Strategy library · ES · 5 minute
77 strategies on the ES 5-minute chart: 2-year backtest results
77 strategies from the CE Market Solutions library have a 5 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 5-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 5-minute chart
77 strategies on the ES 5-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 | 1,537 | 49.2% | −14.75 | −$737 | 567.75 | 792 | 36.00 | 745 | −50.75 |
| Candles and price action | Doji at a 20-bar extreme | 243 | 29.2% | −407.50 | −$20,375 | 494.00 | 104 | −146.50 | 139 | −261.00 |
| Candles and price action | Engulfing candle | 3,039 | 34.0% | −781.00 | −$39,050 | 1,062.25 | 1,500 | −1,095.50 | 1,539 | 314.50 |
| Candles and price action | Fair value gap retrace | 2,626 | 36.1% | 687.00 | $34,350 | 700.00 | 1,422 | 262.50 | 1,204 | 424.50 |
| Candles and price action | Fractal breakout | 1,181 | 43.1% | 1,059.00 | $52,950 | 734.00 | 618 | 402.50 | 563 | 656.50 |
| Candles and price action | Hammer / shooting star | 944 | 31.8% | −445.00 | −$22,250 | 650.00 | 508 | −188.75 | 436 | −256.25 |
| Candles and price action | Key reversal bar | 1,919 | 32.1% | −1,066.00 | −$53,300 | 1,302.50 | 938 | −661.25 | 981 | −404.75 |
| Candles and price action | Morning star / evening star | 1,481 | 33.2% | −87.50 | −$4,375 | 465.75 | 761 | −187.00 | 720 | 99.50 |
| Candles and price action | Outside bar reversal | 1,471 | 33.7% | −466.50 | −$23,325 | 1,025.50 | 744 | 16.50 | 727 | −483.00 |
| Candles and price action | Pin bar at EMA 20 in a trend | 470 | 34.5% | 89.00 | $4,450 | 300.00 | 274 | 71.25 | 196 | 17.75 |
| Candles and price action | Three white soldiers / three black crows | 1,482 | 39.0% | −52.50 | −$2,625 | 655.00 | 747 | −133.50 | 735 | 81.00 |
| Mean reversion and bands | 10-bar low above SMA 200 | 1,901 | 63.2% | −92.75 | −$4,637 | 506.50 | 1,023 | −285.75 | 878 | 193.00 |
| Mean reversion and bands | Bollinger breakout (20, 2) | 1,515 | 38.2% | 381.25 | $19,063 | 550.00 | 731 | 401.50 | 784 | −20.25 |
| Mean reversion and bands | Bollinger lower band buy (20, 2) | 1,665 | 66.1% | 12.00 | $600 | 549.50 | 857 | 184.50 | 808 | −172.50 |
| Mean reversion and bands | Bollinger re-entry (20, 2) | 1,635 | 66.3% | 101.00 | $5,050 | 509.00 | 838 | 36.25 | 797 | 64.75 |
| Mean reversion and bands | Bollinger squeeze (TTM style) | 873 | 36.5% | 635.50 | $31,775 | 582.25 | 434 | 694.00 | 439 | −58.50 |
| Mean reversion and bands | Keltner reversion (EMA 20, 2 ATR) | 981 | 62.2% | −708.25 | −$35,412 | 960.75 | 493 | −88.50 | 488 | −619.75 |
| Mean reversion and bands | VWAP 2 standard-deviation fade | 493 | 63.1% | −69.00 | −$3,450 | 531.00 | 255 | −45.50 | 238 | −23.50 |
| Mean reversion and bands | Z-score (20) at -2 | 1,516 | 61.4% | −389.00 | −$19,450 | 802.75 | 784 | 2.75 | 732 | −391.75 |
