Strategy library · Momentum oscillators
CCI 100 breakout backtest on NQ and ES futures
CCI 20 above +100
Also called: CCI 20 strategy, commodity channel index breakout, CCI above 100, buy when CCI 20 crosses above +100, short when CCI 20 crosses below -100
What happens if you buy NQ every time CCI 20 crosses above +100?
What it is
The commodity channel index (CCI, 20 periods) measures how far price is from its recent average. This strategy goes long when the CCI crosses above +100 and short when it crosses below -100, and exits when the CCI moves back through +100 or -100.
What it did
On NQ futures from 2024-10-08 to 2026-10-07, the CCI 100 breakout strategy took 1,168 trades on the 15-minute chart, won 36.7% of them and finished 104.50 points ($2,090 on one NQ contract), before commission and slippage. From 2024-10-08 to 2026-10-07 on NQ, the 610 long trades on the 15-minute chart won 38.2% and made -337.00 points (-$6,740 on one NQ contract), before commission and slippage. On ES futures from 2024-08-28 to 2026-08-27, the CCI 100 breakout strategy took 1,230 trades on the 15-minute chart, won 37.3% of them and finished 208.50 points ($10,425 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 CCI 100 breakout 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 CCI crosses above +100; short when it crosses below -100. Exit: CCI back through +100 / -100.
| 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 | 3687 | 35.6% | 0.54 | 1.034 | 1,989.75 | $39,795 | 3,326.75 | 3715 | 36.3% | 0.38 | 1.121 | 1,408.75 | $70,438 | 470.75 |
| 5 minute · longs only | 1938 | 37.7% | — | — | 3,242.00 | $64,840 | 1,442.00 | 1919 | 38.3% | — | — | 941.50 | $47,075 | 298.25 |
| 5 minute · shorts only | 1749 | 33.2% | — | — | −1,252.25 | −$25,045 | 2,604.50 | 1796 | 34.2% | — | — | 467.25 | $23,363 | 464.25 |
| 15 minute | 1168 | 36.7% | 0.09 | 1.003 | 104.50 | $2,090 | 2,764.75 | 1230 | 37.3% | 0.17 | 1.030 | 208.50 | $10,425 | 440.25 |
| 15 minute · longs only | 610 | 38.2% | — | — | −337.00 | −$6,740 | 1,607.75 | 634 | 39.4% | — | — | 226.75 | $11,338 | 328.00 |
| 15 minute · shorts only | 558 | 35.1% | — | — | 441.50 | $8,830 | 1,729.25 | 596 | 35.1% | — | — | −18.25 | −$912 | 368.00 |
| 1 hour | 415 | 45.1% | 7.33 | 1.158 | 3,042.50 | $60,850 | 1,816.25 | 461 | 43.2% | 1.07 | 1.115 | 495.25 | $24,763 | 320.25 |
| 1 hour · longs only | 202 | 51.0% | — | — | 2,531.25 | $50,625 | 1,281.50 | 235 | 47.2% | — | — | 397.25 | $19,863 | 298.25 |
| 1 hour · shorts only | 213 | 39.4% | — | — | 511.25 | $10,225 | 1,810.75 | 226 | 38.9% | — | — | 98.00 | $4,900 | 278.50 |
| Daily | 45 | 42.2% | 11.49 | 1.067 | 517.25 | $10,345 | 2,366.50 | 50 | 32.0% | −14.00 | 0.686 | −700.00 | −$35,000 | 864.25 |
| Daily · longs only | 25 | 52.0% | — | — | 2,407.75 | $48,155 | 1,485.75 | 29 | 41.4% | — | — | 471.75 | $23,588 | 201.75 |
| Daily · shorts only | 20 | 30.0% | — | — | −1,890.50 | −$37,810 | 2,840.25 | 21 | 19.1% | — | — | −1,171.75 | −$58,587 | 1,171.75 |
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 | 1919 | 941.50 |
| Short | 1796 | 467.25 |
By month
| Month | Trades | Net pts |
|---|---|---|
| 2024-08 | 23 | 59.50 |
| 2024-09 | 156 | 98.50 |
| 2024-10 | 160 | 66.00 |
| 2024-11 | 141 | 25.75 |
| 2024-12 | 160 | 164.50 |
| 2025-01 | 149 | −119.00 |
| 2025-02 | 136 | 115.50 |
| 2025-03 | 163 | −9.75 |
| 2025-04 | 139 | 543.75 |
| 2025-05 | 168 | −19.50 |
| 2025-06 | 153 | 64.50 |
| 2025-07 | 155 | 18.75 |
| 2025-08 | 159 | 19.25 |
| 2025-09 | 161 | −1.75 |
| 2025-10 | 158 | 209.25 |
| 2025-11 | 153 | 258.00 |
| 2025-12 | 163 | −173.25 |
| 2026-01 | 156 | −39.50 |
| 2026-02 | 147 | −9.25 |
| 2026-03 | 164 | −8.75 |
| 2026-04 | 161 | 60.50 |
| 2026-05 | 140 | −128.75 |
| 2026-06 | 146 | 16.00 |
| 2026-07 | 171 | 160.00 |
| 2026-08 | 133 | 38.50 |
Every trade, ES 5 minute3715 trades
Pick any of the 3715 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 (3715), 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 |
|---|---|---|---|---|---|---|---|
