Strategy library · Strategy family
Trend and breakouts on NQ and ES: 2-year backtest of 15 strategies
CE Market Solutions tested 15 strategies in the trend and breakouts 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.
Trend and breakouts: 15 strategies at their default timeframe
Trend and breakouts: 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 |
|---|---|---|---|---|---|---|---|---|---|---|---|
| ADX 25 with DI cross | 15 minute | NQ | 276 | 40.2% | −44.75 | −$895 | 1,745.75 | 139 | 332.00 | 137 | −376.75 |
| ADX 25 with DI cross | 15 minute | ES | 291 | 34.7% | 425.25 | $21,263 | 303.00 | 141 | −95.25 | 150 | 520.50 |
| Aroon (25) cross | 15 minute | NQ | 466 | 46.4% | 1,730.25 | $34,605 | 4,670.75 | 238 | 720.00 | 228 | 1,010.25 |
| Aroon (25) cross | 15 minute | ES | 509 | 44.8% | 320.00 | $16,000 | 622.50 | 248 | 49.00 | 261 | 271.00 |
| Chandelier exit (22, 3 ATR) | 15 minute | NQ | 1,009 | 35.4% | −2,513.50 | −$50,270 | 4,966.50 | 514 | −2,093.25 | 495 | −420.25 |
| Chandelier exit (22, 3 ATR) | 15 minute | ES | 1,041 | 35.5% | −613.50 | −$30,675 | 1,162.25 | 520 | −180.00 | 521 | −433.50 |
| Donchian 20 breakout (Turtle system 1) | 15 minute | NQ | 627 | 49.8% | 1,479.00 | $29,580 | 3,605.50 | 340 | 1,887.50 | 287 | −408.50 |
| Donchian 20 breakout (Turtle system 1) | 15 minute | ES | 649 | 46.2% | −483.75 | −$24,187 | 1,055.00 | 343 | −66.25 | 306 | −417.50 |
| Donchian 55 breakout (Turtle system 2) | 15 minute | NQ | 493 | 50.9% | 1,630.00 | $32,600 | 3,260.00 | 269 | 1,303.00 | 224 | 327.00 |
| Donchian 55 breakout (Turtle system 2) | 15 minute | ES | 522 | 48.9% | 290.00 | $14,500 | 512.75 | 280 | 78.25 | 242 | 211.75 |
| Heikin Ashi color flip | 15 minute | NQ | 3,063 | 37.5% | −2,928.50 | −$58,570 | 4,594.75 | 1,523 | −138.75 | 1,540 | −2,789.75 |
| Heikin Ashi color flip | 15 minute | ES | 3,026 | 37.1% | 65.50 | $3,275 | 935.00 | 1,502 | −1.25 | 1,524 | 66.75 |
| Ichimoku cloud breakout | 15 minute | NQ | 1,218 | 32.2% | 1,421.75 | $28,435 | 3,209.00 | 647 | 1,839.50 | 571 | −417.75 |
| Ichimoku cloud breakout | 15 minute | ES | 1,224 | 33.3% | 425.75 | $21,288 | 847.75 | 654 | 399.00 | 570 | 26.75 |
| Ichimoku Tenkan / Kijun cross | 15 minute | NQ | 580 | 47.4% | 3,859.00 | $77,180 | 2,166.00 | 299 | 2,324.25 | 281 | 1,534.75 |
| Ichimoku Tenkan / Kijun cross | 15 minute | ES | 607 | 45.8% | 65.75 | $3,288 | 621.25 | 308 | 94.25 | 299 | −28.50 |
| Inside bar breakout | 15 minute | NQ | 436 | 45.9% | 2,121.00 | $42,420 | 2,099.25 | 230 | 2,777.00 | 206 | −656.00 |
| Inside bar breakout | 15 minute | ES | 379 | 41.4% | 99.00 | $4,950 | 655.00 | 204 | 173.50 | 175 | −74.50 |
| Keltner channel breakout (EMA 20, 2 ATR) | 15 minute | NQ | 433 | 42.5% | 1,674.50 | $33,490 | 2,211.50 | 210 | 1,788.50 | 223 | −114.00 |
| Keltner channel breakout (EMA 20, 2 ATR) | 15 minute | ES | 446 | 46.0% | 577.00 | $28,850 | 520.50 | 221 | 79.50 | 225 | 497.50 |
| NR7 breakout | Daily | NQ | 73 | 53.4% | 1,241.50 | $24,830 | 1,094.75 | 37 | −705.50 | 36 | 1,947.00 |
| NR7 breakout | Daily | ES | 74 | 50.0% | 61.00 | $3,050 | 251.25 | 42 | −196.50 | 32 | 257.50 |
| Parabolic SAR (0.02, 0.2) | 15 minute | NQ | 1,287 | 42.8% | −2,601.75 | −$52,035 | 5,045.75 | 654 | −543.50 | 633 | −2,058.25 |
