Strategy library · Popular combos
Bollinger Bands with RSI backtest on NQ and ES futures
Bollinger band plus RSI
Also called: Bollinger Bands and RSI strategy, Bollinger RSI combo, Bollinger Bands RSI 30 70, buy when price closes below the lower Bollinger Band while RSI 14 is below 30, short when price closes above the upper Bollinger Band while RSI 14 is above 70
What happens if you buy NQ every time price closes below the lower Bollinger Band while RSI 14 is below 30?
What it is
This strategy combines Bollinger Bands (20, 2) with the RSI (14): long on a close below the lower band with RSI below 30, short on a close above the upper band with RSI above 70. It exits on a touch of the middle band.
What it did
On NQ futures from 2024-10-08 to 2026-10-07, the Bollinger Bands with RSI strategy took 345 trades on the 15-minute chart, won 56.8% of them and finished -3,175.50 points (-$63,510 on one NQ contract), before commission and slippage. From 2024-10-08 to 2026-10-07 on NQ, the 181 long trades on the 15-minute chart won 62.4% and made -1,487.00 points (-$29,740 on one NQ contract), before commission and slippage. On ES futures from 2024-08-28 to 2026-08-27, the Bollinger Bands with RSI strategy took 353 trades on the 15-minute chart, won 54.7% of them and finished -575.25 points (-$28,762 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 Bollinger Bands with RSI 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 below the lower band with RSI(14) below 30; short above the upper band with RSI above 70. Exit: Touch of the middle band.
| 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 | 617 | 58.0% | −6.68 | 0.835 | −4,120.00 | −$82,400 | 5,058.25 | 646 | 63.2% | 0.46 | 1.069 | 300.00 | $15,000 | 381.50 |
| 5 minute · longs only | 332 | 59.3% | — | — | −2,526.25 | −$50,525 | 3,538.00 | 332 | 64.2% | — | — | 291.00 | $14,550 | 266.75 |
| 5 minute · shorts only | 285 | 56.5% | — | — | −1,593.75 | −$31,875 | 2,874.00 | 314 | 62.1% | — | — | 9.00 | $450 | 426.00 |
| 15 minute | 345 | 56.8% | −9.20 | 0.855 | −3,175.50 | −$63,510 | 4,124.25 | 353 | 54.7% | −1.63 | 0.854 | −575.25 | −$28,762 | 1,016.00 |
| 15 minute · longs only | 181 | 62.4% | — | — | −1,487.00 | −$29,740 | 3,508.25 | 180 | 52.8% | — | — | −612.75 | −$30,637 | 777.00 |
| 15 minute · shorts only | 164 | 50.6% | — | — | −1,688.50 | −$33,770 | 2,691.75 | 173 | 56.7% | — | — | 37.50 | $1,875 | 368.00 |
| 1 hour | 176 | 50.6% | −5.23 | 0.906 | −920.50 | −$18,410 | 1,675.25 | 171 | 50.3% | −0.34 | 0.969 | −58.50 | −$2,925 | 297.00 |
| 1 hour · longs only | 80 | 56.3% | — | — | 17.50 | $350 | 1,746.50 | 78 | 57.7% | — | — | 72.00 | $3,600 | 209.75 |
| 1 hour · shorts only | 96 | 45.8% | — | — | −938.00 | −$18,760 | 1,444.75 | 93 | 44.1% | — | — | −130.50 | −$6,525 | 172.75 |
| Daily | 7 | 42.9% | −306.71 | 0.509 | −2,147.00 | −$42,940 | 3,424.50 | 5 | 60.0% | 56.30 | 10.462 | 281.50 | $14,075 | 22.25 |
| Daily · longs only | 3 | 66.7% | — | — | 945.50 | $18,910 | 478.75 | 3 | 66.7% | — | — | 277.00 | $13,850 | 7.50 |
| Daily · shorts only | 4 | 25.0% | — | — | −3,092.50 | −$61,850 | 3,892.00 | 2 | 50.0% | — | — | 4.50 | $225 | 22.25 |
NQ Daily: small sample (7 trades). ES Daily: small sample (5 trades).
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 | 3 | 945.50 |
| Short | 4 | −3,092.50 |
By month
| Month | Trades | Net pts |
|---|---|---|
| 2024-12 | 1 | 799.50 |
| 2025-02 | 1 | −478.75 |
| 2025-04 | 1 | 175.25 |
| 2025-07 | 1 | −332.75 |
| 2025-09 | 1 | −134.75 |
| 2026-03 | 1 | 1,249.00 |
| 2026-04 | 1 | −3,424.50 |
Every trade, NQ daily7 trades
Daily results show the table and the equity line; there is no chart viewer for them yet.
