MarketInOut Stock Screener Please enable JavaScript to view this page content properly Log In | Sign Up
 
Backtest Builder
My Backtests
Popular Strategies
Backtest Log
Optimization
Strategy Name Larry Connors RSI-2
  Create a Copy 
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
The backtester displays results for the current year only. Please sign up to view the full report.
 Results 
Total Profit: $18.2   Total Trades: 128  
Capital Growth:0.18%   Profit Trades, % of Total:63%  
Profit Factor: [?] 1.02  Avg Trade Duration, days:3.75  
Payoff Ratio: [?] 0.61   Avg Profit per Trade:0.073%  
Max Drawdown:8%   Avg Profit per Day:0.02%  
Max Drawdown, $: 834   Avg Market Impact: [?]
Minor  
 
Restoration Factor: [?] 0.02   Overall Viability Score: [?]
4 / 10
 
Avg Annual Return: 0.18%   CAGR: [?]0.18%  
 Equity Graph 
 Performance 
Year S&P 500 Equity JanFeb MarAprMay JunJulAug SepOctNov Dec
2026 1.27 0.18 3.49 -3.20
        
Performed Trades  
 Symbol Entry Date
Entry
Price, $
 Exit Date
Exit
Price, $
 Shares Profit, $  Exit On
Stop
Loss, $
Take
Profit, $
  MI [?]
 ASUR 02/06/2026 8.91 02/06/2026 8.91 60 -1.07  Period End  Minor 
 CCRN 02/06/2026 8.69 02/06/2026 8.69 61 -1.06  Period End  Minor 
 CLB 02/06/2026 18.56 02/06/2026 18.56 28 -1.04  Period End  Minor 
 CNC 02/06/2026 38.46 02/06/2026 38.46 13 -1.00  Period End  Minor 
 CRVL 02/06/2026 48.67 02/06/2026 48.67 11 -1.07  Period End  Minor 
 ACLS 02/05/2026 81.49 02/06/2026 86.08 6 26.52  Close Signal  Minor 
 AMZN 02/05/2026 222.69 02/06/2026 210.32 2 -25.59  Period End  Minor 
 BLKB 02/04/2026 47.85 02/06/2026 47.48 11 -5.12  Period End  Minor 
 BRKR 02/04/2026 42.56 02/06/2026 41.93 12 -8.57  Period End  Minor 
 ACIW 02/03/2026 39.52 02/06/2026 42.28 13 34.80  Close Signal  Minor 
 AKAM 02/03/2026 91.79 02/06/2026 95.08 5 15.51  Close Signal  Minor 
 AMKR 02/03/2026 46.24 02/06/2026 49.36 11 33.25  Close Signal  Minor 
 ACET 02/03/2026 7.70 02/06/2026 7.03 69 -47.22  Period End  Minor 
 ADBE 02/03/2026 271.93 02/06/2026 268.38 1 -4.09  Period End  Minor 
 ALB 02/02/2026 164.93 02/06/2026 163.37 3 -5.66  Period End  Minor 
 BFLY 02/02/2026 3.82 02/06/2026 3.38 139 -62.13  Period End  Minor 
 BA 02/02/2026 233.02 02/04/2026 235.95 2 4.92  Close Signal  Minor 
 BLDR 02/02/2026 113.27 02/03/2026 118.56 4 20.22  Close Signal  Minor 
 ADSK 01/30/2026 252.87 02/06/2026 240.40 2 -25.91  Period End  Minor 
 AMD 01/30/2026 236.73 02/06/2026 208.44 2 -57.44  Period End  Minor 
 AMPL 01/30/2026 9.17 02/06/2026 7.23 57 -111.46  Period End  Minor 
 ALNY 01/30/2026 338.06 02/03/2026 351.80 1 13.04  Close Signal  Minor 
 ACN 01/29/2026 261.22 02/06/2026 240.62 2 -42.18  Period End  Minor 
 ADP 01/29/2026 245.97 02/06/2026 231.36 2 -30.16  Period End  Minor 
