Strategy library · Strategy family
Popular combos on NQ and ES: 2-year backtest of 11 strategies
CE Market Solutions tested 11 strategies in the popular combos 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.
Popular combos: 11 strategies at their default timeframe
Popular combos: 11 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 |
|---|---|---|---|---|---|---|---|---|---|---|---|
| Bollinger band plus RSI | 15 minute | NQ | 345 | 56.8% | −3,175.50 | −$63,510 | 4,124.25 | 181 | −1,487.00 | 164 | −1,688.50 |
| Bollinger band plus RSI | 15 minute | ES | 353 | 54.7% | −575.25 | −$28,762 | 1,016.00 | 180 | −612.75 | 173 | 37.50 |
| Donchian 20 breakout with ADX above 25 | 15 minute | NQ | 409 | 45.7% | 728.25 | $14,565 | 2,526.50 | 212 | 482.25 | 197 | 246.00 |
| Donchian 20 breakout with ADX above 25 | 15 minute | ES | 405 | 41.2% | −157.75 | −$7,887 | 497.75 | 201 | −137.25 | 204 | −20.50 |
| EMA 20 / 50 cross with MACD above zero | 15 minute | NQ | 292 | 46.2% | 2,657.00 | $53,140 | 1,999.00 | 135 | 1,350.75 | 157 | 1,306.25 |
| EMA 20 / 50 cross with MACD above zero | 15 minute | ES | 288 | 46.5% | 332.00 | $16,600 | 414.25 | 119 | 249.25 | 169 | 82.75 |
| EMA 9 / 21 with a VWAP filter | 15 minute | NQ | 528 | 42.2% | 1,068.50 | $21,370 | 3,388.75 | 279 | −150.50 | 249 | 1,219.00 |
| EMA 9 / 21 with a VWAP filter | 15 minute | ES | 587 | 41.7% | 13.50 | $675 | 608.75 | 294 | 61.00 | 293 | −47.50 |
| Full Ichimoku signal | 15 minute | NQ | 209 | 48.8% | 1,190.00 | $23,800 | 1,176.50 | 110 | 968.75 | 99 | 221.25 |
| Full Ichimoku signal | 15 minute | ES | 204 | 46.1% | −116.00 | −$5,800 | 275.50 | 108 | −165.50 | 96 | 49.50 |
| Golden cross with an RSI pullback | 1 hour | NQ | 91 | 50.6% | −1,145.00 | −$22,900 | 1,745.25 | — | — | — | — |
| Golden cross with an RSI pullback | 1 hour | ES | 91 | 52.8% | −141.00 | −$7,050 | 316.75 | — | — | — | — |
| MACD cross with a 200 EMA filter | 15 minute | NQ | 505 | 41.6% | 40.00 | $800 | 3,866.75 | 279 | 1,637.75 | 226 | −1,597.75 |
| MACD cross with a 200 EMA filter | 15 minute | ES | 541 | 41.2% | −86.00 | −$4,300 | 906.75 | 308 | 88.00 | 233 | −174.00 |
| MACD cross with RSI above 50 | 15 minute | NQ | 663 | 40.7% | −1,182.25 | −$23,645 | 3,274.00 | 329 | −1,119.75 | 334 | −62.50 |
| MACD cross with RSI above 50 | 15 minute | ES | 715 | 39.0% | −65.50 | −$3,275 | 530.50 | 374 | −331.25 | 341 | 265.75 |
| RSI 30 / 70 with a 200 SMA filter | 15 minute | NQ | 66 | 54.6% | −1,010.75 | −$20,215 | 1,772.50 | 42 | −515.25 | 24 | −495.50 |
| RSI 30 / 70 with a 200 SMA filter | 15 minute | ES | 66 | 56.1% | 52.00 | $2,600 | 367.50 | 42 | −106.75 | 24 | 158.75 |
| Stochastic with an EMA 50 trend filter | 15 minute | NQ | 39 | 46.2% | 492.25 | $9,845 | 398.50 | 8 | 175.25 | 31 | 317.00 |
| Stochastic with an EMA 50 trend filter | 15 minute | ES | 42 | 50.0% | −152.50 | −$7,625 | 329.00 | 14 | −270.25 | 28 | 117.75 |
| Supertrend with ADX above 25 | 15 minute | NQ | 188 | 46.3% | −431.00 | −$8,620 | 2,260.00 | 96 | −1,146.50 | 92 | 715.50 |
| Supertrend with ADX above 25 | 15 minute | ES | 178 | 46.1% | 285.75 | $14,288 | 296.00 | 90 | −398.00 | 88 | 683.75 |
The figures in words
At those default timeframes the 11 strategies took 3,335 trades in total on NQ and 3,470 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.