| Momentum oscillators | Awesome Oscillator zero cross | 1,558 | 38.1% | 669.75 | $33,488 | 857.25 | 781 | 284.00 | 777 | 385.75 |
| Momentum oscillators | CCI 20 above +100 | 3,715 | 36.3% | 1,408.75 | $70,438 | 470.75 | 1,919 | 941.50 | 1,796 | 467.25 |
| Momentum oscillators | CCI 20 reversal from -100 | 1,712 | 61.9% | −1,214.75 | −$60,737 | 1,468.25 | 857 | −304.75 | 855 | −910.00 |
| Momentum oscillators | Fisher Transform (9) cross | 7,305 | 38.2% | −117.75 | −$5,887 | 1,476.75 | 3,639 | 424.00 | 3,666 | −541.75 |
| Momentum oscillators | MACD (12, 26, 9) signal cross | 2,976 | 38.7% | 1,535.75 | $76,788 | 546.75 | 1,477 | 804.75 | 1,499 | 731.00 |
| Momentum oscillators | MACD cross below zero | 1,884 | 40.2% | 1,243.50 | $62,175 | 423.50 | 902 | 192.75 | 982 | 1,050.75 |
| Momentum oscillators | MACD zero-line cross | 1,287 | 36.3% | 185.75 | $9,288 | 582.75 | 644 | −213.75 | 643 | 399.50 |
| Momentum oscillators | Money Flow Index (14) 20 / 80 | 677 | 52.4% | 118.00 | $5,900 | 1,036.75 | 323 | 200.75 | 354 | −82.75 |
| Momentum oscillators | Rate of change (12) zero cross | 4,786 | 35.3% | 1,592.25 | $79,613 | 703.25 | 2,388 | 805.25 | 2,398 | 787.00 |
| Momentum oscillators | RSI 14 at 20 / 80 | 154 | 48.1% | −633.50 | −$31,675 | 959.00 | 88 | −257.50 | 66 | −376.00 |
| Momentum oscillators | RSI 14 breakout above 70 | 664 | 39.2% | 279.75 | $13,988 | 930.50 | 331 | 158.75 | 333 | 121.00 |
| Momentum oscillators | RSI 14 crosses 50 | 4,291 | 25.2% | −30.25 | −$1,512 | 794.25 | 2,142 | 211.50 | 2,149 | −241.75 |
| Momentum oscillators | RSI 14 oversold / overbought (30 / 70) | 581 | 49.2% | 353.25 | $17,663 | 1,083.75 | 284 | 577.75 | 297 | −224.50 |
| Momentum oscillators | RSI 2 (Connors) | 1,491 | 62.8% | 224.75 | $11,238 | 375.50 | 820 | 115.75 | 671 | 109.00 |
| Momentum oscillators | Stochastic (14, 3, 3) cross in the zone | 1,098 | 56.1% | 136.50 | $6,825 | 961.00 | 495 | 257.50 | 603 | −121.00 |
| Momentum oscillators | Stochastic RSI (14, 14, 3, 3) | 1,784 | 54.9% | −201.00 | −$10,050 | 924.25 | 880 | 92.75 | 904 | −293.75 |
| Momentum oscillators | TRIX (15, 9) signal cross | 1,782 | 44.3% | 1,037.75 | $51,888 | 728.75 | 878 | 455.75 | 904 | 582.00 |
| Momentum oscillators | Ultimate Oscillator 30 / 70 | 424 | 51.7% | −281.00 | −$14,050 | 1,271.50 | 166 | −38.00 | 258 | −243.00 |
| Momentum oscillators | Williams %R (14) | 2,236 | 64.1% | 398.00 | $19,900 | 854.50 | 1,107 | 514.25 | 1,129 | −116.25 |
| Moving averages | EMA 12 / 26 cross | 1,287 | 36.3% | 185.75 | $9,288 | 582.75 | 644 | −213.75 | 643 | 399.50 |
| Moving averages | EMA 20 / 50 cross | 748 | 40.5% | 165.50 | $8,275 | 738.50 | 373 | 33.75 | 375 | 131.75 |
