Strategy library · Strategy family
Opening and session on NQ and ES: 2-year backtest of 15 strategies
CE Market Solutions tested 15 strategies in the opening and session 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.
Opening and session: 15 strategies at their default timeframe
Opening and session: 15 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 the close, sell the next open | Session | NQ | 514 | 54.1% | 5,293.25 | $105,865 | 4,340.50 | — | — | — | — |
| Buy the close, sell the next open | Session | ES | 514 | 58.0% | 1,077.75 | $53,888 | 1,045.75 | — | — | — | — |
| Buy the open, sell the close | Session | NQ | 515 | 53.0% | 2,657.75 | $53,155 | 4,120.75 | — | — | — | — |
| Buy the open, sell the close | Session | ES | 515 | 52.2% | 373.75 | $18,688 | 649.75 | — | — | — | — |
| Camarilla H3 / L3 fade | Session | NQ | 504 | 19.4% | −956.25 | −$19,125 | 2,310.75 | 226 | −451.50 | 278 | −504.75 |
| Camarilla H3 / L3 fade | Session | ES | 504 | 23.8% | 202.00 | $10,100 | 303.25 | 224 | −175.00 | 280 | 377.00 |
| First 15-minute candle direction | Session | NQ | 513 | 56.0% | 8,503.75 | $170,075 | 4,606.75 | 272 | 6,565.00 | 241 | 1,938.75 |
| First 15-minute candle direction | Session | ES | 507 | 54.4% | 1,434.75 | $71,738 | 924.75 | 253 | 982.25 | 254 | 452.50 |
| Floor pivot R1 / S1 breakout | Session | NQ | 411 | 47.0% | −1,047.25 | −$20,945 | 4,689.00 | 225 | 414.75 | 186 | −1,462.00 |
| Floor pivot R1 / S1 breakout | Session | ES | 414 | 45.9% | −328.50 | −$16,425 | 823.00 | 230 | −40.25 | 184 | −288.25 |
| Gap and go | Session | NQ | 160 | 28.1% | 1,393.75 | $27,875 | 1,273.75 | 92 | 1,214.00 | 68 | 179.75 |
| Gap and go | Session | ES | 139 | 22.3% | 28.50 | $1,425 | 357.00 | 80 | 2.00 | 59 | 26.50 |
| Initial balance breakout (first hour) | Session | NQ | 486 | 47.7% | −349.00 | −$6,980 | 3,774.00 | 276 | 1,267.25 | 210 | −1,616.25 |
| Initial balance breakout (first hour) | Session | ES | 497 | 48.9% | 76.25 | $3,813 | 760.50 | 269 | 140.50 | 228 | −64.25 |
| Opening gap fill | Session | NQ | 330 | 51.2% | 4,498.75 | $89,975 | 1,639.50 | 148 | 2,267.50 | 182 | 2,231.25 |
| Opening gap fill | Session | ES | 279 | 50.9% | 852.75 | $42,638 | 248.75 | 121 | 348.25 | 158 | 504.50 |
| Opening range breakout, 15 minutes | Session | NQ | 514 | 43.8% | 2,415.75 | $48,315 | 4,775.25 | 264 | 2,928.00 | 250 | −512.25 |
| Opening range breakout, 15 minutes | Session | ES | 514 | 41.4% | 503.75 | $25,188 | 605.75 | 271 | 70.25 | 243 | 433.50 |
| Opening range breakout, 30 minutes | Session | NQ | 509 | 49.1% | 493.00 | $9,860 | 4,810.00 | 271 | 2,276.50 | 238 | −1,783.50 |
| Opening range breakout, 30 minutes | Session | ES | 512 | 46.1% | 168.50 | $8,425 | 607.50 | 280 | −138.25 | 232 | 306.75 |
| Opening range breakout, 5 minutes | Session | NQ | 515 | 35.7% | 3,513.50 | $70,270 | 3,113.75 | 253 | 2,572.50 | 262 | 941.00 |
| Opening range breakout, 5 minutes | Session | ES | 515 | 29.5% | −99.75 | −$4,987 | 816.75 | 248 | −181.25 | 267 | 81.50 |
| ORB 15 minutes with a 2R target | Session | NQ | 514 | 44.9% | 2,952.50 | $59,050 | 4,674.75 | 264 | 2,222.25 | 250 | 730.25 |
| ORB 15 minutes with a 2R target | Session | ES | 514 | 44.2% | 891.00 | $44,550 | 482.75 | 271 | 154.00 | 243 | 737.00 |
| Overnight high / low breakout | Session | NQ | 467 | 49.5% | 5,821.25 | $116,425 | 2,156.00 | 245 | 5,516.75 | 222 | 304.50 |
