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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: 1/1/2025 - 12/31/2025
 Results 
Total Profit: $-1,250   Total Trades: 273  
Capital Growth:-12.5%   Profit Trades, % of Total:56%  
Profit Factor: [?] 0.57  Avg Trade Duration, days:4.32  
Payoff Ratio: [?] 0.45   Avg Profit per Trade:-1%  
Max Drawdown:16%   Avg Profit per Day:-0.23%  
Max Drawdown, $: 1,644   Avg Market Impact: [?]
Minor  
 
Restoration Factor: [?] -0.76   Overall Viability Score: [?]
1 / 10
 
Avg Annual Return: -12.5%   CAGR: [?]0%  
 Equity Graph 
 Performance 
Year S&P 500 Equity JanFeb MarAprMay JunJulAug SepOctNov Dec
2025 -4.53 -12.50 1.55 -5.28 -9.03
        
Performed Trades  
 Symbol Entry Date
Entry
Price, $
 Exit Date
Exit
Price, $
 Shares Profit, $  Exit On
Stop
Loss, $
Take
Profit, $
  MI [?]
 ABR 03/31/2025 11.75 03/31/2025 11.75 39 -0.92  Period End  Minor 
 ACLS 03/31/2025 49.62 03/31/2025 49.62 9 -0.89  Period End  Minor 
 ADTN 03/31/2025 8.67 03/31/2025 8.67 53 -0.92  Period End  Minor 
 A 03/28/2025 116.69 03/31/2025 117.34 3 1.25  Period End  Minor 
 AA 03/28/2025 30.66 03/31/2025 30.49 14 -3.23  Period End  Minor 
 AES 03/27/2025 12.43 03/31/2025 12.50 36 1.62  Close Signal  Minor 
 ALB 03/27/2025 74.75 03/31/2025 72.54 6 -14.14  Period End  Minor 
 FOSL 03/26/2025 1.18 03/31/2025 1.17 387 -4.78  Close Signal  Minor 
 ANF 03/26/2025 75.72 03/31/2025 76.53 6 3.94  Period End  Minor 
 ARL 03/26/2025 10.35 03/31/2025 11.15 44 34.24  Period End  Minor 
 CCOI 03/26/2025 63.07 03/31/2025 61.01 7 -15.28  Period End  Minor 
 CDZI 03/26/2025 3.23 03/31/2025 2.95 141 -40.33  Period End  Minor 
 CRL 03/26/2025 158.25 03/31/2025 150.74 2 -15.63  Period End  Minor 
 DX 03/26/2025 13.36 03/31/2025 13.07 34 -10.75  Period End  Minor 
 EBS 03/26/2025 5.17 03/31/2025 4.84 88 -29.91  Period End  Minor 
 FL 03/26/2025 15.31 03/31/2025 14.12 29 -35.35  Period End  Minor 
 FOLD 03/26/2025 8.52 03/31/2025 8.20 53 -17.84  Period End  Minor 
 BKD 03/26/2025 5.89 03/28/2025 6.15 77 19.08  Close Signal  Minor 
 AMGN 03/25/2025 306.86 03/31/2025 312.48 1 5.00  Close Signal  Minor 
 AEP 03/25/2025 102.50 03/27/2025 105.15 4 9.76  Close Signal  Minor 
 AEE 03/25/2025 97.18 03/26/2025 98.88 4 6.01  Close Signal  Minor 
 CWCO 03/24/2025 23.77 03/28/2025 24.45 19 12.00  Close Signal  Minor 
 EBF 03/24/2025 19.69 03/27/2025 20.43 23 16.09  Close Signal  Minor 
 ADM 03/24/2025 45.93 03/26/2025 47.07 10 10.46  Close Signal  Minor 
 AWR 03/24/2025 74.72 03/26/2025 75.60 6 4.38  Close Signal  Minor 
 CWT 03/24/2025 45.87 03/26/2025 46.40 10 4.37  Close Signal  Minor 
