MarketInOut Stock Screener Log In | Sign Up
 
Strategy

Larry Connors RSI-2 Backtest

  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: 1/1/2026 - 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 [?]
 DHR 04/23/2026 177.88 04/30/2026 178.26 2 0.05  Close Signal  Minor 
 ACM 04/23/2026 79.68 04/29/2026 81.17 6 7.97  Close Signal  Minor 
 ACN 04/23/2026 174.70 04/29/2026 176.64 2 3.18  Close Signal  Minor 
 BAC 04/23/2026 51.93 04/28/2026 52.12 9 0.77  Close Signal  Minor 
 CRAI 04/23/2026 149.02 04/28/2026 153.66 3 13.00  Close Signal  Minor 
 CXM 04/23/2026 4.84 04/27/2026 5.10 106 26.49  Close Signal  Minor 
 CYH 04/23/2026 2.49 04/27/2026 2.81 207 65.11  Close Signal  Minor 
 ALCO 04/23/2026 41.62 04/24/2026 42.22 12 6.19  Close Signal  Minor 
 AMSF 04/22/2026 29.09 04/28/2026 30.82 17 28.38  Close Signal  Minor 
 ATO 04/22/2026 180.38 04/23/2026 185.64 2 9.78  Close Signal  Minor 
 AVA 04/22/2026 39.15 04/23/2026 40.24 13 13.13  Close Signal  Minor 
 BKH 04/22/2026 71.16 04/23/2026 73.26 7 13.68  Close Signal  Minor 
 CAH 04/21/2026 204.02 04/28/2026 204.70 2 0.54  Close Signal  Minor 
 BCRX 04/21/2026 8.58 04/24/2026 8.94 59 20.20  Close Signal  Minor 
 AEP 04/21/2026 129.95 04/23/2026 133.10 3 8.66  Close Signal  Minor 
 BKD 04/21/2026 13.12 04/23/2026 13.64 38 18.73  Close Signal  Minor 
 CMS 04/21/2026 74.40 04/23/2026 75.42 6 5.22  Close Signal  Minor 
 CPK 04/21/2026 123.00 04/23/2026 126.43 4 12.72  Close Signal  Minor 
 GILD 04/20/2026 134.22 04/30/2026 129.25 3 -15.69  Close Signal  Minor 
 GERN 04/20/2026 1.56 04/27/2026 1.53 323 -10.68  Close Signal  Minor 
 EXC 04/20/2026 45.54 04/23/2026 45.88 11 2.73  Close Signal  Minor 
 JNJ 04/20/2026 228.24 04/23/2026 228.20 2 -0.99  Close Signal  Minor 
 NFG 04/20/2026 85.44 04/23/2026 87.88 5 11.33  Close Signal  Minor 
 HAIN 04/20/2026 0.8199 04/21/2026 0.90 615 48.18  Close Signal  Minor 
 CME 04/17/2026 284.83 04/29/2026 284.45 1 -0.95  Close Signal  Minor 
 BMI 04/17/2026 114.79 04/23/2026 122.20 4 28.68  Close Signal  Minor 
 FE 04/17/2026 49.10 04/23/2026 48.63 10 -5.67  Close Signal  Minor 
 IIIN 04/17/2026 26.17 04/23/2026 25.67 19 -10.48  Close Signal  Minor 
 AA 04/17/2026 65.22 04/22/2026 68.12 7 19.36  Close Signal  Minor 
 IMAX 04/17/2026 35.09 04/22/2026 36.22 14 14.81  Close Signal  Minor 
 KRO 04/17/2026 6.24 04/21/2026 6.54 80 22.97  Close Signal  Minor 
 COKE 04/16/2026 185.44 04/22/2026 186.58 2 1.53  Close Signal  Minor 
 BCBP 04/16/2026 9.12 04/21/2026 9.72 54 31.37  Close Signal  Minor 
