Strategy library · Opening and session
Floor pivot R1/S1 breakout backtest on NQ and ES futures
Floor pivot R1 / S1 breakout
Also called: pivot point breakout, floor pivots R1 S1 strategy, pivot point strategy, buy when a 5-minute bar closes above the R1 floor pivot, short when a 5-minute bar closes below the S1 floor pivot
What happens if you buy NQ every time a 5-minute bar closes above the R1 floor pivot?
What it is
Classic floor pivots are calculated from yesterday's regular-session high, low and close, giving a pivot with resistance levels (R1) and support levels (S1). This strategy goes long on a 5-minute close above R1 and short on a close below S1, with the stop at the pivot and an exit at 15:59 ET.
What it did
On NQ futures from 2024-10-08 to 2026-10-07, the floor pivot R1/S1 breakout strategy took 411 trades on the session timeframe, won 47.0% of them and finished -1,047.25 points (-$20,945 on one NQ contract), before commission and slippage. From 2024-10-08 to 2026-10-07 on NQ, the 225 long trades on the session timeframe won 50.7% and made 414.75 points ($8,295 on one NQ contract), before commission and slippage. On ES futures from 2024-08-28 to 2026-08-27, the floor pivot R1/S1 breakout strategy took 414 trades on the session timeframe, won 45.9% of them and finished -328.50 points (-$16,425 on one ES contract), before commission and slippage. This strategy was tested on the session timeframe only; the NQ trades are listed on this page and the ES trades under the ES tab.
How it was tested
CE Market Solutions tested the floor pivot R1/S1 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 on a 5-minute close above R1; short on a close below S1 (classic floor pivots from yesterday's RTH). Exit: Stop at the pivot, exit at 15:59.
| 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 | |
| Session | 411 | 47.0% | −2.55 | 0.964 | −1,047.25 | −$20,945 | 4,689.00 | 414 | 45.9% | −0.79 | 0.942 | −328.50 | −$16,425 | 823.00 |
| Session · longs only | 225 | 50.7% | — | — | 414.75 | $8,295 | 2,855.00 | 230 | 50.4% | — | — | −40.25 | −$2,012 | 374.75 |
| Session · shorts only | 186 | 42.5% | — | — | −1,462.00 | −$29,240 | 3,282.50 | 184 | 40.2% | — | — | −288.25 | −$14,412 | 715.75 |
Free to use with credit to CE Market Solutions (CC BY 4.0).
NQ session: the equity line
Long and short
| Side | Trades | Net pts |
|---|---|---|
| Long | 225 | 414.75 |
| Short | 186 | −1,462.00 |
By month
| Month | Trades | Net pts |
|---|---|---|
| 2024-10 | 11 | 500.25 |
| 2024-11 | 16 | −233.75 |
| 2024-12 | 15 | 346.50 |
| 2025-01 | 18 | −338.25 |
| 2025-02 | 15 | 138.25 |
| 2025-03 | 17 | 208.25 |
| 2025-04 | 15 | 1,056.25 |
| 2025-05 | 16 | −777.50 |
| 2025-06 | 18 | −101.50 |
| 2025-07 | 19 | −608.00 |
| 2025-08 | 16 | −143.25 |
| 2025-09 | 18 | −556.00 |
| 2025-10 | 17 | −829.00 |
| 2025-11 | 17 | −785.75 |
| 2025-12 | 16 | 320.75 |
| 2026-01 | 17 | −502.00 |
| 2026-02 | 17 | 701.25 |
| 2026-03 | 20 | 640.75 |
| 2026-04 | 19 | 9.75 |
