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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 [?]
 CMRE 01/21/2025 12.04 01/29/2025 11.86 42 -8.56  Close Signal  Minor 
 NAT 01/21/2025 2.60 01/28/2025 2.60 197 -1.02  Close Signal  Minor 
 TTEC 01/21/2025 3.90 01/24/2025 3.98 131 9.44  Close Signal  Minor 
 WEN 01/21/2025 13.94 01/24/2025 14.07 36 3.67  Close Signal  Minor 
 PPC 01/21/2025 44.52 01/23/2025 46.69 11 22.85  Close Signal  Minor 
 SBGI 01/21/2025 14.25 01/23/2025 14.72 35 15.43  Close Signal  Minor 
 GME 01/17/2025 27.51 01/23/2025 28.33 18 13.75  Close Signal  Minor 
 IDCC 01/17/2025 171.69 01/23/2025 174.71 2 5.34  Close Signal  Minor 
 MYGN 01/17/2025 12.39 01/23/2025 12.76 40 13.79  Close Signal  Minor 
 CBL 01/16/2025 27.80 01/28/2025 27.64 18 -3.88  Close Signal  Minor 
 CRL 01/16/2025 165.80 01/23/2025 166.86 3 2.18  Close Signal  Minor 
 BJRI 01/16/2025 34.02 01/21/2025 35.41 14 18.48  Close Signal  Minor 
 DIS 01/16/2025 106.46 01/21/2025 108.70 4 8.09  Close Signal  Minor 
 EW 01/15/2025 70.28 01/28/2025 72.56 7 14.95  Close Signal  Minor 
 BGFV 01/15/2025 1.68 01/21/2025 1.70 300 4.98  Close Signal  Minor 
 FUN 01/15/2025 44.71 01/21/2025 45.37 11 6.27  Close Signal  Minor 
 HAIN 01/15/2025 4.59 01/21/2025 4.86 109 28.39  Close Signal  Minor 
 HOLX 01/15/2025 68.75 01/21/2025 70.37 7 10.36  Close Signal  Minor 
 HSY 01/15/2025 150.46 01/21/2025 152.26 3 4.49  Close Signal  Minor 
 ICLR 01/15/2025 199.47 01/21/2025 205.07 2 10.39  Close Signal  Minor 
 CCRN 01/15/2025 18.12 01/17/2025 18.18 27 0.64  Close Signal  Minor 
 DM 01/14/2025 2.45 01/24/2025 2.19 206 -54.49  Close Signal  Minor 
 CNK 01/14/2025 28.96 01/22/2025 28.93 17 -1.49  Close Signal  Minor 
 AEHR 01/14/2025 11.66 01/21/2025 13.22 43 65.98  Close Signal  Minor 
 BBW 01/14/2025 38.94 01/21/2025 39.84 13 10.67  Close Signal  Minor 
 BMRN 01/14/2025 63.81 01/21/2025 62.53 7 -9.84  Close Signal  Minor 
 CROX 01/14/2025 105.12 01/21/2025 103.30 4 -8.11  Close Signal  Minor 
 ALVR 01/14/2025 9.20 01/17/2025 9.28 55 3.38  Close Signal  Minor 
 BA 01/14/2025 167.02 01/17/2025 171.09 3 11.19  Close Signal  Minor 
 AMKR 01/14/2025 25.20 01/16/2025 25.35 20 1.99  Close Signal  Minor 
 DNB 01/14/2025 11.03 01/16/2025 11.22 45 7.54  Close Signal  Minor 
 CYTK 01/14/2025 45.23 01/15/2025 46.87 11 17.02  Close Signal  Minor 
 AES 01/13/2025 11.51 01/16/2025 11.81 44 12.17  Close Signal  Minor 
 AEO 01/13/2025 15.49 01/15/2025 16.11 32 18.82  Close Signal  Minor 
 ALX 01/13/2025 181.56 01/14/2025 184.30 2 4.75  Close Signal  Minor 
 ASTE 01/13/2025 31.20 01/14/2025 32.34 16 17.21  Close Signal  Minor 
 AKR 01/08/2025 22.59 01/15/2025 22.25 22 -8.46  Close Signal  Minor 
