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Strategy library · 100 strategies

100 classic strategies. NQ and ES.

MACD, RSI, moving-average crosses, Bollinger Bands, opening range breakouts, candlestick patterns and more, each run on the last 2 years of NQ and ES futures. The rule as tested, the raw figures and every trade.

Tested by CE Market Solutions on 2026-10-26. Gross, no commission or slippage. Last 2 years.

NQES

Each row shows the 15-minute result (or the strategy’s own timeframe if it has no 15-minute version). Open a strategy for every timeframe, both markets and every trade.

Momentum oscillators 19

StrategyTimeframeTradesWin %Net ptsNote
RSI 30/70RSI 14 oversold / overbought (30 / 70)15 minute 15 minute 367 369 48.8% 46.6% −3,208.75 −391.50
MACD crossoverMACD (12, 26, 9) signal cross15 minute 15 minute 1042 1089 42.1% 41.1% −1,921.25 −152.25
MACD zero-line crossMACD zero-line cross15 minute 15 minute 454 494 43.8% 44.7% 696.00 199.00
MACD cross below zeroMACD cross below zero15 minute 15 minute 696 699 41.7% 42.1% −2,146.50 −214.00
RSI 20/80RSI 14 at 20 / 8015 minute 15 minute 115 104 43.5% 41.4% −2,293.00 −429.00
RSI 50 crossRSI 14 crosses 5015 minute 15 minute 1376 1422 29.0% 30.0% −2,261.50 376.75
RSI breakout above 70RSI 14 breakout above 7015 minute 15 minute 342 362 45.3% 46.7% 3,904.25 740.25
RSI 2 (Connors)RSI 2 (Connors)15 minute 15 minute 494 487 61.3% 60.4% −891.25 71.25
Stochastic oscillator crossStochastic (14, 3, 3) cross in the zone15 minute 15 minute 525 537 47.8% 48.6% −3,590.75 −173.25
Stochastic RSIStochastic RSI (14, 14, 3, 3)15 minute 15 minute 739 743 49.8% 51.4% −1,491.50 887.25
CCI 100 breakoutCCI 20 above +10015 minute 15 minute 1168 1230 36.7% 37.3% 104.50 208.50
CCI reversal from -100CCI 20 reversal from -10015 minute 15 minute 811 830 57.8% 59.4% −3,661.50 13.25
Williams %RWilliams %R (14)15 minute 15 minute 934 948 56.3% 57.6% −4,283.00 −483.00
Rate of change zero crossRate of change (12) zero cross15 minute 15 minute 1629 1600 40.0% 36.7% 1,060.75 −206.75
Awesome Oscillator zero crossAwesome Oscillator zero cross15 minute 15 minute 512 566 45.7% 45.2% 801.50 68.25
TRIX signal crossTRIX (15, 9) signal cross15 minute 15 minute 646 670 45.7% 45.2% −2,371.75 −11.50
Money Flow Index 20/80Money Flow Index (14) 20 / 8015 minute 15 minute 413 440 52.5% 49.8% −1,997.50 327.75
Ultimate Oscillator 30/70Ultimate Oscillator 30 / 7015 minute 15 minute 226 220 46.0% 47.3% −3,393.75 −586.00
Fisher Transform crossFisher Transform (9) cross15 minute 15 minute 2525 2479 40.7% 41.2% −1,768.75 780.50

Moving averages 12

StrategyTimeframeTradesWin %Net ptsNote
EMA 9/21 crossEMA 9 / 21 cross15 minute 15 minute 549 606 41.5% 41.3% 627.25 153.75
Price crossing the 20 EMAPrice crosses EMA 2015 minute 15 minute 1616 1627 30.5% 30.3% 112.75 243.75
Price crossing the 50 SMAPrice crosses SMA 5015 minute 15 minute 1382 1417 32.1% 32.0% 3,332.25 1,652.00
Price crossing the 200 SMAPrice crosses SMA 20015 minute 15 minute 1043 1107 35.7% 34.4% −2,260.75 −305.50
EMA 12/26 crossEMA 12 / 26 cross15 minute 15 minute 454 494 43.8% 44.7% 696.00 199.00
EMA 20/50 crossEMA 20 / 50 cross15 minute 15 minute 329 321 44.7% 46.1% 2,209.50 207.00
Golden crossGolden cross / death cross (SMA 50 / 200)1 hour 1 hour 20 26 40.0% 42.3% 93.25 −2.50
Triple EMA stack (4/9/18)Triple EMA stack 4 / 9 / 1815 minute 15 minute 909 958 38.9% 38.6% −457.00 −357.75
Hull moving average turnHull MA 20 turn15 minute 15 minute 1410 1378 39.9% 40.1% −3,317.50 −622.75
20 EMA pullback in a trendEMA 20 pullback in a trend15 minute 15 minute 1015 1089 37.6% 37.7% 2,069.75 355.00
KAMA crossKAMA (10, 2, 30) cross15 minute 15 minute 2112 2128 32.3% 32.8% 3,290.75 746.00
VWAP crossVWAP cross15 minute 15 minute 1331 1431 28.4% 28.8% −4,845.25 −138.25

