STRATEGY CHECK
Connors RSI(2) pullback
Pullback · Larry Connors, Short Term Trading Strategies That Work (2008)
Backtest result
BTCUSDT spot daily · 2020–2025
This strategy+65.8%Buy & hold+1,114.5%
- Trades
- 59
- Win rate
- 71.2%
- Max drawdown
- −34.2%
- Profit factor
- 1.65
- Annualized return
- +8.8%
- Time in market
- 13.0%
What the result shows
- Buying and holding over the same period returned +1,114.5%. This strategy returned +65.8%, less than that.
- It held a position 13.0% of the time and sat in cash for the rest.
- Along the way equity fell as much as −34.2% from its previous peak.
Rules
- Entry
- Close > 200-day SMA and RSI(2) < 10
- Exit
- Close above the 5-day SMA
- What changed when written as rules
- No stop in the original (-90% keeps it out of the way); an equity-index rule applied to BTC unchanged
- Test conditions
- BTCUSDT spot daily · 2020–2025 · 0.10% fee per side · 0.05% slippage · entry at the next open after a signal on a closed candle
This is a calculation of the rules on historical prices. It is not a recommendation to buy or sell any asset and does not promise returns. A different symbol, timeframe or period gives a different result. Results claimed by the original sources have not been verified by this service.
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