Strategy library · Mean reversion and bands
Bollinger Bands re-entry backtest on NQ and ES futures
Bollinger re-entry (20, 2)
Also called: Bollinger Bands close back inside, Bollinger Band reversal, Bollinger re-entry strategy, buy when price closes back inside the lower Bollinger Band, short when price closes back inside the upper Bollinger Band
What happens if you buy NQ every time price closes back inside the lower Bollinger Band?
What it is
Bollinger Bands place a 20-period simple moving average with bands two standard deviations above and below it. This strategy goes long when price closes back inside the lower band and short when it closes back inside the upper band, and 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 re-entry strategy took 701 trades on the 15-minute chart, won 58.4% of them and finished -246.75 points (-$4,935 on one NQ contract), before commission and slippage. From 2024-10-08 to 2026-10-07 on NQ, the 344 long trades on the 15-minute chart won 62.5% and made 769.50 points ($15,390 on one NQ contract), before commission and slippage. On ES futures from 2024-08-28 to 2026-08-27, the Bollinger Bands re-entry strategy took 721 trades on the 15-minute chart, won 57.8% of them and finished -607.50 points (-$30,375 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 re-entry 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 price closes back inside the lower band; short back inside the upper band. 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 | 1627 | 63.4% | −1.70 | 0.923 | −2,764.50 | −$55,290 | 4,003.50 | 1635 | 66.3% | 0.06 | 1.015 | 101.00 | $5,050 | 509.00 |
| 5 minute · longs only | 826 | 64.7% | — | — | −2,133.75 | −$42,675 | 3,217.50 | 838 | 68.4% | — | — | 36.25 | $1,813 | 454.25 |
| 5 minute · shorts only | 801 | 62.2% | — | — | −630.75 | −$12,615 | 1,827.25 | 797 | 64.1% | — | — | 64.75 | $3,238 | 249.00 |
| 15 minute | 701 | 58.4% | −0.35 | 0.989 | −246.75 | −$4,935 | 3,457.25 | 721 | 57.8% | −0.84 | 0.877 | −607.50 | −$30,375 | 1,104.75 |
| 15 minute · longs only | 344 | 62.5% | — | — | 769.50 | $15,390 | 2,594.75 | 355 | 56.9% | — | — | −267.75 | −$13,387 | 517.75 |
| 15 minute · shorts only | 357 | 54.3% | — | — | −1,016.25 | −$20,325 | 2,143.00 | 366 | 58.7% | — | — | −339.75 | −$16,987 | 648.75 |
| 1 hour | 358 | 49.7% | −2.62 | 0.928 | −937.50 | −$18,750 | 2,561.25 | 356 | 56.2% | 0.54 | 1.080 | 191.50 | $9,575 | 507.75 |
| 1 hour · longs only | 166 | 56.6% | — | — | −595.25 | −$11,905 | 1,460.00 | 165 | 58.2% | — | — | 11.00 | $550 | 447.25 |
| 1 hour · shorts only | 192 | 43.8% | — | — | −342.25 | −$6,845 | 1,459.00 | 191 | 54.5% | — | — | 180.50 | $9,025 | 185.25 |
| Daily | 23 | 60.9% | −136.37 | 0.540 | −3,136.50 | −$62,730 | 4,543.50 | 19 | 63.2% | −9.74 | 0.842 | −185.00 | −$9,250 | 751.75 |
| Daily · longs only | 11 | 63.6% | — | — | −464.00 | −$9,280 | 1,509.75 | 11 | 63.6% | — | — | −4.50 | −$225 | 339.75 |
| Daily · shorts only | 12 | 58.3% | — | — | −2,672.50 | −$53,450 | 3,938.25 | 8 | 62.5% | — | — | −180.50 | −$9,025 | 556.75 |
ES Daily: small sample (19 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 | 826 | −2,133.75 |
| Short | 801 | −630.75 |
By month
| Month | Trades | Net pts |
|---|---|---|
| 2024-10 | 55 | 104.50 |
| 2024-11 | 61 | −218.25 |
| 2024-12 | 78 | −772.75 |
| 2025-01 | 65 | 436.50 |
| 2025-02 | 66 | −1,004.25 |
| 2025-03 | 68 | 867.25 |
| 2025-04 | 69 | −354.00 |
| 2025-05 | 70 | −308.25 |
| 2025-06 | 70 | 809.25 |
| 2025-07 | 74 | 9.50 |
| 2025-08 | 74 | 140.25 |
| 2025-09 | 71 | 113.75 |
| 2025-10 | 67 | −702.25 |
| 2025-11 | 65 | −891.75 |
| 2025-12 | 58 | 52.00 |
| 2026-01 | 70 | −350.25 |
| 2026-02 | 65 | −67.25 |
| 2026-03 | 76 | 132.75 |
| 2026-04 | 73 | −524.25 |
| 2026-05 | 62 | −124.50 |
| 2026-06 | 70 | 270.50 |
| 2026-07 | 65 | −453.25 |
| 2026-08 | 57 | −103.00 |
| 2026-09 | 62 | 4.25 |
| 2026-10 | 16 | 169.00 |
Every trade, NQ 5 minute1627 trades