 BDN 01/08/2025 5.15 01/15/2025 5.13 98 -2.97  Close Signal  Minor 
 BTU 01/08/2025 18.92 01/15/2025 18.58 26 -9.81  Close Signal  Minor 
 AIZ 01/08/2025 204.66 01/14/2025 203.98 2 -2.18  Close Signal  Minor 
 BKH 01/08/2025 55.57 01/14/2025 55.86 9 1.61  Close Signal  Minor 
 APOG 01/07/2025 57.32 01/15/2025 54.42 8 -24.08  Close Signal  Minor 
 AROW 01/07/2025 26.39 01/14/2025 26.83 19 7.34  Close Signal  Minor 
 AMSF 01/07/2025 49.30 01/13/2025 49.52 10 1.21  Close Signal  Minor 
 ANIK 01/07/2025 15.70 01/13/2025 15.92 32 6.02  Close Signal  Minor 
 ALL 01/07/2025 185.11 01/08/2025 190.84 2 10.70  Close Signal  Minor 
 AFG 01/06/2025 129.51 01/14/2025 131.89 3 6.35  Close Signal  Minor 
 AEE 01/06/2025 86.28 01/08/2025 88.64 5 10.92  Close Signal  Minor 
 AEP 01/06/2025 89.48 01/08/2025 91.40 5 8.69  Close Signal  Minor 
 AKAM 01/03/2025 93.56 01/16/2025 90.50 5 -16.21  Close Signal  Minor 
 CBAN 01/03/2025 15.64 01/14/2025 15.08 32 -18.89  Close Signal  Minor 
 CL 01/03/2025 89.64 01/14/2025 87.18 5 -13.18  Close Signal  Minor 
 CAC 01/03/2025 41.67 01/13/2025 41.72 12 -0.40  Close Signal  Minor 
 BA 01/03/2025 169.90 01/07/2025 172.51 2 4.53  Close Signal  Minor 
 CENX 01/03/2025 17.29 01/06/2025 18.68 29 39.25  Close Signal  Minor 
 AAPL 01/02/2025 243.58 01/15/2025 237.61 2 -12.90  Close Signal  Minor 
 ADBE 01/02/2025 441.00 01/15/2025 417.28 1 -24.57  Close Signal  Minor 
 AME 01/02/2025 178.01 01/14/2025 178.83 2 0.93  Close Signal  Minor 
 AMWD 01/02/2025 78.76 01/14/2025 78.15 6 -4.60  Close Signal  Minor 
 AWR 01/02/2025 76.11 01/14/2025 71.78 6 -26.85  Close Signal  Minor 
 ALG 01/02/2025 179.87 01/13/2025 176.11 2 -8.23  Close Signal  Minor 
 ADP 01/02/2025 288.11 01/08/2025 290.34 1 1.65  Close Signal  Minor 
 ADSK 01/02/2025 293.32 01/08/2025 296.37 1 2.46  Close Signal  Minor 
 ABG 01/02/2025 236.42 01/07/2025 241.36 2 8.92  Close Signal  Minor 
 AJG 01/02/2025 275.36 01/07/2025 279.23 1 3.31  Close Signal  Minor 
 ALK 01/02/2025 64.30 01/07/2025 65.52 7 7.63  Close Signal  Minor 
 ALNY 01/02/2025 233.62 01/07/2025 235.95 2 3.72  Close Signal  Minor 
 ABCB 01/02/2025 60.78 01/06/2025 62.07 8 9.33  Close Signal  Minor 
 AVY 01/02/2025 182.42 01/06/2025 187.13 2 8.68  Close Signal  Minor 
 ACM 01/02/2025 106.30 01/03/2025 107.75 4 4.94  Close Signal  Minor 
 ACN 01/02/2025 347.34 01/03/2025 352.35 1 4.31  Close Signal  Minor 
 AGYS 01/02/2025 129.61 01/03/2025 133.26 3 10.16  Close Signal  Minor 
 ALB 01/02/2025 84.75 01/03/2025 87.30 5 11.88  Close Signal  Minor 
 APH 01/02/2025 68.83 01/03/2025 69.92 7 6.65  Close Signal  Minor 
 AWI 01/02/2025 139.85 01/03/2025 141.79 3 4.97  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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