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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: $-1,882   Total Trades: 337  
Capital Growth:-18.8%   Profit Trades, % of Total:55%  
Profit Factor: [?] 0.53  Avg Trade Duration, days:4.39  
Payoff Ratio: [?] 0.44   Avg Profit per Trade:-1.23%  
Max Drawdown:25%   Avg Profit per Day:-0.28%  
Max Drawdown, $: 2,638   Avg Market Impact: [?]
Minor  
 
Restoration Factor: [?] -0.71   Overall Viability Score: [?]
1 / 10
 
Avg Annual Return: -18.8%   CAGR: [?]0%  
 Equity Graph 
 Performance 
Year S&P 500 Equity JanFeb MarAprMay JunJulAug SepOctNov Dec
2025 -8.60 -18.82 1.95 -5.14 -9.23 -7.52
        
Performed Trades  
 Symbol Entry Date
Entry
Price, $
 Exit Date
Exit
Price, $
 Shares Profit, $  Exit On
Stop
Loss, $
Take
Profit, $
  MI [?]
 BCBP 04/23/2025 8.72 04/23/2025 8.72 46 -0.80  Period End  Minor 
 ELS 04/23/2025 62.78 04/23/2025 62.78 6 -0.75  Period End  Minor 
 ZUMZ 04/23/2025 11.84 04/23/2025 11.84 34 -0.81  Period End  Minor 
 CBOE 04/23/2025 211.42 04/23/2025 211.42 1 -0.42  Period End  Minor 
 COLL 04/23/2025 25.99 04/23/2025 25.99 15 -0.78  Period End  Minor 
 SSRM 04/23/2025 10.10 04/23/2025 10.10 40 -0.81  Period End  Minor 
 XAIR 04/23/2025 0.2071 04/23/2025 0.2071 1,959 -0.81  Period End  Minor 
 SVC 04/23/2025 1.78 04/23/2025 1.78 227 -0.81  Period End  Minor 
 OCEA 04/23/2025 0.0205 04/23/2025 0.0205 19,796 -0.81  Period End  Minor 
 QDEL 04/22/2025 24.46 04/23/2025 25.73 16 19.51  Close Signal  Minor 
 INFU 04/22/2025 4.80 04/23/2025 5.00 84 15.97  Close Signal  Minor 
 ATRO 04/22/2025 20.03 04/23/2025 20.46 20 7.79  Period End  Minor 
 CCRN 04/22/2025 13.99 04/23/2025 14.00 29 -0.52  Period End  Minor 
 FCEL 04/22/2025 3.73 04/23/2025 3.73 108 -0.81  Period End  Minor 
 HEES 04/22/2025 89.30 04/23/2025 89.97 4 1.96  Period End  Minor 
 HURN 04/22/2025 135.38 04/23/2025 137.21 3 4.67  Period End  Minor 
 HXL 04/22/2025 48.31 04/23/2025 49.50 8 8.73  Period End  Minor 
 ICUI 04/22/2025 130.68 04/23/2025 132.28 3 4.01  Period End  Minor 
 IRDM 04/22/2025 21.61 04/23/2025 21.57 18 -1.50  Period End  Minor 
 AMPL 04/21/2025 7.71 04/23/2025 8.36 54 34.21  Close Signal  Minor 
 AMZN 04/21/2025 167.32 04/23/2025 180.60 2 25.85  Close Signal  Minor 
 ADP 04/21/2025 284.85 04/22/2025 292.89 1 7.46  Close Signal  Minor 
 DVA 04/17/2025 140.03 04/23/2025 138.93 3 -4.14  Close Signal  Minor 
 GPN 04/17/2025 69.46 04/23/2025 71.76 6 12.95  Period End  Minor 
 IART 04/16/2025 15.75 04/23/2025 16.26 26 12.42  Close Signal  Minor 
 PLUG 04/16/2025 0.9211 04/23/2025 0.8407 458 -37.61  Period End  Minor 
