Strategy library · Candles and price action
Doji at a 20-bar extreme backtest on NQ and ES futures
Doji at a 20-bar extreme
Also called: doji reversal strategy, doji candle strategy, doji at the low, buy when the bar after a doji at a 20-bar low breaks the doji's high, short when the bar after a doji at a 20-bar high breaks the doji's low
What happens if you buy NQ every time the bar after a doji at a 20-bar low breaks the doji's high?
What it is
A doji is a candle whose open and close are nearly equal. This strategy goes long when the bar after a doji at a 20-bar low breaks the doji's high (short on the mirror), with the stop beyond the doji and a target of 2R.
What it did
On NQ futures from 2024-10-08 to 2026-10-07, the doji at a 20-bar extreme strategy took 89 trades on the 15-minute chart, won 43.8% of them and finished -1,028.25 points (-$20,565 on one NQ contract), before commission and slippage. From 2024-10-08 to 2026-10-07 on NQ, the 39 long trades on the 15-minute chart won 51.3% and made -428.50 points (-$8,570 on one NQ contract), before commission and slippage. On ES futures from 2024-08-28 to 2026-08-27, the doji at a 20-bar extreme strategy took 105 trades on the 15-minute chart, won 41.0% of them and finished 64.00 points ($3,200 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 doji at a 20-bar extreme 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; every trade is listed on this page.
See it tested with one change · $19
Tested by CE Market Solutions on 2026-10-26. Every trade is listed below. Gross, no commission or slippage. Last 2 years.
Results
Rule as tested: Long when the bar after a doji at a 20-bar low breaks the doji's high; short on the mirror. Exit: Stop beyond the doji, target 2R.
| 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 | 232 | 34.9% | −7.63 | 0.765 | −1,769.25 | −$35,385 | 2,227.25 | 243 | 29.2% | −1.68 | 0.752 | −407.50 | −$20,375 | 494.00 |
| 5 minute · longs only | 108 | 36.1% | — | — | −892.00 | −$17,840 | 1,336.75 | 104 | 30.8% | — | — | −146.50 | −$7,325 | 209.25 |
| 5 minute · shorts only | 124 | 33.9% | — | — | −877.25 | −$17,545 | 907.25 | 139 | 28.1% | — | — | −261.00 | −$13,050 | 310.00 |
| 15 minute | 89 | 43.8% | −11.55 | 0.740 | −1,028.25 | −$20,565 | 1,281.50 | 105 | 41.0% | 0.61 | 1.082 | 64.00 | $3,200 | 168.25 |
| 15 minute · longs only | 39 | 51.3% | — | — | −428.50 | −$8,570 | 691.00 | 42 | 42.9% | — | — | 1.00 | $50 | 115.00 |
| 15 minute · shorts only | 50 | 38.0% | — | — | −599.75 | −$11,995 | 939.00 | 63 | 39.7% | — | — | 63.00 | $3,150 | 164.50 |
| 1 hour | 36 | 55.6% | 6.61 | 1.206 | 238.00 | $4,760 | 321.50 | 26 | 42.3% | −2.07 | 0.823 | −53.75 | −$2,687 | 98.75 |
| 1 hour · longs only | 17 | 47.1% | — | — | −105.50 | −$2,110 | 312.50 | 17 | 47.1% | — | — | −78.25 | −$3,912 | 92.75 |
| 1 hour · shorts only | 19 | 63.2% | — | — | 343.50 | $6,870 | 299.75 | 9 | 33.3% | — | — | 24.50 | $1,225 | 38.75 |
| Daily | 3 | 33.3% | 139.50 | 1.453 | 418.50 | $8,370 | 923.50 | 3 | 100.0% | 187.83 | — | 563.50 | $28,175 | 0.00 |
| Daily · longs only | 2 | 50.0% | — | — | 764.00 | $15,280 | 578.00 | 1 | 100.0% | — | — | 405.50 | $20,275 | 0.00 |
| Daily · shorts only | 1 | 0.0% | — | — | −345.50 | −$6,910 | 345.50 | 2 | 100.0% | — | — | 158.00 | $7,900 | 0.00 |
NQ Daily: small sample (3 trades). ES Daily: small sample (3 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 | 1 | 405.50 |
| Short | 2 | 158.00 |
By month
| Month | Trades | Net pts |
|---|---|---|
| 2024-11 | 1 | 82.50 |
| 2025-12 | 1 | 75.50 |
| 2026-04 | 1 | 405.50 |
Every trade, ES daily3 trades
Daily results show the table and the equity line; there is no chart viewer for them yet.
