Strategy library · ES · long and short
Buying only vs selling only on ES: 2-year backtest of 95 strategies
Buying only or selling only on ES? This page puts the two sides next to each other for the 95 strategies in the CE Market Solutions library that trade both long and short, each at its default timeframe on ES (the 15-minute chart where it has one, otherwise its own first timeframe), ordered by family and then name. Every long-only and short-only figure is a sum over that strategy's own trades, and the two sides add up to the strategy's combined result.
Tested by CE Market Solutions on 2026-10-26. Gross, no commission or slippage. Last 2 years.
Longs only and shorts only
Longs only and shorts only, 95 strategies at their default timeframe on ES, 2024-08-28 to 2026-08-27, one contract, before commission and slippage.
| Family | Strategy | Timeframe | Long trades | Long win % | Long net pts | Long net $ (1 ES) | Short trades | Short win % | Short net pts | Short net $ (1 ES) |
|---|---|---|---|---|---|---|---|---|---|---|
| Baselines | Random entries | 15 minute | 321 | 50.2% | −303.25 | −$15,162 | 339 | 48.1% | 309.50 | $15,475 |
| Candles and price action | Doji at a 20-bar extreme | 15 minute | 42 | 42.9% | 1.00 | $50 | 63 | 39.7% | 63.00 | $3,150 |
| Candles and price action | Engulfing candle | 15 minute | 583 | 40.5% | −66.75 | −$3,337 | 557 | 38.4% | 406.50 | $20,325 |
| Candles and price action | Fair value gap retrace | 15 minute | 693 | 42.9% | 787.75 | $39,388 | 548 | 39.6% | 385.25 | $19,263 |
| Candles and price action | Fractal breakout | 15 minute | 395 | 46.1% | 298.00 | $14,900 | 350 | 44.3% | 393.75 | $19,688 |
| Candles and price action | Hammer / shooting star | 15 minute | 172 | 40.7% | 144.50 | $7,225 | 185 | 37.3% | −92.25 | −$4,612 |
| Candles and price action | Key reversal bar | 15 minute | 375 | 37.3% | 349.00 | $17,450 | 425 | 35.1% | −353.00 | −$17,650 |
| Candles and price action | Morning star / evening star | 15 minute | 282 | 41.1% | 106.75 | $5,338 | 290 | 35.2% | −462.75 | −$23,137 |
| Candles and price action | Outside bar reversal | 15 minute | 324 | 39.2% | −122.50 | −$6,125 | 282 | 39.7% | −156.25 | −$7,812 |
| Candles and price action | Pin bar at EMA 20 in a trend | 15 minute | 113 | 34.5% | −130.50 | −$6,525 | 68 | 32.4% | −180.00 | −$9,000 |
| Candles and price action | Three white soldiers / three black crows | 15 minute | 382 | 46.6% | −217.00 | −$10,850 | 340 | 42.9% | 143.25 | $7,163 |
| Mean reversion and bands | 10-bar low above SMA 200 | 15 minute | 353 | 61.8% | 8.00 | $400 | 289 | 59.9% | −97.25 | −$4,862 |
| Mean reversion and bands | Bollinger breakout (20, 2) | 15 minute | 329 | 46.2% | 295.50 | $14,775 | 341 | 40.5% | −173.25 | −$8,662 |
| Mean reversion and bands | Bollinger lower band buy (20, 2) | 15 minute | 362 | 62.7% | −95.25 | −$4,762 | 367 | 60.8% | −198.25 | −$9,912 |
| Mean reversion and bands | Bollinger re-entry (20, 2) | 15 minute | 355 | 56.9% | −267.75 | −$13,387 | 366 | 58.7% | −339.75 | −$16,987 |
