Strategy library · Comparison
RSI vs MACD on NQ and ES futures: 2-year backtest side by side
RSI vs MACD on NQ and ES futures, side by side. The table below holds RSI 14 oversold / overbought (30 / 70) and MACD (12, 26, 9) signal cross at the timeframes they have in common, one row per strategy, ordered by market and then timeframe. No row is ordered by a result, and nothing on this page names one strategy over another: the figures are the figures.
Tested by CE Market Solutions on 2026-10-26. Gross, no commission or slippage. Last 2 years.
RSI 30/70 and the MACD signal-line cross
RSI 30/70 and the MACD signal-line cross, NQ 2024-10-08 to 2026-10-07 and ES 2024-08-28 to 2026-08-27, one contract, before commission and slippage.
| Market | Timeframe | Strategy | Trades | Win % | Net pts | Net $ (1 contract) | Max DD pts | Long trades | Long net pts | Short trades | Short net pts |
|---|---|---|---|---|---|---|---|---|---|---|---|
| NQ | 5 minute | RSI 14 oversold / overbought (30 / 70) | 549 | 49.7% | −1,210.25 | −$24,205 | 4,368.75 | 286 | 927.25 | 263 | −2,137.50 |
| NQ | 5 minute | MACD (12, 26, 9) signal cross | 3,076 | 37.2% | 461.00 | $9,220 | 3,313.00 | 1,524 | 2,241.50 | 1,552 | −1,780.50 |
| NQ | 15 minute | RSI 14 oversold / overbought (30 / 70) | 367 | 48.8% | −3,208.75 | −$64,175 | 4,327.50 | 185 | −2,150.75 | 182 | −1,058.00 |
| NQ | 15 minute | MACD (12, 26, 9) signal cross | 1,042 | 42.1% | −1,921.25 | −$38,425 | 4,660.75 | 512 | −1,330.75 | 530 | −590.50 |
| NQ | 1 hour | RSI 14 oversold / overbought (30 / 70) | 140 | 46.4% | −614.50 | −$12,290 | 1,960.50 | 68 | 519.00 | 72 | −1,133.50 |
| NQ | 1 hour | MACD (12, 26, 9) signal cross | 264 | 47.0% | −984.75 | −$19,695 | 3,826.25 | 142 | −1,257.75 | 122 | 273.00 |
| NQ | Daily | RSI 14 oversold / overbought (30 / 70) | 5 | 60.0% | −24.25 | −$485 | 3,603.75 | 2 | 2,760.75 | 3 | −2,785.00 |
| NQ | Daily | MACD (12, 26, 9) signal cross | 43 | 27.9% | −2,984.75 | −$59,695 | 7,162.25 | 22 | 3,038.00 | 21 | −6,022.75 |
| ES | 5 minute | RSI 14 oversold / overbought (30 / 70) | 581 | 49.2% | 353.25 | $17,663 | 1,083.75 | 284 | 577.75 | 297 | −224.50 |
| ES | 5 minute | MACD (12, 26, 9) signal cross | 2,976 | 38.7% | 1,535.75 | $76,788 | 546.75 | 1,477 | 804.75 | 1,499 | 731.00 |
| ES | 15 minute | RSI 14 oversold / overbought (30 / 70) | 369 | 46.6% | −391.50 | −$19,575 | 973.50 | 179 | −791.75 | 190 | 400.25 |
| ES | 15 minute | MACD (12, 26, 9) signal cross | 1,089 | 41.1% | −152.25 | −$7,612 | 659.75 | 542 | −368.25 | 547 | 216.00 |
| ES | 1 hour | RSI 14 oversold / overbought (30 / 70) | 129 | 48.1% | 257.75 | $12,888 | 242.50 | 58 | 321.50 | 71 | −63.75 |
| ES | 1 hour | MACD (12, 26, 9) signal cross | 298 | 45.6% | −139.50 | −$6,975 | 598.50 | 152 | −108.50 | 146 | −31.00 |
| ES | Daily | RSI 14 oversold / overbought (30 / 70) | 4 | 75.0% | 512.00 | $25,600 | 540.50 | 2 | 957.25 | 2 | −445.25 |
| ES | Daily | MACD (12, 26, 9) signal cross | 45 | 24.4% | −877.00 | −$43,850 | 1,643.75 | 22 | 426.25 | 23 | −1,303.25 |
The figures in words
RSI 14 oversold / overbought (30 / 70): buys when RSI 14 crosses back above 30 after being oversold, sells short when RSI 14 crosses back below 70 after being overbought. Exit: RSI reaches the other level (70 for longs, 30 for shorts).
MACD (12, 26, 9) signal cross: buys when the MACD line crosses above the signal line, sells short when the MACD line crosses below the signal line. Exit: Opposite cross.