All trades (3), newest first
Times are New York time; points are gross.
| Session date | Side | Entry (ET) | Entry price | Exit (ET) | Exit price | Exit reason | Points |
|---|---|---|---|---|---|---|---|
| 2026-04-01 | long | 2026-03-31 18:00 | 6562.00 | 2026-04-14 10:13 | 6967.50 | target | 405.50 |
| 2025-12-30 | short | 2025-12-29 18:00 | 6956.50 | 2026-01-02 10:59 | 6881.00 | target | 75.50 |
| 2024-11-13 | short | 2024-11-12 18:00 | 6012.25 | 2024-11-15 09:37 | 5929.75 | target | 82.50 |
Page 1 of 1
The other trades quoted above
Every trade, NQ 15 minute89 trades
Newest first. Times are New York time; points are gross.
| Session date | Side | Entry (ET) | Entry price | Exit (ET) | Exit price | Exit reason | Points |
|---|---|---|---|---|---|---|---|
| 2026-10-06 | short | 10:30 | 31501.00 | 10:53 | 31584.00 | stop | −83.00 |
| 2026-10-05 | short | 15:45 | 31342.75 | 15:59 | 31338.25 | end of day 15:59 | 4.50 |
| 2026-09-24 | short | 13:30 | 30735.00 | 15:59 | 30756.75 | end of day 15:59 | −21.75 |
| 2026-09-16 | long | 15:45 | 29174.25 | 15:59 | 29254.00 | end of day 15:59 | 79.75 |
| 2026-09-16 | short | 12:15 | 29484.50 | 14:35 | 29353.50 | target | 131.00 |
| 2026-09-03 | short | 13:15 | 29491.25 | 13:51 | 29544.25 | stop | −53.00 |
| 2026-09-01 | short | 11:15 | 29183.00 | 11:39 | 29268.25 | stop | −85.25 |
| 2026-08-18 | long | 11:30 | 29591.00 | 15:59 | 29585.75 | end of day 15:59 | −5.25 |
| 2026-08-13 | short | 11:00 | 30199.25 | 15:08 | 30267.75 | stop | −68.50 |
| 2026-08-11 | long | 10:15 | 29762.00 | 12:25 | 29631.50 | stop | −130.50 |
| 2026-07-17 | short | 11:00 | 28727.00 | 11:55 | 28896.25 | stop | −169.25 |
| 2026-07-06 | short | 12:30 | 30033.75 | 13:40 | 29912.75 | target | 121.00 |
| 2026-06-30 | short | 11:00 | 30305.25 | 11:50 | 30442.75 | stop | −137.50 |
| 2026-06-26 | short | 10:45 | 29493.75 | 11:37 | 29665.50 | stop | −171.75 |
| 2026-06-23 | long | 15:15 | 29673.25 | 15:59 | 29650.50 | end of day 15:59 | −22.75 |
| 2026-06-18 | short | 11:30 | 30582.50 | 12:21 | 30676.00 | stop | −93.50 |
| 2026-06-16 | long | 12:15 | 30533.00 | 13:39 | 30407.50 | stop | −125.50 |
| 2026-06-01 | long | 09:45 | 30412.00 | 13:43 | 30653.50 | target | 241.50 |
| 2026-05-28 | short | 14:15 | 30304.00 | 15:59 | 30306.25 | end of day 15:59 | −2.25 |
| 2026-05-21 | short | 14:15 | 29451.75 | 15:59 | 29446.25 | end of day 15:59 | 5.50 |
| 2026-05-21 | long | 10:00 | 29287.50 | 10:20 | 29173.75 | stop | −113.75 |
| 2026-05-14 | short | 12:30 | 29727.50 | 13:16 | 29618.00 | target | 109.50 |
| 2026-05-05 | short | 10:15 | 28055.00 | 10:24 | 28112.25 | stop | −57.25 |
| 2026-04-15 | short | 12:45 | 26146.00 | 14:16 | 26251.75 | stop | −105.75 |