| 2026-07-29 | short | 11:45 | 7395.50 | 12:25 | 7389.00 | cci back through -100 | 6.50 |
| 2026-07-29 | short | 09:45 | 7453.50 | 10:55 | 7406.25 | cci back through -100 | 47.25 |
| 2026-07-29 | short | 09:35 | 7457.25 | 09:40 | 7455.75 | cci back through -100 | 1.50 |
| 2026-07-28 | long | 15:20 | 7474.25 | 15:30 | 7475.25 | cci back through 100 | 1.00 |
| 2026-07-28 | long | 15:05 | 7476.75 | 15:15 | 7472.50 | cci back through 100 | −4.25 |
| 2026-07-28 | short | 14:15 | 7462.25 | 14:35 | 7467.25 | cci back through -100 | −5.00 |
| 2026-07-28 | short | 13:45 | 7465.50 | 14:05 | 7469.75 | cci back through -100 | −4.25 |
| 2026-07-28 | short | 13:20 | 7470.50 | 13:25 | 7470.75 | cci back through -100 | −0.25 |
| 2026-07-28 | long | 12:55 | 7483.75 | 13:10 | 7472.75 | cci back through 100 | −11.00 |
| 2026-07-28 | long | 11:15 | 7451.50 | 12:00 | 7479.75 | cci back through 100 | 28.25 |
| 2026-07-28 | long | 10:55 | 7452.00 | 11:00 | 7444.25 | cci back through 100 | −7.75 |
| 2026-07-28 | short | 10:15 | 7423.50 | 10:20 | 7423.25 | cci back through -100 | 0.25 |
| 2026-07-28 | short | 09:35 | 7439.25 | 10:10 | 7427.75 | cci back through -100 | 11.50 |
| 2026-07-27 | long | 14:55 | 7443.50 | 15:40 | 7448.25 | cci back through 100 | 4.75 |
| 2026-07-27 | short | 13:00 | 7428.25 | 13:25 | 7422.00 | cci back through -100 | 6.25 |
| 2026-07-27 | short | 11:40 | 7427.75 | 11:55 | 7428.50 | cci back through -100 | −0.75 |
| 2026-07-27 | short | 09:45 | 7493.50 | 10:55 | 7444.00 | cci back through -100 | 49.50 |
| 2026-07-27 | short | 09:35 | 7505.25 | 09:40 | 7508.50 | cci back through -100 | −3.25 |
| 2026-07-24 | short | 14:15 | 7465.00 | 15:00 | 7443.25 | cci back through -100 | 21.75 |
| 2026-07-24 | short | 12:50 | 7470.75 | 13:20 | 7473.50 | cci back through -100 | −2.75 |
| 2026-07-24 | long | 11:00 | 7464.75 | 11:50 | 7480.50 | cci back through 100 | 15.75 |
| 2026-07-24 | short | 10:40 | 7439.00 | 10:50 | 7444.00 | cci back through -100 | −5.00 |
| 2026-07-24 | short | 09:55 | 7436.50 | 10:10 | 7451.25 | cci back through -100 | −14.75 |
| 2026-07-23 | short | 15:45 | 7424.25 | 15:59 | 7444.00 | end of day 15:59 | −19.75 |
| 2026-07-23 | long | 15:30 | 7436.25 | 15:35 | 7432.75 | cci back through 100 | −3.50 |
| 2026-07-23 | short | 15:15 | 7427.25 | 15:20 | 7430.75 | cci back through -100 | −3.50 |
| 2026-07-23 | short | 14:45 | 7429.00 | 14:50 | 7434.00 | cci back through -100 | −5.00 |
| 2026-07-23 | short | 14:00 | 7431.75 | 14:25 | 7434.75 | cci back through -100 | −3.00 |
| 2026-07-23 | short | 13:40 | 7436.50 | 13:50 | 7442.00 | cci back through -100 | −5.50 |
| 2026-07-23 | long | 12:25 | 7455.00 | 12:45 | 7449.75 | cci back through 100 | −5.25 |
| 2026-07-23 | short | 10:50 | 7448.50 | 11:40 | 7433.50 | cci back through -100 | 15.00 |
| 2026-07-23 | short | 10:35 | 7450.00 | 10:40 | 7464.00 | cci back through -100 | −14.00 |
| 2026-07-22 | short | 15:15 | 7541.50 | 15:59 | 7536.50 | end of day 15:59 | 5.00 |
| 2026-07-22 | short | 13:50 | 7553.00 | 14:30 | 7547.00 | cci back through -100 | 6.00 |
| 2026-07-22 | short | 13:20 | 7555.25 | 13:45 | 7553.50 | cci back through -100 | 1.75 |
| 2026-07-22 | long | 12:20 | 7562.50 | 12:25 | 7561.25 | cci back through 100 | −1.25 |
| 2026-07-22 | long | 12:00 | 7560.25 | 12:05 | 7559.50 | cci back through 100 | −0.75 |
| 2026-07-22 | long | 11:10 | 7548.50 | 11:35 | 7552.25 | cci back through 100 | 3.75 |
| 2026-07-21 | long | 15:45 | 7548.00 | 15:59 | 7545.75 | end of day 15:59 | −2.25 |
| 2026-07-21 | short | 14:15 | 7544.75 | 14:45 | 7548.50 | cci back through -100 | −3.75 |
| 2026-07-21 | short | 14:05 | 7546.00 | 14:10 | 7547.50 | cci back through -100 | −1.50 |
| 2026-07-21 | long | 12:55 | 7553.00 | 13:05 | 7549.75 | cci back through 100 | −3.25 |
| 2026-07-21 | long | 12:10 | 7544.75 | 12:50 | 7548.25 | cci back through 100 | 3.50 |
| 2026-07-21 | long | 11:15 | 7535.50 | 11:45 | 7539.25 | cci back through 100 | 3.75 |