 OFIX 04/16/2025 12.96 04/22/2025 13.14 32 4.92  Close Signal  Minor 
 SCVL 04/16/2025 16.76 04/22/2025 17.82 25 25.62  Close Signal  Minor 
 USNA 04/16/2025 23.43 04/22/2025 24.24 18 13.71  Close Signal  Minor 
 HLF 04/16/2025 6.24 04/21/2025 6.48 67 15.22  Close Signal  Minor 
 DCGO 04/15/2025 2.25 04/23/2025 2.16 186 -17.55  Close Signal  Minor 
 ZBH 04/15/2025 97.27 04/22/2025 97.44 4 -0.10  Close Signal  Minor 
 NOVA 04/15/2025 0.2266 04/22/2025 0.2277 1,856 1.20  Close Signal  Minor 
 LAZR 04/14/2025 4.01 04/21/2025 3.82 104 -20.56  Close Signal  Minor 
 DXLG 04/14/2025 1.04 04/17/2025 1.03 404 -4.87  Close Signal  Minor 
 CNDT 04/11/2025 2.04 04/23/2025 2.08 212 7.60  Close Signal  Minor 
 HAIN 04/11/2025 3.23 04/21/2025 3.02 134 -28.96  Close Signal  Minor 
 III 04/11/2025 3.45 04/16/2025 3.70 125 30.34  Close Signal  Minor 
 CIO 04/11/2025 4.32 04/14/2025 4.51 100 18.11  Close Signal  Minor 
 CVGW 04/10/2025 22.74 04/11/2025 23.97 19 22.47  Close Signal  Minor 
 IRWD 04/09/2025 1.03 04/23/2025 0.7745 422 -108.53  Close Signal  Minor 
 NEOG 04/09/2025 5.02 04/22/2025 4.75 86 -24.05  Close Signal  Minor 
 PRTA 04/09/2025 10.26 04/22/2025 9.54 42 -31.06  Close Signal  Minor 
 WW 04/09/2025 0.175 04/22/2025 0.1486 2,487 -66.43  Close Signal  Minor 
 BIO-B 04/09/2025 225.29 04/21/2025 234.41 1 8.66  Period End  Minor 
 OMI 04/09/2025 7.45 04/17/2025 6.93 58 -30.98  Close Signal  Minor 
 BPRN 04/09/2025 28.00 04/15/2025 28.65 15 8.90  Close Signal  Minor 
 WDFC 04/09/2025 216.55 04/14/2025 222.28 2 10.58  Close Signal  Minor 
 ACRS 04/09/2025 1.21 04/14/2025 1.18 359 -11.62  Close Signal  Minor 
 RAPT 04/09/2025 0.8893 04/14/2025 0.926 489 17.05  Close Signal  Minor 
 RDFN 04/09/2025 8.83 04/14/2025 8.85 49 0.11  Close Signal  Minor 
 BGS 04/09/2025 5.98 04/11/2025 6.22 72 16.39  Close Signal  Minor 
 OPTN 04/09/2025 9.00 04/11/2025 9.07 48 2.49  Close Signal  Minor 
 ADTN 04/03/2025 7.79 04/09/2025 8.21 59 23.82  Close Signal  Minor 
 AGO 04/03/2025 84.08 04/09/2025 82.81 5 -7.18  Close Signal  Minor 
 BIIB 04/02/2025 131.32 04/14/2025 119.26 3 -36.91  Close Signal  Minor 
 ICE 04/02/2025 170.44 04/10/2025 155.19 2 -31.14  Close Signal  Minor 
 BRT 04/02/2025 16.60 04/09/2025 15.82 27 -21.92  Close Signal  Minor 
 ENTG 04/02/2025 85.82 04/09/2025 78.48 5 -37.50  Close Signal  Minor 
 INTT 04/02/2025 6.75 04/09/2025 6.06 68 -47.77  Close Signal  Minor 
 MEG 04/02/2025 13.60 04/09/2025 12.73 34 -30.46  Close Signal  Minor 
 INTC 04/02/2025 21.98 04/03/2025 22.43 21 8.51  Close Signal  Minor 
 ACET 04/01/2025 0.735 04/14/2025 0.566 632 -107.58  Close Signal  Minor 
 ACAD 04/01/2025 16.32 04/11/2025 14.58 28 -49.56  Close Signal  Minor 