| Mean reversion and bands | Bollinger squeeze (TTM style) | 15 minute | 179 | 41.3% | −152.50 | −$7,625 | 154 | 33.8% | −72.25 | −$3,612 |
| Mean reversion and bands | Double 7s (Connors) | Daily | 25 | 80.0% | 1,072.75 | $53,638 | 3 | 33.3% | −776.00 | −$38,800 |
| Mean reversion and bands | Internal bar strength (IBS) | Daily | 17 | 58.8% | 268.00 | $13,400 | 47 | 61.7% | 196.00 | $9,800 |
| Mean reversion and bands | Keltner reversion (EMA 20, 2 ATR) | 15 minute | 234 | 58.1% | −284.75 | −$14,237 | 236 | 53.4% | −77.00 | −$3,850 |
| Mean reversion and bands | Three down closes in a row | 1 hour | 202 | 68.3% | 293.00 | $14,650 | 235 | 55.7% | −66.00 | −$3,300 |
| Mean reversion and bands | VWAP 2 standard-deviation fade | 15 minute | 201 | 63.2% | 107.00 | $5,350 | 201 | 59.7% | 251.00 | $12,550 |
| Mean reversion and bands | Z-score (20) at -2 | 15 minute | 341 | 59.5% | 164.75 | $8,238 | 329 | 53.8% | −295.50 | −$14,775 |
| Momentum oscillators | Awesome Oscillator zero cross | 15 minute | 274 | 47.1% | −246.50 | −$12,325 | 292 | 43.5% | 314.75 | $15,738 |
| Momentum oscillators | CCI 20 above +100 | 15 minute | 634 | 39.4% | 226.75 | $11,338 | 596 | 35.1% | −18.25 | −$912 |
| Momentum oscillators | CCI 20 reversal from -100 | 15 minute | 402 | 62.7% | 152.75 | $7,638 | 428 | 56.3% | −139.50 | −$6,975 |
| Momentum oscillators | Fisher Transform (9) cross | 15 minute | 1,233 | 42.3% | 367.25 | $18,363 | 1,246 | 40.0% | 413.25 | $20,663 |
| Momentum oscillators | MACD (12, 26, 9) signal cross | 15 minute | 542 | 42.4% | −368.25 | −$18,412 | 547 | 39.9% | 216.00 | $10,800 |
| Momentum oscillators | MACD cross below zero | 15 minute | 330 | 41.5% | −403.00 | −$20,150 | 369 | 42.6% | 189.00 | $9,450 |
| Momentum oscillators | MACD zero-line cross | 15 minute | 240 | 45.4% | −243.75 | −$12,187 | 254 | 44.1% | 442.75 | $22,138 |
| Momentum oscillators | Money Flow Index (14) 20 / 80 | 15 minute | 208 | 53.9% | 203.25 | $10,163 | 232 | 46.1% | 124.50 | $6,225 |
| Momentum oscillators | Rate of change (12) zero cross | 15 minute | 803 | 39.1% | 174.50 | $8,725 | 797 | 34.3% | −381.25 | −$19,062 |
| Momentum oscillators | RSI 14 at 20 / 80 | 15 minute | 59 | 45.8% | −267.75 | −$13,387 | 45 | 35.6% | −161.25 | −$8,062 |
| Momentum oscillators | RSI 14 breakout above 70 | 15 minute | 184 | 47.8% | −7.00 | −$350 | 178 | 45.5% | 747.25 | $37,363 |
| Momentum oscillators | RSI 14 crosses 50 | 15 minute | 707 | 31.8% | 520.75 | $26,038 | 715 | 28.3% | −144.00 | −$7,200 |
| Momentum oscillators | RSI 14 oversold / overbought (30 / 70) | 15 minute | 179 | 47.5% | −791.75 | −$39,587 | 190 | 45.8% | 400.25 | $20,013 |
| Momentum oscillators | RSI 2 (Connors) | 15 minute | 283 | 61.5% | 43.50 | $2,175 | 204 | 58.8% | 27.75 | $1,388 |
| Momentum oscillators | Stochastic (14, 3, 3) cross in the zone | 15 minute | 208 | 51.4% | −506.50 | −$25,325 | 329 | 46.8% | 333.25 | $16,663 |
