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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: 1/1/2025 - 12/31/2025
 Results 
Total Profit: $-1,232   Total Trades: 275  
Capital Growth:-12.3%   Profit Trades, % of Total:56%  
Profit Factor: [?] 0.58  Avg Trade Duration, days:4.36  
Payoff Ratio: [?] 0.46   Avg Profit per Trade:-0.99%  
Max Drawdown:16%   Avg Profit per Day:-0.23%  
Max Drawdown, $: 1,658   Avg Market Impact: [?]
Minor  
 
Restoration Factor: [?] -0.74   Overall Viability Score: [?]
1 / 10
 
Avg Annual Return: -12.3%   CAGR: [?]0%  
 Equity Graph 
 Performance 
Year S&P 500 Equity JanFeb MarAprMay JunJulAug SepOctNov Dec
2025 -4.23 -12.32 1.55 -5.16 -9.26 0.33
        
Performed Trades  
 Symbol Entry Date
Entry
Price, $
 Exit Date
Exit
Price, $
 Shares Profit, $  Exit On
Stop
Loss, $
Take
Profit, $
  MI [?]
 ALGN 02/20/2025 198.06 03/07/2025 173.75 2 -49.34  Close Signal  Minor 
 AGX 02/20/2025 142.54 02/26/2025 132.20 3 -31.83  Close Signal  Minor 
 AMED 02/20/2025 91.09 02/25/2025 91.54 5 1.34  Close Signal  Minor 
 AGM 02/20/2025 194.13 02/21/2025 206.45 2 23.83  Close Signal  Minor 
 BXC 02/19/2025 92.01 03/07/2025 78.49 5 -68.42  Close Signal  Minor 
 EFX 02/19/2025 242.85 02/25/2025 245.39 2 4.10  Close Signal  Minor 
 ABM 02/19/2025 52.38 02/20/2025 53.04 9 4.99  Close Signal  Minor 
 DY 02/18/2025 174.67 03/11/2025 144.12 2 -61.71  Close Signal  Minor 
 DCO 02/18/2025 62.45 03/10/2025 58.01 8 -36.47  Close Signal  Minor 
 DNB 02/18/2025 10.57 03/07/2025 8.81 49 -87.15  Close Signal  Minor 
 AIZ 02/18/2025 201.54 02/24/2025 202.80 2 1.71  Close Signal  Minor 
 BLKB 02/18/2025 70.96 02/24/2025 68.90 7 -15.39  Close Signal  Minor 
 CCRN 02/18/2025 18.07 02/21/2025 18.10 28 -0.17  Close Signal  Minor 
 CLNE 02/14/2025 3.13 03/11/2025 1.87 165 -208.62  Close Signal  Minor 
 ACM 02/14/2025 100.41 02/26/2025 98.39 5 -11.09  Close Signal  Minor 
 CGNX 02/14/2025 33.12 02/26/2025 33.11 15 -1.14  Close Signal  Minor 
 ASGN 02/14/2025 75.41 02/25/2025 70.30 6 -31.52  Close Signal  Minor 
 AVAV 02/14/2025 156.99 02/20/2025 158.13 3 2.47  Close Signal  Minor 
 BMY 02/14/2025 53.90 02/20/2025 55.79 9 16.01  Close Signal  Minor 
 CBRL 02/13/2025 49.41 03/06/2025 43.34 10 -61.60  Close Signal  Minor 
 ALNY 02/13/2025 264.89 02/28/2025 246.75 1 -18.64  Close Signal  Minor 
 CECO 02/13/2025 25.43 02/25/2025 24.51 20 -19.39  Close Signal  Minor 
 ARL 02/13/2025 13.11 02/19/2025 13.59 39 17.67  Close Signal  Minor 
 ALTI 02/13/2025 3.28 02/18/2025 3.49 157 31.89  Close Signal  Minor 
 BX 02/13/2025 160.48 02/14/2025 164.84 3 12.10  Close Signal  Minor 
 CE 02/13/2025 65.26 02/14/2025 68.02 7 18.38  Close Signal  Minor 
