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).
NQ 5 minute: the equity line
Long and short
| Side | Trades | Net pts |
|---|---|---|
| Long | 1004 | 591.50 |
| Short | 931 | 996.50 |
By month
| Month | Trades | Net pts |
|---|---|---|
| 2024-10 | 68 | 155.75 |
| 2024-11 | 76 | 203.00 |
| 2024-12 | 71 | 285.50 |
| 2025-01 | 74 | −24.50 |
| 2025-02 | 84 | 170.25 |
| 2025-03 | 83 | 478.50 |
| 2025-04 | 83 | 1,038.00 |
| 2025-05 | 87 | −191.25 |
| 2025-06 | 87 | −0.25 |
| 2025-07 | 85 | −308.50 |
| 2025-08 | 87 | −28.00 |
| 2025-09 | 79 | −240.25 |
| 2025-10 | 90 | −282.00 |
| 2025-11 | 70 | −1,167.00 |
| 2025-12 | 81 | 451.25 |
| 2026-01 | 78 | −512.75 |
| 2026-02 | 72 | −35.00 |
| 2026-03 | 74 | 874.75 |
| 2026-04 | 73 | −224.50 |
| 2026-05 | 88 | −73.25 |
| 2026-06 | 79 | 1,155.75 |
| 2026-07 | 87 | 43.25 |
| 2026-08 | 73 | −491.50 |
| 2026-09 | 85 | 388.75 |
| 2026-10 | 21 | −78.00 |
Every trade, NQ 5 minute1935 trades
Pick any of the 1935 charted trades with Previous, Next or a date, or click a row in the trades table below, to see it drawn on the real 1-minute bars. Drag the chart sideways to move through the sessions around it.
Chart unavailable. The trades are in the table below.
All trades (1935), newest first
Times are New York time; points are gross. Click a row to draw that trade in the chart above.
| Session date | Side | Entry (ET) | Entry price | Exit (ET) | Exit price | Exit reason | Points |
|---|---|---|---|---|---|---|---|
| 2026-05-28 | long | 14:40 | 30294.75 | 14:55 | 30313.50 | close above sma5 | 18.75 |
| 2026-05-28 | long | 13:30 | 30299.50 | 13:40 | 30315.50 | close above sma5 | 16.00 |
| 2026-05-28 | long | 09:35 | 30009.50 | 10:00 | 29992.25 | close above sma5 | −17.25 |
| 2026-05-27 | short | 15:40 | 30062.25 | 15:59 | 30047.25 | end of day 15:59 | 15.00 |
| 2026-05-27 | short | 13:55 | 29985.50 | 14:50 | 30038.25 | close below sma5 | −52.75 |
| 2026-05-27 | short | 12:40 | 30015.75 | 12:55 | 30009.00 | close below sma5 | 6.75 |
| 2026-05-27 | short | 12:10 | 29971.75 | 12:30 | 29990.75 | close below sma5 | −19.00 |
| 2026-05-26 | long | 15:00 | 30014.00 | 15:10 | 30048.00 | close above sma5 | 34.00 |
| 2026-05-26 | long | 11:05 | 30043.25 | 12:05 | 29962.25 | close above sma5 | −81.00 |
| 2026-05-26 | long | 09:35 | 29853.50 | 09:45 | 29933.50 | close above sma5 | 80.00 |
| 2026-05-25 | short | 12:45 | 29934.25 | 12:59 | 29962.50 | early close | −28.25 |
| 2026-05-25 | long | 10:20 | 29954.00 | 10:50 | 29930.25 | close above sma5 | −23.75 |
| 2026-05-22 | long | 15:05 | 29621.00 | 15:40 | 29575.50 | close above sma5 | −45.50 |
| 2026-05-22 | long | 14:50 | 29648.00 | 14:55 | 29661.25 | close above sma5 | 13.25 |
| 2026-05-22 | long | 14:30 | 29661.00 | 14:45 | 29667.25 | close above sma5 | 6.25 |
| 2026-05-22 | long | 14:15 | 29664.50 | 14:25 | 29671.00 | close above sma5 | 6.50 |
| 2026-05-22 | long | 12:35 | 29641.50 | 12:55 | 29666.75 | close above sma5 | 25.25 |
