Strategy library · Trend and breakouts
ADX and DI cross backtest on NQ and ES futures
ADX 25 with DI cross
Also called: ADX 25 strategy, DMI cross strategy, +DI -DI crossover, buy when +DI crosses above -DI while ADX 14 is above 25, short when -DI crosses above +DI while ADX 14 is above 25
What happens if you buy NQ every time +DI crosses above -DI while ADX 14 is above 25?
What it is
The average directional index (ADX) measures trend strength, and the +DI and -DI lines measure upward and downward movement. This strategy goes long when +DI crosses above -DI while ADX(14) is above 25 (short on the mirror) and exits on the opposite DI cross.
What it did
On NQ futures from 2024-10-08 to 2026-10-07, the ADX and DI cross strategy took 276 trades on the 15-minute chart, won 40.2% of them and finished -44.75 points (-$895 on one NQ contract), before commission and slippage. From 2024-10-08 to 2026-10-07 on NQ, the 139 long trades on the 15-minute chart won 43.2% and made 332.00 points ($6,640 on one NQ contract), before commission and slippage. On ES futures from 2024-08-28 to 2026-08-27, the ADX and DI cross strategy took 291 trades on the 15-minute chart, won 34.7% of them and finished 425.25 points ($21,263 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 ADX and DI cross 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 when +DI crosses above -DI while ADX(14) is above 25; short on the mirror. Exit: Opposite DI cross.
| 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 | 612 | 31.9% | −3.17 | 0.880 | −1,940.50 | −$38,810 | 3,230.75 | 678 | 36.3% | 0.22 | 1.048 | 152.00 | $7,600 | 392.50 |
| 5 minute · longs only | 323 | 35.0% | — | — | 616.00 | $12,320 | 1,221.50 | 338 | 38.5% | — | — | −9.50 | −$475 | 318.50 |
| 5 minute · shorts only | 289 | 28.4% | — | — | −2,556.50 | −$51,130 | 2,637.00 | 340 | 34.1% | — | — | 161.50 | $8,075 | 298.25 |
| 15 minute | 276 | 40.2% | −0.16 | 0.996 | −44.75 | −$895 | 1,745.75 | 291 | 34.7% | 1.46 | 1.215 | 425.25 | $21,263 | 303.00 |
| 15 minute · longs only | 139 | 43.2% | — | — | 332.00 | $6,640 | 671.50 | 141 | 36.2% | — | — | −95.25 | −$4,762 | 260.50 |
| 15 minute · shorts only | 137 | 37.2% | — | — | −376.75 | −$7,535 | 1,604.50 | 150 | 33.3% | — | — | 520.50 | $26,025 | 242.25 |
| 1 hour | 112 | 50.0% | 14.41 | 1.325 | 1,613.50 | $32,270 | 1,069.75 | 113 | 48.7% | 0.34 | 1.036 | 38.25 | $1,913 | 198.00 |
| 1 hour · longs only | 52 | 55.8% | — | — | 647.75 | $12,955 | 794.00 | 55 | 52.7% | — | — | 109.75 | $5,488 | 124.50 |
| 1 hour · shorts only | 60 | 45.0% | — | — | 965.75 | $19,315 | 527.75 | 58 | 44.8% | — | — | −71.50 | −$3,575 | 183.50 |
| Daily | 7 | 28.6% | −65.00 | 0.884 | −455.00 | −$9,100 | 3,016.50 | 9 | 33.3% | −27.47 | 0.679 | −247.25 | −$12,362 | 564.50 |
| Daily · longs only | 4 | 50.0% | — | — | 2,123.00 | $42,460 | 1,331.00 | 5 | 60.0% | — | — | 348.00 | $17,400 | 114.00 |
| Daily · shorts only | 3 | 0.0% | — | — | −2,578.00 | −$51,560 | 2,578.00 | 4 | 0.0% | — | — | −595.25 | −$29,762 | 595.25 |
NQ Daily: small sample (7 trades). ES Daily: small sample (9 trades).