| Parabolic SAR (0.02, 0.2) | 15 minute | ES | 1,322 | 44.0% | 699.00 | $34,950 | 648.50 | 664 | 372.00 | 658 | 327.00 |
| Supertrend (10, 3) | 15 minute | NQ | 411 | 47.9% | 1,766.00 | $35,320 | 3,534.50 | 209 | 184.25 | 202 | 1,581.75 |
| Supertrend (10, 3) | 15 minute | ES | 457 | 45.5% | 177.00 | $8,850 | 597.75 | 223 | −103.75 | 234 | 280.75 |
| Vortex (14) cross | 15 minute | NQ | 1,206 | 39.1% | −758.25 | −$15,165 | 4,198.25 | 608 | −461.50 | 598 | −296.75 |
| Vortex (14) cross | 15 minute | ES | 1,190 | 39.3% | 12.25 | $613 | 521.75 | 598 | −118.00 | 592 | 130.25 |
| Williams Alligator (13 / 8 / 5) | 15 minute | NQ | 810 | 48.5% | 4,071.25 | $81,425 | 3,165.75 | 428 | 4,169.50 | 382 | −98.25 |
| Williams Alligator (13 / 8 / 5) | 15 minute | ES | 823 | 48.0% | 369.25 | $18,463 | 692.50 | 450 | 401.00 | 373 | −31.75 |
The figures in words
At those default timeframes the 15 strategies took 12,388 trades in total on NQ and 12,560 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.
ADX 25 with DI cross: buys when +DI crosses above -DI while ADX 14 is above 25, sells short when -DI crosses above +DI while ADX 14 is above 25. Exit: Opposite DI cross.
Aroon (25) cross: buys when Aroon Up crosses above Aroon Down, sells short when Aroon Up crosses below Aroon Down. Exit: Opposite cross.
Chandelier exit (22, 3 ATR): buys when price closes above the Chandelier Exit short-side line (22, 3 ATR), sells short when price closes below the Chandelier Exit long-side line (22, 3 ATR). Exit: Opposite flip.
Donchian 20 breakout (Turtle system 1): buys when price breaks above the prior 20-bar high, sells short when price breaks below the prior 20-bar low. Exit: Break of the 10-bar low (long) / 10-bar high (short).
Donchian 55 breakout (Turtle system 2): buys when price breaks above the prior 55-bar high, sells short when price breaks below the prior 55-bar low. Exit: Break of the 20-bar low / high.
Heikin Ashi color flip: buys when the first green Heikin Ashi candle follows a red one, sells short when the first red Heikin Ashi candle follows a green one. Exit: Opposite flip.
Ichimoku cloud breakout: buys when price closes above the Ichimoku cloud, sells short when price closes below the Ichimoku cloud. Exit: Close back inside the cloud.
Ichimoku Tenkan / Kijun cross: buys when the Ichimoku Tenkan (9) crosses above the Kijun (26), sells short when the Ichimoku Tenkan (9) crosses below the Kijun (26). Exit: Opposite cross.
Inside bar breakout: buys when price breaks above the mother bar's high after an inside bar, sells short when price breaks below the mother bar's low after an inside bar. Exit: Stop at the other side of the mother bar, target 2R.
Keltner channel breakout (EMA 20, 2 ATR): buys when price closes above the upper Keltner Channel (EMA 20, 2 ATR), sells short when price closes below the lower Keltner Channel (EMA 20, 2 ATR). Exit: Close back through the middle line.
NR7 breakout: buys when price breaks above the high of the narrowest-range (NR7) day in the next session, sells short when price breaks below the low of the narrowest-range (NR7) day in the next session. Exit: Stop at the other side, exit at the close.
