Strategy Tester

Strategy Name

Larry Connors RSI-2

The 2-period Relative Strength Indicator (RSI) strategy was developed by Larry Connors. It 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:

1/1/2024 - 12/31/2024

The backtester displays results for the current year only. Please sign up to view the full report.

Results

Total Profit:

$-662

Total Trades:

343

Capital Growth:

-6.62%

Profit Trades, % of Total:

56%

Profit Factor: [?]

0.81

Avg Trade Duration, days:

4.31

Payoff Ratio: [?]

0.63

Avg Profit per Trade:

-0.38%

Max Drawdown:

Avg Profit per Day:

-0.089%

Max Drawdown, $:

977

Avg Market Impact: [?]

Minor

Restoration Factor: [?]

-0.68

Overall Viability Score: [?]

1 / 10

Avg Annual Return:

-6.62%

CAGR: [?]

Equity Graph

Performance

Year

S&P 500

Equity

Jan

Feb

Mar

Apr

May

Jun

Jul

Aug

Sep

Oct

Nov

Dec

2024

7.41

-6.62

-6.80

8.52

2.27

-9.72

Performed Trades:

Top 100

All

Symbol	Entry Date	Entry Price, $	Exit Date	Exit Price, $	Shares	Profit, $	Exit On	MI [?]
AAPL	04/19/2024	165.00	04/19/2024	165.00	3	-0.99	Period End
ADI	04/19/2024	183.36	04/19/2024	183.36	2	-0.73	Period End
ALG	04/19/2024	202.34	04/19/2024	202.34	2	-0.81	Period End
ALNY	04/19/2024	144.41	04/19/2024	144.41	3	-0.87	Period End
AMED	04/19/2024	90.40	04/19/2024	90.40	5	-0.90	Period End
ABT	04/18/2024	105.27	04/19/2024	107.28	4	7.19	Period End
ACLS	04/18/2024	98.25	04/19/2024	94.79	5	-18.26	Period End
AEHR	04/18/2024	10.82	04/19/2024	10.36	46	-22.12	Period End
AEIS	04/18/2024	90.81	04/19/2024	89.70	5	-6.45	Period End
ALB	04/18/2024	111.80	04/19/2024	112.15	4	0.50	Period End
AIV	04/17/2024	7.76	04/19/2024	7.83	65	3.53	Close Signal
ADSK	04/17/2024	214.92	04/19/2024	216.50	2	2.30	Period End
AGEN	04/17/2024	5.40	04/19/2024	5.31	93	-9.36	Period End
AIT	04/17/2024	184.40	04/19/2024	183.45	2	-2.63	Period End
A	04/16/2024	136.80	04/19/2024	132.73	3	-13.01	Period End
ACN	04/15/2024	313.27	04/18/2024	316.00	1	2.10	Close Signal
ACAD	04/15/2024	16.89	04/17/2024	17.19	30	7.97	Close Signal
ACI	04/11/2024	20.67	04/17/2024	20.44	24	-6.50	Close Signal
AFL	04/11/2024	79.64	04/17/2024	80.26	6	2.76	Close Signal
DVAX	04/09/2024	12.02	04/19/2024	11.80	42	-10.24	Close Signal
ESGR	04/09/2024	292.17	04/19/2024	285.07	1	-7.67	Close Signal
FL	04/09/2024	23.34	04/19/2024	21.71	21	-35.16	Close Signal
CROX	04/09/2024	128.22	04/19/2024	120.54	3	-23.77	Period End
GPS	04/09/2024	23.14	04/19/2024	20.76	22	-53.30	Period End
CMCSA	04/09/2024	40.15	04/18/2024	39.62	12	-7.31	Close Signal
EIG	04/09/2024	43.33	04/18/2024	43.10	11	-3.48	Close Signal
FLWS	04/09/2024	9.17	04/18/2024	8.77	55	-22.98	Close Signal
ANF	04/09/2024	116.12	04/16/2024	115.89	4	-1.85	Close Signal