Mean reversion and bands 12

StrategyTimeframeTradesWin %Net ptsNote
Bollinger Bands fadeBollinger lower band buy (20, 2)15 minute 15 minute 697 729 62.6% 61.7% −988.00 −293.50
Bollinger Bands re-entryBollinger re-entry (20, 2)15 minute 15 minute 701 721 58.4% 57.8% −246.75 −607.50
Bollinger Bands breakoutBollinger breakout (20, 2)15 minute 15 minute 648 670 42.4% 43.3% 952.75 122.25
Bollinger Band squeezeBollinger squeeze (TTM style)15 minute 15 minute 325 333 43.4% 37.8% 1,440.25 −224.75
Keltner channel reversionKeltner reversion (EMA 20, 2 ATR)15 minute 15 minute 445 470 60.9% 55.7% −1,993.25 −361.75
VWAP standard deviation fadeVWAP 2 standard-deviation fade15 minute 15 minute 358 402 65.1% 61.4% 2,325.50 358.00
Three down closes in a rowThree down closes in a row1 hour 1 hour 433 437 64.4% 61.6% 2,982.50 227.00
10-bar low above the 200 SMA10-bar low above SMA 20015 minute 15 minute 635 642 59.4% 60.9% −535.75 −89.25
Internal bar strength (IBS)Internal bar strength (IBS)Daily Daily 70 64 64.3% 60.9% 2,667.50 464.00
Z-score reversionZ-score (20) at -215 minute 15 minute 648 670 57.6% 56.7% −952.75 −130.75
Double 7s (Connors)Double 7s (Connors)Daily Daily 27 28 74.1% 75.0% 1,520.50 296.75
Turnaround TuesdayTurnaround TuesdayDaily Daily 37 33 43.2% 45.5% 820.25 249.25

Opening and session 15

StrategyTimeframeTradesWin %Net ptsNote
15-minute opening range breakoutOpening range breakout, 15 minutesSession Session 514 514 43.8% 41.4% 2,415.75 503.75
5-minute opening range breakoutOpening range breakout, 5 minutesSession Session 515 515 35.7% 29.5% 3,513.50 −99.75
30-minute opening range breakoutOpening range breakout, 30 minutesSession Session 509 512 49.1% 46.1% 493.00 168.50
Initial balance breakoutInitial balance breakout (first hour)Session Session 486 497 47.7% 48.9% −349.00 76.25
15-minute ORB with a 2R targetORB 15 minutes with a 2R targetSession Session 514 514 44.9% 44.2% 2,952.50 891.00
Opening gap fillOpening gap fillSession Session 330 279 51.2% 50.9% 4,498.75 852.75
Gap and goGap and goSession Session 160 139 28.1% 22.3% 1,393.75 28.50
First 15-minute candle directionFirst 15-minute candle directionSession Session 513 507 56.0% 54.4% 8,503.75 1,434.75
Buy the open, sell the closeBuy the open, sell the closeSession Session 515 515 53.0% 52.2% 2,657.75 373.75
Buy the close, sell the next openBuy the close, sell the next openSession Session 514 514 54.1% 58.0% 5,293.25 1,077.75
Previous day high breakoutPrevious day high breakoutSession Session 449 449 51.5% 49.4% 2,022.00 −602.50
Overnight high/low breakoutOvernight high / low breakoutSession Session 467 472 49.5% 50.6% 5,821.25 812.75
Power hourPower hourSession Session 496 494 49.0% 47.0% −1,098.75 −2.00
Floor pivot R1/S1 breakoutFloor pivot R1 / S1 breakoutSession Session 411 414 47.0% 45.9% −1,047.25 −328.50
Camarilla H3/L3 fadeCamarilla H3 / L3 fadeSession Session 504 504 19.4% 23.8% −956.25 202.00

Candles and price action 10

StrategyTimeframeTradesWin %Net ptsNote
Engulfing candleEngulfing candle15 minute 15 minute 1010 1140 40.0% 39.5% 2,139.00 339.75
Hammer and shooting starHammer / shooting star15 minute 15 minute 348 357 35.6% 38.9% −2,930.25 52.25
Morning star and evening starMorning star / evening star15 minute 15 minute 530 572 37.4% 38.1% −4,396.00 −356.00
Three white soldiers and three black crowsThree white soldiers / three black crows15 minute 15 minute 517 722 48.4% 44.9% 5,041.75 −73.75
Pin bar at the 20 EMAPin bar at EMA 20 in a trend15 minute 15 minute 165 181 33.9% 33.7% −621.00 −310.50
Doji at a 20-bar extremeDoji at a 20-bar extreme15 minute 15 minute 89 105 43.8% 41.0% −1,028.25 64.00
Fair value gap retraceFair value gap retrace15 minute 15 minute 1146 1241 40.5% 41.4% 1,210.50 1,173.00
Fractal breakoutFractal breakout15 minute 15 minute 708 745 49.6% 45.2% 7,682.25 691.75
Outside bar reversalOutside bar reversal15 minute 15 minute 624 606 42.2% 39.4% 1,561.50 −278.75
Key reversal barKey reversal bar15 minute 15 minute 805 800 35.7% 36.1% −1,541.75 −4.00