| Momentum oscillators | Stochastic RSI (14, 14, 3, 3) | 15 minute | 341 | 54.3% | 87.00 | $4,350 | 402 | 49.0% | 800.25 | $40,013 |
| Momentum oscillators | TRIX (15, 9) signal cross | 15 minute | 337 | 46.0% | −322.50 | −$16,125 | 333 | 44.4% | 311.00 | $15,550 |
| Momentum oscillators | Ultimate Oscillator 30 / 70 | 15 minute | 78 | 51.3% | −239.00 | −$11,950 | 142 | 45.1% | −347.00 | −$17,350 |
| Momentum oscillators | Williams %R (14) | 15 minute | 454 | 60.8% | −139.75 | −$6,987 | 494 | 54.7% | −343.25 | −$17,162 |
| Moving averages | EMA 12 / 26 cross | 15 minute | 240 | 45.4% | −243.75 | −$12,187 | 254 | 44.1% | 442.75 | $22,138 |
| Moving averages | EMA 20 / 50 cross | 15 minute | 139 | 46.8% | 26.25 | $1,313 | 182 | 45.6% | 180.75 | $9,038 |
| Moving averages | EMA 20 pullback in a trend | 15 minute | 559 | 38.8% | 401.75 | $20,088 | 530 | 36.4% | −46.75 | −$2,337 |
| Moving averages | EMA 9 / 21 cross | 15 minute | 298 | 42.0% | 57.25 | $2,863 | 308 | 40.6% | 96.50 | $4,825 |
| Moving averages | Golden cross / death cross (SMA 50 / 200) | 1 hour | 10 | 40.0% | −23.75 | −$1,187 | 16 | 43.8% | 21.25 | $1,063 |
| Moving averages | Hull MA 20 turn | 15 minute | 684 | 43.1% | −88.50 | −$4,425 | 694 | 37.0% | −534.25 | −$26,712 |
| Moving averages | KAMA (10, 2, 30) cross | 15 minute | 1,079 | 35.9% | 689.25 | $34,463 | 1,049 | 29.7% | 56.75 | $2,838 |
| Moving averages | Price crosses EMA 20 | 15 minute | 813 | 32.0% | 610.00 | $30,500 | 814 | 28.6% | −366.25 | −$18,312 |
| Moving averages | Price crosses SMA 200 | 15 minute | 591 | 37.7% | 163.50 | $8,175 | 516 | 30.6% | −469.00 | −$23,450 |
| Moving averages | Price crosses SMA 50 | 15 minute | 724 | 34.1% | 1,142.25 | $57,113 | 693 | 29.7% | 509.75 | $25,488 |
| Moving averages | Triple EMA stack 4 / 9 / 18 | 15 minute | 477 | 38.8% | −226.50 | −$11,325 | 481 | 38.5% | −131.25 | −$6,562 |
| Moving averages | VWAP cross | 15 minute | 712 | 29.8% | 333.50 | $16,675 | 719 | 27.8% | −471.75 | −$23,587 |
| Opening and session | Camarilla H3 / L3 fade | Session | 224 | 21.0% | −175.00 | −$8,750 | 280 | 26.1% | 377.00 | $18,850 |
| Opening and session | First 15-minute candle direction | Session | 253 | 57.7% | 982.25 | $49,113 | 254 | 51.2% | 452.50 | $22,625 |
| Opening and session | Floor pivot R1 / S1 breakout | Session | 230 | 50.4% | −40.25 | −$2,012 | 184 | 40.2% | −288.25 | −$14,412 |
| Opening and session | Gap and go | Session | 80 | 23.8% | 2.00 | $100 | 59 | 20.3% | 26.50 | $1,325 |
| Opening and session | Initial balance breakout (first hour) | Session | 269 | 53.5% | 140.50 | $7,025 | 228 | 43.4% | −64.25 | −$3,212 |
| Opening and session | Opening gap fill | Session | 121 | 54.6% | 348.25 | $17,413 | 158 | 48.1% | 504.50 | $25,225 |
| Opening and session | Opening range breakout, 15 minutes | Session | 271 | 43.2% | 70.25 | $3,513 | 243 | 39.5% | 433.50 | $21,675 |
| Opening and session | Opening range breakout, 30 minutes | Session | 280 | 48.6% | −138.25 | −$6,912 | 232 | 43.1% | 306.75 | $15,338 |