| Overnight high / low breakout | Session | ES | 472 | 50.6% | 812.75 | $40,638 | 515.75 | 264 | 613.50 | 208 | 199.25 |
| Power hour | Session | NQ | 496 | 49.0% | −1,098.75 | −$21,975 | 3,147.75 | 268 | −962.00 | 228 | −136.75 |
| Power hour | Session | ES | 494 | 47.0% | −2.00 | −$100 | 590.25 | 255 | −106.50 | 239 | 104.50 |
| Previous day high breakout | Session | NQ | 449 | 51.5% | 2,022.00 | $40,440 | 6,396.50 | 261 | 2,400.50 | 188 | −378.50 |
| Previous day high breakout | Session | ES | 449 | 49.4% | −602.50 | −$30,125 | 1,020.75 | 261 | −140.50 | 188 | −462.00 |
The figures in words
At those default timeframes the 15 strategies took 6,897 trades in total on NQ and 6,839 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 the close, sell the next open: buys when the 15:59 close arrives and you exit at the next 09:30 open. Exit: Exit at the next 09:30 open.
Buy the open, sell the close: buys when the regular session opens at 09:30 and you exit at 15:59. Exit: Exit at 15:59.
Camarilla H3 / L3 fade: buys when price first touches the Camarilla L3 level, sells short when price first touches the Camarilla H3 level. Exit: Stop at H4 / L4, target the opposite level 3, else exit at 15:59.
First 15-minute candle direction: buys when the 09:30-09:45 candle is green (entering at 09:45), sells short when the 09:30-09:45 candle is red (entering at 09:45). Exit: Exit at 15:59.
Floor pivot R1 / S1 breakout: buys when a 5-minute bar closes above the R1 floor pivot, sells short when a 5-minute bar closes below the S1 floor pivot. Exit: Stop at the pivot, exit at 15:59.
Gap and go: buys when the market gaps up at least 0.25% and the first 5-minute candle closes up (entering at 09:35), sells short when the market gaps down at least 0.25% and the first 5-minute candle closes down (entering at 09:35). Exit: Stop at the first candle's other end, exit at 15:59.
Initial balance breakout (first hour): buys when price breaks above the high of the 09:30-10:30 ET first hour, sells short when price breaks below the low of the 09:30-10:30 ET first hour. Exit: Stop at the other side, exit at 15:59.
Opening gap fill: buys when the market opens at least 0.25% below yesterday's 16:00 close (fading the gap at 09:30), sells short when the market opens at least 0.25% above yesterday's 16:00 close (fading the gap at 09:30). Exit: Target yesterday's close, stop one gap-size beyond the open, else exit at 15:59.
Opening range breakout, 15 minutes: buys when price first breaks above the high of the 09:30-09:45 ET opening range, sells short when price first breaks below the low of the 09:30-09:45 ET opening range. Exit: Stop at the other side, exit at 15:59.
Opening range breakout, 30 minutes: buys when price first breaks above the high of the 09:30-10:00 ET opening range, sells short when price first breaks below the low of the 09:30-10:00 ET opening range. Exit: Stop at the other side, exit at 15:59.
Opening range breakout, 5 minutes: buys when price first breaks above the high of the 09:30-09:35 ET opening range, sells short when price first breaks below the low of the 09:30-09:35 ET opening range. Exit: Stop at the other side of the range, exit at 15:59.
ORB 15 minutes with a 2R target: buys when price first breaks above the high of the 09:30-09:45 ET opening range (2R target), sells short when price first breaks below the low of the 09:30-09:45 ET opening range (2R target). Exit: Stop at the other side of the range, target 2R, else exit at 15:59.
