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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: $1,359   Total Trades: 707  
Capital Growth:13.6%   Profit Trades, % of Total:63%  
Profit Factor: [?] 1.21  Avg Trade Duration, days:4.07  
Payoff Ratio: [?] 0.72   Avg Profit per Trade:0.44%  
Max Drawdown:14%   Avg Profit per Day:0.11%  
Max Drawdown, $: 1,450   Avg Market Impact: [?]
Minor  
 
Restoration Factor: [?] 0.94   Overall Viability Score: [?]
5 / 10
 
Avg Annual Return: 13.6%   CAGR: [?]13.6%  
 Equity Graph 
 Performance 
Year S&P 500 Equity JanFeb MarAprMay JunJulAug SepOctNov Dec
2026 9.41 13.59 3.46 -2.93 -3.65 9.52 4.28 -3.43 6.44
        
Performed Trades  
 Symbol Entry Date
Entry
Price, $
 Exit Date
Exit
Price, $
 Shares Profit, $  Exit On
Stop
Loss, $
Take
Profit, $
  MI [?]
 AAPL 07/31/2026 308.91 07/31/2026 308.91 1 -0.62  Period End  Minor 
 AGO 07/31/2026 82.72 07/31/2026 82.72 7 -1.16  Period End  Minor 
 ALX 07/31/2026 255.00 07/31/2026 255.00 2 -1.02  Period End  Minor 
 AVA 07/31/2026 40.45 07/31/2026 40.45 14 -1.13  Period End  Minor 
 BFS 07/31/2026 34.07 07/31/2026 34.07 17 -1.16  Period End  Minor 
 ABR 07/30/2026 4.79 07/31/2026 5.01 121 25.42  Close Signal  Minor 
 ACTG 07/30/2026 4.41 07/31/2026 4.43 132 1.47  Period End  Minor 
 AEP 07/30/2026 127.78 07/31/2026 127.85 4 -0.74  Period End  Minor 
 ALNY 07/30/2026 205.48 07/31/2026 205.52 2 -0.74  Period End  Minor 
 BANF 07/30/2026 112.16 07/31/2026 112.82 5 2.17  Period End  Minor 
 BG 07/30/2026 105.07 07/31/2026 106.23 5 4.74  Period End  Minor 
 BKH 07/30/2026 72.23 07/31/2026 71.21 8 -9.30  Period End  Minor 
 CMS 07/30/2026 72.26 07/31/2026 71.99 8 -3.31  Period End  Minor 
 CMT 07/30/2026 23.33 07/31/2026 23.56 24 4.39  Period End  Minor 
 ADM 07/29/2026 80.38 07/31/2026 79.27 7 -8.88  Period End  Minor 
 ADI 07/29/2026 353.37 07/30/2026 366.67 1 12.57  Close Signal  Minor 
 AAON 07/28/2026 93.74 07/31/2026 89.06 6 -29.16  Period End  Minor 
 ALKS 07/28/2026 50.50 07/31/2026 48.99 11 -17.70  Period End  Minor 
 ACLS 07/28/2026 120.03 07/30/2026 125.21 4 19.73  Close Signal  Minor 
 AGX 07/28/2026 522.70 07/30/2026 579.87 1 56.04  Close Signal  Minor 
 BOH 07/27/2026 80.02 07/31/2026 79.90 7 -1.96  Close Signal  Minor 
 CLNE 07/27/2026 1.96 07/31/2026 1.94 294 -7.02  Close Signal  Minor 
 ADTN 07/27/2026 9.50 07/31/2026 8.51 60 -60.45  Period End  Minor 
 CECO 07/27/2026 73.77 07/31/2026 65.89 7 -56.11  Period End  Minor 
 CHRW 07/27/2026 174.46 07/31/2026 147.73 3 -81.12  Period End  Minor 
 AKAM 07/27/2026 112.85 07/30/2026 113.75 5 3.36  Close Signal  Minor 
 CDZI 07/27/2026 3.08 07/30/2026 3.14 187 10.05  Close Signal  Minor 
