Strategy library · ES · 15 minute
77 strategies on the ES 15-minute chart: 2-year backtest results
77 strategies from the CE Market Solutions library have a 15 minute result on ES futures, and the table lists every one of them, ordered by family and then name. Each row is the strategy's result on the ES 15-minute chart from 2024-08-28 to 2026-08-27: trades, win %, net points, net $ on one ES contract and max drawdown, with the longs-only and shorts-only points where the strategy trades both sides. Open a strategy for the other timeframes, ES or NQ, and every trade.
Tested by CE Market Solutions on 2026-10-26. Gross, no commission or slippage. Last 2 years.
77 strategies on the ES 15-minute chart
77 strategies on the ES 15-minute chart, 2024-08-28 to 2026-08-27, one ES contract, before commission and slippage.
| Family | Strategy | Trades | Win % | Net pts | Net $ (1 contract) | Max DD pts | Long trades | Long net pts | Short trades | Short net pts |
|---|---|---|---|---|---|---|---|---|---|---|
| Baselines | Random entries | 660 | 49.1% | 6.25 | $313 | 654.25 | 321 | −303.25 | 339 | 309.50 |
| Candles and price action | Doji at a 20-bar extreme | 105 | 41.0% | 64.00 | $3,200 | 168.25 | 42 | 1.00 | 63 | 63.00 |
| Candles and price action | Engulfing candle | 1,140 | 39.5% | 339.75 | $16,988 | 901.25 | 583 | −66.75 | 557 | 406.50 |
| Candles and price action | Fair value gap retrace | 1,241 | 41.4% | 1,173.00 | $58,650 | 436.50 | 693 | 787.75 | 548 | 385.25 |
| Candles and price action | Fractal breakout | 745 | 45.2% | 691.75 | $34,588 | 580.50 | 395 | 298.00 | 350 | 393.75 |
| Candles and price action | Hammer / shooting star | 357 | 38.9% | 52.25 | $2,613 | 364.50 | 172 | 144.50 | 185 | −92.25 |
| Candles and price action | Key reversal bar | 800 | 36.1% | −4.00 | −$200 | 648.25 | 375 | 349.00 | 425 | −353.00 |
| Candles and price action | Morning star / evening star | 572 | 38.1% | −356.00 | −$17,800 | 1,139.50 | 282 | 106.75 | 290 | −462.75 |
| Candles and price action | Outside bar reversal | 606 | 39.4% | −278.75 | −$13,937 | 1,119.75 | 324 | −122.50 | 282 | −156.25 |
| Candles and price action | Pin bar at EMA 20 in a trend | 181 | 33.7% | −310.50 | −$15,525 | 333.50 | 113 | −130.50 | 68 | −180.00 |
| Candles and price action | Three white soldiers / three black crows | 722 | 44.9% | −73.75 | −$3,687 | 766.50 | 382 | −217.00 | 340 | 143.25 |
| Mean reversion and bands | 10-bar low above SMA 200 | 642 | 60.9% | −89.25 | −$4,462 | 491.25 | 353 | 8.00 | 289 | −97.25 |
| Mean reversion and bands | Bollinger breakout (20, 2) | 670 | 43.3% | 122.25 | $6,113 | 577.25 | 329 | 295.50 | 341 | −173.25 |
| Mean reversion and bands | Bollinger lower band buy (20, 2) | 729 | 61.7% | −293.50 | −$14,675 | 864.50 | 362 | −95.25 | 367 | −198.25 |
| Mean reversion and bands | Bollinger re-entry (20, 2) | 721 | 57.8% | −607.50 | −$30,375 | 1,104.75 | 355 | −267.75 | 366 | −339.75 |
