Strategy library · Momentum oscillators
CCI reversal from -100 backtest on NQ and ES futures
CCI 20 reversal from -100
Also called: CCI reversal strategy, CCI oversold overbought, CCI -100 +100 reversal, buy when CCI 20 crosses back above -100, short when CCI 20 crosses back below +100
What happens if you buy NQ every time CCI 20 crosses back 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 back above -100 and short when it crosses back below +100, and exits when the CCI reaches the other side.
What it did
On NQ futures from 2024-10-08 to 2026-10-07, the CCI reversal from -100 strategy took 811 trades on the 15-minute chart, won 57.8% of them and finished -3,661.50 points (-$73,230 on one NQ contract), before commission and slippage. From 2024-10-08 to 2026-10-07 on NQ, the 387 long trades on the 15-minute chart won 62.3% and made 1,481.75 points ($29,635 on one NQ contract), before commission and slippage. On ES futures from 2024-08-28 to 2026-08-27, the CCI reversal from -100 strategy took 830 trades on the 15-minute chart, won 59.4% of them and finished 13.25 points ($663 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 reversal from -100 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 back above -100; short when it crosses back below +100. Exit: CCI reaches the other side.
| 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 | 1760 | 63.6% | −0.54 | 0.983 | −955.75 | −$19,115 | 5,620.50 | 1712 | 61.9% | −0.71 | 0.898 | −1,214.75 | −$60,737 | 1,468.25 |
| 5 minute · longs only | 883 | 66.4% | — | — | 1,799.25 | $35,985 | 2,517.75 | 857 | 64.2% | — | — | −304.75 | −$15,237 | 668.50 |
| 5 minute · shorts only | 877 | 60.8% | — | — | −2,755.00 | −$55,100 | 5,574.75 | 855 | 59.7% | — | — | −910.00 | −$45,500 | 1,150.50 |
| 15 minute | 811 | 57.8% | −4.51 | 0.904 | −3,661.50 | −$73,230 | 4,742.75 | 830 | 59.4% | 0.02 | 1.002 | 13.25 | $663 | 1,171.50 |
| 15 minute · longs only | 387 | 62.3% | — | — | 1,481.75 | $29,635 | 1,635.00 | 402 | 62.7% | — | — | 152.75 | $7,638 | 568.75 |
| 15 minute · shorts only | 424 | 53.8% | — | — | −5,143.25 | −$102,865 | 5,347.00 | 428 | 56.3% | — | — | −139.50 | −$6,975 | 834.50 |
| 1 hour | 277 | 52.7% | −0.80 | 0.981 | −222.50 | −$4,450 | 2,268.75 | 314 | 53.2% | −0.60 | 0.938 | −188.00 | −$9,400 | 526.25 |
| 1 hour · longs only | 142 | 52.1% | — | — | −1,558.00 | −$31,160 | 2,180.00 | 148 | 50.0% | — | — | −379.75 | −$18,987 | 536.75 |
| 1 hour · shorts only | 135 | 53.3% | — | — | 1,335.50 | $26,710 | 1,000.75 | 166 | 56.0% | — | — | 191.75 | $9,588 | 247.75 |
| Daily | 17 | 52.9% | −106.03 | 0.730 | −1,802.50 | −$36,050 | 3,731.00 | 20 | 75.0% | 4.34 | 1.057 | 86.75 | $4,338 | 1,034.50 |
| Daily · longs only | 8 | 62.5% | — | — | 2,302.00 | $46,040 | 398.00 | 10 | 70.0% | — | — | 394.25 | $19,713 | 223.25 |
| Daily · shorts only | 9 | 44.4% | — | — | −4,104.50 | −$82,090 | 4,372.25 | 10 | 80.0% | — | — | −307.50 | −$15,375 | 911.50 |
NQ Daily: small sample (17 trades).