 EGY 04/16/2026 5.42 04/21/2026 5.81 91 34.45  Close Signal  Minor 
 ALG 04/16/2026 167.25 04/20/2026 172.22 2 9.26  Close Signal  Minor 
 ALTI 04/16/2026 3.69 04/20/2026 3.83 134 17.74  Close Signal  Minor 
 CNH 04/16/2026 10.31 04/20/2026 10.73 48 19.14  Close Signal  Minor 
 APOG 04/16/2026 33.41 04/17/2026 35.36 14 26.32  Close Signal  Minor 
 DXCM 04/16/2026 61.23 04/17/2026 63.98 8 20.99  Close Signal  Minor 
 FOLD 04/16/2026 14.45 04/17/2026 14.46 34 -0.64  Close Signal  Minor 
 FSTR 04/16/2026 29.71 04/17/2026 30.00 16 3.68  Close Signal  Minor 
 GT 04/16/2026 6.59 04/17/2026 7.06 75 34.21  Close Signal  Minor 
 ANDE 04/15/2026 70.21 04/20/2026 72.63 7 15.93  Close Signal  Minor 
 ALCO 04/15/2026 42.38 04/17/2026 43.07 11 6.65  Close Signal  Minor 
 BG 04/15/2026 118.54 04/16/2026 121.51 4 10.91  Close Signal  Minor 
 DVN 04/14/2026 44.63 04/21/2026 44.98 11 2.86  Close Signal  Minor 
 EPM 04/14/2026 3.98 04/20/2026 3.96 126 -3.52  Close Signal  Minor 
 CAG 04/14/2026 13.77 04/16/2026 14.17 36 13.39  Close Signal  Minor 
 DAR 04/14/2026 59.60 04/16/2026 60.36 8 5.12  Close Signal  Minor 
 AM 04/13/2026 20.96 04/22/2026 20.59 24 -9.87  Close Signal  Minor 
 ACI 04/13/2026 16.23 04/17/2026 16.08 31 -5.65  Close Signal  Minor 
 ADM 04/10/2026 68.84 04/20/2026 67.50 7 -10.33  Close Signal  Minor 
 ADP 04/10/2026 186.18 04/15/2026 194.20 2 15.27  Close Signal  Minor 
 ACN 04/09/2026 182.30 04/13/2026 188.10 2 10.85  Close Signal  Minor 
 ADBE 04/09/2026 229.94 04/13/2026 240.11 2 19.39  Close Signal  Minor 
 BTU 04/08/2026 29.99 04/21/2026 26.87 16 -50.80  Close Signal  Minor 
 CRK 04/08/2026 18.55 04/16/2026 17.00 26 -41.20  Close Signal  Minor 
 OXY 04/08/2026 59.23 04/16/2026 56.36 8 -23.87  Close Signal  Minor 
 T 04/08/2026 26.38 04/16/2026 25.73 18 -12.63  Close Signal  Minor 
 INTU 04/08/2026 384.74 04/15/2026 386.14 1 0.63  Close Signal  Minor 
 AMPL 04/08/2026 6.27 04/14/2026 6.20 79 -6.51  Close Signal  Minor 
 CRM 04/08/2026 175.16 04/14/2026 170.56 2 -9.89  Close Signal  Minor 
 SJM 04/08/2026 91.91 04/14/2026 90.36 5 -8.66  Close Signal  Minor 
 VRSK 04/08/2026 174.47 04/14/2026 169.70 2 -10.22  Close Signal  Minor 
 VALU 04/08/2026 33.41 04/09/2026 34.73 14 17.52  Close Signal  Minor 
 CPB 04/07/2026 20.28 04/15/2026 19.90 24 -10.08  Close Signal  Minor 
 ATNI 04/07/2026 25.13 04/10/2026 26.03 19 16.12  Close Signal  Minor 
 GBX 04/07/2026 46.99 04/09/2026 52.90 10 58.07  Close Signal  Minor 
 CL 04/07/2026 81.68 04/08/2026 84.06 6 13.28  Close Signal  Minor 
