Strategy library · NQ · 5 minute
77 strategies on the NQ 5-minute chart: 2-year backtest results
77 strategies from the CE Market Solutions library have a 5 minute result on NQ futures, and the table lists every one of them, ordered by family and then name. Each row is the strategy's result on the NQ 5-minute chart from 2024-10-08 to 2026-10-07: trades, win %, net points, net $ on one NQ 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 NQ 5-minute chart
77 strategies on the NQ 5-minute chart, 2024-10-08 to 2026-10-07, one NQ 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 | 1,564 | 49.5% | 183.25 | $3,665 | 3,447.00 | 772 | 192.00 | 792 | −8.75 |
| Candles and price action | Doji at a 20-bar extreme | 232 | 34.9% | −1,769.25 | −$35,385 | 2,227.25 | 108 | −892.00 | 124 | −877.25 |
| Candles and price action | Engulfing candle | 2,585 | 35.1% | 160.50 | $3,210 | 3,880.00 | 1,257 | 196.00 | 1,328 | −35.50 |
| Candles and price action | Fair value gap retrace | 2,502 | 36.3% | 4,657.00 | $93,140 | 4,587.00 | 1,331 | 2,847.75 | 1,171 | 1,809.25 |
| Candles and price action | Fractal breakout | 1,189 | 40.7% | −3,706.75 | −$74,135 | 10,125.75 | 624 | −800.25 | 565 | −2,906.50 |
| Candles and price action | Hammer / shooting star | 992 | 32.6% | −1,685.00 | −$33,700 | 2,411.75 | 518 | −1,239.50 | 474 | −445.50 |
| Candles and price action | Key reversal bar | 2,152 | 35.3% | 810.00 | $16,200 | 2,316.50 | 1,003 | 239.25 | 1,149 | 570.75 |
| Candles and price action | Morning star / evening star | 1,432 | 32.5% | −2,386.00 | −$47,720 | 4,738.25 | 722 | −1,238.75 | 710 | −1,147.25 |
| Candles and price action | Outside bar reversal | 1,539 | 34.2% | −1,622.50 | −$32,450 | 3,873.00 | 779 | 98.00 | 760 | −1,720.50 |
| Candles and price action | Pin bar at EMA 20 in a trend | 493 | 34.5% | 80.25 | $1,605 | 1,873.00 | 289 | 217.25 | 204 | −137.00 |
| Candles and price action | Three white soldiers / three black crows | 1,178 | 40.0% | 3,535.75 | $70,715 | 1,805.75 | 610 | 545.00 | 568 | 2,990.75 |
| Mean reversion and bands | 10-bar low above SMA 200 | 1,935 | 64.9% | 1,588.00 | $31,760 | 2,898.50 | 1,004 | 591.50 | 931 | 996.50 |
| Mean reversion and bands | Bollinger breakout (20, 2) | 1,533 | 38.9% | 3,435.25 | $68,705 | 2,800.25 | 753 | 1,107.00 | 780 | 2,328.25 |
| Mean reversion and bands | Bollinger lower band buy (20, 2) | 1,662 | 65.4% | −3,253.50 | −$65,070 | 4,679.25 | 845 | −2,616.25 | 817 | −637.25 |
| Mean reversion and bands | Bollinger re-entry (20, 2) | 1,627 | 63.4% | −2,764.50 | −$55,290 | 4,003.50 | 826 | −2,133.75 | 801 | −630.75 |
| Mean reversion and bands | Bollinger squeeze (TTM style) | 899 | 37.0% | 3,441.50 | $68,830 | 1,926.50 | 471 | 422.50 | 428 | 3,019.00 |
| Mean reversion and bands | Keltner reversion (EMA 20, 2 ATR) | 928 | 61.3% | −4,823.00 | −$96,460 | 5,777.75 | 466 | −2,839.50 | 462 | −1,983.50 |
| Mean reversion and bands | VWAP 2 standard-deviation fade | 472 | 64.0% | −651.75 | −$13,035 | 2,478.50 | 249 | 410.25 | 223 | −1,062.00 |