Pick any of the 1627 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 (1627), 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 |
|---|---|---|---|---|---|---|---|
| 2026-09-16 | short | 10:05 | 29435.25 | 12:01 | 29489.50 | mid band touch | −54.25 |
| 2026-09-15 | long | 14:55 | 29243.00 | 15:59 | 29246.25 | mid band touch | 3.25 |
| 2026-09-15 | long | 10:45 | 29287.75 | 11:50 | 29289.50 | mid band touch | 1.75 |
| 2026-09-15 | long | 09:40 | 29430.00 | 09:40 | 29430.00 | mid band touch | 0.00 |
| 2026-09-14 | long | 15:25 | 29225.00 | 15:59 | 29151.25 | end of day 15:59 | −73.75 |
| 2026-09-14 | short | 11:50 | 29173.25 | 14:21 | 29268.25 | mid band touch | −95.00 |
| 2026-09-14 | short | 10:00 | 29003.50 | 10:40 | 28963.25 | mid band touch | 40.25 |
| 2026-09-11 | long | 15:15 | 29415.00 | 15:59 | 29386.75 | end of day 15:59 | −28.25 |
| 2026-09-11 | short | 11:35 | 29485.25 | 12:18 | 29435.25 | mid band touch | 50.00 |
| 2026-09-11 | long | 10:50 | 29398.50 | 11:05 | 29411.75 | mid band touch | 13.25 |
| 2026-09-10 | long | 12:25 | 29179.75 | 12:44 | 29209.25 | mid band touch | 29.50 |
| 2026-09-10 | short | 10:30 | 29206.25 | 11:47 | 29222.50 | mid band touch | −16.25 |
| 2026-09-09 | long | 11:20 | 29443.75 | 12:35 | 29434.00 | mid band touch | −9.75 |
| 2026-09-09 | short | 09:45 | 29479.00 | 10:24 | 29464.25 | mid band touch | 14.75 |
| 2026-09-08 | long | 14:55 | 29575.25 | 15:59 | 29543.50 | end of day 15:59 | −31.75 |
| 2026-09-08 | short | 11:25 | 29617.25 | 12:11 | 29583.25 | mid band touch | 34.00 |
| 2026-09-08 | long | 09:50 | 29526.75 | 10:50 | 29540.00 | mid band touch | 13.25 |
| 2026-09-07 | long | 11:05 | 29599.50 | 12:00 | 29597.75 | mid band touch | −1.75 |
| 2026-09-04 | short | 15:05 | 29512.50 | 15:59 | 29568.75 | end of day 15:59 | −56.25 |
| 2026-09-04 | long | 13:50 | 29483.75 | 14:30 | 29512.25 | mid band touch | 28.50 |
| 2026-09-04 | short | 12:30 | 29554.50 | 13:09 | 29539.50 | mid band touch | 15.00 |
| 2026-09-04 | long | 10:55 | 29516.25 | 12:05 | 29523.00 | mid band touch | 6.75 |
| 2026-09-03 | short | 14:15 | 29573.75 | 15:05 | 29555.50 | mid band touch | 18.25 |
| 2026-09-03 | short | 11:25 | 29481.75 | 12:35 | 29490.00 | mid band touch | −8.25 |
| 2026-09-03 | short | 09:55 | 29349.75 | 10:08 | 29250.50 | mid band touch | 99.25 |
| 2026-09-02 | short | 10:40 | 29186.25 | 10:58 | 29118.75 | mid band touch | 67.50 |
| 2026-09-01 | long | 12:40 | 29164.00 | 15:06 | 29102.75 | mid band touch | −61.25 |
| 2026-09-01 | short | 10:55 | 29222.25 | 12:14 | 29241.00 | mid band touch | −18.75 |
| 2026-08-31 | short | 14:00 | 29442.00 | 14:32 | 29433.00 | mid band touch | 9.00 |
| 2026-08-31 | long | 12:10 | 29373.75 | 12:11 | 29405.25 | mid band touch | 31.50 |
| 2026-08-28 | long | 12:10 | 29585.50 | 13:35 | 29503.00 | mid band touch | −82.50 |
| 2026-08-28 | short | 11:05 | 29797.00 | 11:40 | 29707.75 | mid band touch | 89.25 |
| 2026-08-28 | long | 10:20 | 29604.50 | 10:21 | 29637.75 | mid band touch | 33.25 |
| 2026-08-28 | short | 09:50 | 29658.50 | 09:51 | 29649.75 | mid band touch | 8.75 |
| 2026-08-27 | short | 15:45 | 29632.75 | 15:59 | 29691.75 | end of day 15:59 | −59.00 |
| 2026-08-27 | long | 14:15 | 29576.50 | 15:05 | 29588.75 | mid band touch | 12.25 |
| 2026-08-27 | long | 09:40 | 29490.00 | 09:44 | 29546.25 | mid band touch | 56.25 |
| 2026-08-26 | short | 13:40 | 29280.75 | 15:43 | 29314.25 | mid band touch | −33.50 |
| 2026-08-26 | short | 09:50 | 29269.25 | 10:21 | 29218.25 | mid band touch | 51.00 |
| 2026-08-25 | short | 14:55 | 29260.00 | 15:13 | 29233.25 | mid band touch | 26.75 |
| 2026-08-25 | long | 13:35 | 29227.75 | 14:30 | 29230.25 | mid band touch | 2.50 |
| 2026-08-25 | long | 10:20 | 29242.75 | 11:20 | 29255.50 | mid band touch | 12.75 |
| 2026-08-24 | short | 14:30 | 29218.00 | 14:53 | 29165.50 | mid band touch | 52.50 |
| 2026-08-24 | long | 13:40 | 29132.75 | 14:06 | 29160.25 | mid band touch | 27.50 |
| 2026-08-24 | long | 09:55 | 29010.00 | 10:36 | 29083.50 | mid band touch | 73.50 |