| Opening and session | Opening range breakout, 5 minutes | Session | 248 | 31.5% | −181.25 | −$9,062 | 267 | 27.7% | 81.50 | $4,075 |
| Opening and session | ORB 15 minutes with a 2R target | Session | 271 | 44.7% | 154.00 | $7,700 | 243 | 43.6% | 737.00 | $36,850 |
| Opening and session | Overnight high / low breakout | Session | 264 | 53.8% | 613.50 | $30,675 | 208 | 46.6% | 199.25 | $9,963 |
| Opening and session | Power hour | Session | 255 | 46.3% | −106.50 | −$5,325 | 239 | 47.7% | 104.50 | $5,225 |
| Opening and session | Previous day high breakout | Session | 261 | 55.6% | −140.50 | −$7,025 | 188 | 41.0% | −462.00 | −$23,100 |
| Popular combos | Bollinger band plus RSI | 15 minute | 180 | 52.8% | −612.75 | −$30,637 | 173 | 56.7% | 37.50 | $1,875 |
| Popular combos | Donchian 20 breakout with ADX above 25 | 15 minute | 201 | 43.8% | −137.25 | −$6,862 | 204 | 38.7% | −20.50 | −$1,025 |
| Popular combos | EMA 20 / 50 cross with MACD above zero | 15 minute | 119 | 50.4% | 249.25 | $12,463 | 169 | 43.8% | 82.75 | $4,138 |
| Popular combos | EMA 9 / 21 with a VWAP filter | 15 minute | 294 | 42.2% | 61.00 | $3,050 | 293 | 41.3% | −47.50 | −$2,375 |
| Popular combos | Full Ichimoku signal | 15 minute | 108 | 50.9% | −165.50 | −$8,275 | 96 | 40.6% | 49.50 | $2,475 |
| Popular combos | MACD cross with a 200 EMA filter | 15 minute | 308 | 43.5% | 88.00 | $4,400 | 233 | 38.2% | −174.00 | −$8,700 |
| Popular combos | MACD cross with RSI above 50 | 15 minute | 374 | 40.4% | −331.25 | −$16,562 | 341 | 37.5% | 265.75 | $13,288 |
| Popular combos | RSI 30 / 70 with a 200 SMA filter | 15 minute | 42 | 52.4% | −106.75 | −$5,337 | 24 | 62.5% | 158.75 | $7,938 |
| Popular combos | Stochastic with an EMA 50 trend filter | 15 minute | 14 | 28.6% | −270.25 | −$13,512 | 28 | 60.7% | 117.75 | $5,888 |
| Popular combos | Supertrend with ADX above 25 | 15 minute | 90 | 40.0% | −398.00 | −$19,900 | 88 | 52.3% | 683.75 | $34,188 |
| Trend and breakouts | ADX 25 with DI cross | 15 minute | 141 | 36.2% | −95.25 | −$4,762 | 150 | 33.3% | 520.50 | $26,025 |
| Trend and breakouts | Aroon (25) cross | 15 minute | 248 | 45.6% | 49.00 | $2,450 | 261 | 44.1% | 271.00 | $13,550 |
| Trend and breakouts | Chandelier exit (22, 3 ATR) | 15 minute | 520 | 35.4% | −180.00 | −$9,000 | 521 | 35.5% | −433.50 | −$21,675 |
| Trend and breakouts | Donchian 20 breakout (Turtle system 1) | 15 minute | 343 | 49.3% | −66.25 | −$3,312 | 306 | 42.8% | −417.50 | −$20,875 |
| Trend and breakouts | Donchian 55 breakout (Turtle system 2) | 15 minute | 280 | 51.1% | 78.25 | $3,913 | 242 | 46.3% | 211.75 | $10,588 |
| Trend and breakouts | Heikin Ashi color flip | 15 minute | 1,502 | 38.6% | −1.25 | −$62 | 1,524 | 35.7% | 66.75 | $3,338 |
| Trend and breakouts | Ichimoku cloud breakout | 15 minute | 654 | 35.2% | 399.00 | $19,950 | 570 | 31.2% | 26.75 | $1,338 |
| Trend and breakouts | Ichimoku Tenkan / Kijun cross | 15 minute | 308 | 48.1% | 94.25 | $4,713 | 299 | 43.5% | −28.50 | −$1,425 |