 ATEC 01/29/2026 14.85 02/06/2026 13.82 36 -38.09  Period End  Minor 
 ALGN 01/29/2026 164.12 02/05/2026 175.62 3 33.46  Close Signal  Minor 
 ATRC 01/29/2026 36.95 02/03/2026 38.07 14 14.62  Close Signal  Minor 
 ANGO 01/29/2026 9.98 01/30/2026 10.36 53 19.05  Close Signal  Minor 
 AEO 01/27/2026 23.44 02/02/2026 24.65 22 25.55  Close Signal  Minor 
 BDN 01/27/2026 2.86 02/02/2026 2.83 187 -6.67  Close Signal  Minor 
 AGEN 01/26/2026 3.02 02/06/2026 2.94 177 -15.21  Close Signal  Minor 
 AVAV 01/26/2026 302.67 02/06/2026 257.20 1 -46.01  Period End  Minor 
 BBW 01/26/2026 60.80 02/03/2026 60.39 8 -4.25  Close Signal  Minor 
 BJRI 01/26/2026 42.12 01/30/2026 41.82 12 -4.61  Close Signal  Minor 
 BYD 01/23/2026 83.89 01/29/2026 84.18 6 0.73  Close Signal  Minor 
 EIG 01/23/2026 43.64 01/29/2026 44.70 12 11.65  Close Signal  Minor 
 AFL 01/23/2026 107.09 01/26/2026 108.94 4 6.53  Close Signal  Minor 
 KRC 01/22/2026 35.60 02/05/2026 34.31 15 -20.39  Close Signal  Minor 
 HAE 01/22/2026 70.02 02/04/2026 65.95 7 -29.43  Close Signal  Minor 
 DLTR 01/22/2026 126.79 02/03/2026 119.69 4 -29.37  Close Signal  Minor 
 HURN 01/22/2026 173.44 02/02/2026 172.37 3 -4.25  Close Signal  Minor 
 AKR 01/22/2026 20.21 01/29/2026 19.78 26 -12.21  Close Signal  Minor 
 EGP 01/22/2026 179.95 01/29/2026 181.31 2 2.00  Close Signal  Minor 
 FR 01/22/2026 57.20 01/29/2026 58.18 9 7.78  Close Signal  Minor 
 CPSS 01/22/2026 8.24 01/27/2026 8.46 64 13.00  Close Signal  Minor 
 KSS 01/22/2026 17.75 01/27/2026 17.79 30 0.13  Close Signal  Minor 
 EHTH 01/21/2026 3.48 02/06/2026 2.22 153 -193.56  Period End  Minor 
 CBZ 01/21/2026 44.97 01/30/2026 39.35 11 -62.72  Close Signal  Minor 
 BR 01/21/2026 206.85 01/26/2026 208.87 2 3.21  Close Signal  Minor 
 DMRC 01/21/2026 5.79 01/22/2026 6.50 92 64.16  Close Signal  Minor 
 ABT 01/20/2026 121.14 01/30/2026 109.30 4 -48.26  Close Signal  Minor 
 AVY 01/20/2026 182.21 01/23/2026 187.43 2 9.70  Close Signal  Minor 
 A 01/16/2026 139.64 02/02/2026 135.39 3 -13.57  Close Signal  Minor 
 AAPL 01/16/2026 255.53 01/26/2026 255.41 2 -1.26  Close Signal  Minor 
 AA 01/16/2026 60.07 01/21/2026 63.87 8 29.39  Close Signal  Minor 
 ACIW 01/15/2026 43.49 01/22/2026 43.73 12 1.83  Close Signal  Minor 
 ALL 01/15/2026 195.47 01/22/2026 195.28 2 -1.16  Close Signal  Minor 
 BLKB 01/15/2026 56.93 01/22/2026 56.00 9 -9.38  Close Signal  Minor 
 ALNY 01/15/2026 359.26 01/21/2026 365.46 1 5.47  Close Signal  Minor 
 BIIB 01/15/2026 168.57 01/21/2026 172.62 3 11.12  Close Signal  Minor 
 AGYS 01/14/2026 112.71 01/26/2026 113.55 4 2.45  Close Signal  Minor 
 ADSK 01/14/2026 261.28 01/22/2026 269.77 2 15.91  Close Signal  Minor 
 AMPL 01/14/2026 10.23 01/22/2026 10.46 51 10.67  Close Signal  Minor 