| 2026-04-07 | long | 11:30 | 24066.75 | 15:45 | 24317.75 | target | 251.00 |
| 2026-03-26 | long | 10:00 | 24215.75 | 10:55 | 24063.75 | stop | −152.00 |
| 2026-03-19 | long | 10:00 | 24501.50 | 15:59 | 24574.75 | end of day 15:59 | 73.25 |
| 2026-03-16 | short | 15:30 | 24683.25 | 15:59 | 24670.25 | end of day 15:59 | 13.00 |
| 2026-03-11 | short | 10:30 | 25027.75 | 15:59 | 24984.00 | end of day 15:59 | 43.75 |
| 2026-03-05 | long | 09:45 | 25059.50 | 10:30 | 24962.50 | stop | −97.00 |
| 2026-03-03 | short | 10:00 | 24489.00 | 11:45 | 24661.50 | stop | −172.50 |
| 2026-02-24 | short | 13:30 | 25019.75 | 15:59 | 25030.00 | end of day 15:59 | −10.25 |
| 2026-02-18 | long | 15:45 | 24942.50 | 15:59 | 24957.50 | end of day 15:59 | 15.00 |
| 2026-01-23 | short | 11:30 | 25791.25 | 15:59 | 25735.50 | end of day 15:59 | 55.75 |
| 2026-01-09 | long | 10:30 | 25854.25 | 15:59 | 25933.25 | end of day 15:59 | 79.00 |
| 2025-12-30 | long | 10:00 | 25756.00 | 10:43 | 25681.50 | stop | −74.50 |
| 2025-12-09 | short | 11:45 | 25673.25 | 11:51 | 25710.00 | stop | −36.75 |
| 2025-12-01 | long | 10:00 | 25365.75 | 15:59 | 25402.25 | end of day 15:59 | 36.50 |
| 2025-11-20 | long | 14:30 | 24345.50 | 15:38 | 24204.75 | stop | −140.75 |
| 2025-11-10 | long | 12:00 | 25521.25 | 13:33 | 25660.25 | target | 139.00 |
| 2025-10-24 | short | 12:45 | 25527.50 | 13:47 | 25563.25 | stop | −35.75 |
| 2025-10-13 | short | 10:30 | 24825.50 | 12:16 | 24913.75 | stop | −88.25 |
| 2025-09-29 | long | 15:45 | 24822.25 | 15:59 | 24837.25 | end of day 15:59 | 15.00 |
| 2025-09-17 | short | 09:45 | 24475.75 | 14:13 | 24363.25 | target | 112.50 |
| 2025-09-10 | long | 15:45 | 23863.00 | 15:59 | 23874.25 | end of day 15:59 | 11.25 |
| 2025-09-08 | long | 15:45 | 23799.50 | 15:59 | 23803.75 | end of day 15:59 | 4.25 |
| 2025-09-03 | short | 11:15 | 23491.75 | 11:29 | 23424.25 | target | 67.50 |
| 2025-09-01 | short | 12:00 | 23495.75 | 12:59 | 23502.25 | early close | −6.50 |
| 2025-08-27 | short | 14:45 | 23640.00 | 15:10 | 23604.50 | target | 35.50 |
| 2025-08-26 | long | 10:15 | 23507.00 | 15:59 | 23587.00 | end of day 15:59 | 80.00 |
| 2025-08-19 | long | 10:15 | 23707.50 | 10:28 | 23638.25 | stop | −69.25 |
| 2025-08-18 | short | 10:45 | 23751.75 | 15:59 | 23797.00 | end of day 15:59 | −45.25 |
| 2025-08-13 | short | 10:00 | 24017.25 | 11:10 | 23914.25 | target | 103.00 |
| 2025-08-12 | short | 14:45 | 23912.00 | 15:36 | 23933.00 | stop | −21.00 |
| 2025-08-06 | short | 12:45 | 23351.25 | 13:36 | 23386.00 | stop | −34.75 |
| 2025-07-30 | short | 15:00 | 23412.25 | 15:59 | 23484.00 | end of day 15:59 | −71.75 |
| 2025-07-29 | long | 12:00 | 23503.75 | 15:36 | 23438.00 | stop | −65.75 |