CLX	04/09/2024	144.02	04/11/2024	144.80	3	1.47	Close Signal
DKS	04/09/2024	206.89	04/11/2024	207.44	2	0.27	Close Signal
ARL	04/08/2024	15.52	04/19/2024	14.80	33	-24.75	Period End
BA	04/08/2024	181.56	04/18/2024	170.23	2	-23.35	Close Signal
AMT	04/08/2024	186.53	04/09/2024	191.09	2	8.36	Close Signal
CAH	04/05/2024	109.92	04/15/2024	107.03	4	-12.42	Close Signal
CBRL	04/05/2024	62.89	04/15/2024	60.84	8	-17.38	Close Signal
ALGT	04/05/2024	65.63	04/09/2024	66.09	7	2.30	Close Signal
AMSF	04/05/2024	47.57	04/09/2024	47.97	10	3.04	Close Signal
BIIB	04/05/2024	203.87	04/09/2024	206.52	2	4.48	Close Signal
BMRC	04/05/2024	15.34	04/09/2024	15.70	33	10.85	Close Signal
BBW	04/05/2024	28.00	04/08/2024	28.78	18	13.01	Close Signal
AIZ	04/04/2024	179.34	04/19/2024	173.83	2	-11.72	Close Signal
AAP	04/04/2024	79.01	04/17/2024	74.05	6	-30.66	Close Signal
A	04/04/2024	141.34	04/05/2024	144.12	3	7.48	Close Signal
AMPL	04/03/2024	10.49	04/09/2024	10.55	49	1.91	Close Signal
ADSK	04/02/2024	248.71	04/09/2024	247.93	2	-2.55	Close Signal
AIR	04/02/2024	58.39	04/04/2024	60.09	8	12.65	Close Signal
AMSWA	04/01/2024	11.12	04/05/2024	11.31	46	7.70	Close Signal
CIX	04/01/2024	32.28	04/03/2024	33.14	15	11.91	Close Signal
OPTN	03/28/2024	1.46	04/19/2024	0.8942	351	-199.32	Period End
OCEA	03/28/2024	3.79	04/19/2024	1.76	135	-274.66	Period End
BWMN	03/28/2024	34.79	04/09/2024	33.39	14	-20.54	Close Signal
MYGN	03/28/2024	21.32	04/08/2024	20.34	24	-24.51	Close Signal
RXRX	03/28/2024	9.97	04/08/2024	9.00	51	-50.41	Close Signal
ASRT	03/28/2024	0.9593	04/05/2024	0.9478	535	-7.17	Close Signal
SHCR	03/28/2024	0.7675	04/04/2024	0.68	669	-59.48	Close Signal
META	03/28/2024	485.58	04/02/2024	497.37	1	10.80	Close Signal
AGO	03/27/2024	87.35	04/19/2024	77.52	5	-49.95	Period End
MDXG	03/27/2024	7.61	04/09/2024	7.02	66	-39.89	Close Signal
HRTX	03/27/2024	2.74	04/05/2024	2.75	185	0.83	Close Signal
ARDX	03/27/2024	7.41	04/05/2024	7.50	68	5.10	Close Signal
CELH	03/27/2024	83.43	04/05/2024	83.94	6	2.05	Close Signal
CTGO	03/27/2024	19.46	04/04/2024	19.76	26	6.78	Close Signal
CALM	03/27/2024	58.62	04/02/2024	58.91	8	1.38	Close Signal
HDSN	03/27/2024	11.14	04/01/2024	11.33	45	7.53	Close Signal
COCO	03/27/2024	23.76	03/28/2024	24.43	21	13.05	Close Signal
CVI	03/27/2024	34.87	03/28/2024	35.66	14	10.07	Close Signal
SLCA	03/27/2024	12.26	03/28/2024	12.41	41	5.14	Close Signal
KALV	03/27/2024	11.07	03/28/2024	11.86	45	34.50	Close Signal
ASUR	03/26/2024	7.65	04/05/2024	7.51	68	-10.55	Close Signal
ADTN	03/26/2024	5.20	03/28/2024	5.44	100	22.92	Close Signal
ALTI	03/26/2024	5.07	03/28/2024	5.66	102	59.06	Close Signal
ARAY	03/26/2024	2.37	03/28/2024	2.47	219	20.83	Close Signal
AEE	03/26/2024	70.97	03/27/2024	73.15	7	14.24	Close Signal