 ACIW 02/12/2025 51.62 02/13/2025 52.54 10 8.15  Close Signal  Minor 
 ACGL 02/11/2025 89.60 02/20/2025 89.05 5 -3.64  Close Signal  Minor 
 AEO 02/11/2025 14.48 02/18/2025 14.72 35 7.37  Close Signal  Minor 
 AEHR 02/11/2025 10.29 02/14/2025 10.72 50 20.44  Close Signal  Minor 
 AMKR 02/11/2025 21.50 02/14/2025 22.41 23 19.91  Close Signal  Minor 
 A 02/10/2025 143.39 02/19/2025 136.86 3 -20.42  Close Signal  Minor 
 AMG 02/10/2025 175.88 02/18/2025 171.31 2 -9.83  Close Signal  Minor 
 ANSS 02/10/2025 342.00 02/18/2025 338.58 1 -4.10  Close Signal  Minor 
 ATR 02/10/2025 143.28 02/13/2025 142.77 3 -2.39  Close Signal  Minor 
 BGFV 02/10/2025 1.43 02/13/2025 1.46 361 9.78  Close Signal  Minor 
 AAP 02/10/2025 45.24 02/12/2025 47.49 11 23.72  Close Signal  Minor 
 APD 02/07/2025 308.56 02/13/2025 313.25 1 4.07  Close Signal  Minor 
 CNC 02/06/2025 58.63 02/19/2025 57.66 8 -8.69  Close Signal  Minor 
 BKE 02/06/2025 44.96 02/14/2025 43.28 11 -19.44  Close Signal  Minor 
 BWA 02/06/2025 30.13 02/14/2025 30.11 17 -1.36  Close Signal  Minor 
 BAX 02/06/2025 30.66 02/13/2025 30.47 16 -4.02  Close Signal  Minor 
 DHR 02/06/2025 209.74 02/13/2025 203.33 2 -13.64  Close Signal  Minor 
 BDN 02/06/2025 4.93 02/11/2025 5.02 105 8.40  Close Signal  Minor 
 CRC 02/06/2025 47.50 02/10/2025 48.12 10 5.24  Close Signal  Minor 
 CRI 02/06/2025 49.48 02/10/2025 51.20 10 16.18  Close Signal  Minor 
 AFG 02/05/2025 125.54 02/25/2025 120.50 4 -21.13  Close Signal  Minor 
 ALGT 02/05/2025 83.93 02/18/2025 84.89 6 4.74  Close Signal  Minor 
 BG 02/05/2025 69.20 02/11/2025 69.25 7 -0.62  Close Signal  Minor 
 BGS 02/05/2025 5.90 02/11/2025 5.83 87 -7.11  Close Signal  Minor 
 AES 02/05/2025 10.48 02/06/2025 10.82 49 15.61  Close Signal  Minor 
 BBW 02/04/2025 38.01 02/18/2025 40.49 13 31.20  Close Signal  Minor 
 ADM 02/04/2025 46.96 02/11/2025 45.93 11 -12.35  Close Signal  Minor 
 ANF 02/04/2025 114.80 02/07/2025 114.73 4 -1.20  Close Signal  Minor 
 AIG 02/04/2025 72.37 02/06/2025 74.22 7 11.92  Close Signal  Minor 
 ALGN 02/04/2025 214.75 02/06/2025 218.38 2 6.39  Close Signal  Minor 
 AMWD 02/04/2025 74.98 02/05/2025 77.21 6 12.46  Close Signal  Minor 
 ASGN 02/04/2025 87.00 02/05/2025 87.88 5 3.52  Close Signal  Minor 
 CHRW 01/31/2025 98.86 02/10/2025 98.71 5 -1.74  Close Signal  Minor 
 ANGO 01/31/2025 11.41 02/06/2025 11.10 45 -14.96  Close Signal  Minor 
 BGFV 01/31/2025 1.53 02/06/2025 1.53 342 -1.05  Close Signal  Minor 
 CCO 01/31/2025 1.36 02/04/2025 1.38 385 6.64  Close Signal  Minor 
 AOS 01/30/2025 66.97 02/10/2025 65.73 7 -9.60  Close Signal  Minor 
 APA 01/30/2025 22.99 02/10/2025 22.99 22 -1.01  Close Signal  Minor 