| Mean reversion and bands | Z-score (20) at -2 | 1,533 | 61.1% | −3,466.25 | −$69,325 | 5,320.00 | 780 | −2,359.25 | 753 | −1,107.00 |
| Momentum oscillators | Awesome Oscillator zero cross | 1,590 | 38.2% | 4,123.25 | $82,465 | 2,962.75 | 793 | 3,183.75 | 797 | 939.50 |
| Momentum oscillators | CCI 20 above +100 | 3,687 | 35.6% | 1,989.75 | $39,795 | 3,326.75 | 1,938 | 3,242.00 | 1,749 | −1,252.25 |
| Momentum oscillators | CCI 20 reversal from -100 | 1,760 | 63.6% | −955.75 | −$19,115 | 5,620.50 | 883 | 1,799.25 | 877 | −2,755.00 |
| Momentum oscillators | Fisher Transform (9) cross | 7,273 | 38.2% | −4,807.75 | −$96,155 | 9,970.25 | 3,633 | 23.25 | 3,640 | −4,831.00 |
| Momentum oscillators | MACD (12, 26, 9) signal cross | 3,076 | 37.2% | 461.00 | $9,220 | 3,313.00 | 1,524 | 2,241.50 | 1,552 | −1,780.50 |
| Momentum oscillators | MACD cross below zero | 1,923 | 38.5% | −2,100.25 | −$42,005 | 3,371.50 | 885 | −1,003.50 | 1,038 | −1,096.75 |
| Momentum oscillators | MACD zero-line cross | 1,290 | 36.1% | 671.00 | $13,420 | 3,798.50 | 652 | −908.50 | 638 | 1,579.50 |
| Momentum oscillators | Money Flow Index (14) 20 / 80 | 637 | 51.8% | −3,361.00 | −$67,220 | 5,942.50 | 305 | −26.75 | 332 | −3,334.25 |
| Momentum oscillators | Rate of change (12) zero cross | 5,029 | 35.7% | 4,394.50 | $87,890 | 4,852.00 | 2,516 | 3,365.25 | 2,513 | 1,029.25 |
| Momentum oscillators | RSI 14 at 20 / 80 | 146 | 46.6% | −6,047.25 | −$120,945 | 6,271.25 | 79 | −3,309.50 | 67 | −2,737.75 |
| Momentum oscillators | RSI 14 breakout above 70 | 612 | 41.8% | 4,971.50 | $99,430 | 2,227.50 | 287 | 3,211.25 | 325 | 1,760.25 |
| Momentum oscillators | RSI 14 crosses 50 | 4,298 | 25.4% | −2,293.00 | −$45,860 | 6,183.25 | 2,153 | 472.50 | 2,145 | −2,765.50 |
| Momentum oscillators | RSI 14 oversold / overbought (30 / 70) | 549 | 49.7% | −1,210.25 | −$24,205 | 4,368.75 | 286 | 927.25 | 263 | −2,137.50 |
| Momentum oscillators | RSI 2 (Connors) | 1,528 | 63.2% | −380.75 | −$7,615 | 3,751.75 | 800 | −1,651.00 | 728 | 1,270.25 |
| Momentum oscillators | Stochastic (14, 3, 3) cross in the zone | 1,099 | 55.3% | 896.75 | $17,935 | 4,208.75 | 501 | 1,688.25 | 598 | −791.50 |
| Momentum oscillators | Stochastic RSI (14, 14, 3, 3) | 1,801 | 56.9% | 1,636.75 | $32,735 | 4,907.00 | 885 | 1,059.50 | 916 | 577.25 |
| Momentum oscillators | TRIX (15, 9) signal cross | 1,814 | 44.7% | 3,321.50 | $66,430 | 4,164.00 | 897 | 2,330.50 | 917 | 991.00 |
| Momentum oscillators | Ultimate Oscillator 30 / 70 | 425 | 52.2% | −2,648.75 | −$52,975 | 4,742.50 | 157 | −876.50 | 268 | −1,772.25 |
| Momentum oscillators | Williams %R (14) | 2,219 | 63.6% | 885.75 | $17,715 | 5,474.50 | 1,103 | 1,732.75 | 1,116 | −847.00 |
| Moving averages | EMA 12 / 26 cross | 1,290 | 36.1% | 671.00 | $13,420 | 3,798.50 | 652 | −908.50 | 638 | 1,579.50 |
| Moving averages | EMA 20 / 50 cross | 695 | 41.2% | −1,273.25 | −$25,465 | 3,121.00 | 358 | −1,875.25 | 337 | 602.00 |