AEHR	03/25/2024	11.37	04/01/2024	12.35	45	43.01	Close Signal
ACN	03/25/2024	332.53	03/27/2024	339.62	1	6.41	Close Signal
ACAD	03/22/2024	17.95	03/27/2024	18.20	29	6.20	Close Signal
QGEN	03/21/2024	43.68	04/09/2024	41.97	11	-19.74	Close Signal
CCI	03/21/2024	103.66	03/27/2024	105.59	5	8.60	Close Signal
BF-B	03/21/2024	51.64	03/27/2024	52.04	10	2.96	Close Signal
APD	03/21/2024	233.78	03/26/2024	236.10	2	3.70	Close Signal
JACK	03/21/2024	68.51	03/26/2024	68.57	7	-0.54	Close Signal
SIRI	03/20/2024	3.87	03/27/2024	3.90	134	2.98	Close Signal
HNRG	03/20/2024	5.33	03/27/2024	5.21	97	-12.66	Close Signal
BOX	03/20/2024	28.34	03/27/2024	28.40	18	0.06	Close Signal
MGNX	03/20/2024	15.39	03/27/2024	14.96	33	-15.18	Close Signal
JNJ	03/20/2024	155.76	03/26/2024	155.77	3	-0.90	Close Signal
STKL	03/20/2024	6.67	03/26/2024	6.76	78	5.97	Close Signal
CNMD	03/20/2024	76.09	03/25/2024	76.66	6	2.50	Close Signal
POWL	03/20/2024	138.17	03/22/2024	145.01	3	19.66	Close Signal
GNK	03/20/2024	19.82	03/21/2024	20.32	26	11.95	Close Signal
HPQ	03/20/2024	29.68	03/21/2024	30.08	17	5.78	Close Signal
NAT	03/20/2024	3.85	03/21/2024	4.00	135	19.18	Close Signal
CMP	03/19/2024	17.38	03/28/2024	15.74	30	-50.17	Close Signal
ATRC	03/19/2024	31.51	03/27/2024	30.14	16	-22.90	Close Signal
AMKR	03/19/2024	31.03	03/20/2024	31.61	16	8.27	Close Signal
CATY	03/19/2024	36.93	03/20/2024	38.25	14	17.42	Close Signal
CEVA	03/19/2024	22.38	03/20/2024	23.30	23	20.10	Close Signal
AGEN	03/18/2024	10.59	03/21/2024	11.24	49	30.76	Close Signal
AES	03/18/2024	14.88	03/19/2024	15.54	35	22.02	Close Signal
ADBE	03/15/2024	492.46	04/09/2024	492.55	1	-0.90	Close Signal
ABT	03/15/2024	114.92	03/26/2024	110.95	4	-16.78	Close Signal
ACAD	03/14/2024	18.73	03/20/2024	18.66	28	-3.01	Close Signal
ACET	03/14/2024	2.05	03/20/2024	2.14	257	22.04	Close Signal
AEIS	03/14/2024	96.82	03/20/2024	95.82	5	-5.96	Close Signal
ADTN	03/13/2024	5.55	03/20/2024	5.45	95	-10.54	Close Signal
AEHR	03/13/2024	15.14	03/20/2024	14.98	34	-6.46	Close Signal
ABCB	03/13/2024	45.93	03/18/2024	45.74	11	-3.10	Close Signal
ARL	03/12/2024	18.95	03/21/2024	18.25	27	-19.89	Close Signal
ARRY	03/12/2024	12.17	03/19/2024	12.34	43	6.25	Close Signal
ALNY	03/12/2024	146.65	03/14/2024	148.53	3	4.75	Close Signal
CPSS	03/11/2024	8.36	03/27/2024	7.89	62	-30.13	Close Signal
FOLD	03/11/2024	12.13	03/19/2024	11.84	43	-13.49	Close Signal
FIZZ	03/11/2024	48.58	03/18/2024	47.79	10	-8.86	Close Signal
CYTK	03/11/2024	64.39	03/15/2024	65.19	8	5.36	Close Signal
FOSL	03/11/2024	0.91	03/15/2024	0.87	574	-23.97	Close Signal
ESCA	03/11/2024	13.05	03/14/2024	13.36	40	11.34	Close Signal
FIX	03/11/2024	296.77	03/14/2024	302.44	1	5.07	Close Signal
ANF	03/11/2024	116.54	03/13/2024	125.97	4	36.73	Close Signal
