Backtest the Connors RSI(2) strategy on SOLUSDT
On the daily chart of Solana 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; 600 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.
70.6%win rate · 17 trades, too few to judge
RECOMMENDEDWeak evidence- Trades
- 17
- Timeframe
- 1D
- Tested over
- 2230 days
- Time in market
- 4.6%
high win rate · 17 trades, limited sample
- Verdict rules v1
What the data supports
Months in profit
67% of months closed up
10 of 15 months in the tested window
Best month
+17.3%
2025-10 · 1 of 17 trades · best of 15 months
Made money after costs
profit factor 1.33
all 17 trades
Net return
+16.2%
all 17 trades
Trust scoreThe fixed factors behind the trust score, each with its own measurement.
C
Grade
RECOMMENDED
Verdict
Net return
16.2%
-3301.1 pts vs buy & hold
Win rate
70.6%
17 trades
Profit factor
1.33
12 wins · 5 losses
Max drawdown
-13.9%
from peak
Strategy replay
Entry
184.73
Buy · 31 Oct 2025 · 9 bars
Stop loss
None
Exits on its rule
Take profit
None
Exits on its rule
Result
-12.52%
Exit rule at 161.77 · 8 Nov 2025
Monthly returns
Best month
17.3%
Worst month
-13.9%
Typical month
2.39%
Months in profit
67%
Account curve
$10,000
Starting balance
$11,624
Final balance
$341,731
Buy & hold
Wins and losses
- Wins12
- Losses5
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 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
| 2023 | — | — | — | 3.1% | 1.9% | — | — | — | — | 3.2% | — | — |
| 2024 | 5.7% | 2.1% | — | -7.4% | 8.4% | — | — | -13.9% | — | — | 2.4% | 9.6% |
| 2025 | 6.1% | — | — | — | — | — | — | -1.7% | -4.5% | 17.3% | -12.5% | — |
Latest trades
17 closed trades
| Date | Direction | Entry price | Exit price | Result |
|---|---|---|---|---|
| 31 Oct 2025 | long | 184.7269 | 161.7676 | Loss |
| 12 Oct 2025 | long | 177.6655 | 208.6483 | Win |
| 23 Sept 2025 | long | 220.4341 | 210.7878 | Loss |
| 1 Aug 2025 | long | 172.2544 | 169.5161 | Loss |
| 29 Jan 2025 | long | 227.1054 | 238.2523 | Win |
| 10 Jan 2025 | long | 184.9970 | 187.5325 | Win |
| 22 Dec 2024 | long | 181.4963 | 190.0820 | Win |
| 10 Dec 2024 | long | 216.6633 | 227.2445 | Win |
| 4 Nov 2024 | long | 162.5525 | 166.5967 | Win |
| 2 Aug 2024 | long | 167.4035 | 144.3711 | Loss |
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