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 | 857 | −304.75 |
| Short | 855 | −910.00 |
By month
| Month | Trades | Net pts |
|---|---|---|
| 2024-08 | 9 | −97.75 |
| 2024-09 | 73 | 53.75 |
| 2024-10 | 74 | 53.00 |
| 2024-11 | 55 | −156.00 |
| 2024-12 | 77 | −334.25 |
| 2025-01 | 71 | −37.75 |
| 2025-02 | 70 | −153.00 |
| 2025-03 | 75 | 82.75 |
| 2025-04 | 67 | −513.75 |
| 2025-05 | 81 | 204.00 |
| 2025-06 | 73 | 107.50 |
| 2025-07 | 67 | −93.25 |
| 2025-08 | 76 | 2.75 |
| 2025-09 | 75 | 135.25 |
| 2025-10 | 72 | −101.75 |
| 2025-11 | 66 | −166.50 |
| 2025-12 | 77 | 35.50 |
| 2026-01 | 68 | −84.50 |
| 2026-02 | 64 | −80.25 |
| 2026-03 | 79 | 48.50 |
| 2026-04 | 75 | 74.50 |
| 2026-05 | 66 | 50.25 |
| 2026-06 | 67 | −170.25 |
| 2026-07 | 76 | −113.75 |
| 2026-08 | 59 | 40.25 |
Every trade, ES 5 minute1712 trades
Pick any of the 1712 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 (1712), 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 |
|---|---|---|---|---|---|---|---|
| 2025-08-08 | short | 10:25 | 6403.25 | 11:35 | 6399.25 | cci reached -100 | 4.00 |
| 2025-08-07 | long | 10:00 | 6409.25 | 15:40 | 6349.75 | cci reached 100 | −59.50 |
| 2025-08-06 | short | 14:45 | 6373.25 | 15:59 | 6371.75 | end of day 15:59 | 1.50 |
| 2025-08-06 | long | 14:00 | 6367.25 | 14:05 | 6371.50 | cci reached 100 | 4.25 |
| 2025-08-06 | short | 12:15 | 6370.25 | 13:55 | 6365.25 | cci reached -100 | 5.00 |
| 2025-08-06 | long | 10:40 | 6343.50 | 10:45 | 6345.75 | cci reached 100 | 2.25 |
| 2025-08-06 | short | 10:20 | 6338.25 | 10:25 | 6328.25 | cci reached -100 | 10.00 |
| 2025-08-06 | long | 09:50 | 6337.50 | 10:05 | 6347.75 | cci reached 100 | 10.25 |
| 2025-08-05 | long | 15:05 | 6333.25 | 15:59 | 6325.25 | end of day 15:59 | −8.00 |
| 2025-08-05 | short | 12:45 | 6330.00 | 14:30 | 6332.25 | cci reached -100 | −2.25 |
| 2025-08-05 | long | 09:40 | 6366.25 | 12:15 | 6331.25 | cci reached 100 | −35.00 |
| 2025-08-04 | short | 15:35 | 6346.75 | 15:59 | 6357.00 | end of day 15:59 | −10.25 |
| 2025-08-04 | long | 13:55 | 6344.50 | 15:20 | 6350.75 | cci reached 100 | 6.25 |
| 2025-08-04 | short | 12:30 | 6343.50 | 13:50 | 6344.75 | cci reached -100 | −1.25 |
| 2025-08-04 | long | 11:50 | 6338.25 | 11:55 | 6341.50 | cci reached 100 | 3.25 |
| 2025-08-04 | short | 10:25 | 6338.00 | 11:45 | 6335.50 | cci reached -100 | 2.50 |
| 2025-08-01 | short | 14:55 | 6258.75 | 15:59 | 6263.50 | end of day 15:59 | −4.75 |
| 2025-08-01 | long | 13:35 | 6255.75 | 14:35 | 6267.25 | cci reached 100 | 11.50 |
| 2025-08-01 | short | 12:25 | 6291.75 | 13:00 | 6260.00 | cci reached -100 | 31.75 |
| 2025-08-01 | long | 10:15 | 6266.50 | 11:45 | 6283.50 | cci reached 100 | 17.00 |
| 2025-07-31 | long | 14:25 | 6385.75 | 15:59 | 6371.00 | end of day 15:59 | −14.75 |
| 2025-07-31 | short | 12:45 | 6433.25 | 13:20 | 6418.00 | cci reached -100 | 15.25 |
| 2025-07-31 | long | 09:55 | 6446.00 | 12:30 | 6433.00 | cci reached 100 | −13.00 |
| 2025-07-30 | long | 15:35 | 6375.25 | 15:59 | 6397.50 | end of day 15:59 | 22.25 |
| 2025-07-30 | short | 12:40 | 6416.75 | 14:45 | 6416.25 | cci reached -100 | 0.50 |
| 2025-07-30 | long | 11:25 | 6408.50 | 12:25 | 6418.75 | cci reached 100 | 10.25 |
| 2025-07-30 | short | 10:50 | 6415.75 | 11:15 | 6404.00 | cci reached -100 | 11.75 |
| 2025-07-30 | long | 10:10 | 6408.25 | 10:25 | 6418.25 | cci reached 100 | 10.00 |
| 2025-07-29 | long | 14:00 | 6409.25 | 15:59 | 6406.00 | end of day 15:59 | −3.25 |
| 2025-07-29 | short | 13:25 | 6415.50 | 13:45 | 6405.75 | cci reached -100 | 9.75 |
| 2025-07-29 | long | 10:20 | 6432.25 | 13:00 | 6415.00 | cci reached 100 | −17.25 |
| 2025-07-28 | long | 10:00 | 6427.75 | 15:45 | 6416.50 | cci reached 100 | −11.25 |
| 2025-07-25 | short | 10:25 | 6406.75 | 15:59 | 6425.75 | end of day 15:59 | −19.00 |
| 2025-07-25 | long | 10:10 | 6406.00 | 10:20 | 6410.25 | cci reached 100 | 4.25 |
| 2025-07-24 | long | 15:05 | 6410.25 | 15:59 | 6401.75 | end of day 15:59 | −8.50 |
| 2025-07-24 | short | 13:30 | 6410.50 | 14:50 | 6408.00 | cci reached -100 | 2.50 |
| 2025-07-24 | long | 12:45 | 6405.75 | 13:15 | 6415.00 | cci reached 100 | 9.25 |
| 2025-07-24 | short | 10:15 | 6399.25 | 12:10 | 6407.00 | cci reached -100 | −7.75 |
| 2025-07-23 | short | 11:40 | 6362.75 | 15:45 | 6387.00 | cci reached -100 | −24.25 |
| 2025-07-23 | long | 10:20 | 6358.75 | 11:25 | 6364.00 | cci reached 100 | 5.25 |