FL	03/11/2024	24.15	03/12/2024	24.34	21	2.97	Close Signal
EBTC	03/08/2024	26.00	03/20/2024	25.41	20	-12.82	Close Signal
EXTR	03/08/2024	11.85	03/19/2024	11.59	44	-12.47	Close Signal
AEO	03/08/2024	22.17	03/13/2024	23.09	23	20.11	Close Signal
EVC	03/08/2024	1.44	03/13/2024	1.50	362	20.64	Close Signal
CZNC	03/08/2024	17.65	03/12/2024	17.93	29	7.08	Close Signal
CME	03/08/2024	212.98	03/11/2024	216.77	2	6.72	Close Signal
CRC	03/08/2024	48.34	03/11/2024	51.95	10	35.08	Close Signal
CSGS	03/08/2024	52.78	03/11/2024	53.65	9	6.87	Close Signal
CMTL	03/07/2024	6.07	03/27/2024	3.51	84	-215.74	Close Signal
DMRC	03/07/2024	30.58	03/20/2024	28.57	16	-33.09	Close Signal
ATNI	03/07/2024	31.95	03/08/2024	32.80	16	12.56	Close Signal
CNTY	03/06/2024	2.50	03/08/2024	2.80	205	60.38	Close Signal
CRMT	03/06/2024	60.75	03/08/2024	66.50	8	44.96	Close Signal
DDS	03/06/2024	394.88	03/08/2024	405.24	1	9.55	Close Signal
CMC	03/06/2024	52.48	03/07/2024	53.48	9	8.04	Close Signal
ATRO	03/05/2024	18.21	03/19/2024	17.65	28	-16.68	Close Signal
CENT	03/05/2024	41.69	03/12/2024	42.57	12	9.54	Close Signal
AMPL	03/05/2024	11.10	03/11/2024	11.15	46	1.28	Close Signal
AAON	03/05/2024	80.84	03/08/2024	81.67	6	4.00	Close Signal
AZZ	03/05/2024	70.34	03/08/2024	71.33	7	5.93	Close Signal
BCRX	03/05/2024	5.41	03/08/2024	5.43	95	0.87	Close Signal
CCOI	03/04/2024	70.19	03/25/2024	62.92	7	-51.80	Close Signal
AAPL	03/04/2024	175.10	03/11/2024	172.75	2	-5.39	Close Signal
ADP	03/04/2024	244.79	03/11/2024	244.09	2	-2.38	Close Signal
CHDN	03/04/2024	116.45	03/11/2024	112.92	4	-15.03	Close Signal
BHLB	03/04/2024	20.75	03/05/2024	21.25	24	10.99	Close Signal
CRVL	03/01/2024	239.07	03/11/2024	234.01	2	-11.06	Close Signal
IART	03/01/2024	35.99	03/08/2024	36.73	14	9.34	Close Signal
FWRD	03/01/2024	32.04	03/07/2024	31.30	15	-12.04	Close Signal
CB	03/01/2024	249.74	03/06/2024	249.67	2	-1.14	Close Signal
CNA	03/01/2024	43.06	03/05/2024	43.84	11	7.62	Close Signal
GPK	03/01/2024	25.39	03/05/2024	25.91	20	9.37	Close Signal
GPRE	03/01/2024	21.26	03/05/2024	21.54	24	5.69	Close Signal
G	03/01/2024	33.79	03/04/2024	34.74	15	13.21	Close Signal
ATEC	02/29/2024	13.43	03/11/2024	13.16	38	-11.27	Close Signal
DV	02/29/2024	30.89	03/07/2024	31.85	16	14.35	Close Signal
ACI	02/29/2024	20.28	03/06/2024	20.45	25	3.23	Close Signal
BDX	02/29/2024	234.60	03/06/2024	234.65	2	-0.84	Close Signal
CVS	02/29/2024	73.66	03/06/2024	73.63	6	-1.06	Close Signal
ARL	02/29/2024	19.35	03/05/2024	19.65	26	6.78	Close Signal
CBL	02/29/2024	22.65	03/05/2024	22.85	22	3.40	Close Signal
BIIB	02/29/2024	216.99	03/04/2024	221.02	2	7.18	Close Signal
BRT	02/29/2024	15.01	03/04/2024	15.17	34	4.41	Close Signal
AMGN	02/29/2024	273.83	03/01/2024	280.33	1	5.94	Close Signal