| 2026-07-21 | long | 10:25 | 7522.75 | 11:00 | 7531.00 | cci back through 100 | 8.25 |
| 2026-07-21 | short | 09:45 | 7507.75 | 09:55 | 7513.25 | cci back through -100 | −5.50 |
| 2026-07-20 | short | 14:35 | 7500.00 | 15:25 | 7486.50 | cci back through -100 | 13.50 |
| 2026-07-20 | short | 13:45 | 7501.25 | 13:50 | 7506.00 | cci back through -100 | −4.75 |
| 2026-07-20 | short | 12:55 | 7513.50 | 13:35 | 7506.75 | cci back through -100 | 6.75 |
| 2026-07-20 | long | 11:55 | 7526.25 | 12:30 | 7528.75 | cci back through 100 | 2.50 |
Questions and answers
What happens if you buy NQ every time CCI 20 crosses above +100?
From 2024-10-08 to 2026-10-07 on the NQ 15-minute chart, the CCI 100 breakout strategy took 610 long trades, won 38.2% of them and made -337.00 points (-$6,740 on one NQ contract), before commission and slippage. From 2024-10-08 to 2026-10-07 on NQ, its long trades also made 3,242.00 points on 1,938 trades on the 5-minute chart, 2,531.25 points on 202 trades on the 1-hour chart and 2,407.75 points on 25 trades on the daily chart, before commission and slippage.
What happens if you short ES every time CCI 20 crosses below -100?
From 2024-08-28 to 2026-08-27 on the ES 15-minute chart, the CCI 100 breakout strategy took 596 short trades, won 35.1% of them and made -18.25 points (-$912 on one ES contract), before commission and slippage. From 2024-08-28 to 2026-08-27 on ES, its short trades also made 467.25 points on 1,796 trades on the 5-minute chart, 98.00 points on 226 trades on the 1-hour chart and -1,171.75 points on 21 trades on the daily chart, before commission and slippage.
Does the CCI 100 breakout strategy work on Nasdaq futures?
On NQ futures from 2024-10-08 to 2026-10-07, the CCI 100 breakout strategy on the 15-minute chart took 1,168 trades, won 36.7% of them and finished 104.50 points ($2,090 on one NQ contract), before commission and slippage.
What is the win rate of CCI 20 above +100 on ES futures?
The CCI 100 breakout strategy won 37.3% of its 1,230 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 3,715 trades on the 5-minute chart, 43.2% of 461 trades on the 1-hour chart and 32.0% of 50 trades on the daily chart, before commission and slippage.
Is the CCI 100 breakout 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 CCI 100 breakout strategy made 1,989.75 points on 3,687 trades on the 5-minute chart, 104.50 points on 1,168 trades on the 15-minute chart, 3,042.50 points on 415 trades on the 1-hour chart and 517.25 points on 45 trades on the daily chart, before commission and slippage.
Is it better to only buy or only sell CCI 100 breakout signals on NQ?
On the NQ 15-minute chart from 2024-10-08 to 2026-10-07, the long trades made -337.00 points on 610 trades (38.2% won) and the short trades made 441.50 points on 558 trades (35.1% won), before commission and slippage.
How many trades does the CCI 100 breakout strategy take on NQ in two years?
The CCI 100 breakout strategy took 1,168 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 3,687 on the 5-minute chart, 415 on the 1-hour chart and 45 on the daily chart, before commission and slippage.
What is the max drawdown of the CCI 100 breakout strategy on NQ?
The CCI 100 breakout strategy had a max drawdown of 2,764.75 points ($55,295 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 3,326.75 points on the 5-minute chart, 1,816.25 points on the 1-hour chart and 2,366.50 points on the daily chart, before commission and slippage.
How does the CCI 100 breakout strategy do on ES compared with NQ?
On the ES 15-minute chart from 2024-08-28 to 2026-08-27, the CCI 100 breakout strategy took 1,230 trades, won 37.3% of them and made 208.50 points ($10,425 on one ES contract), before commission and slippage. On the NQ 15-minute chart from 2024-10-08 to 2026-10-07, the CCI 100 breakout strategy took 1,168 trades, won 36.7% of them and made 104.50 points ($2,090 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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