Built on Larry Connors’ well-known 2-period RSI research, this rules-based, long-only system seeks to capture high-probability bounces inside confirmed up-trends while keeping the mechanics simple. This is the exact strategy that I trade in my personal multi-strategy portfolio.
 
But that's not all, as a bonus I will share the version of the 3 Down, 3 Up strategy that I also use in my portfolio, it has the same entry but a different exit than the one I have already shared for free. These two strategies combined work suprisingly well together as shown in the images.
 
Just because these strategies have a price tag does not mean they are more complex, better performing or have any kind of guaranteed results, it's just a way for you to access the same strategies that I use and to get further inspiration.
 
LC 2RSI Performance 2000-2025 (3p Spread Included)
Gain/Loss Ratio: 2,38
CAGR: 4,88%
Max Drawdown: 13,64%
Winrate: 73,94%
Trades per year: 11
 
Combined Performance 2005-2025 (3p Spread Included)
Gain/Loss Ratio: 2,68
CAGR: 9,8%
Max Drawdown: 16%
Winrate: 74,8%
Trades per year: 21
 
Why I like this strategy
End-of-day simplicity, no intraday babysitting.
Simple logic you can understand, test, and trust.
High win-rate edge, synergy of trend-following + pullback delivers attractive risk/return profile.
Built-in risk control with ATR-based Dynamic Position Sizing that scales up in calm markets, cuts risk in volatile ones.
 
Key Features
Transparent Code: No “hidden code”, every line of code is visible and commented.
Plug-and-Play Automation: Ready for ProRealTime auto-execution; easily portable to other platforms via the included text code.
Robust Testing History: Traded since 2023 on live capital alongside my other systems. Backtested for more than 25+ years with 8 years OOS.
One-Setting Risk Scaling: Adjust a single parameter to trade the same edge on accounts of any size.