DO	02/29/2024	11.09	03/01/2024	11.85	46	33.89	Close Signal
BGFV	02/28/2024	4.72	03/20/2024	3.70	109	-112.04	Close Signal
ALEX	02/27/2024	16.74	03/04/2024	16.45	30	-9.69	Close Signal
BIO	02/27/2024	329.74	03/01/2024	332.30	1	1.90	Close Signal
CTS	02/27/2024	44.16	03/01/2024	45.02	11	8.47	Close Signal
BOH	02/27/2024	59.60	02/29/2024	60.28	8	4.48	Close Signal
CNSL	02/27/2024	4.31	02/29/2024	4.31	119	-1.03	Close Signal
AIR	02/27/2024	64.99	02/28/2024	66.37	7	8.74	Close Signal
AES	02/26/2024	15.55	03/01/2024	15.47	33	-3.66	Close Signal
ABCB	02/26/2024	45.31	02/29/2024	46.18	11	8.56	Close Signal
ACTG	02/26/2024	3.97	02/29/2024	4.04	129	7.99	Close Signal
ARTNA	02/26/2024	34.30	02/29/2024	34.47	15	1.52	Close Signal
ALGT	02/23/2024	75.74	03/04/2024	73.73	6	-12.95	Close Signal
AWR	02/23/2024	72.18	03/01/2024	71.64	7	-4.78	Close Signal
ALCO	02/23/2024	27.36	02/29/2024	27.66	18	4.41	Close Signal
ALG	02/23/2024	203.30	02/29/2024	202.04	2	-3.33	Close Signal
AXL	02/23/2024	7.09	02/29/2024	6.92	72	-13.24	Close Signal
ACET	02/22/2024	2.44	03/01/2024	2.40	209	-9.37	Close Signal
BELFB	02/22/2024	49.96	02/29/2024	51.91	10	18.47	Close Signal
ARRY	02/22/2024	13.17	02/27/2024	13.64	38	16.83	Close Signal
AMSWA	02/22/2024	10.30	02/23/2024	11.46	49	55.75	Close Signal
ATNI	02/22/2024	28.11	02/23/2024	36.42	18	148.34	Close Signal
AAP	02/21/2024	60.97	02/27/2024	64.54	8	27.54	Close Signal
AMPL	02/21/2024	11.80	02/27/2024	12.00	43	7.57	Close Signal
CNTY	02/21/2024	2.71	02/26/2024	2.76	188	8.37	Close Signal
CVI	02/21/2024	32.94	02/26/2024	33.05	15	0.66	Close Signal
ATEC	02/20/2024	15.40	02/27/2024	15.34	32	-2.90	Close Signal
ACLS	02/20/2024	111.91	02/26/2024	110.69	4	-5.77	Close Signal
AN	02/20/2024	138.38	02/23/2024	140.93	3	6.81	Close Signal
ARL	02/16/2024	20.03	02/21/2024	21.29	25	30.45	Close Signal
NUS	02/15/2024	13.75	02/29/2024	12.50	36	-45.92	Close Signal
PENN	02/15/2024	19.39	02/27/2024	17.63	26	-46.70	Close Signal
AAPL	02/15/2024	183.86	02/22/2024	184.37	2	0.28	Close Signal
HLF	02/15/2024	8.03	02/22/2024	8.50	62	28.10	Close Signal
QDEL	02/15/2024	43.98	02/21/2024	49.48	11	59.44	Close Signal
WAB	02/15/2024	133.76	02/21/2024	135.86	3	5.49	Close Signal
BA	02/14/2024	203.38	02/27/2024	201.40	2	-4.77	Close Signal
AKAM	02/14/2024	114.80	02/23/2024	108.17	4	-27.40	Close Signal
CAR	02/14/2024	119.91	02/23/2024	105.04	4	-60.35	Close Signal
CHD	02/14/2024	97.00	02/16/2024	97.78	5	2.92	Close Signal
ALNY	02/13/2024	162.00	02/21/2024	154.74	2	-15.15	Close Signal
CVRX	02/12/2024	23.61	03/01/2024	20.79	20	-57.26	Close Signal
DT	02/12/2024	52.42	02/29/2024	49.55	9	-26.73	Close Signal
NRG	02/12/2024	51.76	02/22/2024	51.88	9	0.15	Close Signal
PMVP	02/12/2024	1.67	02/20/2024	1.60	288	-21.09	Close Signal
CMAX	02/12/2024	4.68	02/20/2024	4.89	103	20.63	Close Signal