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 | 323 | 616.00 |
| Short | 289 | −2,556.50 |
By month
| Month | Trades | Net pts |
|---|---|---|
| 2024-10 | 20 | −305.75 |
| 2024-11 | 25 | −136.75 |
| 2024-12 | 30 | −163.75 |
| 2025-01 | 20 | −105.25 |
| 2025-02 | 27 | −520.75 |
| 2025-03 | 39 | −446.00 |
| 2025-04 | 33 | 2,676.50 |
| 2025-05 | 26 | 186.25 |
| 2025-06 | 22 | −192.00 |
| 2025-07 | 20 | 194.00 |
| 2025-08 | 26 | −270.25 |
| 2025-09 | 19 | −145.25 |
| 2025-10 | 22 | 269.25 |
| 2025-11 | 28 | −277.75 |
| 2025-12 | 31 | −710.75 |
| 2026-01 | 20 | 209.00 |
| 2026-02 | 16 | 573.25 |
| 2026-03 | 31 | −729.25 |
| 2026-04 | 30 | −455.50 |
| 2026-05 | 23 | 250.50 |
| 2026-06 | 23 | −1,261.50 |
| 2026-07 | 23 | 243.75 |
| 2026-08 | 23 | −509.25 |
| 2026-09 | 29 | −113.75 |
| 2026-10 | 6 | −199.50 |
Every trade, NQ 5 minute612 trades
Pick any of the 612 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 (612), 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 |
|---|---|---|---|---|---|---|---|
| 2024-12-17 | long | 15:45 | 22007.25 | 15:59 | 22015.75 | end of day 15:59 | 8.50 |
| 2024-12-13 | short | 10:20 | 21828.50 | 13:15 | 21719.25 | opposite di cross | 109.25 |
| 2024-12-13 | long | 10:15 | 21861.75 | 10:20 | 21828.50 | opposite di cross | −33.25 |
| 2024-12-13 | short | 10:10 | 21847.50 | 10:15 | 21861.75 | opposite di cross | −14.25 |
| 2024-12-13 | long | 09:40 | 21833.00 | 10:10 | 21847.50 | opposite di cross | 14.50 |
| 2024-12-12 | long | 10:30 | 21707.50 | 11:40 | 21704.25 | opposite di cross | −3.25 |
| 2024-12-10 | short | 09:35 | 21526.75 | 09:40 | 21540.25 | opposite di cross | −13.50 |
| 2024-12-09 | long | 13:30 | 21520.25 | 14:05 | 21506.25 | opposite di cross | −14.00 |
| 2024-12-06 | short | 11:50 | 21608.00 | 12:20 | 21620.00 | opposite di cross | −12.00 |
| 2024-12-06 | long | 11:30 | 21619.75 | 11:50 | 21608.00 | opposite di cross | −11.75 |
| 2024-12-06 | short | 11:15 | 21596.50 | 11:30 | 21619.75 | opposite di cross | −23.25 |
| 2024-12-04 | short | 10:20 | 21447.25 | 10:35 | 21477.50 | opposite di cross | −30.25 |
| 2024-12-04 | long | 10:15 | 21444.50 | 10:20 | 21447.25 | opposite di cross | 2.75 |
| 2024-12-03 | short | 10:15 | 21214.25 | 11:05 | 21221.75 | opposite di cross | −7.50 |
| 2024-12-03 | long | 10:10 | 21210.25 | 10:15 | 21214.25 | opposite di cross | 4.00 |
| 2024-12-02 | long | 13:25 | 21232.75 | 13:35 | 21203.25 | opposite di cross | −29.50 |
| 2024-12-02 | short | 13:05 | 21224.75 | 13:25 | 21232.75 | opposite di cross | −8.00 |
| 2024-11-29 | long | 09:55 | 20896.50 | 13:14 | 20991.25 | early close | 94.75 |
| 2024-11-28 | short | 11:30 | 20893.75 | 12:30 | 20897.50 | opposite di cross | −3.75 |
| 2024-11-27 | long | 13:15 | 20783.25 | 15:25 | 20794.25 | opposite di cross | 11.00 |
| 2024-11-25 | long | 09:40 | 21054.75 | 09:50 | 21011.00 | opposite di cross | −43.75 |
| 2024-11-25 | short | 09:35 | 21001.75 | 09:40 | 21054.75 | opposite di cross | −53.00 |
| 2024-11-21 | long | 11:00 | 20708.50 | 11:50 | 20715.25 | opposite di cross | 6.75 |
| 2024-11-21 | short | 09:35 | 20796.00 | 11:00 | 20708.50 | opposite di cross | 87.50 |
| 2024-11-20 | long | 14:45 | 20619.50 | 15:00 | 20609.00 | opposite di cross | −10.50 |
| 2024-11-20 | short | 12:15 | 20631.25 | 14:45 | 20619.50 | opposite di cross | 11.75 |
| 2024-11-20 | long | 11:50 | 20671.75 | 12:15 | 20631.25 | opposite di cross | −40.50 |
| 2024-11-19 | long | 14:55 | 20749.00 | 15:05 | 20733.25 | opposite di cross | −15.75 |
| 2024-11-19 | short | 14:35 | 20725.75 | 14:55 | 20749.00 | opposite di cross | −23.25 |
| 2024-11-19 | short | 09:40 | 20558.25 | 09:45 | 20579.25 | opposite di cross | −21.00 |
| 2024-11-19 | long | 09:35 | 20525.00 | 09:40 | 20558.25 | opposite di cross | 33.25 |
| 2024-11-18 | short | 12:10 | 20647.25 | 13:10 | 20667.00 | opposite di cross | −19.75 |
| 2024-11-18 | long | 12:05 | 20662.50 | 12:10 | 20647.25 | opposite di cross | −15.25 |
| 2024-11-18 | short | 12:00 | 20662.50 | 12:05 | 20662.50 | opposite di cross | 0.00 |
| 2024-11-15 | long | 15:05 | 20480.75 | 15:59 | 20491.75 | end of day 15:59 | 11.00 |
| 2024-11-15 | short | 14:55 | 20444.25 | 15:05 | 20480.75 | opposite di cross | −36.50 |
| 2024-11-15 | long | 14:45 | 20478.25 | 14:55 | 20444.25 | opposite di cross | −34.00 |
| 2024-11-11 | long | 13:55 | 21186.00 | 14:15 | 21169.00 | opposite di cross | −17.00 |
| 2024-11-07 | long | 13:55 | 21191.25 | 14:45 | 21192.50 | opposite di cross | 1.25 |