| 2025-07-25 | long | 10:00 | 23389.50 | 15:59 | 23422.50 | end of day 15:59 | 33.00 |
| 2025-07-15 | short | 09:45 | 23164.25 | 15:59 | 23054.25 | target | 110.00 |
| 2025-07-14 | short | 14:00 | 23045.00 | 15:59 | 23034.25 | end of day 15:59 | 10.75 |
| 2025-06-23 | long | 10:00 | 21925.25 | 12:37 | 21758.25 | stop | −167.00 |
| 2025-06-20 | long | 14:00 | 21838.50 | 15:59 | 21842.75 | end of day 15:59 | 4.25 |
| 2025-06-17 | long | 15:00 | 21977.25 | 15:59 | 21956.50 | end of day 15:59 | −20.75 |
| 2025-06-05 | short | 12:15 | 21866.75 | 12:48 | 21729.75 | target | 137.00 |
| 2025-05-27 | short | 14:30 | 21461.75 | 15:59 | 21466.50 | end of day 15:59 | −4.75 |
| 2025-05-27 | short | 11:00 | 21355.50 | 11:19 | 21385.50 | stop | −30.00 |
| 2025-05-20 | long | 15:30 | 21378.00 | 15:59 | 21447.50 | end of day 15:59 | 69.50 |
| 2025-05-13 | short | 13:15 | 21307.25 | 13:32 | 21338.75 | stop | −31.50 |
| 2025-05-12 | short | 15:00 | 20896.00 | 15:59 | 20943.75 | stop | −47.75 |
| 2025-04-29 | short | 15:00 | 19646.50 | 15:59 | 19644.75 | end of day 15:59 | 1.75 |
| 2025-04-28 | long | 13:45 | 19323.75 | 15:02 | 19457.25 | target | 133.50 |
| 2025-04-23 | long | 12:45 | 18872.75 | 15:35 | 18746.75 | stop | −126.00 |
| 2025-04-04 | long | 11:15 | 18089.25 | 13:16 | 17655.75 | stop | −433.50 |
| 2025-03-31 | short | 12:15 | 19195.00 | 12:28 | 19264.00 | stop | −69.00 |
| 2025-03-21 | long | 09:45 | 19684.50 | 12:20 | 19849.50 | target | 165.00 |
| 2025-03-10 | long | 15:30 | 19433.75 | 15:59 | 19463.50 | end of day 15:59 | 29.75 |
| 2025-03-04 | short | 15:45 | 20526.25 | 15:59 | 20397.50 | end of day 15:59 | 128.75 |
| 2025-02-26 | long | 10:00 | 21301.75 | 13:29 | 21188.75 | stop | −113.00 |
| 2024-12-19 | long | 13:00 | 21519.00 | 15:35 | 21434.00 | stop | −85.00 |
| 2024-12-11 | short | 14:00 | 21793.00 | 15:14 | 21812.00 | stop | −19.00 |
| 2024-12-09 | short | 10:15 | 21612.25 | 10:37 | 21538.75 | target | 73.50 |
| 2024-12-05 | short | 10:00 | 21511.00 | 12:12 | 21551.75 | stop | −40.75 |
| 2024-12-04 | short | 11:30 | 21470.25 | 14:18 | 21497.00 | stop | −26.75 |
| 2024-12-03 | long | 09:45 | 21191.00 | 15:56 | 21284.50 | target | 93.50 |
| 2024-11-21 | short | 15:45 | 20846.75 | 15:59 | 20823.75 | end of day 15:59 | 23.00 |
| 2024-10-31 | long | 12:15 | 20085.00 | 14:01 | 20023.00 | stop | −62.00 |
| 2024-10-17 | long | 15:00 | 20431.75 | 15:38 | 20365.50 | stop | −66.25 |
| 2024-10-11 | long | 10:00 | 20358.50 | 10:16 | 20446.50 | target | 88.00 |
| 2024-10-08 | short | 11:15 | 20228.00 | 14:56 | 20274.00 | stop | −46.00 |
Every trade, ES 15 minute105 trades
Newest first. Times are New York time; points are gross.
