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 daily: the equity line
Long and short
| Side | Trades | Net pts |
|---|---|---|
| Long | 10 | 394.25 |
| Short | 10 | −307.50 |
By month
| Month | Trades | Net pts |
|---|---|---|
| 2024-09 | 2 | 199.50 |
| 2024-11 | 2 | 140.50 |
| 2024-12 | 1 | −38.75 |
| 2025-01 | 1 | 53.00 |
| 2025-03 | 1 | −123.00 |
| 2025-05 | 1 | −911.50 |
| 2025-10 | 1 | 190.00 |
| 2025-11 | 2 | 356.25 |
| 2025-12 | 1 | 117.50 |
| 2026-01 | 2 | 279.50 |
| 2026-02 | 1 | −223.25 |
| 2026-04 | 1 | −237.00 |
| 2026-06 | 1 | 59.50 |
| 2026-07 | 1 | 106.50 |
| 2026-08 | 2 | 118.00 |
Every trade, ES daily20 trades
Daily results show the table and the equity line; there is no chart viewer for them yet.
All trades (20), newest first
Times are New York time; points are gross.
| Session date | Side | Entry (ET) | Entry price | Exit (ET) | Exit price | Exit reason | Points |
|---|---|---|---|---|---|---|---|
| 2026-08-13 | short | 2026-08-12 18:00 | 7770.00 | 2026-08-27 16:59 | 7733.00 | window end | 37.00 |
| 2026-08-03 | long | 2026-08-02 18:00 | 7550.00 | 2026-08-03 18:00 | 7631.00 | cci reached 100 | 81.00 |
| 2026-07-14 | short | 2026-07-13 18:00 | 7557.00 | 2026-07-23 18:00 | 7450.50 | cci reached -100 | 106.50 |
| 2026-06-15 | long | 2026-06-14 18:00 | 7480.00 | 2026-07-12 18:00 | 7607.00 | cci reached 100 | 59.50 |
| 2026-04-24 | short | 2026-04-23 18:00 | 7143.00 | 2026-06-09 18:00 | 7380.00 | cci reached -100 | −237.00 |
| 2026-02-10 | long | 2026-02-09 18:00 | 6985.00 | 2026-04-08 18:00 | 6814.25 | cci reached 100 | −223.25 |
| 2026-01-30 | short | 2026-01-29 18:00 | 6992.75 | 2026-02-05 18:00 | 6785.50 | cci reached -100 | 207.25 |
| 2026-01-23 | long | 2026-01-22 18:00 | 6938.00 | 2026-01-27 18:00 | 7010.25 | cci reached 100 | 72.25 |
| 2025-12-30 | short | 2025-12-29 18:00 | 6956.50 | 2026-01-20 18:00 | 6839.00 | cci reached -100 | 117.50 |
| 2025-11-25 | long | 2025-11-24 18:00 | 6726.25 | 2025-12-23 18:00 | 6959.50 | cci reached 100 | 174.75 |
| 2025-11-03 | short | 2025-11-02 18:00 | 6878.00 | 2025-11-17 18:00 | 6696.50 | cci reached -100 | 181.50 |
| 2025-10-14 | long | 2025-10-13 18:00 | 6691.00 | 2025-10-26 18:00 | 6881.00 | cci reached 100 | 190.00 |
| 2025-05-07 | short | 2025-05-06 18:00 | 5608.50 | 2025-10-12 18:00 | 6632.00 | cci reached -100 | −911.50 |
| 2025-03-18 | long | 2025-03-17 18:00 | 5731.50 | 2025-05-01 18:00 | 5608.50 | cci reached 100 | −123.00 |
| 2025-01-28 | short | 2025-01-27 18:00 | 6059.50 | 2025-02-24 18:00 | 6006.50 | cci reached -100 | 53.00 |
| 2024-12-26 | long | 2024-12-25 18:00 | 6099.25 | 2025-01-20 18:00 | 6060.50 | cci reached 100 | −38.75 |
| 2024-11-15 | short | 2024-11-14 18:00 | 5972.00 | 2024-12-18 18:00 | 5949.50 | cci reached -100 | 96.25 |
| 2024-11-07 | long | 2024-11-06 18:00 | 5963.50 | 2024-11-07 18:00 | 6007.75 | cci reached 100 | 44.25 |
| 2024-09-30 | short | 2024-09-29 18:00 | 5784.00 | 2024-10-31 18:00 | 5742.00 | cci reached -100 | 42.00 |
| 2024-09-12 | long | 2024-09-11 18:00 | 5558.00 | 2024-09-19 18:00 | 5776.00 | cci reached 100 | 157.50 |
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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.
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