Strategy library · Mean reversion and bands
10-bar low above the 200 SMA backtest on NQ and ES futures
10-bar low above SMA 200
Also called: 10 bar low pullback, pullback above 200 SMA, buy the dip above 200 SMA, buy when price closes at a 10-bar low while above the 200 SMA, short when price closes at a 10-bar high while below the 200 SMA
What happens if you buy NQ every time price closes at a 10-bar low while above the 200 SMA?
What it is
This strategy goes long on a close at a 10-bar low while price is above the SMA 200, and short on the mirror below it. It exits on a close back above the SMA 5 (long) or below it (short).
What it did
On NQ futures from 2024-10-08 to 2026-10-07, the 10-bar low above the 200 SMA strategy took 635 trades on the 15-minute chart, won 59.4% of them and finished -535.75 points (-$10,715 on one NQ contract), before commission and slippage. From 2024-10-08 to 2026-10-07 on NQ, the 346 long trades on the 15-minute chart won 61.6% and made -1,527.25 points (-$30,545 on one NQ contract), before commission and slippage. On ES futures from 2024-08-28 to 2026-08-27, the 10-bar low above the 200 SMA strategy took 642 trades on the 15-minute chart, won 60.9% of them and finished -89.25 points (-$4,462 on one ES contract), before commission and slippage. The 5-minute, 1-hour and daily results for both markets are in the table on this page.
How it was tested
CE Market Solutions tested the 10-bar low above the 200 SMA strategy on NQ (2024-10-08 to 2026-10-07) and ES (2024-08-28 to 2026-08-27) futures, 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; the NQ trades are listed on this page and the ES trades under the ES tab.
See it tested with one change · $19
Tested by CE Market Solutions on 2026-10-26. The trades are listed below, one market at a time. Gross, no commission or slippage. Last 2 years.
Results
Rule as tested: Long on a close at a 10-bar low while above SMA 200; short on the mirror. Exit: Close back above / below SMA 5.
| Timeframe | NQ · 2024-10-08 to 2026-10-07 | ES · 2024-08-28 to 2026-08-27 | ||||||||||||
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| Trades | Win % | Avg pts | Profit factor | Net pts | Net $ (1 NQ) | Max DD pts | Trades | Win % | Avg pts | Profit factor | Net pts | Net $ (1 ES) | Max DD pts | |
| 5 minute | 1935 | 64.9% | 0.82 | 1.052 | 1,588.00 | $31,760 | 2,898.50 | 1901 | 63.2% | −0.05 | 0.985 | −92.75 | −$4,637 | 506.50 |
| 5 minute · longs only | 1004 | 67.4% | — | — | 591.50 | $11,830 | 2,793.25 | 1023 | 63.9% | — | — | −285.75 | −$14,287 | 547.75 |
| 5 minute · shorts only | 931 | 62.1% | — | — | 996.50 | $19,930 | 1,065.00 | 878 | 62.3% | — | — | 193.00 | $9,650 | 203.00 |
| 15 minute | 635 | 59.4% | −0.84 | 0.968 | −535.75 | −$10,715 | 1,894.25 | 642 | 60.9% | −0.14 | 0.976 | −89.25 | −$4,462 | 491.25 |
| 15 minute · longs only | 346 | 61.6% | — | — | −1,527.25 | −$30,545 | 2,026.25 | 353 | 61.8% | — | — | 8.00 | $400 | 400.25 |
| 15 minute · shorts only | 289 | 56.8% | — | — | 991.50 | $19,830 | 905.50 | 289 | 59.9% | — | — | −97.25 | −$4,862 | 397.25 |
| 1 hour | 249 | 57.8% | −5.34 | 0.897 | −1,330.50 | −$26,610 | 3,389.50 | 240 | 60.0% | 0.31 | 1.030 | 74.00 | $3,700 | 469.25 |
| 1 hour · longs only | 153 | 60.8% | — | — | 489.75 | $9,795 | 1,304.00 | 148 | 61.5% | — | — | 233.25 | $11,663 | 285.50 |
| 1 hour · shorts only | 96 | 53.1% | — | — | −1,820.25 | −$36,405 | 3,336.25 | 92 | 57.6% | — | — | −159.25 | −$7,962 | 482.25 |
| Daily | 27 | 77.8% | 87.24 | 1.459 | 2,355.50 | $47,110 | 2,159.50 | 30 | 80.0% | 10.98 | 1.304 | 329.25 | $16,463 | 492.50 |
| Daily · longs only | 24 | 83.3% | — | — | 4,612.00 | $92,240 | 2,032.50 | 26 | 84.6% | — | — | 815.50 | $40,775 | 414.00 |
| Daily · shorts only | 3 | 33.3% | — | — | −2,256.50 | −$45,130 | 2,563.50 | 4 | 50.0% | — | — | −486.25 | −$24,312 | 562.00 |
Free to use with credit to CE Market Solutions (CC BY 4.0).
