RSI(2)
The Relative Strength Index computed over just two periods, popularized by Larry Connors for short-term mean reversion. Because the window is tiny, RSI(2) pins to extremes quickly: readings under 10 mark violent multi-day selloffs. In assets with upward drift, buying those extremes and exiting on recovery has been a widely studied setup — with high turnover and small per-trade edges.
See it in action: RSI(2) Dip Snapback →
Backtested on 59 ETFs over 5.5 years — real engine results, buy-and-hold comparison on every page.
Related terms
RSI (Relative Strength Index)A momentum oscillator that scores the speed of recent price changes on…Mean ReversionThe tendency of a price stretched far from its recent average to snap …
Backtests are hypothetical, computed by DeployQuant's engine on minute-resolution consolidated US market data (2021-01-04 to 2026-07-17, $10,000 starting capital, no margin, fees and slippage not modeled) and do not guarantee future results. Nothing on this page is investment advice. Live trading involves risk of loss.