| Session date | Side | Entry (ET) | Entry price | Exit (ET) | Exit price | Exit reason | Points |
|---|---|---|---|---|---|---|---|
| 2026-07-24 | long | 15:45 | 7442.00 | 15:59 | 7447.75 | end of day 15:59 | 5.75 |
| 2026-07-17 | short | 10:45 | 7524.75 | 14:44 | 7495.75 | target | 29.00 |
| 2026-07-07 | short | 10:00 | 7566.25 | 15:59 | 7553.00 | end of day 15:59 | 13.25 |
| 2026-06-23 | short | 10:45 | 7468.50 | 15:59 | 7434.75 | end of day 15:59 | 33.75 |
| 2026-05-21 | short | 14:15 | 7466.25 | 15:59 | 7465.25 | end of day 15:59 | 1.00 |
| 2026-05-15 | short | 14:30 | 7458.25 | 15:59 | 7432.50 | end of day 15:59 | 25.75 |
| 2026-05-13 | long | 10:15 | 7420.25 | 12:24 | 7463.25 | target | 43.00 |
| 2026-05-01 | long | 15:15 | 7271.75 | 15:59 | 7258.75 | stop | −13.00 |
| 2026-04-27 | short | 14:45 | 7203.50 | 15:32 | 7207.50 | stop | −4.00 |
| 2026-04-21 | long | 13:45 | 7124.25 | 15:42 | 7096.50 | stop | −27.75 |
| 2026-04-15 | short | 12:45 | 7026.00 | 13:34 | 7040.50 | stop | −14.50 |
| 2026-03-18 | long | 14:00 | 6730.50 | 14:33 | 6714.75 | stop | −15.75 |
| 2026-03-18 | long | 11:00 | 6733.75 | 13:11 | 6719.00 | stop | −14.75 |
| 2026-03-11 | short | 10:30 | 6778.25 | 15:59 | 6779.75 | end of day 15:59 | −1.50 |
| 2026-03-06 | long | 10:15 | 6750.25 | 15:59 | 6742.50 | end of day 15:59 | −7.75 |
| 2026-02-26 | short | 15:30 | 6914.75 | 15:59 | 6921.50 | end of day 15:59 | −6.75 |
| 2026-02-25 | short | 15:30 | 6957.75 | 15:48 | 6962.50 | stop | −4.75 |
| 2026-02-24 | short | 11:00 | 6882.75 | 11:12 | 6895.25 | stop | −12.50 |
| 2026-02-23 | short | 10:00 | 6894.50 | 15:59 | 6854.00 | end of day 15:59 | 40.50 |
| 2026-02-18 | short | 13:30 | 6912.00 | 14:38 | 6884.00 | target | 28.00 |
| 2026-02-16 | long | 11:15 | 6857.00 | 12:59 | 6854.25 | early close | −2.75 |
| 2026-02-12 | long | 13:45 | 6886.75 | 15:46 | 6859.75 | stop | −27.00 |
| 2026-01-27 | long | 10:00 | 7005.25 | 15:59 | 7008.75 | end of day 15:59 | 3.50 |
| 2026-01-26 | short | 10:45 | 6976.75 | 12:03 | 6988.25 | stop | −11.50 |
| 2026-01-15 | short | 12:30 | 7007.00 | 15:00 | 6986.00 | target | 21.00 |
| 2026-01-09 | long | 10:30 | 6996.25 | 15:59 | 7004.75 | end of day 15:59 | 8.50 |
| 2026-01-08 | short | 13:15 | 6955.25 | 15:59 | 6960.75 | end of day 15:59 | −5.50 |
| 2026-01-06 | short | 10:45 | 6965.75 | 12:38 | 6977.50 | stop | −11.75 |
| 2025-12-29 | long | 09:45 | 6960.25 | 12:11 | 6942.00 | stop | −18.25 |
| 2025-12-22 | short | 11:45 | 6926.25 | 12:00 | 6932.50 | stop | −6.25 |
| 2025-12-18 | short | 11:30 | 6862.00 | 11:37 | 6871.50 | stop | −9.50 |
| 2025-12-10 | long | 10:00 | 6849.00 | 14:35 | 6886.00 | target | 37.00 |
| 2025-12-01 | short | 14:15 | 6845.25 | 14:33 | 6823.75 | target | 21.50 |
| 2025-11-28 | short | 12:30 | 6849.75 | 12:56 | 6857.00 | stop | −7.25 |
