Strategy library · Trend and breakouts
Aroon cross backtest on NQ and ES futures
Aroon (25) cross
Also called: Aroon 25 strategy, Aroon indicator crossover, Aroon Up Aroon Down, buy when Aroon Up crosses above Aroon Down, short when Aroon Up crosses below Aroon Down
What happens if you buy NQ every time Aroon Up crosses above Aroon Down?
What it is
The Aroon indicator (25 periods) measures how recently the highest high and lowest low occurred, as Aroon Up and Aroon Down. This strategy goes long when Aroon Up crosses above Aroon Down, short when it crosses below, and exits on the opposite cross.
What it did
On NQ futures from 2024-10-08 to 2026-10-07, the Aroon cross strategy took 466 trades on the 15-minute chart, won 46.4% of them and finished 1,730.25 points ($34,605 on one NQ contract), before commission and slippage. From 2024-10-08 to 2026-10-07 on NQ, the 238 long trades on the 15-minute chart won 51.7% and made 720.00 points ($14,400 on one NQ contract), before commission and slippage. On ES futures from 2024-08-28 to 2026-08-27, the Aroon cross strategy took 509 trades on the 15-minute chart, won 44.8% of them and finished 320.00 points ($16,000 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 Aroon 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 Aroon Up crosses above Aroon Down; short below. Exit: Opposite 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 | 1592 | 40.8% | 0.08 | 1.002 | 125.50 | $2,510 | 4,180.50 | 1504 | 41.2% | 0.51 | 1.073 | 767.50 | $38,375 | 623.00 |
| 5 minute · longs only | 800 | 44.0% | — | — | 2,003.75 | $40,075 | 2,442.75 | 758 | 44.1% | — | — | 551.50 | $27,575 | 296.25 |
| 5 minute · shorts only | 792 | 37.5% | — | — | −1,878.25 | −$37,565 | 3,565.50 | 746 | 38.3% | — | — | 216.00 | $10,800 | 459.25 |
| 15 minute | 466 | 46.4% | 3.71 | 1.070 | 1,730.25 | $34,605 | 4,670.75 | 509 | 44.8% | 0.63 | 1.059 | 320.00 | $16,000 | 622.50 |
| 15 minute · longs only | 238 | 51.7% | — | — | 720.00 | $14,400 | 2,576.50 | 248 | 45.6% | — | — | 49.00 | $2,450 | 361.50 |
| 15 minute · shorts only | 228 | 40.8% | — | — | 1,010.25 | $20,205 | 2,378.75 | 261 | 44.1% | — | — | 271.00 | $13,550 | 399.75 |
| 1 hour | 226 | 48.2% | 12.04 | 1.332 | 2,721.25 | $54,425 | 888.25 | 237 | 50.6% | 1.31 | 1.182 | 311.00 | $15,550 | 196.25 |
| 1 hour · longs only | 107 | 47.7% | — | — | −215.00 | −$4,300 | 1,671.50 | 119 | 55.5% | — | — | 229.75 | $11,488 | 189.25 |
| 1 hour · shorts only | 119 | 48.7% | — | — | 2,936.25 | $58,725 | 606.00 | 118 | 45.8% | — | — | 81.25 | $4,063 | 172.25 |
| Daily | 22 | 31.8% | −117.95 | 0.766 | −2,595.00 | −$51,900 | 6,324.50 | 20 | 30.0% | −40.61 | 0.653 | −812.25 | −$40,612 | 1,533.75 |
| Daily · longs only | 11 | 36.4% | — | — | 2,641.50 | $52,830 | 1,942.25 | 10 | 50.0% | — | — | 314.75 | $15,738 | 452.50 |
| Daily · shorts only | 11 | 27.3% | — | — | −5,236.50 | −$104,730 | 6,131.75 | 10 | 10.0% | — | — | −1,127.00 | −$56,350 | 1,246.50 |
Free to use with credit to CE Market Solutions (CC BY 4.0).