| Moving averages | EMA 20 pullback in a trend | 2,688 | 34.4% | −177.50 | −$8,875 | 1,027.25 | 1,409 | −54.50 | 1,279 | −123.00 |
| Moving averages | EMA 9 / 21 cross | 1,643 | 36.1% | 856.50 | $42,825 | 449.00 | 822 | 516.75 | 821 | 339.75 |
| Moving averages | Hull MA 20 turn | 4,121 | 38.0% | 747.50 | $37,375 | 1,183.75 | 2,050 | 517.00 | 2,071 | 230.50 |
| Moving averages | KAMA (10, 2, 30) cross | 5,883 | 25.9% | 15.25 | $763 | 994.00 | 2,945 | 196.25 | 2,938 | −181.00 |
| Moving averages | Price crosses EMA 20 | 4,951 | 26.7% | 561.50 | $28,075 | 690.00 | 2,468 | 355.25 | 2,483 | 206.25 |
| Moving averages | Price crosses SMA 200 | 2,272 | 21.0% | 674.25 | $33,713 | 953.75 | 1,158 | 525.75 | 1,114 | 148.50 |
| Moving averages | Price crosses SMA 50 | 3,267 | 23.8% | 361.25 | $18,063 | 767.75 | 1,647 | 369.25 | 1,620 | −8.00 |
| Moving averages | Triple EMA stack 4 / 9 / 18 | 2,832 | 35.0% | 790.50 | $39,525 | 620.25 | 1,450 | 608.50 | 1,382 | 182.00 |
| Moving averages | VWAP cross | 2,557 | 19.9% | −21.25 | −$1,062 | 791.75 | 1,274 | 462.75 | 1,283 | −484.00 |
| Popular combos | Bollinger band plus RSI | 646 | 63.2% | 300.00 | $15,000 | 381.50 | 332 | 291.00 | 314 | 9.00 |
| Popular combos | Donchian 20 breakout with ADX above 25 | 808 | 37.5% | 94.50 | $4,725 | 435.25 | 380 | 409.25 | 428 | −314.75 |
| Popular combos | EMA 20 / 50 cross with MACD above zero | 681 | 40.2% | −111.00 | −$5,550 | 719.75 | 341 | −140.00 | 340 | 29.00 |
| Popular combos | EMA 9 / 21 with a VWAP filter | 1,130 | 37.5% | 806.25 | $40,313 | 402.50 | 600 | 698.00 | 530 | 108.25 |
| Popular combos | Full Ichimoku signal | 423 | 43.5% | 245.75 | $12,288 | 353.75 | 218 | 191.75 | 205 | 54.00 |
| Popular combos | MACD cross with a 200 EMA filter | 1,498 | 38.5% | 972.00 | $48,600 | 581.75 | 794 | 1,061.50 | 704 | −89.50 |
| Popular combos | MACD cross with RSI above 50 | 1,820 | 39.2% | 1,502.50 | $75,125 | 621.75 | 958 | 977.25 | 862 | 525.25 |
| Popular combos | RSI 30 / 70 with a 200 SMA filter | 66 | 53.0% | 24.25 | $1,213 | 352.25 | 40 | 120.75 | 26 | −96.50 |
| Popular combos | Stochastic with an EMA 50 trend filter | 163 | 54.6% | 131.00 | $6,550 | 190.75 | 59 | 182.00 | 104 | −51.00 |
| Popular combos | Supertrend with ADX above 25 | 321 | 43.3% | 702.50 | $35,125 | 266.25 | 159 | 287.25 | 162 | 415.25 |
| Trend and breakouts | ADX 25 with DI cross | 678 | 36.3% | 152.00 | $7,600 | 392.50 | 338 | −9.50 | 340 | 161.50 |
| Trend and breakouts | Aroon (25) cross | 1,504 | 41.2% | 767.50 | $38,375 | 623.00 | 758 | 551.50 | 746 | 216.00 |
| Trend and breakouts | Chandelier exit (22, 3 ATR) | 2,160 | 32.9% | 595.25 | $29,763 | 775.25 | 1,085 | 404.75 | 1,075 | 190.50 |
| Trend and breakouts | Donchian 20 breakout (Turtle system 1) | 1,311 | 41.2% | 808.50 | $40,425 | 495.25 | 674 | 995.25 | 637 | −186.75 |
