Strategy library · NQ · session
15 strategies on the NQ session timeframe: 2-year backtest results
15 strategies from the CE Market Solutions library have a session 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 session timeframe 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.
15 strategies on the NQ session timeframe
15 strategies on the NQ session timeframe, 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 |
|---|---|---|---|---|---|---|---|---|---|---|
| Opening and session | Buy the close, sell the next open | 514 | 54.1% | 5,293.25 | $105,865 | 4,340.50 | — | — | — | — |
| Opening and session | Buy the open, sell the close | 515 | 53.0% | 2,657.75 | $53,155 | 4,120.75 | — | — | — | — |
| Opening and session | Camarilla H3 / L3 fade | 504 | 19.4% | −956.25 | −$19,125 | 2,310.75 | 226 | −451.50 | 278 | −504.75 |
| Opening and session | First 15-minute candle direction | 513 | 56.0% | 8,503.75 | $170,075 | 4,606.75 | 272 | 6,565.00 | 241 | 1,938.75 |
| Opening and session | Floor pivot R1 / S1 breakout | 411 | 47.0% | −1,047.25 | −$20,945 | 4,689.00 | 225 | 414.75 | 186 | −1,462.00 |
| Opening and session | Gap and go | 160 | 28.1% | 1,393.75 | $27,875 | 1,273.75 | 92 | 1,214.00 | 68 | 179.75 |
| Opening and session | Initial balance breakout (first hour) | 486 | 47.7% | −349.00 | −$6,980 | 3,774.00 | 276 | 1,267.25 | 210 | −1,616.25 |
| Opening and session | Opening gap fill | 330 | 51.2% | 4,498.75 | $89,975 | 1,639.50 | 148 | 2,267.50 | 182 | 2,231.25 |
| Opening and session | Opening range breakout, 15 minutes | 514 | 43.8% | 2,415.75 | $48,315 | 4,775.25 | 264 | 2,928.00 | 250 | −512.25 |
| Opening and session | Opening range breakout, 30 minutes | 509 | 49.1% | 493.00 | $9,860 | 4,810.00 | 271 | 2,276.50 | 238 | −1,783.50 |
| Opening and session | Opening range breakout, 5 minutes | 515 | 35.7% | 3,513.50 | $70,270 | 3,113.75 | 253 | 2,572.50 | 262 | 941.00 |
| Opening and session | ORB 15 minutes with a 2R target | 514 | 44.9% | 2,952.50 | $59,050 | 4,674.75 | 264 | 2,222.25 | 250 | 730.25 |
| Opening and session | Overnight high / low breakout | 467 | 49.5% | 5,821.25 | $116,425 | 2,156.00 | 245 | 5,516.75 | 222 | 304.50 |
| Opening and session | Power hour | 496 | 49.0% | −1,098.75 | −$21,975 | 3,147.75 | 268 | −962.00 | 228 | −136.75 |
| Opening and session | Previous day high breakout | 449 | 51.5% | 2,022.00 | $40,440 | 6,396.50 | 261 | 2,400.50 | 188 | −378.50 |
The figures in words
Together the 15 strategies took 6,897 trades on the NQ session timeframe, 13 of them trading both long and short, from 2024-10-08 to 2026-10-07, before commission and slippage. By family: Opening and session: 15 strategies, 6,897 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 session chart?
15 strategies were tested on the NQ session timeframe from 2024-10-08 to 2026-10-07, and together they took 6,897 trades, before commission and slippage.
How many of them trade both long and short on NQ?
13 of the 15 strategies on the NQ session timeframe trade both long and short and the other 2 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.
Want your own rules tested the same way?