| 2026-08-21 | long | 14:15 | 29374.25 | 14:50 | 29385.00 | mid band touch | 10.75 |
| 2026-08-21 | short | 11:50 | 29431.25 | 12:35 | 29395.25 | mid band touch | 36.00 |
| 2026-08-21 | long | 09:50 | 29340.25 | 10:56 | 29320.50 | mid band touch | −19.75 |
| 2026-08-20 | short | 15:45 | 29310.75 | 15:59 | 29306.50 | end of day 15:59 | 4.25 |
| 2026-08-20 | long | 14:15 | 29230.25 | 15:01 | 29260.50 | mid band touch | 30.25 |
Questions and answers
What happens if you buy NQ every time price closes back inside the lower Bollinger Band?
From 2024-10-08 to 2026-10-07 on the NQ 15-minute chart, the Bollinger Bands re-entry strategy took 344 long trades, won 62.5% of them and made 769.50 points ($15,390 on one NQ contract), before commission and slippage. From 2024-10-08 to 2026-10-07 on NQ, its long trades also made -2,133.75 points on 826 trades on the 5-minute chart, -595.25 points on 166 trades on the 1-hour chart and -464.00 points on 11 trades on the daily chart, before commission and slippage.
What happens if you short ES every time price closes back inside the upper Bollinger Band?
From 2024-08-28 to 2026-08-27 on the ES 15-minute chart, the Bollinger Bands re-entry strategy took 366 short trades, won 58.7% of them and made -339.75 points (-$16,987 on one ES contract), before commission and slippage. From 2024-08-28 to 2026-08-27 on ES, its short trades also made 64.75 points on 797 trades on the 5-minute chart, 180.50 points on 191 trades on the 1-hour chart and -180.50 points on 8 trades on the daily chart, before commission and slippage.
Does the Bollinger Bands re-entry strategy work on Nasdaq futures?
On NQ futures from 2024-10-08 to 2026-10-07, the Bollinger Bands re-entry strategy on the 15-minute chart took 701 trades, won 58.4% of them and finished -246.75 points (-$4,935 on one NQ contract), before commission and slippage.
What is the win rate of Bollinger re-entry (20, 2) on ES futures?
The Bollinger Bands re-entry strategy won 57.8% of its 721 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 66.3% of 1,635 trades on the 5-minute chart, 56.2% of 356 trades on the 1-hour chart and 63.2% of 19 trades on the daily chart, before commission and slippage.
Is the Bollinger Bands re-entry 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 re-entry strategy made -2,764.50 points on 1,627 trades on the 5-minute chart, -246.75 points on 701 trades on the 15-minute chart, -937.50 points on 358 trades on the 1-hour chart and -3,136.50 points on 23 trades on the daily chart, before commission and slippage.
Is it better to only buy or only sell Bollinger Bands re-entry signals on NQ?
On the NQ 15-minute chart from 2024-10-08 to 2026-10-07, the long trades made 769.50 points on 344 trades (62.5% won) and the short trades made -1,016.25 points on 357 trades (54.3% won), before commission and slippage.
How many trades does the Bollinger Bands re-entry strategy take on NQ in two years?
The Bollinger Bands re-entry strategy took 701 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 1,627 on the 5-minute chart, 358 on the 1-hour chart and 23 on the daily chart, before commission and slippage.
What is the max drawdown of the Bollinger Bands re-entry strategy on NQ?
The Bollinger Bands re-entry strategy had a max drawdown of 3,457.25 points ($69,145 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 4,003.50 points on the 5-minute chart, 2,561.25 points on the 1-hour chart and 4,543.50 points on the daily chart, before commission and slippage.
How does the Bollinger Bands re-entry strategy do on ES compared with NQ?
On the ES 15-minute chart from 2024-08-28 to 2026-08-27, the Bollinger Bands re-entry strategy took 721 trades, won 57.8% of them and made -607.50 points (-$30,375 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 re-entry strategy took 701 trades, won 58.4% of them and made -246.75 points (-$4,935 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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