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 daily: the equity line
Long and short
| Side | Trades | Net pts |
|---|---|---|
| Long | 24 | 4,612.00 |
| Short | 3 | −2,256.50 |
By month
| Month | Trades | Net pts |
|---|---|---|
| 2024-10 | 1 | 231.25 |
| 2024-11 | 1 | 289.50 |
| 2024-12 | 2 | 385.50 |
| 2025-01 | 1 | 361.50 |
| 2025-02 | 1 | −2,032.50 |
| 2025-03 | 1 | 307.00 |
| 2025-04 | 1 | −404.00 |
| 2025-05 | 1 | 303.25 |
| 2025-06 | 1 | 330.75 |
| 2025-08 | 2 | 783.00 |
| 2025-10 | 1 | 395.00 |
| 2025-11 | 3 | 1,135.25 |
| 2025-12 | 1 | 167.50 |
| 2026-01 | 1 | 134.75 |
| 2026-02 | 1 | −24.50 |
| 2026-03 | 1 | 445.75 |
| 2026-04 | 1 | −2,159.50 |
| 2026-06 | 2 | 1,337.00 |
| 2026-07 | 2 | −263.50 |
| 2026-08 | 1 | 172.50 |
| 2026-09 | 1 | 460.00 |
Every trade, NQ daily27 trades
Daily results show the table and the equity line; there is no chart viewer for them yet.
All trades (27), newest first
Times are New York time; points are gross.
| Session date | Side | Entry (ET) | Entry price | Exit (ET) | Exit price | Exit reason | Points |
|---|---|---|---|---|---|---|---|
| 2026-09-16 | long | 2026-09-15 18:00 | 29263.75 | 2026-09-17 18:00 | 29723.75 | close above sma5 | 460.00 |
| 2026-08-21 | long | 2026-08-20 18:00 | 29327.00 | 2026-08-26 18:00 | 29499.50 | close above sma5 | 172.50 |
| 2026-07-24 | long | 2026-07-23 18:00 | 28700.25 | 2026-07-30 18:00 | 28317.00 | close above sma5 | −383.25 |
| 2026-07-17 | long | 2026-07-16 18:00 | 29191.00 | 2026-07-21 18:00 | 29310.75 | close above sma5 | 119.75 |
| 2026-06-29 | long | 2026-06-28 18:00 | 29282.50 | 2026-06-29 18:00 | 30007.25 | close above sma5 | 724.75 |
| 2026-06-08 | long | 2026-06-07 18:00 | 28844.50 | 2026-06-11 18:00 | 29456.75 | close above sma5 | 612.25 |
| 2026-04-09 | short | 2026-04-08 18:00 | 25037.75 | 2026-04-28 18:00 | 27197.25 | close below sma5 | −2,159.50 |
| 2026-03-04 | long | 2026-03-03 18:00 | 24710.75 | 2026-03-04 18:00 | 25156.50 | close above sma5 | 445.75 |
| 2026-02-04 | long | 2026-02-03 18:00 | 25387.50 | 2026-02-09 18:00 | 25363.00 | close above sma5 | −24.50 |
| 2026-01-20 | long | 2026-01-19 18:00 | 25394.75 | 2026-01-21 18:00 | 25529.50 | close above sma5 | 134.75 |
| 2025-12-15 | long | 2025-12-14 18:00 | 25223.50 | 2025-12-21 18:00 | 25635.25 | close above sma5 | 167.50 |
| 2025-11-21 | long | 2025-11-20 18:00 | 24110.00 | 2025-11-24 18:00 | 24966.25 | close above sma5 | 856.25 |
| 2025-11-14 | long | 2025-11-13 18:00 | 25095.25 | 2025-11-19 18:00 | 24966.75 | close above sma5 | −128.50 |
| 2025-11-07 | long | 2025-11-06 18:00 | 25314.75 | 2025-11-10 18:00 | 25722.25 | close above sma5 | 407.50 |
| 2025-10-13 | long | 2025-10-12 18:00 | 24542.00 | 2025-10-15 18:00 | 24937.00 | close above sma5 | 395.00 |
| 2025-08-21 | long | 2025-08-20 18:00 | 23323.00 | 2025-08-24 18:00 | 23602.00 | close above sma5 | 279.00 |
| 2025-08-04 | long | 2025-08-03 18:00 | 22850.00 | 2025-08-04 18:00 | 23354.00 | close above sma5 | 504.00 |
| 2025-06-20 | long | 2025-06-19 18:00 | 21748.25 | 2025-06-23 18:00 | 22079.00 | close above sma5 | 330.75 |
| 2025-05-26 | long | 2025-05-25 18:00 | 20978.00 | 2025-05-26 18:00 | 21281.25 | close above sma5 | 303.25 |
| 2025-04-25 | short | 2025-04-24 18:00 | 19405.00 | 2025-05-06 18:00 | 19809.00 | close below sma5 | −404.00 |
| 2025-03-25 | short | 2025-03-24 18:00 | 20353.00 | 2025-03-26 18:00 | 20046.00 | close below sma5 | 307.00 |
| 2025-02-24 | long | 2025-02-23 18:00 | 21700.75 | 2025-03-16 18:00 | 19668.25 | close above sma5 | −2,032.50 |
| 2025-01-13 | long | 2025-01-12 18:00 | 21027.50 | 2025-01-15 18:00 | 21389.00 | close above sma5 | 361.50 |
| 2024-12-31 | long | 2024-12-30 18:00 | 21390.25 | 2025-01-05 18:00 | 21532.25 | close above sma5 | 142.00 |
| 2024-12-19 | long | 2024-12-18 18:00 | 21499.75 | 2024-12-23 18:00 | 21743.25 | close above sma5 | 243.50 |
| 2024-11-01 | long | 2024-10-31 18:00 | 20071.00 | 2024-11-05 18:00 | 20360.50 | close above sma5 | 289.50 |
| 2024-10-24 | long | 2024-10-23 18:00 | 20294.25 | 2024-10-27 18:00 | 20525.50 | close above sma5 | 231.25 |
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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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