BIG	02/12/2024	3.86	02/15/2024	4.43	124	69.62	Close Signal
SENEA	02/12/2024	46.23	02/15/2024	47.72	10	13.95	Close Signal
NSP	02/12/2024	94.74	02/15/2024	94.16	5	-3.84	Close Signal
PINS	02/12/2024	35.51	02/15/2024	36.58	13	12.97	Close Signal
KREF	02/12/2024	9.29	02/15/2024	9.40	51	4.65	Close Signal
RM	02/12/2024	20.99	02/14/2024	21.66	22	13.79	Close Signal
BTAI	02/12/2024	1.95	02/14/2024	3.10	247	282.66	Close Signal
AVTR	02/12/2024	22.56	02/14/2024	24.40	21	37.63	Close Signal
EP	02/12/2024	5.93	02/14/2024	6.13	81	15.22	Close Signal
NBIX	02/12/2024	130.43	02/13/2024	133.84	3	9.43	Close Signal
FORR	02/09/2024	21.44	02/26/2024	19.99	22	-32.80	Close Signal
CCL	02/09/2024	15.31	02/22/2024	15.21	30	-3.91	Close Signal
CAG	02/09/2024	27.40	02/20/2024	28.48	17	17.40	Close Signal
IMKTA	02/09/2024	78.21	02/15/2024	76.81	6	-9.33	Close Signal
CMP	02/09/2024	20.56	02/12/2024	22.63	23	46.59	Close Signal
EE	02/09/2024	13.92	02/12/2024	14.32	33	12.26	Close Signal
FLWS	02/09/2024	9.25	02/12/2024	9.68	51	20.95	Close Signal
GBCI	02/09/2024	36.40	02/12/2024	37.06	12	7.03	Close Signal
CAC	02/08/2024	31.44	02/12/2024	32.69	15	17.78	Close Signal
CBAN	02/08/2024	11.40	02/12/2024	11.74	41	12.98	Close Signal
ATRC	02/08/2024	32.39	02/09/2024	32.92	14	6.50	Close Signal
AMGN	02/07/2024	293.58	02/22/2024	285.18	1	-8.97	Close Signal
ABR	02/07/2024	11.86	02/12/2024	12.26	40	15.03	Close Signal
AGM	02/07/2024	181.25	02/12/2024	186.00	2	8.76	Close Signal
ATNI	02/07/2024	33.57	02/12/2024	35.77	14	29.81	Close Signal
AVT	02/07/2024	43.66	02/09/2024	44.63	11	9.69	Close Signal
AM	02/06/2024	11.97	02/12/2024	11.97	40	-0.96	Close Signal
ATLO	02/06/2024	18.88	02/12/2024	18.92	25	0.05	Close Signal
BCBP	02/06/2024	11.14	02/12/2024	12.24	43	46.27	Close Signal
AMNB	02/06/2024	43.86	02/09/2024	44.92	10	9.71	Close Signal
APD	02/06/2024	216.46	02/09/2024	218.24	2	2.69	Close Signal
BHB	02/06/2024	25.00	02/09/2024	25.28	19	4.36	Close Signal
ARW	02/06/2024	109.70	02/08/2024	113.40	4	13.90	Close Signal
AA	02/05/2024	26.74	02/12/2024	27.80	18	18.09	Close Signal
ALCO	02/02/2024	28.27	02/06/2024	28.71	17	6.51	Close Signal
BDN	02/01/2024	4.26	02/12/2024	4.03	113	-26.91	Close Signal
BMRC	02/01/2024	18.65	02/12/2024	17.96	25	-18.16	Close Signal
BANF	02/01/2024	87.88	02/08/2024	86.46	5	-7.97	Close Signal
AFL	02/01/2024	75.72	02/07/2024	78.33	6	14.73	Close Signal
ATI	02/01/2024	38.55	02/07/2024	40.14	12	18.13	Close Signal
BXP	02/01/2024	64.24	02/07/2024	62.75	7	-11.31	Close Signal
AGYS	02/01/2024	81.60	02/06/2024	83.44	5	8.37	Close Signal
ABCB	01/31/2024	49.48	02/09/2024	47.88	9	-15.27	Close Signal
CBNK	01/30/2024	22.56	02/09/2024	20.75	21	-38.90	Close Signal
AMSWA	01/30/2024	11.26	02/07/2024	10.96	42	-13.53	Close Signal