ES 5 minute: the equity line
Long and short
| Side | Trades | Net pts |
|---|---|---|
| Long | 758 | 551.50 |
| Short | 746 | 216.00 |
By month
| Month | Trades | Net pts |
|---|---|---|
| 2024-08 | 9 | 76.75 |
| 2024-09 | 61 | −3.50 |
| 2024-10 | 63 | −87.00 |
| 2024-11 | 57 | 85.50 |
| 2024-12 | 61 | 84.50 |
| 2025-01 | 66 | −158.25 |
| 2025-02 | 60 | 76.50 |
| 2025-03 | 56 | 48.25 |
| 2025-04 | 55 | 490.00 |
| 2025-05 | 70 | −215.25 |
| 2025-06 | 63 | −110.25 |
| 2025-07 | 61 | 21.75 |
| 2025-08 | 71 | −40.75 |
| 2025-09 | 63 | −138.00 |
| 2025-10 | 68 | 372.25 |
| 2025-11 | 46 | 263.00 |
| 2025-12 | 62 | −36.75 |
| 2026-01 | 54 | 32.25 |
| 2026-02 | 64 | −67.50 |
| 2026-03 | 71 | 45.75 |
| 2026-04 | 69 | −49.00 |
| 2026-05 | 63 | −69.00 |
| 2026-06 | 73 | 140.75 |
| 2026-07 | 68 | 9.25 |
| 2026-08 | 50 | −3.75 |
Every trade, ES 5 minute1504 trades
Pick any of the 1504 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 (1504), 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 |
|---|---|---|---|---|---|---|---|
| 2025-04-09 | long | 12:50 | 5059.00 | 15:59 | 5489.50 | end of day 15:59 | 430.50 |
| 2025-04-09 | short | 11:40 | 5010.00 | 12:50 | 5059.00 | opposite cross | −49.00 |
| 2025-04-08 | short | 11:15 | 5212.00 | 15:59 | 5017.50 | end of day 15:59 | 194.50 |
| 2025-04-07 | short | 15:25 | 5074.25 | 15:59 | 5098.75 | end of day 15:59 | −24.50 |
| 2025-04-07 | long | 13:25 | 5082.50 | 15:25 | 5074.25 | opposite cross | −8.25 |
| 2025-04-07 | short | 12:10 | 5014.50 | 13:25 | 5082.50 | opposite cross | −68.00 |
| 2025-04-07 | long | 10:15 | 5191.25 | 12:10 | 5014.50 | opposite cross | −176.75 |
| 2025-04-04 | short | 14:35 | 5137.50 | 15:59 | 5108.50 | end of day 15:59 | 29.00 |
| 2025-04-04 | long | 14:30 | 5141.50 | 14:35 | 5137.50 | opposite cross | −4.00 |
| 2025-04-04 | short | 13:05 | 5177.50 | 14:30 | 5141.50 | opposite cross | 36.00 |
| 2025-04-04 | long | 12:15 | 5220.50 | 13:05 | 5177.50 | opposite cross | −43.00 |
| 2025-04-04 | short | 10:05 | 5274.75 | 12:15 | 5220.50 | opposite cross | 54.25 |
| 2025-04-03 | short | 13:50 | 5489.50 | 15:59 | 5436.00 | end of day 15:59 | 53.50 |
| 2025-04-03 | long | 12:15 | 5510.50 | 13:50 | 5489.50 | opposite cross | −21.00 |
| 2025-04-03 | short | 10:05 | 5492.50 | 12:15 | 5510.50 | opposite cross | −18.00 |
| 2025-04-03 | long | 09:35 | 5535.75 | 10:05 | 5492.50 | opposite cross | −43.25 |
| 2025-04-02 | short | 14:20 | 5690.00 | 15:59 | 5710.00 | end of day 15:59 | −20.00 |
| 2025-04-02 | long | 09:40 | 5648.25 | 14:20 | 5690.00 | opposite cross | 41.75 |
| 2025-04-01 | short | 13:10 | 5667.50 | 15:59 | 5674.75 | end of day 15:59 | −7.25 |
| 2025-04-01 | long | 10:45 | 5643.75 | 13:10 | 5667.50 | opposite cross | 23.75 |
| 2025-04-01 | short | 10:10 | 5619.25 | 10:45 | 5643.75 | opposite cross | −24.50 |
| 2025-03-31 | long | 10:10 | 5579.00 | 15:59 | 5656.25 | end of day 15:59 | 77.25 |
| 2025-03-31 | short | 09:35 | 5552.25 | 10:10 | 5579.00 | opposite cross | −26.75 |
| 2025-03-28 | short | 15:35 | 5618.25 | 15:59 | 5624.50 | end of day 15:59 | −6.25 |
| 2025-03-28 | long | 15:10 | 5631.75 | 15:35 | 5618.25 | opposite cross | −13.50 |
| 2025-03-27 | long | 14:45 | 5755.50 | 15:59 | 5740.50 | end of day 15:59 | −15.00 |
| 2025-03-27 | short | 12:25 | 5763.25 | 14:45 | 5755.50 | opposite cross | 7.75 |
| 2025-03-27 | long | 10:15 | 5759.75 | 12:25 | 5763.25 | opposite cross | 3.50 |
| 2025-03-26 | short | 09:55 | 5815.75 | 15:59 | 5758.25 | end of day 15:59 | 57.50 |
| 2025-03-26 | long | 09:40 | 5830.50 | 09:55 | 5815.75 | opposite cross | −14.75 |
| 2025-03-25 | short | 12:20 | 5817.75 | 15:59 | 5826.00 | end of day 15:59 | −8.25 |
| 2025-03-25 | long | 10:45 | 5835.25 | 12:20 | 5817.75 | opposite cross | −17.50 |
| 2025-03-25 | short | 09:40 | 5822.25 | 10:45 | 5835.25 | opposite cross | −13.00 |
| 2025-03-24 | long | 14:55 | 5810.50 | 15:59 | 5813.50 | end of day 15:59 | 3.00 |
| 2025-03-24 | short | 12:55 | 5807.75 | 14:55 | 5810.50 | opposite cross | −2.75 |
| 2025-03-24 | long | 09:40 | 5792.75 | 12:55 | 5807.75 | opposite cross | 15.00 |
| 2025-03-24 | short | 09:35 | 5783.00 | 09:40 | 5792.75 | opposite cross | −9.75 |
| 2025-03-21 | short | 15:45 | 5696.50 | 15:59 | 5714.50 | end of day 15:59 | −18.00 |
| 2025-03-21 | long | 10:55 | 5675.75 | 15:45 | 5696.50 | opposite cross | 20.75 |