| Trend and breakouts | Inside bar breakout | 15 minute | 204 | 45.1% | 173.50 | $8,675 | 175 | 37.1% | −74.50 | −$3,725 |
| Trend and breakouts | Keltner channel breakout (EMA 20, 2 ATR) | 15 minute | 221 | 49.3% | 79.50 | $3,975 | 225 | 42.7% | 497.50 | $24,875 |
| Trend and breakouts | NR7 breakout | Daily | 42 | 45.2% | −196.50 | −$9,825 | 32 | 56.3% | 257.50 | $12,875 |
| Trend and breakouts | Parabolic SAR (0.02, 0.2) | 15 minute | 664 | 47.1% | 372.00 | $18,600 | 658 | 40.9% | 327.00 | $16,350 |
| Trend and breakouts | Supertrend (10, 3) | 15 minute | 223 | 47.5% | −103.75 | −$5,187 | 234 | 43.6% | 280.75 | $14,038 |
| Trend and breakouts | Vortex (14) cross | 15 minute | 598 | 39.6% | −118.00 | −$5,900 | 592 | 39.0% | 130.25 | $6,513 |
| Trend and breakouts | Williams Alligator (13 / 8 / 5) | 15 minute | 450 | 50.9% | 401.00 | $20,050 | 373 | 44.5% | −31.75 | −$1,587 |
| Volume | Chaikin Money Flow (20) zero cross | 15 minute | 648 | 39.0% | −496.25 | −$24,812 | 648 | 34.6% | −1,147.25 | −$57,362 |
| Volume | OBV crosses its 20 SMA | 15 minute | 855 | 34.7% | −92.50 | −$4,625 | 864 | 29.8% | 110.25 | $5,513 |
| Volume | Volume spike candle | 15 minute | 566 | 39.6% | 640.00 | $32,000 | 619 | 37.5% | 228.00 | $11,400 |
| Volume | VWMA 20 cross | 15 minute | 1,074 | 33.4% | 344.25 | $17,213 | 1,026 | 28.8% | −288.25 | −$14,412 |
The figures in words
From 2024-08-28 to 2026-08-27 on ES, these 95 strategies took 34,400 long trades and 33,815 short trades in total. The long side finished with positive net points in 49 of the 95 strategies and the short side in 55, before commission and slippage. By family: Baselines: 1 strategy, 321 long trades and 339 short trades. Candles and price action: 10 strategies, 3,361 long trades and 3,108 short trades. Mean reversion and bands: 11 strategies, 2,598 long trades and 2,568 short trades. Momentum oscillators: 19 strategies, 7,496 long trades and 7,793 short trades. Moving averages: 12 strategies, 6,326 long trades and 6,256 short trades. Opening and session: 13 strategies, 3,027 long trades and 2,783 short trades. Popular combos: 10 strategies, 1,730 long trades and 1,649 short trades. Trend and breakouts: 15 strategies, 6,398 long trades and 6,162 short trades. Volume: 4 strategies, 3,143 long trades and 3,157 short trades.
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
Is it better to only buy or only sell on S&P 500 futures (ES)?
From 2024-08-28 to 2026-08-27 on ES, the 95 strategies that trade both sides took 34,400 long trades and 33,815 short trades, with positive net points on the long side in 49 of them and on the short side in 55, before commission and slippage.
How many library strategies trade both long and short?
95 of the 100 strategies in the library take both long and short trades, and the other 5 take long trades only, from 2024-08-28 to 2026-08-27 on ES, before commission and slippage.
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.
Want your own rules tested the same way?