All trades (7), newest first
Times are New York time; points are gross.
| Session date | Side | Entry (ET) | Entry price | Exit (ET) | Exit price | Exit reason | Points |
|---|---|---|---|---|---|---|---|
| 2026-04-16 | short | 2026-04-15 18:00 | 26350.00 | 2026-06-05 09:59 | 29774.50 | mid band touch | −3,424.50 |
| 2026-03-30 | long | 2026-03-29 18:00 | 23189.50 | 2026-04-06 10:00 | 24438.50 | mid band touch | 1,249.00 |
| 2025-09-19 | short | 2025-09-18 18:00 | 24717.75 | 2025-10-10 11:23 | 24852.50 | mid band touch | −134.75 |
| 2025-07-01 | short | 2025-06-30 18:00 | 22867.50 | 2025-08-01 03:20 | 23200.25 | mid band touch | −332.75 |
| 2025-04-04 | long | 2025-04-03 18:00 | 18660.00 | 2025-04-23 04:17 | 18835.25 | mid band touch | 175.25 |
| 2025-02-28 | long | 2025-02-27 18:00 | 20649.50 | 2025-03-24 12:06 | 20378.75 | mid band touch | −478.75 |
| 2024-12-17 | short | 2024-12-16 18:00 | 22115.00 | 2024-12-18 15:36 | 21619.75 | mid band touch | 799.50 |
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Questions and answers
What happens if you buy NQ every time price closes below the lower Bollinger Band while RSI 14 is below 30?
From 2024-10-08 to 2026-10-07 on the NQ 15-minute chart, the Bollinger Bands with RSI strategy took 181 long trades, won 62.4% of them and made -1,487.00 points (-$29,740 on one NQ contract), before commission and slippage. From 2024-10-08 to 2026-10-07 on NQ, its long trades also made -2,526.25 points on 332 trades on the 5-minute chart, 17.50 points on 80 trades on the 1-hour chart and 945.50 points on 3 trades on the daily chart, before commission and slippage.
What happens if you short ES every time price closes above the upper Bollinger Band while RSI 14 is above 70?
From 2024-08-28 to 2026-08-27 on the ES 15-minute chart, the Bollinger Bands with RSI strategy took 173 short trades, won 56.7% of them and made 37.50 points ($1,875 on one ES contract), before commission and slippage. From 2024-08-28 to 2026-08-27 on ES, its short trades also made 9.00 points on 314 trades on the 5-minute chart, -130.50 points on 93 trades on the 1-hour chart and 4.50 points on 2 trades on the daily chart, before commission and slippage.
Does the Bollinger Bands with RSI strategy work on Nasdaq futures?
On NQ futures from 2024-10-08 to 2026-10-07, the Bollinger Bands with RSI strategy on the 15-minute chart took 345 trades, won 56.8% of them and finished -3,175.50 points (-$63,510 on one NQ contract), before commission and slippage.
What is the win rate of Bollinger band plus RSI on ES futures?
The Bollinger Bands with RSI strategy won 54.7% of its 353 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 646 trades on the 5-minute chart, 50.3% of 171 trades on the 1-hour chart and 60.0% of 5 trades on the daily chart, before commission and slippage.
Is the Bollinger Bands with RSI 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 Bollinger Bands with RSI strategy made -4,120.00 points on 617 trades on the 5-minute chart, -3,175.50 points on 345 trades on the 15-minute chart, -920.50 points on 176 trades on the 1-hour chart and -2,147.00 points on 7 trades on the daily chart, before commission and slippage.
Is it better to only buy or only sell Bollinger Bands with RSI signals on NQ?
On the NQ 15-minute chart from 2024-10-08 to 2026-10-07, the long trades made -1,487.00 points on 181 trades (62.4% won) and the short trades made -1,688.50 points on 164 trades (50.6% won), before commission and slippage.
How many trades does the Bollinger Bands with RSI strategy take on NQ in two years?
The Bollinger Bands with RSI strategy took 345 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 617 on the 5-minute chart, 176 on the 1-hour chart and 7 on the daily chart, before commission and slippage.
What is the max drawdown of the Bollinger Bands with RSI strategy on NQ?
The Bollinger Bands with RSI strategy had a max drawdown of 4,124.25 points ($82,485 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 5,058.25 points on the 5-minute chart, 1,675.25 points on the 1-hour chart and 3,424.50 points on the daily chart, before commission and slippage.
How does the Bollinger Bands with RSI strategy do on ES compared with NQ?
On the ES 15-minute chart from 2024-08-28 to 2026-08-27, the Bollinger Bands with RSI strategy took 353 trades, won 54.7% of them and made -575.25 points (-$28,762 on one ES contract), before commission and slippage. On the NQ 15-minute chart from 2024-10-08 to 2026-10-07, the Bollinger Bands with RSI strategy took 345 trades, won 56.8% of them and made -3,175.50 points (-$63,510 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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