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Larry Connors RSI-2 Backtest
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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: $435   Total Trades: 979  
Capital Growth:4.35%   Profit Trades, % of Total:61%  
Profit Factor: [?] 1.04  Avg Trade Duration, days:4.25  
Payoff Ratio: [?] 0.67   Avg Profit per Trade:0.15%  
Max Drawdown:15%   Avg Profit per Day:0.035%  
Max Drawdown, $: 1,681   Avg Market Impact: [?]
Minor  
 
Restoration Factor: [?] 0.26   Overall Viability Score: [?]
4 / 10
 
Avg Annual Return: 4.35%   CAGR: [?]4.35%  
 Equity Graph 
 Performance 
Year S&P 500 Equity JanFeb MarAprMay JunJulAug SepOctNov Dec
2026 10.73 4.35 3.44 -3.24 -3.63 8.53 4.13 -2.84 6.98 -0.02 -4.63 -3.40
        
Performed Trades  
 Symbol Entry Date
Entry
Price, $
 Exit Date
Exit
Price, $
 Shares Profit, $  Exit On
Stop
Loss, $
Take
Profit, $
  MI [?]
 ABCB 09/30/2026 79.52 10/02/2026 81.44 7 12.31  Close Signal  Minor 
 ABM 09/30/2026 47.81 10/02/2026 48.97 11 11.69  Close Signal  Minor 
 ARE 09/29/2026 47.75 10/20/2026 42.65 11 -57.07  Close Signal  Minor 
 AIR 09/29/2026 106.75 10/06/2026 104.03 5 -14.65  Close Signal  Minor 
 AM 09/29/2026 20.03 10/02/2026 20.14 28 1.95  Close Signal  Minor 
 AGYS 09/29/2026 96.34 10/01/2026 100.31 5 18.86  Close Signal  Minor 
 ACN 09/28/2026 173.10 09/30/2026 181.93 3 25.41  Close Signal  Minor 
 ADBE 09/28/2026 231.01 09/30/2026 239.94 2 16.91  Close Signal  Minor 
 AVD 09/25/2026 1.87 10/26/2026 1.07 299 -239.96  Close Signal  Minor 
 BMRN 09/25/2026 60.26 10/12/2026 55.39 9 -44.85  Close Signal  Minor 
 ADM 09/25/2026 81.12 10/02/2026 80.45 6 -4.99  Close Signal  Minor 
 BBSI 09/25/2026 31.14 10/01/2026 31.31 17 1.83  Close Signal  Minor 
 ADSK 09/25/2026 209.40 09/30/2026 209.00 2 -1.64  Close Signal  Minor 
 AMSF 09/25/2026 23.51 09/29/2026 23.87 23 7.19  Close Signal  Minor 
 AXS 09/25/2026 94.01 09/29/2026 94.80 5 3.00  Close Signal  Minor 
 ARAY 09/25/2026 0.2151 09/28/2026 0.2998 2,599 218.69  Close Signal  Minor 
 ACM 09/24/2026 58.21 10/01/2026 59.29 9 8.66  Close Signal  Minor 
 ADP 09/24/2026 263.11 10/01/2026 263.96 2 0.65  Close Signal  Minor 
 ACAD 09/23/2026 25.43 10/05/2026 20.11 22 -117.98  Close Signal  Minor 
 AFL 09/22/2026 114.60 10/05/2026 112.38 4 -9.78  Close Signal  Minor 
 AIZ 09/22/2026 271.08 10/01/2026 266.24 2 -10.75  Close Signal  Minor 
 ALL 09/22/2026 229.50 09/28/2026 227.55 2 -4.81  Close Signal  Minor 
 AJG 09/22/2026 230.45 09/25/2026 231.10 2 0.38  Close Signal  Minor 
 AFG 09/21/2026 140.31 10/01/2026 137.17 4 -13.66  Close Signal  Minor 
 ACTG 09/21/2026 4.36 09/29/2026 4.33 131 -5.07  Close Signal  Minor 