Bollinger band plus RSI: buys when price closes below the lower Bollinger Band while RSI 14 is below 30, sells short when price closes above the upper Bollinger Band while RSI 14 is above 70. Exit: Touch of the middle band.
Donchian 20 breakout with ADX above 25: buys when price breaks above the prior 20-bar high while ADX 14 is above 25, sells short when price breaks below the prior 20-bar low while ADX 14 is above 25. Exit: Break of the 10-bar low / high.
EMA 20 / 50 cross with MACD above zero: buys when the 20 EMA crosses above the 50 EMA while MACD is above zero, sells short when the 20 EMA crosses below the 50 EMA while MACD is below zero. Exit: Opposite cross.
EMA 9 / 21 with a VWAP filter: buys when the 9 EMA crosses above the 21 EMA while price is above VWAP, sells short when the 9 EMA crosses below the 21 EMA while price is below VWAP. Exit: Opposite cross.
Full Ichimoku signal: buys when the Tenkan crosses above the Kijun above the cloud with the lagging span above the price from 26 bars ago, sells short when the Tenkan crosses below the Kijun below the cloud with the lagging span below the price from 26 bars ago. Exit: Opposite Tenkan / Kijun cross.
Golden cross with an RSI pullback: buys when RSI 14 dips below 40 while the 50 SMA is above the 200 SMA. Exit: RSI reaches 70.
MACD cross with a 200 EMA filter: buys when the MACD line crosses above the signal line while price is above the 200 EMA, sells short when the MACD line crosses below the signal line while price is below the 200 EMA. Exit: Opposite cross.
MACD cross with RSI above 50: buys when the MACD line crosses above the signal line while RSI 14 is above 50, sells short when the MACD line crosses below the signal line while RSI 14 is below 50. Exit: Opposite cross.
RSI 30 / 70 with a 200 SMA filter: buys when RSI 14 crosses back above 30 while price is above the 200 SMA, sells short when RSI 14 crosses back below 70 while price is below the 200 SMA. Exit: RSI reaches the other level.
Stochastic with an EMA 50 trend filter: buys when the Stochastic %K crosses above %D below 20 while price is above the 50 EMA, sells short when the Stochastic %K crosses below %D above 80 while price is below the 50 EMA. Exit: Opposite zone cross.
Supertrend with ADX above 25: buys when Supertrend (10, 3) flips up while ADX 14 is above 25, sells short when Supertrend (10, 3) flips down while ADX 14 is above 25. Exit: Opposite flip.
On the NQ 15-minute chart from 2024-10-08 to 2026-10-07, Bollinger band plus RSI took 345 trades, won 56.8% of them and made -3,175.50 points (-$63,510 on one NQ contract), before commission and slippage. On the ES 15-minute chart from 2024-08-28 to 2026-08-27, Bollinger band plus RSI took 353 trades, won 54.7% of them and made -575.25 points (-$28,762 on one ES contract), before commission and slippage.
On the NQ 15-minute chart from 2024-10-08 to 2026-10-07, Donchian 20 breakout with ADX above 25 took 409 trades, won 45.7% of them and made 728.25 points ($14,565 on one NQ contract), before commission and slippage. On the ES 15-minute chart from 2024-08-28 to 2026-08-27, Donchian 20 breakout with ADX above 25 took 405 trades, won 41.2% of them and made -157.75 points (-$7,887 on one ES contract), before commission and slippage.
On the NQ 15-minute chart from 2024-10-08 to 2026-10-07, EMA 20 / 50 cross with MACD above zero took 292 trades, won 46.2% of them and made 2,657.00 points ($53,140 on one NQ contract), before commission and slippage. On the ES 15-minute chart from 2024-08-28 to 2026-08-27, EMA 20 / 50 cross with MACD above zero took 288 trades, won 46.5% of them and made 332.00 points ($16,600 on one ES contract), before commission and slippage.
On the NQ 15-minute chart from 2024-10-08 to 2026-10-07, EMA 9 / 21 with a VWAP filter took 528 trades, won 42.2% of them and made 1,068.50 points ($21,370 on one NQ contract), before commission and slippage. On the ES 15-minute chart from 2024-08-28 to 2026-08-27, EMA 9 / 21 with a VWAP filter took 587 trades, won 41.7% of them and made 13.50 points ($675 on one ES contract), before commission and slippage.
