Strategy library · Strategy family
Baselines on NQ and ES: 2-year backtest of 2 strategies
CE Market Solutions tested 2 strategies in the baselines family on NQ and ES futures. The table lists every one of them, ordered by name, at its default timeframe on each market: the 15-minute chart where the strategy has one, otherwise its own first timeframe (1-hour, daily or session). Open a strategy for every timeframe and every trade. Nothing on this page is ordered by a result.
Tested by CE Market Solutions on 2026-10-26. Gross, no commission or slippage. Last 2 years.
Baselines: 2 strategies at their default timeframe
Baselines: 2 strategies at their default timeframe, NQ 2024-10-08 to 2026-10-07 and ES 2024-08-28 to 2026-08-27, one contract, before commission and slippage.
| Strategy | Timeframe | Market | Trades | Win % | Net pts | Net $ (1 contract) | Max DD pts | Long trades | Long net pts | Short trades | Short net pts |
|---|---|---|---|---|---|---|---|---|---|---|---|
| Buy and hold | Daily | NQ | 1 | 100.0% | 9,329.25 | $186,585 | 0.00 | — | — | — | — |
| Buy and hold | Daily | ES | 1 | 100.0% | 1,613.25 | $80,663 | 0.00 | — | — | — | — |
| Random entries | 15 minute | NQ | 631 | 52.6% | 98.50 | $1,970 | 2,079.25 | 311 | −1,068.25 | 320 | 1,166.75 |
| Random entries | 15 minute | ES | 660 | 49.1% | 6.25 | $313 | 654.25 | 321 | −303.25 | 339 | 309.50 |
The figures in words
At those default timeframes the 2 strategies took 632 trades in total on NQ and 661 trades in total on ES, from NQ 2024-10-08 to 2026-10-07 and ES 2024-08-28 to 2026-08-27, before commission and slippage.
Buy and hold: buys when you buy on the first bar of the test and hold to the last bar. Exit: Held to the last bar.
Random entries: buys when a coin flip picks the direction, sells short when a coin flip picks the direction. Exit: Same hold time.
On the NQ daily chart from 2024-10-08 to 2026-10-07, Buy and hold took 1 trade and made 9,329.25 points ($186,585 on one NQ contract), before commission and slippage. On the ES daily chart from 2024-08-28 to 2026-08-27, Buy and hold took 1 trade and made 1,613.25 points ($80,663 on one ES contract), before commission and slippage.
On the NQ 15-minute chart from 2024-10-08 to 2026-10-07, Random entries took 631 trades, won 52.6% of them and made 98.50 points ($1,970 on one NQ contract), before commission and slippage. On the ES 15-minute chart from 2024-08-28 to 2026-08-27, Random entries took 660 trades, won 49.1% of them and made 6.25 points ($313 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 many strategies in the baselines family did CE Market Solutions test on NQ and ES?
CE Market Solutions tested 2 strategies in the baselines family on NQ and ES futures, and at their default timeframes they took 632 trades in total on NQ and 661 trades in total on ES, from NQ 2024-10-08 to 2026-10-07 and ES 2024-08-28 to 2026-08-27, before commission and slippage.
Which strategies are in the baselines family?
The 2 strategies in the baselines family are Buy and hold and Random entries, each on NQ and ES futures over the last 2 years (NQ 2024-10-08 to 2026-10-07 and ES 2024-08-28 to 2026-08-27), 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.
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