ES daily: the equity line
Long and short
| Side | Trades | Net pts |
|---|---|---|
| Long | 26 | 815.50 |
| Short | 4 | −486.25 |
By month
| Month | Trades | Net pts |
|---|---|---|
| 2024-09 | 1 | −39.25 |
| 2024-10 | 2 | 66.25 |
| 2024-11 | 1 | 78.25 |
| 2024-12 | 2 | 109.25 |
| 2025-01 | 2 | 169.25 |
| 2025-02 | 2 | −366.50 |
| 2025-03 | 1 | 75.75 |
| 2025-04 | 1 | −79.50 |
| 2025-05 | 1 | 10.00 |
| 2025-06 | 1 | 84.00 |
| 2025-08 | 2 | 214.00 |
| 2025-10 | 1 | 83.25 |
| 2025-11 | 2 | 57.75 |
| 2025-12 | 1 | 23.50 |
| 2026-01 | 1 | 24.50 |
| 2026-02 | 1 | 44.75 |
| 2026-03 | 2 | 106.00 |
| 2026-04 | 1 | −492.50 |
| 2026-06 | 2 | 94.00 |
| 2026-07 | 2 | 89.00 |
| 2026-08 | 1 | −22.50 |
Every trade, ES daily30 trades
Daily results show the table and the equity line; there is no chart viewer for them yet.
All trades (30), newest first
Times are New York time; points are gross.
| Session date | Side | Entry (ET) | Entry price | Exit (ET) | Exit price | Exit reason | Points |
|---|---|---|---|---|---|---|---|
| 2026-08-19 | long | 2026-08-18 18:00 | 7714.00 | 2026-08-25 18:00 | 7691.50 | close above sma5 | −22.50 |
| 2026-07-24 | long | 2026-07-23 18:00 | 7450.50 | 2026-07-30 18:00 | 7479.50 | close above sma5 | 29.00 |
| 2026-07-20 | long | 2026-07-19 18:00 | 7485.00 | 2026-07-21 18:00 | 7545.00 | close above sma5 | 60.00 |
| 2026-06-26 | long | 2026-06-25 18:00 | 7431.00 | 2026-06-29 18:00 | 7495.50 | close above sma5 | 64.50 |
| 2026-06-08 | long | 2026-06-07 18:00 | 7368.00 | 2026-06-11 18:00 | 7397.50 | close above sma5 | 29.50 |
| 2026-04-07 | short | 2026-04-06 18:00 | 6650.50 | 2026-04-23 18:00 | 7143.00 | close below sma5 | −492.50 |
| 2026-03-09 | long | 2026-03-08 18:00 | 6685.50 | 2026-03-17 18:00 | 6774.00 | close above sma5 | 36.00 |
| 2026-03-04 | long | 2026-03-03 18:00 | 6813.25 | 2026-03-04 18:00 | 6883.25 | close above sma5 | 70.00 |
| 2026-02-05 | long | 2026-02-04 18:00 | 6915.50 | 2026-02-08 18:00 | 6960.25 | close above sma5 | 44.75 |
| 2026-01-20 | long | 2026-01-19 18:00 | 6913.50 | 2026-01-22 18:00 | 6938.00 | close above sma5 | 24.50 |
| 2025-12-16 | long | 2025-12-15 18:00 | 6882.75 | 2025-12-21 18:00 | 6906.25 | close above sma5 | 23.50 |