On the NQ 15-minute chart from 2024-10-08 to 2026-10-07, Full Ichimoku signal took 209 trades, won 48.8% of them and made 1,190.00 points ($23,800 on one NQ contract), before commission and slippage. On the ES 15-minute chart from 2024-08-28 to 2026-08-27, Full Ichimoku signal took 204 trades, won 46.1% of them and made -116.00 points (-$5,800 on one ES contract), before commission and slippage.
On the NQ 1-hour chart from 2024-10-08 to 2026-10-07, Golden cross with an RSI pullback took 91 trades, won 50.6% of them and made -1,145.00 points (-$22,900 on one NQ contract), before commission and slippage. On the ES 1-hour chart from 2024-08-28 to 2026-08-27, Golden cross with an RSI pullback took 91 trades, won 52.8% of them and made -141.00 points (-$7,050 on one ES contract), before commission and slippage.
On the NQ 15-minute chart from 2024-10-08 to 2026-10-07, MACD cross with a 200 EMA filter took 505 trades, won 41.6% of them and made 40.00 points ($800 on one NQ contract), before commission and slippage. On the ES 15-minute chart from 2024-08-28 to 2026-08-27, MACD cross with a 200 EMA filter took 541 trades, won 41.2% of them and made -86.00 points (-$4,300 on one ES contract), before commission and slippage.
On the NQ 15-minute chart from 2024-10-08 to 2026-10-07, MACD cross with RSI above 50 took 663 trades, won 40.7% of them and made -1,182.25 points (-$23,645 on one NQ contract), before commission and slippage. On the ES 15-minute chart from 2024-08-28 to 2026-08-27, MACD cross with RSI above 50 took 715 trades, won 39.0% of them and made -65.50 points (-$3,275 on one ES contract), before commission and slippage.
On the NQ 15-minute chart from 2024-10-08 to 2026-10-07, RSI 30 / 70 with a 200 SMA filter took 66 trades, won 54.6% of them and made -1,010.75 points (-$20,215 on one NQ contract), before commission and slippage. On the ES 15-minute chart from 2024-08-28 to 2026-08-27, RSI 30 / 70 with a 200 SMA filter took 66 trades, won 56.1% of them and made 52.00 points ($2,600 on one ES contract), before commission and slippage.
On the NQ 15-minute chart from 2024-10-08 to 2026-10-07, Stochastic with an EMA 50 trend filter took 39 trades, won 46.2% of them and made 492.25 points ($9,845 on one NQ contract), before commission and slippage. On the ES 15-minute chart from 2024-08-28 to 2026-08-27, Stochastic with an EMA 50 trend filter took 42 trades, won 50.0% of them and made -152.50 points (-$7,625 on one ES contract), before commission and slippage.
On the NQ 15-minute chart from 2024-10-08 to 2026-10-07, Supertrend with ADX above 25 took 188 trades, won 46.3% of them and made -431.00 points (-$8,620 on one NQ contract), before commission and slippage. On the ES 15-minute chart from 2024-08-28 to 2026-08-27, Supertrend with ADX above 25 took 178 trades, won 46.1% of them and made 285.75 points ($14,288 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 popular combos family did CE Market Solutions test on NQ and ES?
CE Market Solutions tested 11 strategies in the popular combos family on NQ and ES futures, and at their default timeframes they took 3,335 trades in total on NQ and 3,470 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 popular combos family?
The 11 strategies in the popular combos family are Bollinger band plus RSI, Donchian 20 breakout with ADX above 25, EMA 20 / 50 cross with MACD above zero, EMA 9 / 21 with a VWAP filter, Full Ichimoku signal, Golden cross with an RSI pullback, MACD cross with a 200 EMA filter, MACD cross with RSI above 50, RSI 30 / 70 with a 200 SMA filter, Stochastic with an EMA 50 trend filter and Supertrend with ADX above 25, 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
- Bollinger band plus RSI
- Donchian 20 breakout with ADX above 25
- EMA 20 / 50 cross with MACD above zero
- EMA 9 / 21 with a VWAP filter
- Full Ichimoku signal
- Golden cross with an RSI pullback
- MACD cross with a 200 EMA filter
- MACD cross with RSI above 50
- RSI 30 / 70 with a 200 SMA filter
- Stochastic with an EMA 50 trend filter
- Supertrend with ADX above 25
- 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.
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