Connors RSI 2 (Mean reversion)

Connors–Alvarez RSI-2: buys when the 2-bar RSI drops below 10 while price is above its 200-bar average — fading a sharp dip inside an uptrend — and sells when price closes back above its 5-bar average.

Example

Real Data — Score 33 / 100

Metrics Per Trade

Final Metrics

Scores

Resampled Data — Score 37 / 100

Metrics Per Trade

Final Metrics

Scores