| 2025-11-17 | long | 15:30 | 6674.50 | 15:59 | 6693.75 | end of day 15:59 | 19.25 |
| 2025-11-13 | long | 15:45 | 6764.50 | 15:59 | 6762.00 | end of day 15:59 | −2.50 |
| 2025-10-29 | long | 12:30 | 6939.25 | 14:03 | 6929.50 | stop | −9.75 |
| 2025-10-21 | short | 13:00 | 6774.75 | 15:59 | 6772.00 | end of day 15:59 | 2.75 |
| 2025-10-16 | long | 14:45 | 6660.75 | 15:59 | 6668.50 | end of day 15:59 | 7.75 |
| 2025-10-03 | short | 11:15 | 6790.50 | 11:52 | 6795.75 | stop | −5.25 |
| 2025-10-03 | short | 10:15 | 6778.75 | 10:31 | 6788.50 | stop | −9.75 |
| 2025-09-29 | long | 14:00 | 6707.25 | 15:15 | 6699.25 | stop | −8.00 |
| 2025-09-22 | short | 15:45 | 6752.50 | 15:59 | 6751.75 | end of day 15:59 | 0.75 |
| 2025-09-19 | short | 09:45 | 6700.50 | 13:33 | 6712.75 | stop | −12.25 |
| 2025-09-17 | short | 10:15 | 6663.50 | 14:00 | 6676.00 | stop | −12.50 |
| 2025-09-16 | short | 15:30 | 6670.50 | 15:59 | 6668.25 | end of day 15:59 | 2.25 |
| 2025-09-10 | long | 15:45 | 6534.50 | 15:59 | 6539.25 | end of day 15:59 | 4.75 |
| 2025-09-03 | long | 13:15 | 6447.25 | 13:43 | 6435.75 | stop | −11.50 |
| 2025-08-28 | short | 10:00 | 6486.75 | 12:28 | 6508.75 | stop | −22.00 |
| 2025-08-14 | short | 11:15 | 6482.75 | 15:55 | 6495.50 | stop | −12.75 |
| 2025-08-13 | short | 15:45 | 6481.75 | 15:51 | 6487.75 | stop | −6.00 |
| 2025-08-13 | short | 10:15 | 6491.50 | 12:50 | 6469.00 | target | 22.50 |
| 2025-08-08 | short | 11:00 | 6400.25 | 12:16 | 6413.25 | stop | −13.00 |
| 2025-07-23 | long | 10:30 | 6364.00 | 13:46 | 6385.50 | target | 21.50 |
| 2025-07-18 | short | 09:45 | 6344.75 | 12:26 | 6326.75 | target | 18.00 |
| 2025-07-17 | short | 12:30 | 6329.50 | 14:23 | 6336.75 | stop | −7.25 |
| 2025-07-10 | short | 14:45 | 6330.00 | 15:52 | 6318.50 | target | 11.50 |
| 2025-06-26 | short | 12:45 | 6184.00 | 13:11 | 6187.75 | stop | −3.75 |
| 2025-06-09 | short | 14:45 | 6021.75 | 15:59 | 6009.25 | target | 12.50 |
| 2025-06-02 | short | 13:30 | 5919.25 | 14:15 | 5927.25 | stop | −8.00 |
| 2025-05-26 | long | 11:30 | 5881.75 | 12:59 | 5891.00 | early close | 9.25 |
| 2025-05-22 | short | 14:45 | 5881.00 | 14:56 | 5889.50 | stop | −8.50 |
| 2025-05-21 | short | 10:30 | 5926.25 | 11:08 | 5944.75 | stop | −18.50 |
| 2025-05-20 | long | 15:30 | 5944.25 | 15:59 | 5959.25 | end of day 15:59 | 15.00 |
| 2025-05-14 | short | 10:00 | 5910.50 | 15:59 | 5909.50 | end of day 15:59 | 1.00 |
| 2025-04-28 | long | 13:45 | 5507.25 | 15:01 | 5533.75 | target | 26.50 |
| 2025-04-23 | long | 12:45 | 5418.00 | 15:36 | 5384.75 | stop | −33.25 |
| 2025-04-21 | long | 14:30 | 5142.25 | 15:50 | 5172.75 | target | 30.50 |
| 2025-04-17 | long | 10:00 | 5334.00 | 10:20 | 5309.50 | stop | −24.50 |
| 2025-04-15 | long | 14:45 | 5438.25 | 15:59 | 5427.75 | end of day 15:59 | −10.50 |