| Mean reversion and bands | Bollinger squeeze (TTM style) | 333 | 37.8% | −224.75 | −$11,237 | 428.50 | 179 | −152.50 | 154 | −72.25 |
| Mean reversion and bands | Keltner reversion (EMA 20, 2 ATR) | 470 | 55.7% | −361.75 | −$18,087 | 995.25 | 234 | −284.75 | 236 | −77.00 |
| Mean reversion and bands | VWAP 2 standard-deviation fade | 402 | 61.4% | 358.00 | $17,900 | 310.75 | 201 | 107.00 | 201 | 251.00 |
| Mean reversion and bands | Z-score (20) at -2 | 670 | 56.7% | −130.75 | −$6,537 | 798.00 | 341 | 164.75 | 329 | −295.50 |
| Momentum oscillators | Awesome Oscillator zero cross | 566 | 45.2% | 68.25 | $3,413 | 826.25 | 274 | −246.50 | 292 | 314.75 |
| Momentum oscillators | CCI 20 above +100 | 1,230 | 37.3% | 208.50 | $10,425 | 440.25 | 634 | 226.75 | 596 | −18.25 |
| Momentum oscillators | CCI 20 reversal from -100 | 830 | 59.4% | 13.25 | $663 | 1,171.50 | 402 | 152.75 | 428 | −139.50 |
| Momentum oscillators | Fisher Transform (9) cross | 2,479 | 41.2% | 780.50 | $39,025 | 574.00 | 1,233 | 367.25 | 1,246 | 413.25 |
| Momentum oscillators | MACD (12, 26, 9) signal cross | 1,089 | 41.1% | −152.25 | −$7,612 | 659.75 | 542 | −368.25 | 547 | 216.00 |
| Momentum oscillators | MACD cross below zero | 699 | 42.1% | −214.00 | −$10,700 | 651.50 | 330 | −403.00 | 369 | 189.00 |
| Momentum oscillators | MACD zero-line cross | 494 | 44.7% | 199.00 | $9,950 | 673.50 | 240 | −243.75 | 254 | 442.75 |
| Momentum oscillators | Money Flow Index (14) 20 / 80 | 440 | 49.8% | 327.75 | $16,388 | 941.75 | 208 | 203.25 | 232 | 124.50 |
| Momentum oscillators | Rate of change (12) zero cross | 1,600 | 36.7% | −206.75 | −$10,337 | 840.75 | 803 | 174.50 | 797 | −381.25 |
| Momentum oscillators | RSI 14 at 20 / 80 | 104 | 41.4% | −429.00 | −$21,450 | 444.00 | 59 | −267.75 | 45 | −161.25 |
| Momentum oscillators | RSI 14 breakout above 70 | 362 | 46.7% | 740.25 | $37,013 | 414.00 | 184 | −7.00 | 178 | 747.25 |
| Momentum oscillators | RSI 14 crosses 50 | 1,422 | 30.0% | 376.75 | $18,838 | 585.50 | 707 | 520.75 | 715 | −144.00 |
| Momentum oscillators | RSI 14 oversold / overbought (30 / 70) | 369 | 46.6% | −391.50 | −$19,575 | 973.50 | 179 | −791.75 | 190 | 400.25 |
| Momentum oscillators | RSI 2 (Connors) | 487 | 60.4% | 71.25 | $3,563 | 398.00 | 283 | 43.50 | 204 | 27.75 |
| Momentum oscillators | Stochastic (14, 3, 3) cross in the zone | 537 | 48.6% | −173.25 | −$8,662 | 681.00 | 208 | −506.50 | 329 | 333.25 |
| Momentum oscillators | Stochastic RSI (14, 14, 3, 3) | 743 | 51.4% | 887.25 | $44,363 | 677.75 | 341 | 87.00 | 402 | 800.25 |
| Momentum oscillators | TRIX (15, 9) signal cross | 670 | 45.2% | −11.50 | −$575 | 551.50 | 337 | −322.50 | 333 | 311.00 |
| Momentum oscillators | Ultimate Oscillator 30 / 70 | 220 | 47.3% | −586.00 | −$29,300 | 792.25 | 78 | −239.00 | 142 | −347.00 |
| Momentum oscillators | Williams %R (14) | 948 | 57.6% | −483.00 | −$24,150 | 1,236.75 | 454 | −139.75 | 494 | −343.25 |