| 2025-11-14 | long | 2025-11-13 18:00 | 6762.75 | 2025-11-24 18:00 | 6726.25 | close above sma5 | −36.50 |
| 2025-11-07 | long | 2025-11-06 18:00 | 6763.00 | 2025-11-10 18:00 | 6857.25 | close above sma5 | 94.25 |
| 2025-10-13 | long | 2025-10-12 18:00 | 6632.00 | 2025-10-15 18:00 | 6715.25 | close above sma5 | 83.25 |
| 2025-08-22 | long | 2025-08-21 18:00 | 6392.00 | 2025-08-24 18:00 | 6493.00 | close above sma5 | 101.00 |
| 2025-08-04 | long | 2025-08-03 18:00 | 6257.00 | 2025-08-04 18:00 | 6370.00 | close above sma5 | 113.00 |
| 2025-06-20 | long | 2025-06-19 18:00 | 5994.00 | 2025-06-23 18:00 | 6078.00 | close above sma5 | 84.00 |
| 2025-05-13 | short | 2025-05-12 18:00 | 5868.00 | 2025-05-21 18:00 | 5858.00 | close below sma5 | 10.00 |
| 2025-04-25 | short | 2025-04-24 18:00 | 5529.00 | 2025-05-06 18:00 | 5608.50 | close below sma5 | −79.50 |
| 2025-03-25 | short | 2025-03-24 18:00 | 5813.00 | 2025-03-26 18:00 | 5737.25 | close below sma5 | 75.75 |
| 2025-02-24 | long | 2025-02-23 18:00 | 6040.75 | 2025-03-16 18:00 | 5626.75 | close above sma5 | −414.00 |
| 2025-02-05 | long | 2025-02-04 18:00 | 6042.75 | 2025-02-05 18:00 | 6090.25 | close above sma5 | 47.50 |
| 2025-01-13 | long | 2025-01-12 18:00 | 5864.50 | 2025-01-15 18:00 | 5988.50 | close above sma5 | 124.00 |
| 2025-01-02 | long | 2025-01-01 18:00 | 5949.25 | 2025-01-05 18:00 | 5994.50 | close above sma5 | 45.25 |
| 2024-12-19 | long | 2024-12-18 18:00 | 5949.50 | 2024-12-23 18:00 | 6037.75 | close above sma5 | 88.25 |
| 2024-12-16 | long | 2024-12-15 18:00 | 6055.50 | 2024-12-16 16:59 | 6076.50 | close above sma5 | 21.00 |
| 2024-11-01 | long | 2024-10-31 18:00 | 5742.00 | 2024-11-05 18:00 | 5820.25 | close above sma5 | 78.25 |
| 2024-10-28 | long | 2024-10-27 18:00 | 5857.00 | 2024-10-28 18:00 | 5867.00 | close above sma5 | 10.00 |
| 2024-10-04 | long | 2024-10-03 18:00 | 5745.75 | 2024-10-06 18:00 | 5802.00 | close above sma5 | 56.25 |
| 2024-09-04 | long | 2024-09-03 18:00 | 5538.50 | 2024-09-10 18:00 | 5499.25 | close above sma5 | −39.25 |
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Questions and answers
What happens if you buy NQ every time price closes at a 10-bar low while above the 200 SMA?
