74.86 7 24.86  Close Signal  Minor 
 ABM 10/10/2025 44.45 10/14/2025 45.43 11 9.79  Close Signal  Minor 
 ABR 10/09/2025 11.52 10/14/2025 11.80 45 11.54  Close Signal  Minor 
 ALEX 10/08/2025 17.03 10/15/2025 16.74 30 -9.71  Close Signal  Minor 
 AOS 10/08/2025 71.07 10/15/2025 69.21 7 -14.00  Close Signal  Minor 
 BXP 10/08/2025 73.03 10/15/2025 71.73 7 -10.11  Close Signal  Minor 
 AMSF 10/08/2025 41.93 10/14/2025 42.15 12 1.63  Close Signal  Minor 
 BAC 10/08/2025 49.84 10/14/2025 50.09 10 1.50  Close Signal  Minor 
 BGS 10/08/2025 4.20 10/14/2025 4.37 124 20.01  Close Signal  Minor 
 AAP 10/07/2025 56.56 10/13/2025 54.05 9 -23.57  Close Signal  Minor 
 ANF 10/06/2025 77.88 10/21/2025 69.05 6 -53.84  Close Signal  Minor 
 ARE 10/06/2025 79.99 10/14/2025 75.07 6 -30.44  Close Signal  Minor 
 AMT 10/06/2025 185.57 10/10/2025 186.68 2 1.47  Close Signal  Minor 
 AME 10/06/2025 182.99 10/09/2025 183.31 2 -0.09  Close Signal  Minor 
 AZZ 10/03/2025 108.15 10/21/2025 99.84 4 -34.06  Close Signal  Minor 
 ACLS 10/03/2025 88.71 10/15/2025 83.77 6 -30.66  Close Signal  Minor 
 AM 10/03/2025 18.85 10/08/2025 19.11 28 6.21  Close Signal  Minor 
 AROW 10/02/2025 27.50 10/14/2025 27.15 19 -7.69  Close Signal  Minor 
 ATEC 10/02/2025 13.76 10/08/2025 14.02 38 8.82  Close Signal  Minor 
 AEO 10/01/2025 16.84 10/13/2025 15.29 31 -49.02  Close Signal  Minor 
 ADM 10/01/2025 59.25 10/03/2025 61.04 8 13.35  Close Signal  Minor 
 BBW 09/30/2025 65.21 10/10/2025 59.95 8 -43.06  Close Signal  Minor 
 AMPL 09/30/2025 10.72 10/08/2025 10.30 49 -21.60  Close Signal  Minor 
 BLX 09/30/2025 45.97 10/08/2025 45.02 11 -11.45  Close Signal  Minor 
 BHB 09/30/2025 30.46 10/06/2025 30.53 17 0.15  Close Signal  Minor 
 ABCB 09/30/2025 73.31 10/03/2025 73.79 7 2.33  Close Signal  Minor 
 CART 09/30/2025 36.76 10/02/2025 39.30 14 34.48  Close Signal  Minor 
 BDC 09/29/2025 120.60 10/15/2025 114.05 4 -27.13  Close Signal  Minor 
 BDN 09/29/2025 4.11 10/14/2025 3.71 129 -52.58  Close Signal  Minor 
 ATLO 09/29/2025 20.30 10/06/2025 20.13 26 -5.47  Close Signal  Minor 
 BUSE 09/29/2025 23.25 10/06/2025 23.12 22 -3.88  Close Signal  Minor 
 ALTI 09/29/2025 3.57 10/03/2025 3.66 148 12.24  Close Signal  Minor 
 BX 09/26/2025 175.32 10/14/2025 163.98 3 -35.02  Close Signal  Minor 
 BCPC 09/26/2025 150.08 10/10/2025 144.64 3 -17.20  Close Signal  Minor 
 BEN 09/26/2025 22.95 09/30/2025 23.13 23 3.08  Close Signal  Minor 
 CACC 09/26/2025 458.46 09/30/2025 466.93 1 7.54  Close Signal  Minor 
 ALGN 09/25/2025 124.88 10/01/2025 127.52 4 9.55  Close Signal  Minor 
950 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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