| Moving averages | EMA 12 / 26 cross | 494 | 44.7% | 199.00 | $9,950 | 673.50 | 240 | −243.75 | 254 | 442.75 |
| Moving averages | EMA 20 / 50 cross | 321 | 46.1% | 207.00 | $10,350 | 496.50 | 139 | 26.25 | 182 | 180.75 |
| Moving averages | EMA 20 pullback in a trend | 1,089 | 37.7% | 355.00 | $17,750 | 668.00 | 559 | 401.75 | 530 | −46.75 |
| Moving averages | EMA 9 / 21 cross | 606 | 41.3% | 153.75 | $7,688 | 666.25 | 298 | 57.25 | 308 | 96.50 |
| Moving averages | Hull MA 20 turn | 1,378 | 40.1% | −622.75 | −$31,137 | 969.50 | 684 | −88.50 | 694 | −534.25 |
| Moving averages | KAMA (10, 2, 30) cross | 2,128 | 32.8% | 746.00 | $37,300 | 552.25 | 1,079 | 689.25 | 1,049 | 56.75 |
| Moving averages | Price crosses EMA 20 | 1,627 | 30.3% | 243.75 | $12,188 | 702.00 | 813 | 610.00 | 814 | −366.25 |
| Moving averages | Price crosses SMA 200 | 1,107 | 34.4% | −305.50 | −$15,275 | 1,522.50 | 591 | 163.50 | 516 | −469.00 |
| Moving averages | Price crosses SMA 50 | 1,417 | 32.0% | 1,652.00 | $82,600 | 684.25 | 724 | 1,142.25 | 693 | 509.75 |
| Moving averages | Triple EMA stack 4 / 9 / 18 | 958 | 38.6% | −357.75 | −$17,887 | 790.50 | 477 | −226.50 | 481 | −131.25 |
| Moving averages | VWAP cross | 1,431 | 28.8% | −138.25 | −$6,912 | 1,059.75 | 712 | 333.50 | 719 | −471.75 |
| Popular combos | Bollinger band plus RSI | 353 | 54.7% | −575.25 | −$28,762 | 1,016.00 | 180 | −612.75 | 173 | 37.50 |
| Popular combos | Donchian 20 breakout with ADX above 25 | 405 | 41.2% | −157.75 | −$7,887 | 497.75 | 201 | −137.25 | 204 | −20.50 |
| Popular combos | EMA 20 / 50 cross with MACD above zero | 288 | 46.5% | 332.00 | $16,600 | 414.25 | 119 | 249.25 | 169 | 82.75 |
| Popular combos | EMA 9 / 21 with a VWAP filter | 587 | 41.7% | 13.50 | $675 | 608.75 | 294 | 61.00 | 293 | −47.50 |
| Popular combos | Full Ichimoku signal | 204 | 46.1% | −116.00 | −$5,800 | 275.50 | 108 | −165.50 | 96 | 49.50 |
| Popular combos | MACD cross with a 200 EMA filter | 541 | 41.2% | −86.00 | −$4,300 | 906.75 | 308 | 88.00 | 233 | −174.00 |
| Popular combos | MACD cross with RSI above 50 | 715 | 39.0% | −65.50 | −$3,275 | 530.50 | 374 | −331.25 | 341 | 265.75 |
| Popular combos | RSI 30 / 70 with a 200 SMA filter | 66 | 56.1% | 52.00 | $2,600 | 367.50 | 42 | −106.75 | 24 | 158.75 |
| Popular combos | Stochastic with an EMA 50 trend filter | 42 | 50.0% | −152.50 | −$7,625 | 329.00 | 14 | −270.25 | 28 | 117.75 |
| Popular combos | Supertrend with ADX above 25 | 178 | 46.1% | 285.75 | $14,288 | 296.00 | 90 | −398.00 | 88 | 683.75 |
| Trend and breakouts | ADX 25 with DI cross | 291 | 34.7% | 425.25 | $21,263 | 303.00 | 141 | −95.25 | 150 | 520.50 |
| Trend and breakouts | Aroon (25) cross | 509 | 44.8% | 320.00 | $16,000 | 622.50 | 248 | 49.00 | 261 | 271.00 |
| Trend and breakouts | Chandelier exit (22, 3 ATR) | 1,041 | 35.5% | −613.50 | −$30,675 | 1,162.25 | 520 | −180.00 | 521 | −433.50 |
| Trend and breakouts | Donchian 20 breakout (Turtle system 1) | 649 | 46.2% | −483.75 | −$24,187 | 1,055.00 | 343 | −66.25 | 306 | −417.50 |