From 2024-10-08 to 2026-10-07 on the NQ 15-minute chart, the 10-bar low above the 200 SMA strategy took 346 long trades, won 61.6% of them and made -1,527.25 points (-$30,545 on one NQ contract), before commission and slippage. From 2024-10-08 to 2026-10-07 on NQ, its long trades also made 591.50 points on 1,004 trades on the 5-minute chart, 489.75 points on 153 trades on the 1-hour chart and 4,612.00 points on 24 trades on the daily chart, before commission and slippage.
What happens if you short ES every time price closes at a 10-bar high while below the 200 SMA?
From 2024-08-28 to 2026-08-27 on the ES 15-minute chart, the 10-bar low above the 200 SMA strategy took 289 short trades, won 59.9% of them and made -97.25 points (-$4,862 on one ES contract), before commission and slippage. From 2024-08-28 to 2026-08-27 on ES, its short trades also made 193.00 points on 878 trades on the 5-minute chart, -159.25 points on 92 trades on the 1-hour chart and -486.25 points on 4 trades on the daily chart, before commission and slippage.
Does the 10-bar low above the 200 SMA strategy work on Nasdaq futures?
On NQ futures from 2024-10-08 to 2026-10-07, the 10-bar low above the 200 SMA strategy on the 15-minute chart took 635 trades, won 59.4% of them and finished -535.75 points (-$10,715 on one NQ contract), before commission and slippage.
What is the win rate of 10-bar low above SMA 200 on ES futures?
The 10-bar low above the 200 SMA strategy won 60.9% of its 642 trades on the ES 15-minute chart from 2024-08-28 to 2026-08-27, before commission and slippage. On ES from 2024-08-28 to 2026-08-27 it also won 63.2% of 1,901 trades on the 5-minute chart, 60.0% of 240 trades on the 1-hour chart and 80.0% of 30 trades on the daily chart, before commission and slippage.
Is the 10-bar low above the 200 SMA strategy better on the 5-minute, 15-minute, 1-hour or daily chart for NQ?
On NQ from 2024-10-08 to 2026-10-07, the 10-bar low above the 200 SMA strategy made 1,588.00 points on 1,935 trades on the 5-minute chart, -535.75 points on 635 trades on the 15-minute chart, -1,330.50 points on 249 trades on the 1-hour chart and 2,355.50 points on 27 trades on the daily chart, before commission and slippage.
Is it better to only buy or only sell 10-bar low above the 200 SMA signals on NQ?
On the NQ 15-minute chart from 2024-10-08 to 2026-10-07, the long trades made -1,527.25 points on 346 trades (61.6% won) and the short trades made 991.50 points on 289 trades (56.8% won), before commission and slippage.
How many trades does the 10-bar low above the 200 SMA strategy take on NQ in two years?
The 10-bar low above the 200 SMA strategy took 635 trades on the NQ 15-minute chart from 2024-10-08 to 2026-10-07, before commission and slippage. On NQ from 2024-10-08 to 2026-10-07 it also took 1,935 on the 5-minute chart, 249 on the 1-hour chart and 27 on the daily chart, before commission and slippage.
What is the max drawdown of the 10-bar low above the 200 SMA strategy on NQ?
The 10-bar low above the 200 SMA strategy had a max drawdown of 1,894.25 points ($37,885 on one NQ contract) on the NQ 15-minute chart from 2024-10-08 to 2026-10-07, before commission and slippage. On NQ from 2024-10-08 to 2026-10-07 its max drawdown was also 2,898.50 points on the 5-minute chart, 3,389.50 points on the 1-hour chart and 2,159.50 points on the daily chart, before commission and slippage.
How does the 10-bar low above the 200 SMA strategy do on ES compared with NQ?
On the ES 15-minute chart from 2024-08-28 to 2026-08-27, the 10-bar low above the 200 SMA strategy took 642 trades, won 60.9% of them and made -89.25 points (-$4,462 on one ES contract), before commission and slippage. On the NQ 15-minute chart from 2024-10-08 to 2026-10-07, the 10-bar low above the 200 SMA strategy took 635 trades, won 59.4% of them and made -535.75 points (-$10,715 on one NQ contract), 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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