 AGO 01/13/2026 85.39 01/29/2026 85.17 6 -2.34  Close Signal  Minor 
 ADBE 01/13/2026 309.93 01/22/2026 299.73 1 -10.80  Close Signal  Minor 
 CRM 01/13/2026 241.06 01/22/2026 228.09 2 -26.87  Close Signal  Minor 
 CXM 01/13/2026 7.25 01/22/2026 6.80 72 -33.40  Close Signal  Minor 
 BSX 01/13/2026 94.14 01/21/2026 91.71 5 -13.07  Close Signal  Minor 
 BMRN 01/13/2026 55.20 01/20/2026 56.31 9 8.98  Close Signal  Minor 
 AGM 01/13/2026 167.31 01/16/2026 172.83 3 15.53  Close Signal  Minor 
 ATRC 01/13/2026 36.40 01/15/2026 41.46 14 69.71  Close Signal  Minor 
 BCRX 01/13/2026 6.75 01/15/2026 7.17 78 31.66  Close Signal  Minor 
 AFL 01/13/2026 107.96 01/14/2026 110.18 4 8.00  Close Signal  Minor 
 ANF 01/12/2026 102.78 01/16/2026 104.13 5 5.71  Close Signal  Minor 
 ATEC 01/12/2026 17.59 01/16/2026 17.74 29 3.32  Close Signal  Minor 
 CART 01/09/2026 41.17 01/23/2026 39.90 12 -16.21  Close Signal  Minor 
 MKTX 01/09/2026 168.77 01/14/2026 172.78 3 11.00  Close Signal  Minor 
 AMD 01/09/2026 203.17 01/13/2026 220.97 2 34.73  Close Signal  Minor 
 CSGP 01/09/2026 58.49 01/13/2026 61.82 8 25.66  Close Signal  Minor 
 DGII 01/09/2026 40.84 01/13/2026 42.68 12 21.07  Close Signal  Minor 
 NFLX 01/09/2026 89.46 01/13/2026 90.32 5 3.40  Close Signal  Minor 
 AYI 01/08/2026 322.05 01/23/2026 315.05 1 -7.63  Close Signal  Minor 
 CALM 01/08/2026 74.81 01/15/2026 76.45 6 8.93  Close Signal  Minor 
 GPOR 01/08/2026 179.49 01/15/2026 177.90 2 -3.89  Close Signal  Minor 
 ANGO 01/08/2026 10.05 01/14/2026 10.23 51 8.14  Close Signal  Minor 
 EXTR 01/08/2026 15.85 01/13/2026 16.15 32 8.57  Close Signal  Minor 
 IMAX 01/08/2026 33.86 01/13/2026 34.46 15 7.97  Close Signal  Minor 
 JCI 01/08/2026 111.29 01/13/2026 112.09 4 2.30  Close Signal  Minor 
 ACI 01/07/2026 15.95 01/12/2026 17.07 32 34.77  Close Signal  Minor 
 ALCO 01/07/2026 34.86 01/09/2026 36.22 14 18.04  Close Signal  Minor 
 APOG 01/07/2026 31.88 01/09/2026 35.10 16 50.42  Close Signal  Minor 
 CCI 01/06/2026 87.13 01/13/2026 86.81 5 -2.47  Close Signal  Minor 
 CSCO 01/06/2026 75.23 01/13/2026 75.47 6 0.54  Close Signal  Minor 
 ADC 01/06/2026 70.23 01/12/2026 71.12 7 5.24  Close Signal  Minor 
 CAG 01/06/2026 16.52 01/09/2026 16.61 30 1.70  Close Signal  Minor 
 CPRX 01/06/2026 22.58 01/09/2026 22.72 22 2.08  Close Signal  Minor 
 FFIC 01/06/2026 14.79 01/09/2026 15.05 34 7.82  Close Signal  Minor 
 GIS 01/06/2026 43.23 01/09/2026 44.60 11 14.10  Close Signal  Minor 
 ANDE 01/06/2026 52.20 01/08/2026 54.10 9 16.13  Close Signal  Minor 
 COKE 01/06/2026 145.33 01/08/2026 149.63 3 12.01  Close Signal  Minor 
128 trades
1
2
next

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.



Disclaimer - Privacy Policy - Terms Of Service - Cookie Use Policy - FAQ - Contact Us