| Trend and breakouts | Donchian 55 breakout (Turtle system 2) | 522 | 48.9% | 290.00 | $14,500 | 512.75 | 280 | 78.25 | 242 | 211.75 |
| Trend and breakouts | Heikin Ashi color flip | 3,026 | 37.1% | 65.50 | $3,275 | 935.00 | 1,502 | −1.25 | 1,524 | 66.75 |
| Trend and breakouts | Ichimoku cloud breakout | 1,224 | 33.3% | 425.75 | $21,288 | 847.75 | 654 | 399.00 | 570 | 26.75 |
| Trend and breakouts | Ichimoku Tenkan / Kijun cross | 607 | 45.8% | 65.75 | $3,288 | 621.25 | 308 | 94.25 | 299 | −28.50 |
| Trend and breakouts | Inside bar breakout | 379 | 41.4% | 99.00 | $4,950 | 655.00 | 204 | 173.50 | 175 | −74.50 |
| Trend and breakouts | Keltner channel breakout (EMA 20, 2 ATR) | 446 | 46.0% | 577.00 | $28,850 | 520.50 | 221 | 79.50 | 225 | 497.50 |
| Trend and breakouts | Parabolic SAR (0.02, 0.2) | 1,322 | 44.0% | 699.00 | $34,950 | 648.50 | 664 | 372.00 | 658 | 327.00 |
| Trend and breakouts | Supertrend (10, 3) | 457 | 45.5% | 177.00 | $8,850 | 597.75 | 223 | −103.75 | 234 | 280.75 |
| Trend and breakouts | Vortex (14) cross | 1,190 | 39.3% | 12.25 | $613 | 521.75 | 598 | −118.00 | 592 | 130.25 |
| Trend and breakouts | Williams Alligator (13 / 8 / 5) | 823 | 48.0% | 369.25 | $18,463 | 692.50 | 450 | 401.00 | 373 | −31.75 |
| Volume | Chaikin Money Flow (20) zero cross | 1,296 | 36.8% | −1,643.50 | −$82,175 | 1,831.50 | 648 | −496.25 | 648 | −1,147.25 |
| Volume | OBV crosses its 20 SMA | 1,719 | 32.2% | 17.75 | $888 | 999.75 | 855 | −92.50 | 864 | 110.25 |
| Volume | Volume spike candle | 1,185 | 38.5% | 868.00 | $43,400 | 564.25 | 566 | 640.00 | 619 | 228.00 |
| Volume | VWMA 20 cross | 2,100 | 31.1% | 56.00 | $2,800 | 908.50 | 1,074 | 344.25 | 1,026 | −288.25 |
The figures in words
Together the 77 strategies took 61,776 trades on the ES 15-minute chart, 77 of them trading both long and short, from 2024-08-28 to 2026-08-27, before commission and slippage. By family: Baselines: 1 strategy, 660 trades in total. Candles and price action: 10 strategies, 6,469 trades in total. Mean reversion and bands: 8 strategies, 4,637 trades in total. Momentum oscillators: 19 strategies, 15,289 trades in total. Moving averages: 11 strategies, 12,556 trades in total. Popular combos: 10 strategies, 3,379 trades in total. Trend and breakouts: 14 strategies, 12,486 trades in total. Volume: 4 strategies, 6,300 trades in total.
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 were tested on the ES 15 minute chart?
77 strategies were tested on the ES 15-minute chart from 2024-08-28 to 2026-08-27, and together they took 61,776 trades, before commission and slippage.
How many of them trade both long and short on ES?
77 of the 77 strategies on the ES 15-minute chart trade both long and short and the other 0 take one side only, from 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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