| Moving averages | EMA 20 pullback in a trend | 2,648 | 34.3% | 1,638.25 | $32,765 | 2,318.00 | 1,403 | 1,736.50 | 1,245 | −98.25 |
| Moving averages | EMA 9 / 21 cross | 1,690 | 34.3% | 649.50 | $12,990 | 5,015.75 | 849 | 1,357.50 | 841 | −708.00 |
| Moving averages | Hull MA 20 turn | 4,282 | 36.5% | −5,981.75 | −$119,635 | 8,439.00 | 2,136 | −569.00 | 2,146 | −5,412.75 |
| Moving averages | KAMA (10, 2, 30) cross | 5,746 | 26.7% | 2,177.50 | $43,550 | 4,409.25 | 2,874 | 2,729.00 | 2,872 | −551.50 |
| Moving averages | Price crosses EMA 20 | 5,126 | 26.6% | −2,425.50 | −$48,510 | 5,514.25 | 2,566 | 456.75 | 2,560 | −2,882.25 |
| Moving averages | Price crosses SMA 200 | 2,077 | 22.1% | 2,537.00 | $50,740 | 3,455.75 | 1,058 | 2,908.75 | 1,019 | −371.75 |
| Moving averages | Price crosses SMA 50 | 3,115 | 25.1% | 5,469.50 | $109,390 | 5,367.00 | 1,564 | 4,375.00 | 1,551 | 1,094.50 |
| Moving averages | Triple EMA stack 4 / 9 / 18 | 2,915 | 34.4% | 678.00 | $13,560 | 3,709.00 | 1,512 | 1,931.50 | 1,403 | −1,253.50 |
| Moving averages | VWAP cross | 2,235 | 21.7% | −926.50 | −$18,530 | 3,950.75 | 1,120 | −594.50 | 1,115 | −332.00 |
| Popular combos | Bollinger band plus RSI | 617 | 58.0% | −4,120.00 | −$82,400 | 5,058.25 | 332 | −2,526.25 | 285 | −1,593.75 |
| Popular combos | Donchian 20 breakout with ADX above 25 | 777 | 39.8% | 1,662.00 | $33,240 | 2,043.75 | 380 | 950.25 | 397 | 711.75 |
| Popular combos | EMA 20 / 50 cross with MACD above zero | 629 | 40.4% | −2,688.50 | −$53,770 | 4,544.25 | 326 | −2,734.75 | 303 | 46.25 |
| Popular combos | EMA 9 / 21 with a VWAP filter | 1,106 | 34.7% | 2,032.25 | $40,645 | 3,115.00 | 588 | 1,589.75 | 518 | 442.50 |
| Popular combos | Full Ichimoku signal | 462 | 42.9% | 3,462.00 | $69,240 | 1,636.25 | 245 | 3,315.50 | 217 | 146.50 |
| Popular combos | MACD cross with a 200 EMA filter | 1,539 | 37.1% | 2,747.00 | $54,940 | 2,792.75 | 828 | 3,914.75 | 711 | −1,167.75 |
| Popular combos | MACD cross with RSI above 50 | 1,883 | 36.7% | 2,397.25 | $47,945 | 2,500.25 | 1,000 | 2,684.00 | 883 | −286.75 |
| Popular combos | RSI 30 / 70 with a 200 SMA filter | 70 | 57.1% | 2,393.25 | $47,865 | 807.50 | 40 | 1,596.00 | 30 | 797.25 |
| Popular combos | Stochastic with an EMA 50 trend filter | 174 | 56.9% | −389.25 | −$7,785 | 1,643.25 | 63 | 183.25 | 111 | −572.50 |
| Popular combos | Supertrend with ADX above 25 | 308 | 41.6% | −2,420.25 | −$48,405 | 2,560.75 | 159 | −120.00 | 149 | −2,300.25 |
| Trend and breakouts | ADX 25 with DI cross | 612 | 31.9% | −1,940.50 | −$38,810 | 3,230.75 | 323 | 616.00 | 289 | −2,556.50 |
| Trend and breakouts | Aroon (25) cross | 1,592 | 40.8% | 125.50 | $2,510 | 4,180.50 | 800 | 2,003.75 | 792 | −1,878.25 |
| Trend and breakouts | Chandelier exit (22, 3 ATR) | 2,217 | 31.5% | −6,555.75 | −$131,115 | 8,270.00 | 1,119 | −1,415.25 | 1,098 | −5,140.50 |
| Trend and breakouts | Donchian 20 breakout (Turtle system 1) | 1,339 | 42.3% | 4,056.50 | $81,130 | 3,605.50 | 691 | 3,559.25 | 648 | 497.25 |