FWRD	01/30/2024	45.31	02/06/2024	43.49	10	-19.08	Close Signal
AAPL	01/30/2024	187.80	02/05/2024	187.44	2	-1.47	Close Signal
NG	01/29/2024	2.80	02/09/2024	2.45	170	-60.36	Close Signal
IRBT	01/29/2024	15.50	02/08/2024	13.16	30	-71.02	Close Signal
NEOG	01/29/2024	16.12	02/06/2024	15.51	29	-18.60	Close Signal
ESCA	01/29/2024	16.99	02/02/2024	16.60	28	-11.86	Close Signal
AJG	01/29/2024	228.22	02/01/2024	231.55	2	5.74	Close Signal
NWFL	01/29/2024	27.34	02/01/2024	28.37	17	16.55	Close Signal
SIRI	01/29/2024	5.25	02/01/2024	5.20	91	-5.50	Close Signal
PLXS	01/29/2024	92.84	01/30/2024	96.38	5	16.75	Close Signal
CORT	01/26/2024	21.66	02/06/2024	22.02	21	6.64	Close Signal
DVAX	01/26/2024	13.32	02/06/2024	12.98	35	-12.81	Close Signal
COO	01/26/2024	93.16	02/01/2024	95.38	5	10.15	Close Signal
DXCM	01/26/2024	121.96	02/01/2024	122.60	3	1.19	Close Signal
DD	01/25/2024	63.76	02/06/2024	65.38	7	10.43	Close Signal
HZO	01/25/2024	28.37	02/01/2024	29.92	16	23.85	Close Signal
HXL	01/25/2024	65.47	01/31/2024	66.25	7	4.54	Close Signal
HUM	01/25/2024	354.46	01/30/2024	375.87	1	20.67	Close Signal
LMT	01/25/2024	427.90	01/30/2024	428.54	1	-0.22	Close Signal
CRS	01/25/2024	61.64	01/29/2024	64.98	7	22.48	Close Signal
FCN	01/25/2024	194.41	01/29/2024	197.51	2	5.41	Close Signal
HLIT	01/25/2024	11.18	01/29/2024	11.64	43	18.79	Close Signal
MAN	01/25/2024	75.49	01/26/2024	76.90	6	7.54	Close Signal
ABT	01/24/2024	110.22	01/29/2024	112.89	4	9.78	Close Signal
ATO	01/24/2024	110.11	01/25/2024	113.12	4	11.14	Close Signal
AMT	01/23/2024	200.46	02/01/2024	196.62	2	-8.47	Close Signal
AGX	01/23/2024	43.76	01/26/2024	44.29	11	4.86	Close Signal
EIX	01/23/2024	66.24	01/25/2024	66.27	7	-0.72	Close Signal
COCO	01/22/2024	21.00	02/07/2024	19.91	23	-26.00	Close Signal
BG	01/22/2024	88.10	01/30/2024	89.63	5	6.76	Close Signal
BCRX	01/22/2024	5.62	01/29/2024	5.67	87	3.37	Close Signal
CNMD	01/22/2024	99.65	01/29/2024	94.75	4	-20.37	Close Signal
DTE	01/22/2024	102.93	01/29/2024	102.87	4	-1.06	Close Signal
DGX	01/22/2024	129.96	01/26/2024	129.70	3	-1.56	Close Signal
CBL	01/22/2024	23.84	01/25/2024	23.78	20	-2.15	Close Signal
CNP	01/22/2024	27.27	01/25/2024	27.32	18	-0.08	Close Signal
D	01/22/2024	44.45	01/25/2024	44.57	11	0.34	Close Signal
CFFI	01/22/2024	56.41	01/24/2024	57.24	8	5.73	Close Signal
CF	01/22/2024	74.48	01/23/2024	75.57	6	5.64	Close Signal
ADM	01/19/2024	67.55	01/26/2024	51.56	7	-112.71	Close Signal
ACAD	01/19/2024	27.29	01/23/2024	28.15	18	14.47	Close Signal
APA	01/19/2024	30.14	01/22/2024	30.47	16	4.31	Close Signal
ADC	01/18/2024	60.03	01/29/2024	59.72	8	-3.44	Close Signal
ACI	01/17/2024	21.89	01/25/2024	21.81	23	-2.84	Close Signal
ABCB	01/17/2024	49.20	01/19/2024	51.37	10	20.68	Close Signal