 ACIW 09/21/2026 49.59 09/24/2026 49.62 11 -0.76  Close Signal  Minor 
 ACH 09/18/2026 0.8897 10/28/2026 0.233 646 -424.74  Close Signal  Minor 
 AROW 09/18/2026 37.92 09/25/2026 37.65 15 -5.18  Close Signal  Minor 
 ATO 09/18/2026 160.30 09/25/2026 157.21 3 -10.22  Close Signal  Minor 
 ATNI 09/18/2026 28.44 09/21/2026 29.37 20 17.43  Close Signal  Minor 
 ABCB 09/17/2026 82.79 09/25/2026 82.09 6 -5.19  Close Signal  Minor 
 AN 09/17/2026 174.88 09/25/2026 166.98 3 -24.71  Close Signal  Minor 
 AGO 09/17/2026 71.08 09/21/2026 71.07 8 -1.22  Close Signal  Minor 
 ABG 09/16/2026 195.21 09/25/2026 185.15 2 -20.87  Close Signal  Minor 
 AEE 09/16/2026 103.04 09/17/2026 103.90 5 3.26  Close Signal  Minor 
 AA 09/15/2026 46.40 10/05/2026 43.38 12 -37.30  Close Signal  Minor 
 ABX 09/15/2026 9.33 09/24/2026 8.27 61 -65.70  Close Signal  Minor 
 AEP 09/14/2026 122.23 09/29/2026 119.30 4 -12.68  Close Signal  Minor 
 BAC 09/14/2026 59.47 09/25/2026 56.70 9 -25.96  Close Signal  Minor 
 AM 09/14/2026 21.39 09/23/2026 21.15 27 -7.63  Close Signal  Minor 
 ACLS 09/14/2026 105.31 09/18/2026 109.32 5 18.97  Close Signal  Minor 
 ATI 09/14/2026 188.15 09/18/2026 191.63 3 9.30  Close Signal  Minor 
 BAM 09/14/2026 46.63 09/18/2026 46.06 12 -7.95  Close Signal  Minor 
 ALB 09/14/2026 115.03 09/17/2026 115.05 5 -1.05  Close Signal  Minor 
 AVA 09/14/2026 36.65 09/16/2026 36.74 15 0.25  Close Signal  Minor 
 ABR 09/11/2026 4.72 10/15/2026 2.80 122 -235.04  Close Signal  Minor 
 ADC 09/11/2026 70.67 09/25/2026 66.95 8 -30.85  Close Signal  Minor 
 AKR 09/11/2026 19.56 09/22/2026 19.17 29 -12.43  Close Signal  Minor 
 APD 09/11/2026 289.51 09/22/2026 285.96 1 -4.12  Close Signal  Minor 
 ABT 09/11/2026 101.34 09/18/2026 102.00 5 2.28  Close Signal  Minor 
 AGYS 09/11/2026 104.49 09/14/2026 109.07 5 21.82  Close Signal  Minor 
 AJG 09/11/2026 240.32 09/14/2026 253.30 2 24.96  Close Signal  Minor 
 AMGN 09/08/2026 393.17 09/17/2026 379.78 1 -14.16  Close Signal  Minor 
 BCRX 09/08/2026 9.07 09/16/2026 8.43 63 -41.40  Close Signal  Minor 
 ADP 09/08/2026 266.26 09/11/2026 268.26 2 2.93  Close Signal  Minor 
 BGS 09/04/2026 3.19 09/22/2026 2.95 181 -44.53  Close Signal  Minor 
 ALX 09/04/2026 262.42 09/21/2026 247.41 2 -31.02  Close Signal  Minor 
 CPB 09/04/2026 21.11 09/15/2026 21.09 27 -1.68  Close Signal  Minor 
 COCO 09/04/2026 55.13 09/14/2026 55.03 10 -2.10  Close Signal  Minor 
 CXM 09/04/2026 5.91 09/14/2026 5.79 97 -12.77  Close Signal  Minor 
 DXCM 09/04/2026 87.90 09/14/2026 84.68 6 -20.35  Close Signal  Minor 
 ELS 09/04/2026 61.85 09/14/2026 61.02 9 -8.57  Close Signal  Minor 
 ALTI 09/04/2026 3.00 09/11/2026 3.29 192 54.44  Close Signal  Minor 