| Trend and breakouts | Donchian 55 breakout (Turtle system 2) | 760 | 45.4% | 4,709.00 | $94,180 | 2,235.00 | 408 | 2,365.75 | 352 | 2,343.25 |
| Trend and breakouts | Heikin Ashi color flip | 9,232 | 35.7% | −763.75 | −$15,275 | 6,092.00 | 4,616 | 594.75 | 4,616 | −1,358.50 |
| Trend and breakouts | Ichimoku cloud breakout | 2,303 | 27.4% | 5,060.50 | $101,210 | 4,910.50 | 1,191 | 4,511.50 | 1,112 | 549.00 |
| Trend and breakouts | Ichimoku Tenkan / Kijun cross | 1,756 | 40.7% | 1,155.50 | $23,110 | 3,777.00 | 887 | 1,187.75 | 869 | −32.25 |
| Trend and breakouts | Inside bar breakout | 1,018 | 35.2% | −5,575.00 | −$111,500 | 6,787.00 | 536 | −4,996.75 | 482 | −578.25 |
| Trend and breakouts | Keltner channel breakout (EMA 20, 2 ATR) | 869 | 41.7% | 6,637.00 | $132,740 | 2,176.00 | 427 | 2,898.25 | 442 | 3,738.75 |
| Trend and breakouts | Parabolic SAR (0.02, 0.2) | 3,717 | 39.8% | −234.25 | −$4,685 | 6,117.00 | 1,860 | 2,153.50 | 1,857 | −2,387.75 |
| Trend and breakouts | Supertrend (10, 3) | 971 | 44.3% | −71.50 | −$1,430 | 3,638.25 | 488 | −149.25 | 483 | 77.75 |
| Trend and breakouts | Vortex (14) cross | 3,781 | 38.0% | 4,298.25 | $85,965 | 3,257.00 | 1,899 | 3,746.50 | 1,882 | 551.75 |
| Trend and breakouts | Williams Alligator (13 / 8 / 5) | 1,796 | 43.7% | 1,320.25 | $26,405 | 4,300.75 | 945 | 861.75 | 851 | 458.50 |
| Volume | Chaikin Money Flow (20) zero cross | 3,906 | 39.0% | 421.25 | $8,425 | 5,646.25 | 1,951 | 3,420.75 | 1,955 | −2,999.50 |
| Volume | OBV crosses its 20 SMA | 5,332 | 27.6% | −460.00 | −$9,200 | 5,688.00 | 2,666 | −297.25 | 2,666 | −162.75 |
| Volume | Volume spike candle | 1,363 | 36.5% | 4,144.75 | $82,895 | 3,448.75 | 636 | 1,681.00 | 727 | 2,463.75 |
| Volume | VWMA 20 cross | 5,354 | 26.5% | −1,249.00 | −$24,980 | 5,820.25 | 2,679 | 1,015.75 | 2,675 | −2,264.75 |
The figures in words
Together the 77 strategies took 154,505 trades on the NQ 5-minute chart, 77 of them trading both long and short, from 2024-10-08 to 2026-10-07, before commission and slippage. By family: Baselines: 1 strategy, 1,564 trades in total. Candles and price action: 10 strategies, 14,294 trades in total. Mean reversion and bands: 8 strategies, 10,589 trades in total. Momentum oscillators: 19 strategies, 40,756 trades in total. Moving averages: 11 strategies, 31,819 trades in total. Popular combos: 10 strategies, 7,565 trades in total. Trend and breakouts: 14 strategies, 31,963 trades in total. Volume: 4 strategies, 15,955 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 NQ 5 minute chart?
77 strategies were tested on the NQ 5-minute chart from 2024-10-08 to 2026-10-07, and together they took 154,505 trades, before commission and slippage.
How many of them trade both long and short on NQ?
77 of the 77 strategies on the NQ 5-minute chart trade both long and short and the other 0 take one side only, from 2024-10-08 to 2026-10-07, 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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