 FORR 03/24/2025 9.28 03/26/2025 9.44 50 7.06  Close Signal  Minor 
 GCBC 03/24/2025 22.01 03/26/2025 22.82 21 16.06  Close Signal  Minor 
 ARRY 03/21/2025 5.69 03/31/2025 4.87 82 -68.07  Period End  Minor 
 AIV 03/21/2025 8.61 03/26/2025 8.64 54 0.69  Close Signal  Minor 
 ALEX 03/21/2025 17.13 03/24/2025 17.33 27 4.47  Close Signal  Minor 
 ACN 03/20/2025 300.91 03/26/2025 311.16 1 9.63  Close Signal  Minor 
 USPH 03/19/2025 76.04 03/31/2025 72.42 6 -22.60  Period End  Minor 
 USNA 03/19/2025 27.54 03/26/2025 27.22 17 -6.37  Close Signal  Minor 
 THS 03/19/2025 26.85 03/25/2025 26.53 17 -6.34  Close Signal  Minor 
 HSY 03/19/2025 167.35 03/24/2025 168.01 2 0.65  Close Signal  Minor 
 INTT 03/19/2025 7.38 03/24/2025 7.60 63 12.91  Close Signal  Minor 
 SHW 03/19/2025 334.92 03/24/2025 342.71 1 7.11  Close Signal  Minor 
 FCEL 03/18/2025 5.57 03/31/2025 4.65 85 -79.03  Period End  Minor 
 RRGB 03/18/2025 4.26 03/31/2025 3.61 111 -72.99  Period End  Minor 
 JJSF 03/18/2025 130.73 03/26/2025 127.65 3 -10.01  Close Signal  Minor 
 MEG 03/18/2025 15.76 03/24/2025 15.39 30 -12.03  Close Signal  Minor 
 HOFT 03/17/2025 11.54 03/21/2025 11.61 40 1.87  Close Signal  Minor 
 INCY 03/17/2025 62.01 03/21/2025 61.92 7 -1.50  Close Signal  Minor 
 FLWS 03/17/2025 5.53 03/19/2025 5.76 85 18.58  Close Signal  Minor 
 ATLO 03/17/2025 17.78 03/18/2025 17.97 26 4.01  Close Signal  Minor 
 CNTY 03/14/2025 1.90 03/26/2025 1.85 249 -13.38  Close Signal  Minor 
 GILD 03/14/2025 111.44 03/25/2025 107.89 4 -15.07  Close Signal  Minor 
 ABT 03/14/2025 126.71 03/24/2025 127.21 3 0.74  Close Signal  Minor 
 CCRN 03/14/2025 15.58 03/24/2025 15.00 30 -18.31  Close Signal  Minor 
 JBHT 03/14/2025 149.00 03/21/2025 148.55 3 -2.24  Close Signal  Minor 
 GCBC 03/14/2025 23.70 03/20/2025 23.64 20 -2.15  Close Signal  Minor 
 GPI 03/14/2025 385.94 03/19/2025 400.55 1 13.82  Close Signal  Minor 
 LZB 03/14/2025 38.37 03/19/2025 38.72 12 3.27  Close Signal  Minor 
 ALTI 03/14/2025 2.66 03/18/2025 2.95 178 50.60  Close Signal  Minor 
 ECL 03/14/2025 250.31 03/18/2025 253.70 1 2.88  Close Signal  Minor 
 KWR 03/14/2025 128.47 03/18/2025 129.63 3 2.70  Close Signal  Minor 
 KSS 03/14/2025 7.94 03/17/2025 8.42 59 27.34  Close Signal  Minor 
 ACTG 03/13/2025 3.61 03/31/2025 3.21 132 -53.67  Period End  Minor 
 AAPL 03/12/2025 216.98 03/19/2025 215.24 2 -4.34  Close Signal  Minor 
 A 03/12/2025 119.85 03/14/2025 121.18 4 4.35  Close Signal  Minor 
 AKR 03/11/2025 21.50 03/17/2025 21.42 22 -2.70  Close Signal  Minor 
 AGM 03/11/2025 189.34 03/14/2025 195.21 2 10.97  Close Signal  Minor 