| 2025-03-31 | short | 12:15 | 5590.25 | 12:28 | 5607.00 | stop | −16.75 |
| 2025-03-24 | short | 11:45 | 5808.75 | 12:01 | 5815.25 | stop | −6.50 |
| 2025-03-14 | short | 12:15 | 5618.75 | 13:01 | 5635.75 | stop | −17.00 |
| 2025-03-13 | long | 14:15 | 5541.00 | 15:59 | 5528.25 | end of day 15:59 | −12.75 |
| 2025-03-12 | short | 15:15 | 5615.75 | 15:59 | 5602.75 | end of day 15:59 | 13.00 |
| 2025-03-04 | long | 10:45 | 5775.00 | 14:02 | 5837.50 | target | 62.50 |
| 2025-02-26 | long | 14:30 | 5960.75 | 15:59 | 5972.00 | end of day 15:59 | 11.25 |
| 2025-02-26 | long | 10:00 | 6004.75 | 13:02 | 5978.00 | stop | −26.75 |
| 2025-02-20 | long | 10:30 | 6123.75 | 15:59 | 6137.25 | end of day 15:59 | 13.50 |
| 2025-02-10 | short | 11:15 | 6087.75 | 12:10 | 6073.75 | target | 14.00 |
| 2025-02-06 | long | 11:15 | 6099.75 | 14:30 | 6085.00 | stop | −14.75 |
| 2025-01-28 | short | 11:30 | 6065.25 | 12:10 | 6087.50 | stop | −22.25 |
| 2025-01-24 | short | 10:15 | 6149.50 | 14:10 | 6123.50 | target | 26.00 |
| 2025-01-23 | short | 15:45 | 6134.00 | 15:50 | 6139.50 | stop | −5.50 |
| 2025-01-17 | short | 09:45 | 6018.75 | 10:50 | 6035.75 | stop | −17.00 |
| 2025-01-15 | short | 15:45 | 5995.00 | 15:59 | 5988.50 | end of day 15:59 | 6.50 |
| 2025-01-15 | short | 10:45 | 5979.00 | 14:28 | 5992.00 | stop | −13.00 |
| 2024-12-19 | long | 13:30 | 5969.75 | 15:35 | 5945.25 | stop | −24.50 |
| 2024-12-19 | long | 13:00 | 5963.25 | 13:03 | 5947.25 | stop | −16.00 |
| 2024-11-20 | long | 10:45 | 5902.25 | 15:59 | 5939.25 | end of day 15:59 | 37.00 |
| 2024-11-14 | long | 13:15 | 5997.50 | 15:04 | 5978.50 | stop | −19.00 |
| 2024-11-05 | short | 13:15 | 5802.50 | 15:59 | 5811.25 | stop | −8.75 |
| 2024-10-31 | long | 12:15 | 5765.00 | 14:01 | 5750.25 | stop | −14.75 |
| 2024-10-30 | short | 12:15 | 5880.50 | 13:28 | 5867.50 | target | 13.00 |
| 2024-10-07 | short | 10:45 | 5779.50 | 14:30 | 5760.50 | target | 19.00 |
| 2024-09-30 | short | 11:45 | 5788.50 | 12:03 | 5794.25 | stop | −5.75 |
| 2024-09-27 | long | 15:00 | 5800.25 | 15:59 | 5791.00 | end of day 15:59 | −9.25 |
| 2024-09-24 | long | 11:00 | 5773.75 | 15:59 | 5793.00 | end of day 15:59 | 19.25 |
| 2024-09-18 | short | 14:00 | 5700.25 | 14:00 | 5712.25 | stop | −12.00 |
| 2024-09-17 | short | 10:00 | 5715.50 | 10:07 | 5727.25 | stop | −11.75 |
| 2024-09-11 | short | 09:45 | 5475.00 | 13:40 | 5507.75 | stop | −32.75 |
| 2024-09-06 | short | 10:00 | 5495.75 | 11:46 | 5421.75 | target | 74.00 |
| 2024-09-03 | long | 13:30 | 5578.25 | 13:43 | 5568.25 | stop | −10.00 |
| 2024-09-02 | short | 11:30 | 5661.75 | 12:59 | 5665.00 | early close | −3.25 |
| 2024-08-30 | short | 10:30 | 5636.25 | 11:20 | 5616.25 | target | 20.00 |
Questions and answers
What happens if you buy NQ every time the bar after a doji at a 20-bar low breaks the doji's high?