Overnight high / low breakout: buys when price breaks above the overnight high (18:00-09:30 ET) during regular hours, sells short when price breaks below the overnight low (18:00-09:30 ET) during regular hours. Exit: Stop at the other side, exit at 15:59.
Power hour: buys when price is above the 09:30 open at 15:00 (entering at 15:00 and exiting at 15:59), sells short when price is below the 09:30 open at 15:00 (entering at 15:00 and exiting at 15:59). Exit: Exit at 15:59.
Previous day high breakout: buys when price trades above yesterday's regular-hours high, sells short when price trades below yesterday's regular-hours low. Exit: Exit at 15:59.
On the NQ session timeframe from 2024-10-08 to 2026-10-07, Buy the close, sell the next open took 514 trades, won 54.1% of them and made 5,293.25 points ($105,865 on one NQ contract), before commission and slippage. On the ES session timeframe from 2024-08-28 to 2026-08-27, Buy the close, sell the next open took 514 trades, won 58.0% of them and made 1,077.75 points ($53,888 on one ES contract), before commission and slippage.
On the NQ session timeframe from 2024-10-08 to 2026-10-07, Buy the open, sell the close took 515 trades, won 53.0% of them and made 2,657.75 points ($53,155 on one NQ contract), before commission and slippage. On the ES session timeframe from 2024-08-28 to 2026-08-27, Buy the open, sell the close took 515 trades, won 52.2% of them and made 373.75 points ($18,688 on one ES contract), before commission and slippage.
On the NQ session timeframe from 2024-10-08 to 2026-10-07, Camarilla H3 / L3 fade took 504 trades, won 19.4% of them and made -956.25 points (-$19,125 on one NQ contract), before commission and slippage. On the ES session timeframe from 2024-08-28 to 2026-08-27, Camarilla H3 / L3 fade took 504 trades, won 23.8% of them and made 202.00 points ($10,100 on one ES contract), before commission and slippage.
On the NQ session timeframe from 2024-10-08 to 2026-10-07, First 15-minute candle direction took 513 trades, won 56.0% of them and made 8,503.75 points ($170,075 on one NQ contract), before commission and slippage. On the ES session timeframe from 2024-08-28 to 2026-08-27, First 15-minute candle direction took 507 trades, won 54.4% of them and made 1,434.75 points ($71,738 on one ES contract), before commission and slippage.
On the NQ session timeframe from 2024-10-08 to 2026-10-07, Floor pivot R1 / S1 breakout took 411 trades, won 47.0% of them and made -1,047.25 points (-$20,945 on one NQ contract), before commission and slippage. On the ES session timeframe from 2024-08-28 to 2026-08-27, Floor pivot R1 / S1 breakout took 414 trades, won 45.9% of them and made -328.50 points (-$16,425 on one ES contract), before commission and slippage.
On the NQ session timeframe from 2024-10-08 to 2026-10-07, Gap and go took 160 trades, won 28.1% of them and made 1,393.75 points ($27,875 on one NQ contract), before commission and slippage. On the ES session timeframe from 2024-08-28 to 2026-08-27, Gap and go took 139 trades, won 22.3% of them and made 28.50 points ($1,425 on one ES contract), before commission and slippage.
On the NQ session timeframe from 2024-10-08 to 2026-10-07, Initial balance breakout (first hour) took 486 trades, won 47.7% of them and made -349.00 points (-$6,980 on one NQ contract), before commission and slippage. On the ES session timeframe from 2024-08-28 to 2026-08-27, Initial balance breakout (first hour) took 497 trades, won 48.9% of them and made 76.25 points ($3,813 on one ES contract), before commission and slippage.
On the NQ session timeframe from 2024-10-08 to 2026-10-07, Opening gap fill took 330 trades, won 51.2% of them and made 4,498.75 points ($89,975 on one NQ contract), before commission and slippage. On the ES session timeframe from 2024-08-28 to 2026-08-27, Opening gap fill took 279 trades, won 50.9% of them and made 852.75 points ($42,638 on one ES contract), before commission and slippage.