| Trend and breakouts | Donchian 55 breakout (Turtle system 2) | 780 | 42.4% | 412.25 | $20,613 | 494.50 | 415 | 511.75 | 365 | −99.50 |
| Trend and breakouts | Heikin Ashi color flip | 9,012 | 35.3% | 495.50 | $24,775 | 756.25 | 4,496 | 544.00 | 4,516 | −48.50 |
| Trend and breakouts | Ichimoku cloud breakout | 2,415 | 25.6% | 532.00 | $26,600 | 595.50 | 1,235 | 369.75 | 1,180 | 162.25 |
| Trend and breakouts | Ichimoku Tenkan / Kijun cross | 1,626 | 41.4% | 1,255.75 | $62,788 | 693.75 | 819 | 967.00 | 807 | 288.75 |
| Trend and breakouts | Inside bar breakout | 935 | 37.2% | −13.50 | −$675 | 795.25 | 483 | −439.25 | 452 | 425.75 |
| Trend and breakouts | Keltner channel breakout (EMA 20, 2 ATR) | 914 | 39.3% | 950.75 | $47,538 | 441.25 | 453 | 800.25 | 461 | 150.50 |
| Trend and breakouts | Parabolic SAR (0.02, 0.2) | 3,700 | 39.6% | 596.50 | $29,825 | 660.00 | 1,848 | 504.75 | 1,852 | 91.75 |
| Trend and breakouts | Supertrend (10, 3) | 994 | 45.1% | 1,315.75 | $65,788 | 396.75 | 499 | 548.75 | 495 | 767.00 |
| Trend and breakouts | Vortex (14) cross | 3,731 | 37.7% | 505.75 | $25,288 | 775.50 | 1,862 | 368.75 | 1,869 | 137.00 |
| Trend and breakouts | Williams Alligator (13 / 8 / 5) | 1,799 | 44.1% | 876.00 | $43,800 | 595.25 | 956 | 337.75 | 843 | 538.25 |
| Volume | Chaikin Money Flow (20) zero cross | 3,723 | 37.9% | 760.50 | $38,025 | 987.50 | 1,854 | 307.75 | 1,869 | 452.75 |
| Volume | OBV crosses its 20 SMA | 5,201 | 27.2% | −418.50 | −$20,925 | 1,272.50 | 2,589 | −345.75 | 2,612 | −72.75 |
| Volume | Volume spike candle | 1,635 | 33.3% | −190.50 | −$9,525 | 689.50 | 719 | −312.25 | 916 | 121.75 |
| Volume | VWMA 20 cross | 5,245 | 27.0% | 461.75 | $23,088 | 610.00 | 2,624 | 419.50 | 2,621 | 42.25 |
The figures in words
Together the 77 strategies took 154,545 trades on the ES 5-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, 1,537 trades in total. Candles and price action: 10 strategies, 14,856 trades in total. Mean reversion and bands: 8 strategies, 10,579 trades in total. Momentum oscillators: 19 strategies, 40,405 trades in total. Moving averages: 11 strategies, 32,249 trades in total. Popular combos: 10 strategies, 7,556 trades in total. Trend and breakouts: 14 strategies, 31,559 trades in total. Volume: 4 strategies, 15,804 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 5 minute chart?
77 strategies were tested on the ES 5-minute chart from 2024-08-28 to 2026-08-27, and together they took 154,545 trades, before commission and slippage.
How many of them trade both long and short on ES?
77 of the 77 strategies on the ES 5-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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