From 2024-10-08 to 2026-10-07 on the NQ 15-minute chart, the doji at a 20-bar extreme strategy took 39 long trades, won 51.3% of them and made -428.50 points (-$8,570 on one NQ contract), before commission and slippage. From 2024-10-08 to 2026-10-07 on NQ, its long trades also made -892.00 points on 108 trades on the 5-minute chart, -105.50 points on 17 trades on the 1-hour chart and 764.00 points on 2 trades on the daily chart, before commission and slippage.
What happens if you short ES every time the bar after a doji at a 20-bar high breaks the doji's low?
From 2024-08-28 to 2026-08-27 on the ES 15-minute chart, the doji at a 20-bar extreme strategy took 63 short trades, won 39.7% of them and made 63.00 points ($3,150 on one ES contract), before commission and slippage. From 2024-08-28 to 2026-08-27 on ES, its short trades also made -261.00 points on 139 trades on the 5-minute chart, 24.50 points on 9 trades on the 1-hour chart and 158.00 points on 2 trades on the daily chart, before commission and slippage.
Does the doji at a 20-bar extreme strategy work on Nasdaq futures?
On NQ futures from 2024-10-08 to 2026-10-07, the doji at a 20-bar extreme strategy on the 15-minute chart took 89 trades, won 43.8% of them and finished -1,028.25 points (-$20,565 on one NQ contract), before commission and slippage.
What is the win rate of Doji at a 20-bar extreme on ES futures?
The doji at a 20-bar extreme strategy won 41.0% of its 105 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 29.2% of 243 trades on the 5-minute chart, 42.3% of 26 trades on the 1-hour chart and 100.0% of 3 trades on the daily chart, before commission and slippage.
Is the doji at a 20-bar extreme 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 doji at a 20-bar extreme strategy made -1,769.25 points on 232 trades on the 5-minute chart, -1,028.25 points on 89 trades on the 15-minute chart, 238.00 points on 36 trades on the 1-hour chart and 418.50 points on 3 trades on the daily chart, before commission and slippage.
Is it better to only buy or only sell doji at a 20-bar extreme signals on NQ?
On the NQ 15-minute chart from 2024-10-08 to 2026-10-07, the long trades made -428.50 points on 39 trades (51.3% won) and the short trades made -599.75 points on 50 trades (38.0% won), before commission and slippage.
How many trades does the doji at a 20-bar extreme strategy take on NQ in two years?
The doji at a 20-bar extreme strategy took 89 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 232 on the 5-minute chart, 36 on the 1-hour chart and 3 on the daily chart, before commission and slippage.
What is the max drawdown of the doji at a 20-bar extreme strategy on NQ?
The doji at a 20-bar extreme strategy had a max drawdown of 1,281.50 points ($25,630 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 2,227.25 points on the 5-minute chart, 321.50 points on the 1-hour chart and 923.50 points on the daily chart, before commission and slippage.
How does the doji at a 20-bar extreme strategy do on ES compared with NQ?
On the ES 15-minute chart from 2024-08-28 to 2026-08-27, the doji at a 20-bar extreme strategy took 105 trades, won 41.0% of them and made 64.00 points ($3,200 on one ES contract), before commission and slippage. On the NQ 15-minute chart from 2024-10-08 to 2026-10-07, the doji at a 20-bar extreme strategy took 89 trades, won 43.8% of them and made -1,028.25 points (-$20,565 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.
Want your own rules tested the same way?