Strategy library · Moving averages
20 EMA pullback in a trend backtest on NQ and ES futures
EMA 20 pullback in a trend
Also called: EMA pullback strategy, pullback to the 20 EMA, trend pullback strategy, buy when in an uptrend a bar's low touches the 20 EMA and it closes above the 20 EMA, short when in a downtrend a bar's high touches the 20 EMA and it closes below the 20 EMA
What happens if you buy NQ every time in an uptrend a bar's low touches the 20 EMA and it closes above the 20 EMA?
What it is
An uptrend is defined as a close above the EMA 50 with the EMA 20 above the EMA 50, and a pullback is a bar whose low touches the EMA 20. This strategy goes long when that bar closes above the EMA 20, with the stop 1 tick under the bar's low and a target of 2R.
What it did
On NQ futures from 2024-10-08 to 2026-10-07, the 20 EMA pullback in a trend strategy took 1,015 trades on the 15-minute chart, won 37.6% of them and finished 2,069.75 points ($41,395 on one NQ contract), before commission and slippage. From 2024-10-08 to 2026-10-07 on NQ, the 526 long trades on the 15-minute chart won 38.0% and made 1,944.50 points ($38,890 on one NQ contract), before commission and slippage. On ES futures from 2024-08-28 to 2026-08-27, the 20 EMA pullback in a trend strategy took 1,089 trades on the 15-minute chart, won 37.7% of them and finished 355.00 points ($17,750 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 20 EMA pullback in a trend 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: Trend up = close above EMA 50 and EMA 20 above EMA 50. Long when a bar's low touches EMA 20 and it closes above EMA 20. Exit: Stop 1 tick under that bar's low, 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 | 2648 | 34.3% | 0.62 | 1.028 | 1,638.25 | $32,765 | 2,318.00 | 2688 | 34.4% | −0.07 | 0.986 | −177.50 | −$8,875 | 1,027.25 |
| 5 minute · longs only | 1403 | 34.4% | — | — | 1,736.50 | $34,730 | 1,882.75 | 1409 | 33.5% | — | — | −54.50 | −$2,725 | 434.50 |
| 5 minute · shorts only | 1245 | 34.1% | — | — | −98.25 | −$1,965 | 3,003.25 | 1279 | 35.4% | — | — | −123.00 | −$6,150 | 871.75 |
| 15 minute | 1015 | 37.6% | 2.04 | 1.059 | 2,069.75 | $41,395 | 3,644.00 | 1089 | 37.7% | 0.33 | 1.047 | 355.00 | $17,750 | 668.00 |
| 15 minute · longs only | 526 | 38.0% | — | — | 1,944.50 | $38,890 | 1,459.75 | 559 | 38.8% | — | — | 401.75 | $20,088 | 263.25 |
| 15 minute · shorts only | 489 | 37.2% | — | — | 125.25 | $2,505 | 3,181.75 | 530 | 36.4% | — | — | −46.75 | −$2,337 | 695.00 |
| 1 hour | 401 | 44.9% | 6.40 | 1.142 | 2,567.75 | $51,355 | 1,816.50 | 441 | 42.9% | 0.97 | 1.104 | 429.00 | $21,450 | 419.75 |
| 1 hour · longs only | 242 | 45.9% | — | — | 145.50 | $2,910 | 1,234.75 | 263 | 43.7% | — | — | 179.25 | $8,963 | 248.00 |
| 1 hour · shorts only | 159 | 43.4% | — | — | 2,422.25 | $48,445 | 1,393.00 | 178 | 41.6% | — | — | 249.75 | $12,488 | 361.75 |
| Daily | 38 | 39.5% | 99.28 | 1.418 | 3,772.75 | $75,455 | 2,769.00 | 31 | 45.2% | 33.60 | 1.725 | 1,041.75 | $52,088 | 471.75 |
| Daily · longs only | 27 | 33.3% | — | — | −264.50 | −$5,290 | 4,751.00 | 25 | 40.0% | — | — | 502.50 | $25,125 | 643.25 |
| Daily · shorts only | 11 | 54.6% | — | — | 4,037.25 | $80,745 | 1,143.75 | 6 | 66.7% | — | — | 539.25 | $26,963 | 229.75 |
Free to use with credit to CE Market Solutions (CC BY 4.0).
NQ daily: the equity line
Long and short
| Side | Trades | Net pts |
|---|---|---|
| Long | 27 | −264.50 |
| Short | 11 | 4,037.25 |
By month
| Month | Trades | Net pts |
|---|---|---|
| 2024-10 | 1 | 784.00 |
| 2024-11 | 1 | 760.00 |
| 2024-12 | 1 | −266.75 |
| 2025-01 | 3 | −332.25 |
| 2025-02 | 1 | 639.50 |
| 2025-03 | 2 | 925.25 |
| 2025-04 | 2 | 1,130.00 |
| 2025-06 | 2 | 590.50 |
| 2025-08 | 1 | 1,065.00 |
| 2025-10 | 3 | 666.00 |
| 2025-11 | 3 | −406.25 |
| 2025-12 | 2 | −744.00 |
| 2026-01 | 2 | −617.75 |
| 2026-02 | 4 | −132.75 |
| 2026-03 | 4 | 1,418.25 |
| 2026-06 | 1 | −1,191.25 |
| 2026-08 | 2 | −420.00 |
| 2026-09 | 3 | −94.75 |
Every trade, NQ daily38 trades
Daily results show the table and the equity line; there is no chart viewer for them yet.
