# ConnorsRSI

ConnorsRSI is a mean-reversion oscillator combining RSI, streak RSI, and ROC percentile rank.

Canonical: https://prismaticalgos.com/compendium/algo/1398-connorsrsi
Record ID: 1398
Catalog rank: 2743 (reading order, not performance)
Snapshot: 2026-10-31 15:46 UTC
Family: Mean Reversion & Counter-Trend (B)
Source: https://nexusfi.com/a/indicators/connors-rsi-indicator
Evidence label (unverified): backtest_shown

## Scope and limitations

These are machine-extracted research records, not verified trading systems. Catalog rank measures specification detail and claimed evidence, not profitability. The catalog extraction pipeline did not independently backtest these records. Its separate selected testing ledger does not validate the wider corpus. Rules, labels and parameters can be incomplete or wrong; consult the original source and its reuse terms.

No endorsement, ownership claim or source-code reuse permission is implied.

## Extraction warnings

No automated warnings recorded; this is not validation.

## Recorded profile

- symbols: ES, NQ, CL, GC, ZN, ZB
- timeframes: daily, 5-minute, 15-minute, hourly
- sessions: any
- market_regime: ranging|volatile

## Indicators

- RSI: {"period": 3}; applied to: close
- RSI: {"period": 2}; applied to: streakVal
- PercentRank: {"period": 100}; applied to: ROC(1)

## Recorded long-entry rules

- Price above 200-period SMA
- ConnorsRSI below 10
- ConnorsRSI crosses above 10

## Recorded short-entry rules

- Price below 200-period SMA
- ConnorsRSI above 90
- ConnorsRSI crosses below 90

## Recorded exit rules

- ConnorsRSI reaches 50-60
- Price hits 2:1 reward-risk target

## Recorded filters

- 200-period SMA
- ADX (above 25-30)
- ATR expansion (1.5-2.0x 20-bar median ATR)
- VIX (above 20-25)

## Risk controls

- Stop loss: Below the most recent swing low, or 1-1.5 ATR below entry
- Take profit: 2:1 reward-risk target
- Position sizing: Plan fills conservatively, 1-lot trade with 1-tick slippage