On the NQ session timeframe from 2024-10-08 to 2026-10-07, Opening range breakout, 15 minutes took 514 trades, won 43.8% of them and made 2,415.75 points ($48,315 on one NQ contract), before commission and slippage. On the ES session timeframe from 2024-08-28 to 2026-08-27, Opening range breakout, 15 minutes took 514 trades, won 41.4% of them and made 503.75 points ($25,188 on one ES contract), before commission and slippage.
On the NQ session timeframe from 2024-10-08 to 2026-10-07, Opening range breakout, 30 minutes took 509 trades, won 49.1% of them and made 493.00 points ($9,860 on one NQ contract), before commission and slippage. On the ES session timeframe from 2024-08-28 to 2026-08-27, Opening range breakout, 30 minutes took 512 trades, won 46.1% of them and made 168.50 points ($8,425 on one ES contract), before commission and slippage.
On the NQ session timeframe from 2024-10-08 to 2026-10-07, Opening range breakout, 5 minutes took 515 trades, won 35.7% of them and made 3,513.50 points ($70,270 on one NQ contract), before commission and slippage. On the ES session timeframe from 2024-08-28 to 2026-08-27, Opening range breakout, 5 minutes took 515 trades, won 29.5% of them and made -99.75 points (-$4,987 on one ES contract), before commission and slippage.
On the NQ session timeframe from 2024-10-08 to 2026-10-07, ORB 15 minutes with a 2R target took 514 trades, won 44.9% of them and made 2,952.50 points ($59,050 on one NQ contract), before commission and slippage. On the ES session timeframe from 2024-08-28 to 2026-08-27, ORB 15 minutes with a 2R target took 514 trades, won 44.2% of them and made 891.00 points ($44,550 on one ES contract), before commission and slippage.
On the NQ session timeframe from 2024-10-08 to 2026-10-07, Overnight high / low breakout took 467 trades, won 49.5% of them and made 5,821.25 points ($116,425 on one NQ contract), before commission and slippage. On the ES session timeframe from 2024-08-28 to 2026-08-27, Overnight high / low breakout took 472 trades, won 50.6% of them and made 812.75 points ($40,638 on one ES contract), before commission and slippage.
On the NQ session timeframe from 2024-10-08 to 2026-10-07, Power hour took 496 trades, won 49.0% of them and made -1,098.75 points (-$21,975 on one NQ contract), before commission and slippage. On the ES session timeframe from 2024-08-28 to 2026-08-27, Power hour took 494 trades, won 47.0% of them and made -2.00 points (-$100 on one ES contract), before commission and slippage.
On the NQ session timeframe from 2024-10-08 to 2026-10-07, Previous day high breakout took 449 trades, won 51.5% of them and made 2,022.00 points ($40,440 on one NQ contract), before commission and slippage. On the ES session timeframe from 2024-08-28 to 2026-08-27, Previous day high breakout took 449 trades, won 49.4% of them and made -602.50 points (-$30,125 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 opening and session family did CE Market Solutions test on NQ and ES?
CE Market Solutions tested 15 strategies in the opening and session family on NQ and ES futures, and at their default timeframes they took 6,897 trades in total on NQ and 6,839 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 opening and session family?
The 15 strategies in the opening and session family are Buy the close, sell the next open, Buy the open, sell the close, Camarilla H3 / L3 fade, First 15-minute candle direction, Floor pivot R1 / S1 breakout, Gap and go, Initial balance breakout (first hour), Opening gap fill, Opening range breakout, 15 minutes, Opening range breakout, 30 minutes, Opening range breakout, 5 minutes, ORB 15 minutes with a 2R target, Overnight high / low breakout, Power hour and Previous day high breakout, 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.
More from the library
- Buy the close, sell the next open
- Buy the open, sell the close
- Camarilla H3 / L3 fade
- First 15-minute candle direction
- Floor pivot R1 / S1 breakout
- Gap and go
- Initial balance breakout (first hour)
- Opening gap fill
- Opening range breakout, 15 minutes
- Opening range breakout, 30 minutes
- Opening range breakout, 5 minutes
- ORB 15 minutes with a 2R target
- Every question the library answers
- Strategy library: all 100 strategies
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?