Parabolic SAR (0.02, 0.2): buys when price flips above the Parabolic SAR dots, sells short when price flips below the Parabolic SAR dots. Exit: Opposite flip.
Supertrend (10, 3): buys when Supertrend (10, 3) flips up, sells short when Supertrend (10, 3) flips down. Exit: Opposite flip.
Vortex (14) cross: buys when VI+ crosses above VI-, sells short when VI+ crosses below VI-. Exit: Opposite cross.
Williams Alligator (13 / 8 / 5): buys when the Alligator's lips are above its teeth, above its jaw, with price above all three, sells short when the Alligator's lips are below its teeth, below its jaw, with price below all three. Exit: When the lines cross back.
On the NQ 15-minute chart from 2024-10-08 to 2026-10-07, ADX 25 with DI cross took 276 trades, won 40.2% of them and made -44.75 points (-$895 on one NQ contract), before commission and slippage. On the ES 15-minute chart from 2024-08-28 to 2026-08-27, ADX 25 with DI cross took 291 trades, won 34.7% of them and made 425.25 points ($21,263 on one ES contract), before commission and slippage.
On the NQ 15-minute chart from 2024-10-08 to 2026-10-07, Aroon (25) cross took 466 trades, won 46.4% of them and made 1,730.25 points ($34,605 on one NQ contract), before commission and slippage. On the ES 15-minute chart from 2024-08-28 to 2026-08-27, Aroon (25) cross took 509 trades, won 44.8% of them and made 320.00 points ($16,000 on one ES contract), before commission and slippage.
On the NQ 15-minute chart from 2024-10-08 to 2026-10-07, Chandelier exit (22, 3 ATR) took 1,009 trades, won 35.4% of them and made -2,513.50 points (-$50,270 on one NQ contract), before commission and slippage. On the ES 15-minute chart from 2024-08-28 to 2026-08-27, Chandelier exit (22, 3 ATR) took 1,041 trades, won 35.5% of them and made -613.50 points (-$30,675 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 (Turtle system 1) took 627 trades, won 49.8% of them and made 1,479.00 points ($29,580 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 (Turtle system 1) took 649 trades, won 46.2% of them and made -483.75 points (-$24,187 on one ES contract), before commission and slippage.
On the NQ 15-minute chart from 2024-10-08 to 2026-10-07, Donchian 55 breakout (Turtle system 2) took 493 trades, won 50.9% of them and made 1,630.00 points ($32,600 on one NQ contract), before commission and slippage. On the ES 15-minute chart from 2024-08-28 to 2026-08-27, Donchian 55 breakout (Turtle system 2) took 522 trades, won 48.9% of them and made 290.00 points ($14,500 on one ES contract), before commission and slippage.
On the NQ 15-minute chart from 2024-10-08 to 2026-10-07, Heikin Ashi color flip took 3,063 trades, won 37.5% of them and made -2,928.50 points (-$58,570 on one NQ contract), before commission and slippage. On the ES 15-minute chart from 2024-08-28 to 2026-08-27, Heikin Ashi color flip took 3,026 trades, won 37.1% 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, Ichimoku cloud breakout took 1,218 trades, won 32.2% of them and made 1,421.75 points ($28,435 on one NQ contract), before commission and slippage. On the ES 15-minute chart from 2024-08-28 to 2026-08-27, Ichimoku cloud breakout took 1,224 trades, won 33.3% of them and made 425.75 points ($21,288 on one ES contract), before commission and slippage.
On the NQ 15-minute chart from 2024-10-08 to 2026-10-07, Ichimoku Tenkan / Kijun cross took 580 trades, won 47.4% of them and made 3,859.00 points ($77,180 on one NQ contract), before commission and slippage. On the ES 15-minute chart from 2024-08-28 to 2026-08-27, Ichimoku Tenkan / Kijun cross took 607 trades, won 45.8% of them and made 65.75 points ($3,288 on one ES contract), before commission and slippage.
On the NQ 15-minute chart from 2024-10-08 to 2026-10-07, Inside bar breakout took 436 trades, won 45.9% of them and made 2,121.00 points ($42,420 on one NQ contract), before commission and slippage. On the ES 15-minute chart from 2024-08-28 to 2026-08-27, Inside bar breakout took 379 trades, won 41.4% of them and made 99.00 points ($4,950 on one ES contract), before commission and slippage.
