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Finaxion Research · 2-day RSI (the Connors rule) · single stocks · Recomputed 2026-09-10

Does 2-day RSI (the Connors rule) work on Cartera con balance: Dow 30 (máx. 10 posiciones)?

2-day RSI (the Connors rule) beats buy-and-hold on Cartera con balance: Dow 30 (máx. 10 posiciones) by +7.9 points a year over 34 years.

Total return
×322
Buy and hold
×32
CAGR
18.8%
Sharpe
0.62
Max drawdown
-49.6%
Trades
8939
Out of sample
—
Years
34
1×10×100×322×19941997200020032006200920122015201820212024
StrategyCartera con balance: Dow 30 (máx. 10 posiciones)

Findings

  1. 2-day RSI (the Connors rule) beats buy-and-hold on Cartera con balance: Dow 30 (máx. 10 posiciones) by +7.9 points a year over 34 years.
  2. Against the S&P 500 over the same window: +7.9 points a year.
  3. Total return ×322 versus ×32 for buy-and-hold, with 8939 trades.
  4. Maximum drawdown -49.6%.
  5. It beat before 2009 and stopped afterwards.
  6. It ranks #2 of 235 markets for this strategy by annual excess over the S&P 500.

Findings derived from the full panel. Each carries its number and its denominator; the computations are reproducible with artifact c0e771fe25fb.

Exactly what was tested

RSI(2) crosses below 10 → entry. RSI(2) crosses above 65 → exit. Next-close execution. No trend filter (we test the rule as it circulates).

How to read it

The verdict compares the strategy with buying and holding Cartera con balance: Dow 30 (máx. 10 posiciones) over the same window, with round-trip costs per asset class. “Out of sample” is walk-forward: the rule is fit on one stretch and judged on the next. A result that beats in the full sample but not out of it is overfit. Full methodology in the protocol. How we test.

Open this backtest with its trades   Trades (CSV)

Every strategy on Cartera con balance: Dow 30 (máx. 10 posiciones) → · Full page for 2-day RSI (the Connors rule) →

How to cite

Finaxion Research (2026). Does 2-day RSI (the Connors rule) work on Cartera con balance: Dow 30 (máx. 10 posiciones)?. Daily backtest 1962-01-01–2026-08-31, artifact c0e771fe25fb. https://finaxion.app/en/research/rsi-2-connors/portfolio-dow

Not a recommendation. Past performance does not guarantee future results.