| 2025-07-23 | short | 09:35 | 6367.75 | 09:45 | 6364.00 | cci reached -100 | 3.75 |
| 2025-07-22 | short | 13:10 | 6335.75 | 15:59 | 6345.50 | end of day 15:59 | −9.75 |
| 2025-07-22 | long | 12:50 | 6333.50 | 13:05 | 6336.50 | cci reached 100 | 3.00 |
| 2025-07-22 | short | 12:25 | 6335.25 | 12:30 | 6329.25 | cci reached -100 | 6.00 |
| 2025-07-22 | long | 09:40 | 6348.25 | 12:20 | 6337.00 | cci reached 100 | −11.25 |
| 2025-07-21 | short | 13:40 | 6371.50 | 14:35 | 6368.25 | cci reached -100 | 3.25 |
| 2025-07-21 | long | 12:20 | 6367.50 | 13:35 | 6373.25 | cci reached 100 | 5.75 |
| 2025-07-21 | short | 10:35 | 6369.00 | 12:15 | 6367.50 | cci reached -100 | 1.50 |
| 2025-07-18 | short | 14:10 | 6330.50 | 15:59 | 6334.75 | end of day 15:59 | −4.25 |
| 2025-07-18 | long | 12:45 | 6330.50 | 14:05 | 6332.25 | cci reached 100 | 1.75 |
Questions and answers
What happens if you buy NQ every time CCI 20 crosses back above -100?
From 2024-10-08 to 2026-10-07 on the NQ 15-minute chart, the CCI reversal from -100 strategy took 387 long trades, won 62.3% of them and made 1,481.75 points ($29,635 on one NQ contract), before commission and slippage. From 2024-10-08 to 2026-10-07 on NQ, its long trades also made 1,799.25 points on 883 trades on the 5-minute chart, -1,558.00 points on 142 trades on the 1-hour chart and 2,302.00 points on 8 trades on the daily chart, before commission and slippage.
What happens if you short ES every time CCI 20 crosses back below +100?
From 2024-08-28 to 2026-08-27 on the ES 15-minute chart, the CCI reversal from -100 strategy took 428 short trades, won 56.3% of them and made -139.50 points (-$6,975 on one ES contract), before commission and slippage. From 2024-08-28 to 2026-08-27 on ES, its short trades also made -910.00 points on 855 trades on the 5-minute chart, 191.75 points on 166 trades on the 1-hour chart and -307.50 points on 10 trades on the daily chart, before commission and slippage.
Does the CCI reversal from -100 strategy work on Nasdaq futures?
On NQ futures from 2024-10-08 to 2026-10-07, the CCI reversal from -100 strategy on the 15-minute chart took 811 trades, won 57.8% of them and finished -3,661.50 points (-$73,230 on one NQ contract), before commission and slippage.
What is the win rate of CCI 20 reversal from -100 on ES futures?
The CCI reversal from -100 strategy won 59.4% of its 830 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 61.9% of 1,712 trades on the 5-minute chart, 53.2% of 314 trades on the 1-hour chart and 75.0% of 20 trades on the daily chart, before commission and slippage.
Is the CCI reversal from -100 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 reversal from -100 strategy made -955.75 points on 1,760 trades on the 5-minute chart, -3,661.50 points on 811 trades on the 15-minute chart, -222.50 points on 277 trades on the 1-hour chart and -1,802.50 points on 17 trades on the daily chart, before commission and slippage.
Is it better to only buy or only sell CCI reversal from -100 signals on NQ?
On the NQ 15-minute chart from 2024-10-08 to 2026-10-07, the long trades made 1,481.75 points on 387 trades (62.3% won) and the short trades made -5,143.25 points on 424 trades (53.8% won), before commission and slippage.
How many trades does the CCI reversal from -100 strategy take on NQ in two years?
The CCI reversal from -100 strategy took 811 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 1,760 on the 5-minute chart, 277 on the 1-hour chart and 17 on the daily chart, before commission and slippage.
What is the max drawdown of the CCI reversal from -100 strategy on NQ?
The CCI reversal from -100 strategy had a max drawdown of 4,742.75 points ($94,855 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 5,620.50 points on the 5-minute chart, 2,268.75 points on the 1-hour chart and 3,731.00 points on the daily chart, before commission and slippage.
How does the CCI reversal from -100 strategy do on ES compared with NQ?
On the ES 15-minute chart from 2024-08-28 to 2026-08-27, the CCI reversal from -100 strategy took 830 trades, won 59.4% of them and made 13.25 points ($663 on one ES contract), before commission and slippage. On the NQ 15-minute chart from 2024-10-08 to 2026-10-07, the CCI reversal from -100 strategy took 811 trades, won 57.8% of them and made -3,661.50 points (-$73,230 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.