| 2025-03-20 | short | 12:15 | 5738.75 | 15:59 | 5714.50 | end of day 15:59 | 24.25 |
| 2025-03-20 | long | 09:45 | 5710.00 | 12:15 | 5738.75 | opposite cross | 28.75 |
| 2025-03-19 | long | 14:25 | 5710.00 | 15:59 | 5730.75 | end of day 15:59 | 20.75 |
| 2025-03-19 | short | 13:15 | 5696.25 | 14:25 | 5710.00 | opposite cross | −13.75 |
| 2025-03-19 | long | 09:35 | 5685.75 | 13:15 | 5696.25 | opposite cross | 10.50 |
| 2025-03-18 | long | 14:50 | 5675.50 | 15:59 | 5672.00 | end of day 15:59 | −3.50 |
| 2025-03-18 | short | 14:10 | 5664.50 | 14:50 | 5675.50 | opposite cross | −11.00 |
| 2025-03-18 | long | 12:55 | 5660.75 | 14:10 | 5664.50 | opposite cross | 3.75 |
| 2025-03-17 | long | 13:05 | 5650.75 | 15:59 | 5680.50 | end of day 15:59 | 29.75 |
| 2025-03-17 | short | 11:45 | 5643.25 | 13:05 | 5650.75 | opposite cross | −7.50 |
| 2025-03-14 | long | 15:15 | 5637.75 | 15:59 | 5637.50 | end of day 15:59 | −0.25 |
Questions and answers
What happens if you buy NQ every time Aroon Up crosses above Aroon Down?
From 2024-10-08 to 2026-10-07 on the NQ 15-minute chart, the Aroon cross strategy took 238 long trades, won 51.7% of them and made 720.00 points ($14,400 on one NQ contract), before commission and slippage. From 2024-10-08 to 2026-10-07 on NQ, its long trades also made 2,003.75 points on 800 trades on the 5-minute chart, -215.00 points on 107 trades on the 1-hour chart and 2,641.50 points on 11 trades on the daily chart, before commission and slippage.
What happens if you short ES every time Aroon Up crosses below Aroon Down?
From 2024-08-28 to 2026-08-27 on the ES 15-minute chart, the Aroon cross strategy took 261 short trades, won 44.1% of them and made 271.00 points ($13,550 on one ES contract), before commission and slippage. From 2024-08-28 to 2026-08-27 on ES, its short trades also made 216.00 points on 746 trades on the 5-minute chart, 81.25 points on 118 trades on the 1-hour chart and -1,127.00 points on 10 trades on the daily chart, before commission and slippage.
Does the Aroon cross strategy work on Nasdaq futures?
On NQ futures from 2024-10-08 to 2026-10-07, the Aroon cross strategy on the 15-minute chart took 466 trades, won 46.4% of them and finished 1,730.25 points ($34,605 on one NQ contract), before commission and slippage.
What is the win rate of Aroon (25) cross on ES futures?
The Aroon cross strategy won 44.8% of its 509 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 41.2% of 1,504 trades on the 5-minute chart, 50.6% of 237 trades on the 1-hour chart and 30.0% of 20 trades on the daily chart, before commission and slippage.
Is the Aroon 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 Aroon cross strategy made 125.50 points on 1,592 trades on the 5-minute chart, 1,730.25 points on 466 trades on the 15-minute chart, 2,721.25 points on 226 trades on the 1-hour chart and -2,595.00 points on 22 trades on the daily chart, before commission and slippage.
Is it better to only buy or only sell Aroon cross signals on NQ?
On the NQ 15-minute chart from 2024-10-08 to 2026-10-07, the long trades made 720.00 points on 238 trades (51.7% won) and the short trades made 1,010.25 points on 228 trades (40.8% won), before commission and slippage.
How many trades does the Aroon cross strategy take on NQ in two years?
The Aroon cross strategy took 466 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 1,592 on the 5-minute chart, 226 on the 1-hour chart and 22 on the daily chart, before commission and slippage.
What is the max drawdown of the Aroon cross strategy on NQ?
The Aroon cross strategy had a max drawdown of 4,670.75 points ($93,415 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 4,180.50 points on the 5-minute chart, 888.25 points on the 1-hour chart and 6,324.50 points on the daily chart, before commission and slippage.
How does the Aroon cross strategy do on ES compared with NQ?
On the ES 15-minute chart from 2024-08-28 to 2026-08-27, the Aroon cross strategy took 509 trades, won 44.8% of them and made 320.00 points ($16,000 on one ES contract), before commission and slippage. On the NQ 15-minute chart from 2024-10-08 to 2026-10-07, the Aroon cross strategy took 466 trades, won 46.4% of them and made 1,730.25 points ($34,605 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.