 ARAY 07/27/2026 0.225 07/28/2026 0.2434 2,565 45.97  Close Signal  Minor 
 ARRY 07/24/2026 5.32 07/31/2026 5.22 108 -11.93  Close Signal  Minor 
 CACC 07/24/2026 574.08 07/31/2026 568.91 1 -6.31  Close Signal  Minor 
 ALB 07/24/2026 114.85 07/30/2026 117.76 5 13.38  Close Signal  Minor 
 AMZN 07/24/2026 232.11 07/30/2026 235.50 2 5.84  Close Signal  Minor 
 AXP 07/24/2026 326.17 07/30/2026 337.52 1 10.68  Close Signal  Minor 
 ABCB 07/24/2026 87.73 07/29/2026 87.83 6 -0.45  Close Signal  Minor 
 ACI 07/23/2026 11.27 07/29/2026 12.06 51 39.08  Close Signal  Minor 
 ALGT 07/23/2026 94.48 07/27/2026 99.14 6 26.78  Close Signal  Minor 
 AMPL 07/23/2026 8.05 07/27/2026 8.67 71 42.81  Close Signal  Minor 
 ADBE 07/23/2026 212.17 07/24/2026 225.11 2 24.99  Close Signal  Minor 
 AGYS 07/22/2026 97.04 07/27/2026 103.24 5 29.98  Close Signal  Minor 
 ACU 07/22/2026 45.90 07/23/2026 52.45 12 77.38  Close Signal  Minor 
 ALCO 07/21/2026 39.99 07/31/2026 37.76 14 -32.29  Period End  Minor 
 CIA 07/21/2026 5.23 07/28/2026 5.08 108 -17.31  Close Signal  Minor 
 CRVL 07/21/2026 60.15 07/27/2026 60.40 9 1.16  Close Signal  Minor 
 AMG 07/21/2026 340.58 07/24/2026 358.29 1 17.00  Close Signal  Minor 
 BA 07/21/2026 204.80 07/24/2026 209.52 2 8.61  Close Signal  Minor 
 CSPI 07/21/2026 7.83 07/24/2026 7.95 72 7.50  Close Signal  Minor 
 CRL 07/21/2026 219.40 07/23/2026 229.29 2 18.87  Close Signal  Minor 
 DHR 07/21/2026 179.01 07/23/2026 192.50 3 39.34  Close Signal  Minor 
 CME 07/21/2026 237.38 07/22/2026 249.24 2 22.73  Close Signal  Minor 
 ABX 07/20/2026 10.26 07/24/2026 10.38 54 5.36  Close Signal  Minor 
 AAON 07/20/2026 103.88 07/23/2026 107.68 5 17.93  Close Signal  Minor 
 BFLY 07/17/2026 6.62 07/27/2026 7.07 85 37.07  Close Signal  Minor 
 EHTH 07/16/2026 1.49 07/30/2026 1.38 377 -42.53  Close Signal  Minor 
 LINC 07/16/2026 44.07 07/28/2026 42.06 12 -25.14  Close Signal  Minor 
 CART 07/16/2026 46.23 07/27/2026 44.06 12 -27.11  Close Signal  Minor 
 CDNS 07/16/2026 364.65 07/27/2026 338.61 1 -26.73  Close Signal  Minor 
 AA 07/16/2026 46.85 07/22/2026 46.17 12 -9.27  Close Signal  Minor 
 ATRO 07/16/2026 66.04 07/21/2026 69.00 8 22.59  Close Signal  Minor 
 CIEN 07/16/2026 388.81 07/21/2026 408.73 1 19.11  Close Signal  Minor 
 COHR 07/16/2026 276.96 07/21/2026 317.22 2 79.29  Close Signal  Minor 
 INOD 07/16/2026 60.97 07/21/2026 63.63 9 22.81  Close Signal  Minor 
 EW 07/15/2026 87.27 07/28/2026 83.68 6 -22.55  Close Signal  Minor 
 BCRX 07/15/2026 9.41 07/21/2026 9.42 59 -0.52  Close Signal  Minor 
 CAH 07/15/2026 224.94 07/21/2026 227.09 2 3.39  Close Signal  Minor 