 ACGL 03/11/2025 90.09 03/13/2025 90.41 5 0.70  Close Signal  Minor 
 ACAD 03/10/2025 17.19 03/14/2025 17.50 28 7.70  Close Signal  Minor 
 ATEC 03/07/2025 10.46 03/17/2025 9.75 47 -34.30  Close Signal  Minor 
 ATRC 03/07/2025 34.52 03/14/2025 33.31 14 -17.88  Close Signal  Minor 
 AXP 03/07/2025 273.21 03/14/2025 265.63 1 -8.12  Close Signal  Minor 
 AXS 03/07/2025 91.53 03/14/2025 93.42 5 8.52  Close Signal  Minor 
 CAC 03/07/2025 41.47 03/14/2025 41.31 11 -2.67  Close Signal  Minor 
 CASH 03/07/2025 72.18 03/14/2025 71.90 6 -2.54  Close Signal  Minor 
 BCRX 03/07/2025 7.69 03/12/2025 7.71 64 0.29  Close Signal  Minor 
 ABCB 03/06/2025 59.36 03/14/2025 57.13 8 -18.76  Close Signal  Minor 
 ADTN 03/06/2025 9.51 03/12/2025 8.98 53 -29.06  Close Signal  Minor 
 ALTR 03/06/2025 111.11 03/11/2025 111.34 4 0.03  Close Signal  Minor 
 ANF 03/05/2025 87.23 03/14/2025 79.79 5 -38.02  Close Signal  Minor 
 AVAV 03/05/2025 135.69 03/14/2025 129.45 3 -19.51  Close Signal  Minor 
 ALCO 03/05/2025 28.35 03/07/2025 28.48 18 1.32  Close Signal  Minor 
 ASUR 03/05/2025 9.94 03/07/2025 10.94 51 49.91  Close Signal  Minor 
 AAP 03/04/2025 34.58 03/07/2025 35.37 14 10.08  Close Signal  Minor 
 AA 03/03/2025 31.23 03/05/2025 32.38 16 17.37  Close Signal  Minor 
 ADSK 02/28/2025 274.21 03/14/2025 254.43 1 -20.30  Close Signal  Minor 
 ACLS 02/28/2025 54.79 03/04/2025 56.30 9 12.58  Close Signal  Minor 
 A 02/27/2025 127.08 03/05/2025 126.51 4 -3.29  Close Signal  Minor 
 APA 02/26/2025 22.01 03/07/2025 18.84 23 -73.81  Close Signal  Minor 
 ANGO 02/26/2025 9.61 03/06/2025 9.41 53 -11.60  Close Signal  Minor 
 ASH 02/26/2025 61.86 03/05/2025 59.42 8 -20.48  Close Signal  Minor 
 ADBE 02/26/2025 441.50 03/03/2025 440.72 1 -1.66  Close Signal  Minor 
 AGEN 02/25/2025 3.09 03/25/2025 1.67 168 -239.24  Close Signal  Minor 
 ALGT 02/25/2025 77.50 03/19/2025 55.97 6 -129.92  Close Signal  Minor 
 ACN 02/25/2025 362.95 03/17/2025 325.71 1 -37.91  Close Signal  Minor 
 ALB 02/25/2025 77.98 03/06/2025 76.05 6 -12.50  Close Signal  Minor 
 ADTN 02/25/2025 10.43 02/28/2025 10.57 49 5.83  Close Signal  Minor 
 AM 02/25/2025 15.89 02/26/2025 16.32 32 12.72  Close Signal  Minor 
 ABG 02/24/2025 274.15 03/19/2025 234.56 1 -40.08  Close Signal  Minor 
 ABCB 02/24/2025 62.96 02/27/2025 63.07 8 -0.13  Close Signal  Minor 
 AAON 02/21/2025 103.50 03/05/2025 81.84 5 -109.17  Close Signal  Minor 
 AAP 02/21/2025 43.44 02/25/2025 45.88 12 28.19  Close Signal  Minor 
 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 
273 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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