| 2026-05-22 | long | 12:20 | 29646.75 | 12:30 | 29666.50 | close above sma5 | 19.75 |
| 2026-05-22 | long | 11:50 | 29663.25 | 11:55 | 29687.00 | close above sma5 | 23.75 |
| 2026-05-22 | long | 10:20 | 29549.75 | 10:30 | 29563.75 | close above sma5 | 14.00 |
| 2026-05-21 | long | 14:50 | 29406.25 | 15:10 | 29397.50 | close above sma5 | −8.75 |
| 2026-05-21 | long | 14:40 | 29442.75 | 14:45 | 29456.25 | close above sma5 | 13.50 |
| 2026-05-21 | short | 13:05 | 29276.50 | 14:00 | 29497.00 | close below sma5 | −220.50 |
| 2026-05-21 | short | 11:40 | 29254.75 | 12:00 | 29267.00 | close below sma5 | −12.25 |
| 2026-05-21 | short | 11:20 | 29243.50 | 11:35 | 29185.50 | close below sma5 | 58.00 |
| 2026-05-21 | short | 09:55 | 29294.25 | 10:15 | 29267.00 | close below sma5 | 27.25 |
| 2026-05-21 | short | 09:35 | 29266.50 | 09:40 | 29212.00 | close below sma5 | 54.50 |
| 2026-05-20 | long | 14:25 | 29281.50 | 14:30 | 29306.25 | close above sma5 | 24.75 |
| 2026-05-20 | long | 12:20 | 29258.75 | 12:45 | 29287.50 | close above sma5 | 28.75 |
| 2026-05-20 | long | 09:40 | 29066.75 | 09:45 | 29142.75 | close above sma5 | 76.00 |
| 2026-05-19 | long | 14:30 | 29023.75 | 15:10 | 29006.25 | close above sma5 | −17.50 |
| 2026-05-19 | long | 13:55 | 29037.25 | 14:05 | 29083.25 | close above sma5 | 46.00 |
| 2026-05-19 | short | 12:25 | 28876.50 | 13:30 | 29082.25 | close below sma5 | −205.75 |
| 2026-05-19 | short | 12:05 | 28870.00 | 12:10 | 28807.75 | close below sma5 | 62.25 |
| 2026-05-19 | short | 11:40 | 28845.25 | 11:55 | 28820.75 | close below sma5 | 24.50 |
| 2026-05-19 | short | 11:00 | 28803.75 | 11:20 | 28788.75 | close below sma5 | 15.00 |
| 2026-05-19 | short | 09:35 | 28957.25 | 09:45 | 28910.25 | close below sma5 | 47.00 |
| 2026-05-18 | short | 15:40 | 29013.00 | 15:59 | 29098.75 | end of day 15:59 | −85.75 |
| 2026-05-18 | short | 15:05 | 28987.00 | 15:20 | 28934.75 | close below sma5 | 52.25 |
| 2026-05-18 | short | 14:00 | 29014.25 | 14:05 | 28953.00 | close below sma5 | 61.25 |
| 2026-05-18 | short | 12:20 | 29029.00 | 12:25 | 28994.75 | close below sma5 | 34.25 |
| 2026-05-18 | long | 10:30 | 29154.00 | 10:55 | 29057.25 | close above sma5 | −96.75 |
| 2026-05-18 | long | 09:35 | 29288.00 | 09:55 | 29273.00 | close above sma5 | −15.00 |
| 2026-05-15 | long | 14:20 | 29395.75 | 14:50 | 29372.00 | close above sma5 | −23.75 |
| 2026-05-15 | short | 13:10 | 29350.00 | 13:45 | 29425.00 | close below sma5 | −75.00 |
| 2026-05-15 | short | 12:30 | 29333.00 | 12:50 | 29333.00 | close below sma5 | 0.00 |
| 2026-05-15 | short | 11:35 | 29342.25 | 11:45 | 29286.00 | close below sma5 | 56.25 |
| 2026-05-15 | short | 10:15 | 29300.75 | 10:30 | 29292.25 | close below sma5 | 8.50 |
| 2026-05-14 | long | 13:10 | 29687.50 | 13:30 | 29648.25 | close above sma5 | −39.25 |
| 2026-05-14 | long | 12:30 | 29727.50 | 12:50 | 29731.75 | close above sma5 | 4.25 |
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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