On the NQ 5-minute chart from 2024-10-08 to 2026-10-07, RSI 14 oversold / overbought (30 / 70) took 549 trades, won 49.7% of them and made -1,210.25 points (-$24,205 on one NQ contract), before commission and slippage. On the NQ 5-minute chart from 2024-10-08 to 2026-10-07, MACD (12, 26, 9) signal cross took 3,076 trades, won 37.2% of them and made 461.00 points ($9,220 on one NQ contract), before commission and slippage. On the NQ 15-minute chart from 2024-10-08 to 2026-10-07, RSI 14 oversold / overbought (30 / 70) took 367 trades, won 48.8% of them and made -3,208.75 points (-$64,175 on one NQ contract), before commission and slippage. On the NQ 15-minute chart from 2024-10-08 to 2026-10-07, MACD (12, 26, 9) signal cross took 1,042 trades, won 42.1% of them and made -1,921.25 points (-$38,425 on one NQ contract), before commission and slippage. On the NQ 1-hour chart from 2024-10-08 to 2026-10-07, RSI 14 oversold / overbought (30 / 70) took 140 trades, won 46.4% of them and made -614.50 points (-$12,290 on one NQ contract), before commission and slippage. On the NQ 1-hour chart from 2024-10-08 to 2026-10-07, MACD (12, 26, 9) signal cross took 264 trades, won 47.0% of them and made -984.75 points (-$19,695 on one NQ contract), before commission and slippage. On the NQ daily chart from 2024-10-08 to 2026-10-07, RSI 14 oversold / overbought (30 / 70) took 5 trades, won 60.0% of them and made -24.25 points (-$485 on one NQ contract), before commission and slippage. On the NQ daily chart from 2024-10-08 to 2026-10-07, MACD (12, 26, 9) signal cross took 43 trades, won 27.9% of them and made -2,984.75 points (-$59,695 on one NQ contract), before commission and slippage.
On the ES 5-minute chart from 2024-08-28 to 2026-08-27, RSI 14 oversold / overbought (30 / 70) took 581 trades, won 49.2% of them and made 353.25 points ($17,663 on one ES contract), before commission and slippage. On the ES 5-minute chart from 2024-08-28 to 2026-08-27, MACD (12, 26, 9) signal cross took 2,976 trades, won 38.7% of them and made 1,535.75 points ($76,788 on one ES contract), before commission and slippage. On the ES 15-minute chart from 2024-08-28 to 2026-08-27, RSI 14 oversold / overbought (30 / 70) took 369 trades, won 46.6% of them and made -391.50 points (-$19,575 on one ES contract), before commission and slippage. On the ES 15-minute chart from 2024-08-28 to 2026-08-27, MACD (12, 26, 9) signal cross took 1,089 trades, won 41.1% of them and made -152.25 points (-$7,612 on one ES contract), before commission and slippage. On the ES 1-hour chart from 2024-08-28 to 2026-08-27, RSI 14 oversold / overbought (30 / 70) took 129 trades, won 48.1% of them and made 257.75 points ($12,888 on one ES contract), before commission and slippage. On the ES 1-hour chart from 2024-08-28 to 2026-08-27, MACD (12, 26, 9) signal cross took 298 trades, won 45.6% of them and made -139.50 points (-$6,975 on one ES contract), before commission and slippage. On the ES daily chart from 2024-08-28 to 2026-08-27, RSI 14 oversold / overbought (30 / 70) took 4 trades, won 75.0% of them and made 512.00 points ($25,600 on one ES contract), before commission and slippage. On the ES daily chart from 2024-08-28 to 2026-08-27, MACD (12, 26, 9) signal cross took 45 trades, won 24.4% of them and made -877.00 points (-$43,850 on one ES contract), before commission and slippage.
How to read the columns: Trades is the number of closed trades; Win % is the share of them that finished above zero points; Net pts is the sum of every trade's points; Net $ is net points times the contract's dollars per point, on one contract; Max DD pts is the largest fall of the running total of points from a peak. The longs-only and shorts-only columns are sums over that side's own trades, and the two sides add up to the strategy's combined result.
CE Market Solutions tested every strategy on the last 2 years of NQ and ES futures (NQ 2024-10-08 to 2026-10-07 and ES 2024-08-28 to 2026-08-27), before commission and slippage, with each signal filled at the next bar's open, intraday positions flat at 15:59 ET and textbook default indicator settings. Nothing is tuned.
Questions and answers
How do RSI 14 oversold / overbought (30 / 70) and MACD (12, 26, 9) signal cross compare on Nasdaq-100 futures (NQ)?
On the NQ 15-minute chart from 2024-10-08 to 2026-10-07, RSI 14 oversold / overbought (30 / 70) took 367 trades, won 48.8% of them and made -3,208.75 points (-$64,175 on one NQ contract), before commission and slippage. On the NQ 15-minute chart from 2024-10-08 to 2026-10-07, MACD (12, 26, 9) signal cross took 1,042 trades, won 42.1% of them and made -1,921.25 points (-$38,425 on one NQ contract), before commission and slippage. The other timeframes they share on NQ are in the table above.
How do RSI 14 oversold / overbought (30 / 70) and MACD (12, 26, 9) signal cross compare on S&P 500 futures (ES)?
On the ES 15-minute chart from 2024-08-28 to 2026-08-27, RSI 14 oversold / overbought (30 / 70) took 369 trades, won 46.6% of them and made -391.50 points (-$19,575 on one ES contract), before commission and slippage. On the ES 15-minute chart from 2024-08-28 to 2026-08-27, MACD (12, 26, 9) signal cross took 1,089 trades, won 41.1% of them and made -152.25 points (-$7,612 on one ES contract), before commission and slippage. The other timeframes they share on ES are in the table above.
How these were run
- Gross: no commission and no slippage.
- The last 2 years of each market, from the first to the last session of its window.
- A signal on a closed bar fills at the next bar’s open.
- A stop and a target touched in the same minute count as the stop.
- Intraday positions are flat at 15:59 ET.
- Textbook TradingView default settings for every indicator; nothing is tuned.
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