 GPOR 04/06/2026 205.80 04/27/2026 188.11 2 -36.15  Close Signal  Minor 
 VZ 04/06/2026 46.84 04/16/2026 45.25 10 -16.81  Close Signal  Minor 
 EXE 04/06/2026 102.30 04/16/2026 96.19 4 -25.22  Close Signal  Minor 
 AR 04/06/2026 40.36 04/16/2026 37.49 12 -35.36  Close Signal  Minor 
 TMUS 04/06/2026 196.41 04/16/2026 194.94 2 -3.72  Close Signal  Minor 
 PRA 04/06/2026 24.20 04/10/2026 24.38 20 2.63  Close Signal  Minor 
 BIIB 04/06/2026 172.34 04/08/2026 179.90 2 14.41  Close Signal  Minor 
 KOP 04/06/2026 35.64 04/08/2026 37.21 13 19.45  Close Signal  Minor 
 ROCK 04/06/2026 38.29 04/08/2026 40.53 12 25.92  Close Signal  Minor 
 CENT 04/02/2026 35.81 04/08/2026 37.03 13 14.91  Close Signal  Minor 
 KWR 04/02/2026 119.30 04/08/2026 127.29 4 30.96  Close Signal  Minor 
 LNN 04/02/2026 102.32 04/08/2026 107.68 4 20.59  Close Signal  Minor 
 PBH 04/02/2026 52.48 04/08/2026 55.56 9 26.73  Close Signal  Minor 
 NVAX 04/02/2026 7.70 04/07/2026 7.98 63 16.64  Close Signal  Minor 
 EQT 04/01/2026 60.73 04/16/2026 58.04 7 -19.65  Close Signal  Minor 
 MPX 04/01/2026 7.09 04/08/2026 7.30 68 13.29  Close Signal  Minor 
 ALX 04/01/2026 219.90 04/07/2026 223.27 2 5.85  Close Signal  Minor 
 AM 04/01/2026 21.85 04/07/2026 22.11 22 4.75  Close Signal  Minor 
 HSTM 04/01/2026 20.34 04/07/2026 20.49 23 2.51  Close Signal  Minor 
 CCRN 04/01/2026 9.32 04/06/2026 9.52 52 9.42  Close Signal  Minor 
 FORR 04/01/2026 5.39 04/06/2026 5.61 89 18.59  Close Signal  Minor 
 BSX 03/31/2026 62.75 04/08/2026 62.56 7 -2.21  Close Signal  Minor 
 MMS 03/31/2026 63.38 04/06/2026 63.00 7 -3.54  Close Signal  Minor 
 NXST 03/31/2026 177.38 04/06/2026 182.48 2 9.48  Close Signal  Minor 
 UHS 03/31/2026 178.52 04/06/2026 180.87 2 3.98  Close Signal  Minor 
 ADUS 03/31/2026 93.65 04/06/2026 93.50 5 -1.69  Close Signal  Minor 
 CLFD 03/31/2026 26.47 04/06/2026 26.80 18 4.98  Close Signal  Minor 
 CALX 03/31/2026 48.99 04/06/2026 48.26 9 -7.44  Close Signal  Minor 
 CXW 03/31/2026 18.91 04/02/2026 20.51 25 38.99  Close Signal  Minor 
 GTN 03/31/2026 4.18 04/02/2026 4.33 115 16.26  Close Signal  Minor 
 OHI 03/31/2026 42.61 04/01/2026 43.11 11 4.55  Close Signal  Minor 
979 trades
Upgrade to Pro to backtest strategies over 25+ years of historical data, explore a wide range of technical and fundamental indicators, and build and validate more robust trading strategies.

Unlock full access

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.



Disclaimer - Privacy Policy - Terms of Service - Cookies - FAQ - Affiliates - Blog