 HLIT 07/15/2026 12.99 07/21/2026 12.47 42 -22.90  Close Signal  Minor 
 GD 07/15/2026 365.63 07/20/2026 370.60 1 4.23  Close Signal  Minor 
 DKS 07/15/2026 208.89 07/16/2026 216.88 2 15.12  Close Signal  Minor 
 ARL 07/14/2026 18.15 07/27/2026 15.00 30 -95.45  Close Signal  Minor 
 ALNY 07/14/2026 281.26 07/24/2026 271.77 1 -10.04  Close Signal  Minor 
 CRUS 07/14/2026 137.36 07/21/2026 139.42 4 7.13  Close Signal  Minor 
 EBS 07/14/2026 7.50 07/20/2026 7.69 74 12.93  Close Signal  Minor 
 ALKS 07/14/2026 51.60 07/16/2026 51.94 10 2.36  Close Signal  Minor 
 AMGN 07/14/2026 355.25 07/16/2026 371.58 1 15.59  Close Signal  Minor 
 BSX 07/14/2026 42.63 07/16/2026 44.62 13 24.72  Close Signal  Minor 
 ABT 07/13/2026 91.46 07/16/2026 98.83 6 43.06  Close Signal  Minor 
 FLY 07/10/2026 24.09 07/21/2026 21.11 23 -69.55  Close Signal  Minor 
 CPRT 07/10/2026 27.52 07/16/2026 28.29 20 14.28  Close Signal  Minor 
 DGX 07/10/2026 207.44 07/16/2026 209.41 2 3.10  Close Signal  Minor 
 GPOR 07/10/2026 152.10 07/16/2026 153.38 3 2.92  Close Signal  Minor 
 ALB 07/10/2026 126.05 07/14/2026 128.75 4 9.78  Close Signal  Minor 
 DCO 07/10/2026 165.05 07/14/2026 168.75 3 10.09  Close Signal  Minor 
 EQT 07/09/2026 50.15 07/17/2026 49.56 11 -7.58  Close Signal  Minor 
 CRK 07/09/2026 13.69 07/16/2026 13.10 40 -24.66  Close Signal  Minor 
 CNX 07/09/2026 32.64 07/15/2026 33.25 17 9.24  Close Signal  Minor 
 GVA 07/09/2026 125.58 07/15/2026 124.56 4 -5.08  Close Signal  Minor 
 KALU 07/09/2026 162.25 07/15/2026 162.04 3 -1.60  Close Signal  Minor 
 AOS 07/09/2026 58.66 07/14/2026 60.50 9 15.47  Close Signal  Minor 
 CSL 07/09/2026 330.00 07/14/2026 338.35 1 7.68  Close Signal  Minor 
 IDCC 07/09/2026 266.28 07/14/2026 265.49 2 -2.64  Close Signal  Minor 
 KWR 07/09/2026 146.80 07/14/2026 149.46 3 7.09  Close Signal  Minor 
 CINF 07/09/2026 175.43 07/13/2026 182.67 3 20.63  Close Signal  Minor 
 BGS 07/09/2026 3.87 07/10/2026 3.93 144 7.51  Close Signal  Minor 
 CLX 07/09/2026 93.07 07/10/2026 96.56 6 19.79  Close Signal  Minor 
 AAP 07/08/2026 54.84 07/10/2026 57.95 10 29.96  Close Signal  Minor 
 ALGT 07/08/2026 108.26 07/09/2026 114.65 5 30.82  Close Signal  Minor 
 ACTG 07/07/2026 4.45 07/15/2026 4.45 125 -1.11  Close Signal  Minor 
 ABR 07/07/2026 4.94 07/10/2026 5.05 112 11.19  Close Signal  Minor 
 ACLS 07/07/2026 131.54 07/09/2026 142.93 4 44.44  Close Signal  Minor 
 ARE 07/06/2026 49.87 07/15/2026 48.70 11 -13.95  Close Signal  Minor 
 BCPC 07/06/2026 167.01 07/15/2026 162.70 3 -13.91  Close Signal  Minor 
707 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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