Popular combos 11

StrategyTimeframeTradesWin %Net ptsNote
MACD crossover with a 200 EMA filterMACD cross with a 200 EMA filter15 minute 15 minute 505 541 41.6% 41.2% 40.00 −86.00
RSI 30/70 with a 200 SMA filterRSI 30 / 70 with a 200 SMA filter15 minute 15 minute 66 66 54.6% 56.1% −1,010.75 52.00
EMA 9/21 cross with a VWAP filterEMA 9 / 21 with a VWAP filter15 minute 15 minute 528 587 42.2% 41.7% 1,068.50 13.50
Stochastic with an EMA 50 trend filterStochastic with an EMA 50 trend filter15 minute 15 minute 39 42 46.2% 50.0% 492.25 −152.50
Bollinger Bands with RSIBollinger band plus RSI15 minute 15 minute 345 353 56.8% 54.7% −3,175.50 −575.25
Supertrend with ADX above 25Supertrend with ADX above 2515 minute 15 minute 188 178 46.3% 46.1% −431.00 285.75
Full Ichimoku signalFull Ichimoku signal15 minute 15 minute 209 204 48.8% 46.1% 1,190.00 −116.00
MACD crossover with an RSI filterMACD cross with RSI above 5015 minute 15 minute 663 715 40.7% 39.0% −1,182.25 −65.50
Golden cross with an RSI pullbackGolden cross with an RSI pullback1 hour 1 hour 91 91 50.6% 52.8% −1,145.00 −141.00
Donchian 20 breakout with an ADX filterDonchian 20 breakout with ADX above 2515 minute 15 minute 409 405 45.7% 41.2% 728.25 −157.75
EMA 20/50 cross with a MACD filterEMA 20 / 50 cross with MACD above zero15 minute 15 minute 292 288 46.2% 46.5% 2,657.00 332.00

Baselines 2

StrategyTimeframeTradesWin %Net ptsNote
Buy and holdBuy and holdDaily Daily 1 1 100.0% 100.0% 9,329.25 1,613.25 small sample small sample
Random entriesRandom entries15 minute 15 minute 631 660 52.6% 49.1% 98.50 6.25

Volume 4

StrategyTimeframeTradesWin %Net ptsNote
OBV crossOBV crosses its 20 SMA15 minute 15 minute 1804 1719 30.5% 32.2% −10,063.00 17.75
Volume spike candleVolume spike candle15 minute 15 minute 1002 1185 38.9% 38.5% 4,566.00 868.00
Chaikin Money Flow zero crossChaikin Money Flow (20) zero cross15 minute 15 minute 1219 1296 39.6% 36.8% −10,738.00 −1,643.50
VWMA 20 crossVWMA 20 cross15 minute 15 minute 2056 2100 31.2% 31.1% 111.75 56.00

Trend and breakouts 15

StrategyTimeframeTradesWin %Net ptsNote
Donchian 20 breakoutDonchian 20 breakout (Turtle system 1)15 minute 15 minute 627 649 49.8% 46.2% 1,479.00 −483.75
Donchian 55 breakoutDonchian 55 breakout (Turtle system 2)15 minute 15 minute 493 522 50.9% 48.9% 1,630.00 290.00
Keltner channel breakoutKeltner channel breakout (EMA 20, 2 ATR)15 minute 15 minute 433 446 42.5% 46.0% 1,674.50 577.00
SupertrendSupertrend (10, 3)15 minute 15 minute 411 457 47.9% 45.5% 1,766.00 177.00
Parabolic SARParabolic SAR (0.02, 0.2)15 minute 15 minute 1287 1322 42.8% 44.0% −2,601.75 699.00
ADX and DI crossADX 25 with DI cross15 minute 15 minute 276 291 40.2% 34.7% −44.75 425.25
Ichimoku Tenkan/Kijun crossIchimoku Tenkan / Kijun cross15 minute 15 minute 580 607 47.4% 45.8% 3,859.00 65.75
Ichimoku cloud breakoutIchimoku cloud breakout15 minute 15 minute 1218 1224 32.2% 33.3% 1,421.75 425.75
Chandelier exitChandelier exit (22, 3 ATR)15 minute 15 minute 1009 1041 35.4% 35.5% −2,513.50 −613.50
Aroon crossAroon (25) cross15 minute 15 minute 466 509 46.4% 44.8% 1,730.25 320.00
Vortex indicator crossVortex (14) cross15 minute 15 minute 1206 1190 39.1% 39.3% −758.25 12.25
Heikin Ashi color flipHeikin Ashi color flip15 minute 15 minute 3063 3026 37.5% 37.1% −2,928.50 65.50
Inside bar breakoutInside bar breakout15 minute 15 minute 436 379 45.9% 41.4% 2,121.00 99.00
NR7 breakoutNR7 breakoutDaily Daily 73 74 53.4% 50.0% 1,241.50 61.00
Williams AlligatorWilliams Alligator (13 / 8 / 5)15 minute 15 minute 810 823 48.5% 48.0% 4,071.25 369.25

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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