| 2024-11-07 | short | 13:35 | 21160.25 | 13:55 | 21191.25 | opposite di cross | −31.00 |
| 2024-11-05 | short | 13:15 | 20330.00 | 14:40 | 20328.75 | opposite di cross | 1.25 |
| 2024-11-01 | short | 10:50 | 20205.25 | 11:00 | 20235.50 | opposite di cross | −30.25 |
| 2024-10-31 | long | 15:05 | 20056.25 | 15:59 | 20011.25 | end of day 15:59 | −45.00 |
| 2024-10-30 | long | 10:25 | 20678.00 | 10:50 | 20667.75 | opposite di cross | −10.25 |
| 2024-10-25 | short | 11:55 | 20610.25 | 12:15 | 20637.25 | opposite di cross | −27.00 |
| 2024-10-25 | long | 11:50 | 20636.50 | 11:55 | 20610.25 | opposite di cross | −26.25 |
| 2024-10-25 | short | 11:30 | 20635.50 | 11:50 | 20636.50 | opposite di cross | −1.00 |
| 2024-10-24 | long | 12:35 | 20351.00 | 14:05 | 20354.50 | opposite di cross | 3.50 |
| 2024-10-23 | long | 15:40 | 20211.50 | 15:59 | 20218.25 | end of day 15:59 | 6.75 |
| 2024-10-22 | short | 15:00 | 20521.25 | 15:10 | 20537.75 | opposite di cross | −16.50 |
Questions and answers
What happens if you buy NQ every time +DI crosses above -DI while ADX 14 is above 25?
From 2024-10-08 to 2026-10-07 on the NQ 15-minute chart, the ADX and DI cross strategy took 139 long trades, won 43.2% of them and made 332.00 points ($6,640 on one NQ contract), before commission and slippage. From 2024-10-08 to 2026-10-07 on NQ, its long trades also made 616.00 points on 323 trades on the 5-minute chart, 647.75 points on 52 trades on the 1-hour chart and 2,123.00 points on 4 trades on the daily chart, before commission and slippage.
What happens if you short ES every time -DI crosses above +DI while ADX 14 is above 25?
From 2024-08-28 to 2026-08-27 on the ES 15-minute chart, the ADX and DI cross strategy took 150 short trades, won 33.3% of them and made 520.50 points ($26,025 on one ES contract), before commission and slippage. From 2024-08-28 to 2026-08-27 on ES, its short trades also made 161.50 points on 340 trades on the 5-minute chart, -71.50 points on 58 trades on the 1-hour chart and -595.25 points on 4 trades on the daily chart, before commission and slippage.
Does the ADX and DI cross strategy work on Nasdaq futures?
On NQ futures from 2024-10-08 to 2026-10-07, the ADX and DI cross strategy on the 15-minute chart took 276 trades, won 40.2% of them and finished -44.75 points (-$895 on one NQ contract), before commission and slippage.
What is the win rate of ADX 25 with DI cross on ES futures?
The ADX and DI cross strategy won 34.7% of its 291 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 36.3% of 678 trades on the 5-minute chart, 48.7% of 113 trades on the 1-hour chart and 33.3% of 9 trades on the daily chart, before commission and slippage.
Is the ADX and DI cross 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 ADX and DI cross strategy made -1,940.50 points on 612 trades on the 5-minute chart, -44.75 points on 276 trades on the 15-minute chart, 1,613.50 points on 112 trades on the 1-hour chart and -455.00 points on 7 trades on the daily chart, before commission and slippage.
Is it better to only buy or only sell ADX and DI cross signals on NQ?
On the NQ 15-minute chart from 2024-10-08 to 2026-10-07, the long trades made 332.00 points on 139 trades (43.2% won) and the short trades made -376.75 points on 137 trades (37.2% won), before commission and slippage.
How many trades does the ADX and DI cross strategy take on NQ in two years?
The ADX and DI cross strategy took 276 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 612 on the 5-minute chart, 112 on the 1-hour chart and 7 on the daily chart, before commission and slippage.
What is the max drawdown of the ADX and DI cross strategy on NQ?
The ADX and DI cross strategy had a max drawdown of 1,745.75 points ($34,915 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 3,230.75 points on the 5-minute chart, 1,069.75 points on the 1-hour chart and 3,016.50 points on the daily chart, before commission and slippage.
How does the ADX and DI cross strategy do on ES compared with NQ?
On the ES 15-minute chart from 2024-08-28 to 2026-08-27, the ADX and DI cross strategy took 291 trades, won 34.7% of them and made 425.25 points ($21,263 on one ES contract), before commission and slippage. On the NQ 15-minute chart from 2024-10-08 to 2026-10-07, the ADX and DI cross strategy took 276 trades, won 40.2% of them and made -44.75 points (-$895 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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