On the NQ 15-minute chart from 2024-10-08 to 2026-10-07, Keltner channel breakout (EMA 20, 2 ATR) took 433 trades, won 42.5% of them and made 1,674.50 points ($33,490 on one NQ contract), before commission and slippage. On the ES 15-minute chart from 2024-08-28 to 2026-08-27, Keltner channel breakout (EMA 20, 2 ATR) took 446 trades, won 46.0% of them and made 577.00 points ($28,850 on one ES contract), before commission and slippage.
On the NQ daily chart from 2024-10-08 to 2026-10-07, NR7 breakout took 73 trades, won 53.4% of them and made 1,241.50 points ($24,830 on one NQ contract), before commission and slippage. On the ES daily chart from 2024-08-28 to 2026-08-27, NR7 breakout took 74 trades, won 50.0% of them and made 61.00 points ($3,050 on one ES contract), before commission and slippage.
On the NQ 15-minute chart from 2024-10-08 to 2026-10-07, Parabolic SAR (0.02, 0.2) took 1,287 trades, won 42.8% of them and made -2,601.75 points (-$52,035 on one NQ contract), before commission and slippage. On the ES 15-minute chart from 2024-08-28 to 2026-08-27, Parabolic SAR (0.02, 0.2) took 1,322 trades, won 44.0% of them and made 699.00 points ($34,950 on one ES contract), before commission and slippage.
On the NQ 15-minute chart from 2024-10-08 to 2026-10-07, Supertrend (10, 3) took 411 trades, won 47.9% of them and made 1,766.00 points ($35,320 on one NQ contract), before commission and slippage. On the ES 15-minute chart from 2024-08-28 to 2026-08-27, Supertrend (10, 3) took 457 trades, won 45.5% of them and made 177.00 points ($8,850 on one ES contract), before commission and slippage.
On the NQ 15-minute chart from 2024-10-08 to 2026-10-07, Vortex (14) cross took 1,206 trades, won 39.1% of them and made -758.25 points (-$15,165 on one NQ contract), before commission and slippage. On the ES 15-minute chart from 2024-08-28 to 2026-08-27, Vortex (14) cross took 1,190 trades, won 39.3% of them and made 12.25 points ($613 on one ES contract), before commission and slippage.
On the NQ 15-minute chart from 2024-10-08 to 2026-10-07, Williams Alligator (13 / 8 / 5) took 810 trades, won 48.5% of them and made 4,071.25 points ($81,425 on one NQ contract), before commission and slippage. On the ES 15-minute chart from 2024-08-28 to 2026-08-27, Williams Alligator (13 / 8 / 5) took 823 trades, won 48.0% of them and made 369.25 points ($18,463 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 trend and breakouts family did CE Market Solutions test on NQ and ES?
CE Market Solutions tested 15 strategies in the trend and breakouts family on NQ and ES futures, and at their default timeframes they took 12,388 trades in total on NQ and 12,560 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 trend and breakouts family?
The 15 strategies in the trend and breakouts family are ADX 25 with DI cross, Aroon (25) cross, Chandelier exit (22, 3 ATR), Donchian 20 breakout (Turtle system 1), Donchian 55 breakout (Turtle system 2), Heikin Ashi color flip, Ichimoku cloud breakout, Ichimoku Tenkan / Kijun cross, Inside bar breakout, Keltner channel breakout (EMA 20, 2 ATR), NR7 breakout, Parabolic SAR (0.02, 0.2), Supertrend (10, 3), Vortex (14) cross and Williams Alligator (13 / 8 / 5), 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
- ADX 25 with DI cross
- Aroon (25) cross
- Chandelier exit (22, 3 ATR)
- Donchian 20 breakout (Turtle system 1)
- Donchian 55 breakout (Turtle system 2)
- Heikin Ashi color flip
- Ichimoku cloud breakout
- Ichimoku Tenkan / Kijun cross
- Inside bar breakout
- Keltner channel breakout (EMA 20, 2 ATR)
- NR7 breakout
- Parabolic SAR (0.02, 0.2)
- 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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