Strategy library · Opening and session
Camarilla H3/L3 fade backtest on NQ and ES futures
Camarilla H3 / L3 fade
Also called: Camarilla pivots strategy, Camarilla H3 L3, Camarilla reversal strategy, buy when price first touches the Camarilla L3 level, short when price first touches the Camarilla H3 level
What happens if you buy NQ every time price first touches the Camarilla L3 level?
What it is
Camarilla pivots are levels calculated from yesterday's range, labeled H1 to H4 above and L1 to L4 below. This strategy shorts the first touch of H3 and goes long at the first touch of L3, with the stop at H4 or L4, the target at the opposite level 3, and an exit at 15:59 ET otherwise.
What it did
On NQ futures from 2024-10-08 to 2026-10-07, the Camarilla H3/L3 fade strategy took 504 trades on the session timeframe, won 19.4% of them and finished -956.25 points (-$19,125 on one NQ contract), before commission and slippage. From 2024-10-08 to 2026-10-07 on NQ, the 226 long trades on the session timeframe won 18.6% and made -451.50 points (-$9,030 on one NQ contract), before commission and slippage. On ES futures from 2024-08-28 to 2026-08-27, the Camarilla H3/L3 fade strategy took 504 trades on the session timeframe, won 23.8% of them and finished 202.00 points ($10,100 on one ES contract), before commission and slippage. This strategy was tested on the session timeframe only; the NQ trades are listed on this page and the ES trades under the ES tab.
How it was tested
CE Market Solutions tested the Camarilla H3/L3 fade 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: Short at the first touch of H3; long at the first touch of L3. Exit: Stop at H4 / L4, target the opposite level 3, else exit at 15:59.
| 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 | |
| Session | 504 | 19.4% | −1.90 | 0.940 | −956.25 | −$19,125 | 2,310.75 | 504 | 23.8% | 0.40 | 1.059 | 202.00 | $10,100 | 303.25 |
| Session · longs only | 226 | 18.6% | — | — | −451.50 | −$9,030 | 1,282.50 | 224 | 21.0% | — | — | −175.00 | −$8,750 | 363.75 |
| Session · shorts only | 278 | 20.1% | — | — | −504.75 | −$10,095 | 1,483.75 | 280 | 26.1% | — | — | 377.00 | $18,850 | 237.75 |
Free to use with credit to CE Market Solutions (CC BY 4.0).
NQ session: the equity line
Long and short
| Side | Trades | Net pts |
|---|---|---|
| Long | 226 | −451.50 |
| Short | 278 | −504.75 |
By month
| Month | Trades | Net pts |
|---|---|---|
| 2024-10 | 18 | −24.25 |
| 2024-11 | 19 | −467.25 |
| 2024-12 | 20 | −507.00 |
| 2025-01 | 21 | 184.75 |
| 2025-02 | 19 | −931.75 |
| 2025-03 | 21 | 1,527.50 |
| 2025-04 | 20 | 570.00 |
| 2025-05 | 22 | 375.75 |
| 2025-06 | 21 | 466.00 |
| 2025-07 | 23 | −270.50 |
| 2025-08 | 20 | −83.25 |
| 2025-09 | 21 | 52.25 |
| 2025-10 | 23 | −108.75 |
| 2025-11 | 19 | −1,106.00 |
| 2025-12 | 22 | 515.00 |
| 2026-01 | 21 | 47.75 |
| 2026-02 | 19 | 60.00 |
| 2026-03 | 22 | −526.75 |
| 2026-04 | 21 | −123.50 |
| 2026-05 | 21 | −24.25 |
| 2026-06 | 21 | 386.25 |
| 2026-07 | 23 | −816.50 |
| 2026-08 | 20 | 7.25 |
| 2026-09 | 22 | −51.75 |
| 2026-10 | 5 | −107.25 |
Every trade, NQ session504 trades
Pick any of the 504 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 (504), 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 |
|---|---|---|---|---|---|---|---|
| 2024-10-11 | long | 09:30 | 20340.25 | 09:35 | 20315.75 | stop level4 | −24.50 |
| 2024-10-10 | long | 09:30 | 20359.00 | 09:48 | 20323.75 | stop level4 | −35.25 |
| 2024-10-09 | short | 11:00 | 20371.25 | 11:54 | 20443.00 | stop level4 | −71.75 |
| 2024-10-08 | short | 09:30 | 20103.25 | 09:53 | 20130.75 | stop level4 | −27.50 |
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Questions and answers
What happens if you buy NQ every time price first touches the Camarilla L3 level?
From 2024-10-08 to 2026-10-07 on the NQ session timeframe, the Camarilla H3/L3 fade strategy took 226 long trades, won 18.6% of them and made -451.50 points (-$9,030 on one NQ contract), before commission and slippage.
What happens if you short ES every time price first touches the Camarilla H3 level?
From 2024-08-28 to 2026-08-27 on the ES session timeframe, the Camarilla H3/L3 fade strategy took 280 short trades, won 26.1% of them and made 377.00 points ($18,850 on one ES contract), before commission and slippage.
Does the Camarilla H3/L3 fade strategy work on Nasdaq futures?
On NQ futures from 2024-10-08 to 2026-10-07, the Camarilla H3/L3 fade strategy on the session timeframe took 504 trades, won 19.4% of them and finished -956.25 points (-$19,125 on one NQ contract), before commission and slippage.
What is the win rate of Camarilla H3 / L3 fade on ES futures?
The Camarilla H3/L3 fade strategy won 23.8% of its 504 trades on the ES session timeframe from 2024-08-28 to 2026-08-27, before commission and slippage.
Is it better to only buy or only sell Camarilla H3/L3 fade signals on NQ?
On the NQ session timeframe from 2024-10-08 to 2026-10-07, the long trades made -451.50 points on 226 trades (18.6% won) and the short trades made -504.75 points on 278 trades (20.1% won), before commission and slippage.
How many trades does the Camarilla H3/L3 fade strategy take on NQ in two years?
The Camarilla H3/L3 fade strategy took 504 trades on the NQ session timeframe from 2024-10-08 to 2026-10-07, before commission and slippage.
What is the max drawdown of the Camarilla H3/L3 fade strategy on NQ?
The Camarilla H3/L3 fade strategy had a max drawdown of 2,310.75 points ($46,215 on one NQ contract) on the NQ session timeframe from 2024-10-08 to 2026-10-07, before commission and slippage.
How does the Camarilla H3/L3 fade strategy do on ES compared with NQ?
On the ES session timeframe from 2024-08-28 to 2026-08-27, the Camarilla H3/L3 fade strategy took 504 trades, won 23.8% of them and made 202.00 points ($10,100 on one ES contract), before commission and slippage. On the NQ session timeframe from 2024-10-08 to 2026-10-07, the Camarilla H3/L3 fade strategy took 504 trades, won 19.4% of them and made -956.25 points (-$19,125 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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