 ANGO 09/04/2026 15.20 09/11/2026 15.27 38 1.50  Close Signal  Minor 
 CLX 09/03/2026 92.93 09/22/2026 85.90 6 -43.23  Close Signal  Minor 
 CHD 09/03/2026 98.59 09/15/2026 94.51 5 -21.36  Close Signal  Minor 
 CALM 09/03/2026 76.03 09/14/2026 75.02 7 -8.12  Close Signal  Minor 
 ACAD 09/03/2026 27.86 09/11/2026 27.83 20 -1.71  Close Signal  Minor 
 ADSK 09/03/2026 237.52 09/11/2026 212.40 2 -51.11  Close Signal  Minor 
 CDNS 09/03/2026 304.88 09/11/2026 289.37 1 -16.10  Close Signal  Minor 
 BJRI 09/03/2026 58.82 09/08/2026 61.08 9 19.25  Close Signal  Minor 
 CIEN 09/03/2026 317.46 09/08/2026 341.29 1 23.16  Close Signal  Minor 
 CERS 09/02/2026 2.60 09/14/2026 2.55 224 -12.35  Close Signal  Minor 
 ATR 09/02/2026 130.33 09/11/2026 124.84 4 -22.97  Close Signal  Minor 
 AKR 09/02/2026 20.18 09/08/2026 20.16 28 -1.69  Close Signal  Minor 
 AIR 09/02/2026 123.87 09/04/2026 126.54 4 9.67  Close Signal  Minor 
 BAM 09/02/2026 49.67 09/04/2026 50.60 11 9.12  Close Signal  Minor 
 BEN 09/02/2026 32.68 09/04/2026 34.38 17 27.75  Close Signal  Minor 
 AMG 09/02/2026 356.47 09/03/2026 366.18 1 8.98  Close Signal  Minor 
 AU 09/02/2026 107.83 09/03/2026 111.67 5 18.09  Close Signal  Minor 
 AZZ 09/02/2026 134.90 09/03/2026 137.20 4 8.11  Close Signal  Minor 
 ABX 09/01/2026 9.21 09/03/2026 9.75 63 32.81  Close Signal  Minor 
 ADC 08/31/2026 71.68 09/03/2026 72.16 8 2.69  Close Signal  Minor 
 AIN 08/31/2026 55.15 09/02/2026 58.78 10 35.14  Close Signal  Minor 
 APOG 08/28/2026 40.07 09/04/2026 39.71 14 -6.15  Close Signal  Minor 
 CAR 08/28/2026 138.12 08/31/2026 147.49 4 36.32  Close Signal  Minor 
 BC 08/27/2026 77.60 09/04/2026 74.43 7 -23.24  Close Signal  Minor 
 BLDR 08/27/2026 67.21 09/04/2026 65.79 8 -12.42  Close Signal  Minor 
 BYD 08/27/2026 79.41 09/03/2026 77.59 7 -13.83  Close Signal  Minor 
 ATNI 08/27/2026 29.39 09/02/2026 30.59 19 21.65  Close Signal  Minor 
 BBW 08/27/2026 28.19 09/02/2026 29.85 20 32.02  Close Signal  Minor 
 CFR 08/27/2026 160.36 09/02/2026 161.66 3 2.93  Close Signal  Minor 
 ANDE 08/27/2026 63.54 08/31/2026 64.67 9 9.01  Close Signal  Minor 
 CODI 08/27/2026 11.25 08/28/2026 11.45 51 9.04  Close Signal  Minor 
 COO 08/26/2026 72.68 09/03/2026 70.64 7 -15.28  Close Signal  Minor 
 CRUS 08/26/2026 110.34 09/02/2026 113.06 5 12.48  Close Signal  Minor 
 DY 08/26/2026 310.91 09/02/2026 296.98 1 -14.53  Close Signal  Minor 
 ACTG 08/26/2026 4.49 09/01/2026 4.52 128 2.68  Close Signal  Minor 
 ARAY 08/26/2026 0.2643 08/28/2026 0.2739 2,185 19.79  Close Signal  Minor 
 AVAV 08/26/2026 146.88 08/27/2026 152.28 3 15.29  Close Signal  Minor 
979 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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