AEE	01/12/2024	71.24	01/25/2024	69.05	7	-16.30	Close Signal
AA	01/12/2024	29.92	01/22/2024	27.52	16	-39.30	Close Signal
AGEN	01/12/2024	12.80	01/22/2024	11.77	39	-41.11	Close Signal
AGM	01/12/2024	177.23	01/17/2024	179.23	2	3.29	Close Signal
AEP	01/11/2024	79.49	01/25/2024	77.20	6	-14.67	Close Signal
AES	01/11/2024	17.85	01/25/2024	16.96	28	-25.88	Close Signal
ALB	01/11/2024	128.24	01/22/2024	120.37	3	-24.34	Close Signal
ALE	01/11/2024	60.12	01/22/2024	58.61	8	-13.02	Close Signal
CLNE	01/10/2024	3.42	01/22/2024	3.25	147	-25.96	Close Signal
ATLO	01/10/2024	19.85	01/19/2024	19.50	25	-9.73	Close Signal
CDE	01/10/2024	2.67	01/12/2024	2.88	188	38.42	Close Signal
AROW	01/09/2024	25.56	01/22/2024	26.58	19	18.38	Close Signal
BKR	01/09/2024	31.39	01/22/2024	30.76	16	-11.07	Close Signal
CBNK	01/09/2024	23.51	01/22/2024	23.26	21	-6.23	Close Signal
BSRR	01/09/2024	21.04	01/18/2024	20.71	23	-8.55	Close Signal
AIZ	01/09/2024	163.44	01/11/2024	165.89	3	6.36	Close Signal
ARRY	01/08/2024	14.88	01/23/2024	13.41	33	-49.42	Close Signal
BKE	01/08/2024	41.42	01/22/2024	36.39	12	-61.26	Close Signal
CASS	01/08/2024	43.81	01/22/2024	41.90	11	-21.94	Close Signal
CBT	01/08/2024	76.88	01/19/2024	74.42	6	-15.66	Close Signal
AMED	01/08/2024	93.93	01/12/2024	94.28	5	0.81	Close Signal
ASGN	01/08/2024	90.93	01/12/2024	89.96	5	-5.75	Close Signal
AGX	01/08/2024	44.84	01/11/2024	45.18	11	2.75	Close Signal
BBW	01/08/2024	22.26	01/11/2024	22.27	22	-0.76	Close Signal
ABG	01/04/2024	207.00	01/09/2024	209.05	2	3.27	Close Signal
AEHR	01/03/2024	23.07	01/24/2024	16.93	21	-129.72	Close Signal
AGYS	01/03/2024	79.39	01/17/2024	76.36	6	-19.11	Close Signal
AIN	01/03/2024	93.23	01/12/2024	91.32	5	-10.47	Close Signal
AIR	01/03/2024	61.17	01/11/2024	58.93	8	-18.87	Close Signal
ABM	01/03/2024	43.18	01/10/2024	42.56	11	-7.76	Close Signal
ACM	01/03/2024	89.17	01/10/2024	89.33	5	-0.09	Close Signal
AIT	01/03/2024	166.30	01/10/2024	166.55	3	-0.25	Close Signal
ABR	01/03/2024	14.22	01/09/2024	14.32	35	2.50	Close Signal
ACLS	01/03/2024	120.92	01/09/2024	120.15	4	-4.04	Close Signal
ACN	01/03/2024	335.39	01/09/2024	340.19	1	4.12	Close Signal
ADI	01/03/2024	188.13	01/09/2024	188.93	2	0.85	Close Signal
A	01/03/2024	130.95	01/08/2024	133.16	3	5.83	Close Signal
AAPL	01/03/2024	184.02	01/08/2024	185.32	2	1.86	Close Signal
ABCB	01/03/2024	49.98	01/08/2024	51.42	10	13.38	Close Signal
ACIW	01/03/2024	29.53	01/08/2024	30.02	16	6.88	Close Signal
ADSK	01/03/2024	227.19	01/08/2024	235.45	2	15.59	Close Signal
AEIS	01/03/2024	101.95	01/08/2024	103.32	4	4.66	Close Signal
AEL	01/03/2024	54.82	01/08/2024	55.11	9	1.62	Close Signal
AEO	01/03/2024	19.93	01/08/2024	20.95	25	24.47	Close Signal

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.