All trades (38), newest first
Times are New York time; points are gross.
| Session date | Side | Entry (ET) | Entry price | Exit (ET) | Exit price | Exit reason | Points |
|---|---|---|---|---|---|---|---|
| 2026-09-21 | long | 2026-09-20 18:00 | 29938.00 | 2026-09-21 10:28 | 30518.50 | target | 580.50 |
| 2026-09-04 | long | 2026-09-03 18:00 | 29505.00 | 2026-09-10 08:52 | 29074.75 | stop | −430.25 |
| 2026-09-01 | long | 2026-08-31 18:00 | 29518.25 | 2026-09-01 04:37 | 29273.25 | stop | −245.00 |
| 2026-08-28 | long | 2026-08-27 18:00 | 29635.50 | 2026-08-30 19:22 | 29401.50 | stop | −234.00 |
| 2026-08-20 | long | 2026-08-19 18:00 | 29561.50 | 2026-08-20 07:48 | 29375.50 | stop | −186.00 |
| 2026-06-12 | long | 2026-06-11 18:00 | 29456.75 | 2026-07-17 04:38 | 28573.50 | stop | −1,191.25 |
| 2026-03-19 | short | 2026-03-18 18:00 | 24622.00 | 2026-03-27 10:46 | 23444.50 | target | 1,177.50 |
| 2026-03-18 | short | 2026-03-17 18:00 | 25019.75 | 2026-03-17 22:17 | 25117.25 | stop | −97.50 |
| 2026-03-11 | short | 2026-03-10 18:00 | 25010.25 | 2026-03-12 10:33 | 24595.25 | target | 415.00 |
| 2026-03-10 | short | 2026-03-09 18:00 | 24981.50 | 2026-03-10 03:27 | 25058.25 | stop | −76.75 |
| 2026-02-27 | short | 2026-02-26 18:00 | 25024.25 | 2026-03-08 18:09 | 24235.75 | target | 788.50 |
| 2026-02-13 | short | 2026-02-12 18:00 | 24842.25 | 2026-02-25 16:26 | 25420.00 | stop | −577.75 |
| 2026-02-12 | short | 2026-02-11 18:00 | 25289.00 | 2026-02-12 11:12 | 24936.00 | target | 353.00 |
| 2026-02-03 | long | 2026-02-02 18:00 | 25876.50 | 2026-02-04 10:00 | 25180.00 | stop | −696.50 |
| 2026-01-27 | long | 2026-01-26 18:00 | 25861.25 | 2026-02-01 21:53 | 25365.00 | stop | −496.25 |
| 2026-01-23 | long | 2026-01-22 18:00 | 25605.00 | 2026-01-25 18:00 | 25483.50 | stop | −121.50 |
| 2025-12-22 | long | 2025-12-21 18:00 | 25635.25 | 2026-01-20 03:33 | 25209.50 | stop | −425.75 |
| 2025-12-12 | long | 2025-12-11 18:00 | 25701.00 | 2025-12-12 10:24 | 25382.75 | stop | −318.25 |
| 2025-11-27 | long | 2025-11-26 18:00 | 25313.00 | 2025-12-05 10:03 | 25817.00 | target | 504.00 |
| 2025-11-11 | long | 2025-11-10 18:00 | 25722.25 | 2025-11-13 10:45 | 25268.75 | stop | −453.50 |
| 2025-11-06 | long | 2025-11-05 18:00 | 25738.50 | 2025-11-06 11:25 | 25281.75 | stop | −456.75 |
| 2025-10-20 | long | 2025-10-19 18:00 | 25065.75 | 2025-10-29 16:02 | 26377.75 | target | 1,312.00 |
| 2025-10-16 | long | 2025-10-15 18:00 | 24937.00 | 2025-10-16 14:16 | 24663.00 | stop | −274.00 |
| 2025-10-14 | long | 2025-10-13 18:00 | 24913.75 | 2025-10-14 06:34 | 24541.75 | stop | −372.00 |
| 2025-08-05 | long | 2025-08-04 18:00 | 23354.00 | 2025-09-18 00:32 | 24653.25 | target | 1,065.00 |
| 2025-06-24 | long | 2025-06-23 18:00 | 22079.00 | 2025-07-09 10:00 | 23104.00 | target | 1,025.00 |
| 2025-06-17 | long | 2025-06-16 18:00 | 22176.00 | 2025-06-19 09:05 | 21741.50 | stop | −434.50 |
| 2025-04-11 | short | 2025-04-10 18:00 | 18464.75 | 2025-04-24 16:01 | 19383.75 | stop | −919.00 |
| 2025-04-03 | short | 2025-04-02 18:02 | 19020.00 | 2025-04-06 18:00 | 16971.00 | target | 2,049.00 |
| 2025-03-27 | short | 2025-03-26 18:00 | 20046.00 | 2025-03-31 09:33 | 19064.00 | target | 982.00 |
| 2025-03-25 | short | 2025-03-24 18:00 | 20353.00 | 2025-03-25 07:51 | 20409.75 | stop | −56.75 |
| 2025-02-05 | long | 2025-02-04 18:00 | 21562.00 | 2025-02-14 14:10 | 22201.50 | target | 639.50 |
| 2025-01-30 | long | 2025-01-29 18:00 | 21547.75 | 2025-01-31 10:05 | 21909.75 | target | 362.00 |
| 2025-01-20 | long | 2025-01-19 18:00 | 21600.00 | 2025-01-27 03:22 | 21209.00 | stop | −391.00 |
| 2025-01-07 | long | 2025-01-06 18:00 | 21781.25 | 2025-01-07 10:38 | 21478.00 | stop | −303.25 |
| 2024-12-24 | long | 2024-12-23 18:00 | 21743.25 | 2024-12-30 07:49 | 21476.50 | stop | −266.75 |
| 2024-11-20 | long | 2024-11-19 18:00 | 20762.25 | 2024-12-04 15:15 | 21522.25 | target | 760.00 |