 ADI 04/01/2025 199.18 04/09/2025 196.63 2 -5.89  Close Signal  Minor 
 AGYS 04/01/2025 72.26 04/02/2025 74.64 6 13.39  Close Signal  Minor 
 ABR 03/31/2025 11.75 04/09/2025 11.08 39 -27.01  Close Signal  Minor 
 A 03/28/2025 116.44 04/09/2025 107.05 3 -28.83  Close Signal  Minor 
 AA 03/28/2025 30.66 04/02/2025 30.84 15 1.78  Close Signal  Minor 
 ALB 03/27/2025 74.75 04/09/2025 60.47 6 -86.45  Close Signal  Minor 
 AES 03/27/2025 12.43 04/02/2025 12.48 37 0.93  Close Signal  Minor 
 DX 03/26/2025 13.17 04/14/2025 11.52 34 -56.91  Close Signal  Minor 
 FOLD 03/26/2025 8.52 04/14/2025 6.72 53 -96.16  Close Signal  Minor 
 CDZI 03/26/2025 3.23 04/09/2025 2.57 142 -94.50  Close Signal  Minor 
 CRL 03/26/2025 158.25 04/09/2025 139.07 2 -38.94  Close Signal  Minor 
 CCOI 03/26/2025 63.07 04/02/2025 61.65 7 -10.81  Close Signal  Minor 
 EBS 03/26/2025 5.17 04/02/2025 5.17 88 -0.91  Close Signal  Minor 
 FL 03/26/2025 15.31 04/02/2025 14.72 29 -17.97  Close Signal  Minor 
 ANF 03/26/2025 75.72 04/01/2025 78.77 6 17.36  Close Signal  Minor 
 ARL 03/26/2025 10.35 04/01/2025 11.56 44 52.25  Close Signal  Minor 
 FOSL 03/26/2025 1.18 04/01/2025 1.22 389 14.62  Close Signal  Minor 
 BKD 03/26/2025 5.89 03/28/2025 6.15 77 19.08  Close Signal  Minor 
 AMGN 03/25/2025 306.86 03/31/2025 311.55 1 4.07  Close Signal  Minor 
 AEP 03/25/2025 102.50 03/27/2025 105.15 4 9.76  Close Signal  Minor 
 AEE 03/25/2025 97.18 03/26/2025 98.88 4 6.01  Close Signal  Minor 
 CWCO 03/24/2025 23.66 03/28/2025 24.34 19 12.00  Close Signal  Minor 
 EBF 03/24/2025 19.44 03/27/2025 20.17 24 16.56  Close Signal  Minor 
 ADM 03/24/2025 45.93 03/26/2025 47.07 10 10.46  Close Signal  Minor 
 AWR 03/24/2025 74.72 03/26/2025 75.60 6 4.38  Close Signal  Minor 
 CWT 03/24/2025 45.87 03/26/2025 46.40 10 4.37  Close Signal  Minor 
 FORR 03/24/2025 9.28 03/26/2025 9.44 50 7.06  Close Signal  Minor 
 GCBC 03/24/2025 22.01 03/26/2025 22.82 21 16.06  Close Signal  Minor 
 ARRY 03/21/2025 5.69 04/09/2025 4.53 82 -95.91  Close Signal  Minor 
 AIV 03/21/2025 8.61 03/26/2025 8.64 54 0.69  Close Signal  Minor 
 ALEX 03/21/2025 17.13 03/24/2025 17.33 27 4.47  Close Signal  Minor 
 ACN 03/20/2025 299.43 03/26/2025 309.62 1 9.58  Close Signal  Minor 
 USPH 03/19/2025 76.04 04/02/2025 72.53 6 -21.94  Close Signal  Minor 
 USNA 03/19/2025 27.54 03/26/2025 27.22 17 -6.37  Close Signal  Minor 
 THS 03/19/2025 26.85 03/25/2025 26.53 17 -6.34  Close Signal  Minor 
 HSY 03/19/2025 167.35 03/24/2025 168.01 2 0.65  Close Signal  Minor 
337 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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