 DOW 01/30/2025 37.85 02/06/2025 38.06 13 1.74  Close Signal  Minor 
 CLB 01/30/2025 17.74 02/05/2025 17.83 29 1.58  Close Signal  Minor 
 CMCSA 01/30/2025 33.25 02/05/2025 33.94 15 9.34  Close Signal  Minor 
 ARL 01/30/2025 14.52 02/04/2025 14.57 36 0.75  Close Signal  Minor 
 CBT 01/30/2025 86.80 02/04/2025 87.75 6 4.65  Close Signal  Minor 
 APOG 01/29/2025 52.46 02/06/2025 50.81 9 -15.77  Close Signal  Minor 
 AXL 01/29/2025 5.24 02/06/2025 5.12 99 -12.90  Close Signal  Minor 
 ASH 01/29/2025 63.32 02/04/2025 63.59 8 1.14  Close Signal  Minor 
 A 01/29/2025 146.78 01/30/2025 151.06 3 11.94  Close Signal  Minor 
 BKR 01/29/2025 42.86 01/30/2025 44.38 12 17.18  Close Signal  Minor 
 ALB 01/28/2025 85.42 02/13/2025 78.81 6 -40.63  Close Signal  Minor 
 AEHR 01/28/2025 11.17 01/31/2025 11.33 46 6.32  Close Signal  Minor 
 AGX 01/28/2025 134.34 01/31/2025 136.80 3 6.56  Close Signal  Minor 
 ACLS 01/28/2025 68.19 01/30/2025 70.15 7 12.74  Close Signal  Minor 
 ACTG 01/28/2025 4.30 01/30/2025 4.38 120 8.55  Close Signal  Minor 
 AMAT 01/28/2025 172.45 01/30/2025 181.30 3 25.48  Close Signal  Minor 
 AAON 01/27/2025 112.56 01/31/2025 116.24 4 13.80  Close Signal  Minor 
 AA 01/27/2025 34.86 01/30/2025 35.42 14 6.85  Close Signal  Minor 
 ADTN 01/27/2025 9.49 01/30/2025 10.65 54 61.52  Close Signal  Minor 
 BRY 01/24/2025 4.65 02/10/2025 4.33 110 -36.17  Close Signal  Minor 
 AGYS 01/24/2025 92.24 01/29/2025 92.44 5 0.08  Close Signal  Minor 
 CALM 01/24/2025 105.27 01/28/2025 109.72 4 16.93  Close Signal  Minor 
 BRT 01/24/2025 16.74 01/27/2025 17.20 30 12.77  Close Signal  Minor 
 CNX 01/23/2025 28.50 02/04/2025 28.45 18 -1.92  Close Signal  Minor 
 FTI 01/23/2025 31.67 02/04/2025 31.06 16 -10.76  Close Signal  Minor 
 CWST 01/23/2025 106.04 01/28/2025 106.49 4 0.95  Close Signal  Minor 
 GLRE 01/23/2025 13.56 01/28/2025 14.07 38 18.32  Close Signal  Minor 
 CFFN 01/23/2025 5.52 01/27/2025 5.72 93 17.55  Close Signal  Minor 
 EEFT 01/23/2025 96.78 01/27/2025 98.86 5 9.42  Close Signal  Minor 
 AES 01/22/2025 10.96 01/24/2025 11.42 46 20.12  Close Signal  Minor 
 MUR 01/21/2025 31.13 02/05/2025 26.37 16 -77.04  Close Signal  Minor 
 PLUG 01/21/2025 2.20 02/04/2025 1.95 233 -59.19  Close Signal  Minor 
 FCEL 01/21/2025 8.98 01/31/2025 7.68 57 -75.01  Close Signal  Minor 
 TK 01/21/2025 7.04 01/29/2025 7.03 72 -1.73  Close Signal  Minor 
 TNK 01/21/2025 40.88 01/29/2025 40.75 12 -2.54  Close Signal  Minor 
 STNG 01/21/2025 47.36 01/29/2025 47.30 10 -1.55  Close Signal  Minor 
275 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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