| 2024-10-09 | long | 2024-10-08 18:00 | 20294.25 | 2024-11-07 09:40 | 21078.25 | target | 784.00 |
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Questions and answers
What happens if you buy NQ every time in an uptrend a bar's low touches the 20 EMA and it closes above the 20 EMA?
From 2024-10-08 to 2026-10-07 on the NQ 15-minute chart, the 20 EMA pullback in a trend strategy took 526 long trades, won 38.0% of them and made 1,944.50 points ($38,890 on one NQ contract), before commission and slippage. From 2024-10-08 to 2026-10-07 on NQ, its long trades also made 1,736.50 points on 1,403 trades on the 5-minute chart, 145.50 points on 242 trades on the 1-hour chart and -264.50 points on 27 trades on the daily chart, before commission and slippage.
What happens if you short ES every time in a downtrend a bar's high touches the 20 EMA and it closes below the 20 EMA?
From 2024-08-28 to 2026-08-27 on the ES 15-minute chart, the 20 EMA pullback in a trend strategy took 530 short trades, won 36.4% of them and made -46.75 points (-$2,337 on one ES contract), before commission and slippage. From 2024-08-28 to 2026-08-27 on ES, its short trades also made -123.00 points on 1,279 trades on the 5-minute chart, 249.75 points on 178 trades on the 1-hour chart and 539.25 points on 6 trades on the daily chart, before commission and slippage.
Does the 20 EMA pullback in a trend strategy work on Nasdaq futures?
On NQ futures from 2024-10-08 to 2026-10-07, the 20 EMA pullback in a trend strategy on the 15-minute chart took 1,015 trades, won 37.6% of them and finished 2,069.75 points ($41,395 on one NQ contract), before commission and slippage.
What is the win rate of EMA 20 pullback in a trend on ES futures?
The 20 EMA pullback in a trend strategy won 37.7% of its 1,089 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 34.4% of 2,688 trades on the 5-minute chart, 42.9% of 441 trades on the 1-hour chart and 45.2% of 31 trades on the daily chart, before commission and slippage.
Is the 20 EMA pullback in a trend 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 20 EMA pullback in a trend strategy made 1,638.25 points on 2,648 trades on the 5-minute chart, 2,069.75 points on 1,015 trades on the 15-minute chart, 2,567.75 points on 401 trades on the 1-hour chart and 3,772.75 points on 38 trades on the daily chart, before commission and slippage.
Is it better to only buy or only sell 20 EMA pullback in a trend signals on NQ?
On the NQ 15-minute chart from 2024-10-08 to 2026-10-07, the long trades made 1,944.50 points on 526 trades (38.0% won) and the short trades made 125.25 points on 489 trades (37.2% won), before commission and slippage.
How many trades does the 20 EMA pullback in a trend strategy take on NQ in two years?
The 20 EMA pullback in a trend strategy took 1,015 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 2,648 on the 5-minute chart, 401 on the 1-hour chart and 38 on the daily chart, before commission and slippage.
What is the max drawdown of the 20 EMA pullback in a trend strategy on NQ?
The 20 EMA pullback in a trend strategy had a max drawdown of 3,644.00 points ($72,880 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 2,318.00 points on the 5-minute chart, 1,816.50 points on the 1-hour chart and 2,769.00 points on the daily chart, before commission and slippage.
How does the 20 EMA pullback in a trend strategy do on ES compared with NQ?
On the ES 15-minute chart from 2024-08-28 to 2026-08-27, the 20 EMA pullback in a trend strategy took 1,089 trades, won 37.7% of them and made 355.00 points ($17,750 on one ES contract), before commission and slippage. On the NQ 15-minute chart from 2024-10-08 to 2026-10-07, the 20 EMA pullback in a trend strategy took 1,015 trades, won 37.6% of them and made 2,069.75 points ($41,395 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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