Backtest the Connors RSI(2) strategy on BNBUSDT
On the daily chart of BNB it buys when close > SMA(200) and RSI(2) < 5. No stop loss, a close above SMA(5) closes the trade at the next open.
4 notes about this test
- Short trades (the mirror rules below the 200-day average) cannot be executed on Spot, so only the long side is tested.
- The published rules use NO stop loss, so R-based statistics are undefined and the position size is a fixed notional, not risk to a stop.
- Connors published this for US equities and ETFs; this test runs on the crypto pair you named.
- Connors reports RSI(2) thresholds of 10, 5 and 2; the book's core table uses 5, which is what is tested.
Market
Timeframe
Account
History
2 fixes since this report
- This report was produced before RSI, ATR and ADX were warmed up for Wilder smoothing; its RSI rules started trading on a shorter warm-up, so the first signals and the tested window's start may differ. Re-run to get corrected results.
- This report was produced before warm-up at a feed's history limit was counted in valid candles; 281 candles of its tested window were spent warming the indicators up, because the feed's history ended before a full warm-up. Re-run to get corrected results.
57.1%win rate · 28 trades
RECOMMENDEDWeak evidence- Trades
- 28
- Timeframe
- 1D
- Tested over
- 2920 days
- Time in market
- 5.0%
high win rate · 28 trades
- Verdict rules v1
What the data supports
Months in profit
60% of months closed up
15 of 25 months in the tested window
Best month
+24.8%
2019-07 · 2 of 28 trades · best of 25 months
Made money after costs
profit factor 2.54
all 28 trades
Net return
+62.5%
all 28 trades
Trust scoreThe fixed factors behind the trust score, each with its own measurement.
C
Grade
RECOMMENDED
Verdict
Net return
62.5%
-7101.9 pts vs buy & hold
Win rate
57.1%
28 trades
Profit factor
2.54
16 wins · 12 losses
Max drawdown
-12.9%
from peak
Strategy replay
Entry
927.34
Buy · 14 Nov 2025 · 6 bars
Stop loss
None
Exits on its rule
Take profit
None
Exits on its rule
Result
+0.47%
Exit rule at 932.60 · 19 Nov 2025
Monthly returns
Best month
24.8%
Worst month
-12.9%
Typical month
1.38%
Months in profit
60%
Account curve
$10,000
Starting balance
$16,249
Final balance
$726,441
Buy & hold
Wins and losses
- Wins16
- Losses12
Rules
Buys when
close > SMA(200) and RSI(2) < 5
Stop
None · no stop rule was given, none was invented
Target / exit
Rule exit · a close above SMA(5) closes the trade at the next open
Risk per trade
Position: 100% of equity (no stop, so risk cannot be defined)
Monthly heatmap
| Year | Jan | Feb | Mar | Apr | May | Jun | Jul | Aug | Sep | Oct | Nov | Dec |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
| 2019 | — | — | — | — | — | — | 24.8% | 3.0% | -12.9% | — | — | — |
| 2020 | — | — | — | — | — | — | — | — | 6.1% | — | -0.5% | — |
| 2021 | — | — | 8.9% | — | 3.1% | 13.8% | — | — | -0.7% | — | 4.4% | 3.2% |
| 2022 | -2.4% | — | — | — | — | — | — | — | — | — | — | — |
| 2023 | — | — | -0.6% | 1.5% | -0.6% | — | — | — | — | — | — | — |
| 2024 | 3.0% | — | — | — | 4.3% | -2.8% | -0.7% | -4.9% | — | — | 2.6% | 1.0% |
| 2025 | — | -1.0% | — | — | — | — | — | 1.4% | — | — | 0.1% | — |
Latest trades
28 closed trades
| Date | Direction | Entry price | Exit price | Result |
|---|---|---|---|---|
| 14 Nov 2025 | long | 927.3354 | 932.6034 | Win |
| 4 Nov 2025 | long | 993.7387 | 990.9418 | Loss |
| 2 Aug 2025 | long | 757.2314 | 768.4663 | Win |
| 3 Feb 2025 | long | 617.9236 | 612.2675 | Loss |
| 19 Dec 2024 | long | 686.5273 | 694.0212 | Win |
| 21 Nov 2024 | long | 605.5111 | 621.7356 | Win |
| 3 Aug 2024 | long | 543.0086 | 517.0966 | Loss |
| 5 Jul 2024 | long | 513.6027 | 510.3979 | Loss |
| 11 Jun 2024 | long | 625.2250 | 608.0784 | Loss |
| 2 May 2024 | long | 561.9124 | 586.8826 | Win |
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