| 2026-05 | 20 | −24.50 |
| 2026-06 | 16 | 427.00 |
| 2026-07 | 20 | −149.50 |
| 2026-08 | 15 | 391.25 |
| 2026-09 | 18 | −447.25 |
| 2026-10 | 5 | −291.25 |
Every trade, NQ session411 trades
Pick any of the 411 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 (411), 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 |
|---|---|---|---|---|---|---|---|
| 2026-04-21 | long | 10:10 | 26860.75 | 11:00 | 26714.00 | stop pivot | −146.75 |
| 2026-04-20 | short | 10:55 | 26671.25 | 15:59 | 26745.75 | end of day 15:59 | −74.50 |
| 2026-04-17 | long | 09:35 | 26672.50 | 15:59 | 26827.25 | end of day 15:59 | 154.75 |
| 2026-04-16 | long | 11:40 | 26507.75 | 15:59 | 26484.75 | end of day 15:59 | −23.00 |
| 2026-04-15 | long | 10:25 | 26121.00 | 15:59 | 26364.25 | end of day 15:59 | 243.25 |
| 2026-04-14 | long | 09:35 | 25718.00 | 15:59 | 26000.75 | end of day 15:59 | 282.75 |
| 2026-04-13 | short | 09:40 | 25197.75 | 09:59 | 25300.00 | stop pivot | −102.25 |
| 2026-04-10 | long | 11:15 | 25368.75 | 15:59 | 25284.25 | end of day 15:59 | −84.50 |
| 2026-04-09 | long | 13:40 | 25250.25 | 15:59 | 25249.00 | end of day 15:59 | −1.25 |
| 2026-04-08 | long | 09:35 | 25162.75 | 15:59 | 25080.00 | end of day 15:59 | −82.75 |
| 2026-04-07 | short | 09:35 | 24221.25 | 15:45 | 24339.75 | stop pivot | −118.50 |
| 2026-04-02 | short | 09:35 | 23788.00 | 10:36 | 24197.50 | stop pivot | −409.50 |
| 2026-04-01 | long | 09:35 | 24156.50 | 15:59 | 24200.75 | end of day 15:59 | 44.25 |
| 2026-03-31 | long | 09:35 | 23457.25 | 15:59 | 23909.75 | end of day 15:59 | 452.50 |
| 2026-03-30 | short | 14:30 | 23154.75 | 15:59 | 23135.50 | end of day 15:59 | 19.25 |
| 2026-03-27 | short | 09:35 | 23564.75 | 15:59 | 23308.75 | end of day 15:59 | 256.00 |
| 2026-03-26 | short | 09:35 | 24122.50 | 15:59 | 23786.75 | end of day 15:59 | 335.75 |
| 2026-03-25 | long | 09:35 | 24466.50 | 15:59 | 24371.75 | end of day 15:59 | −94.75 |
| 2026-03-24 | short | 09:40 | 24209.25 | 15:59 | 24219.25 | end of day 15:59 | −10.00 |
| 2026-03-23 | long | 09:35 | 24476.75 | 15:59 | 24398.75 | end of day 15:59 | −78.00 |
| 2026-03-20 | short | 09:55 | 24363.25 | 15:59 | 24113.50 | end of day 15:59 | 249.75 |
| 2026-03-19 | short | 09:35 | 24357.00 | 15:59 | 24574.75 | end of day 15:59 | −217.75 |
| 2026-03-18 | short | 10:15 | 24895.25 | 15:59 | 24651.50 | end of day 15:59 | 243.75 |
| 2026-03-17 | long | 09:35 | 25057.25 | 15:59 | 25010.25 | end of day 15:59 | −47.00 |
| 2026-03-16 | long | 09:35 | 24691.25 | 15:59 | 24670.25 | end of day 15:59 | −21.00 |
| 2026-03-13 | long | 09:45 | 24769.50 | 10:17 | 24644.00 | stop pivot | −125.50 |
| 2026-03-12 | short | 09:35 | 24813.50 | 15:59 | 24555.25 | end of day 15:59 | 258.25 |
| 2026-03-09 | short | 09:35 | 24476.50 | 12:41 | 24731.75 | stop pivot | −255.25 |
| 2026-03-06 | short | 09:35 | 24706.25 | 15:59 | 24667.75 | end of day 15:59 | 38.50 |
| 2026-03-05 | short | 12:35 | 24868.75 | 15:59 | 25054.75 | stop pivot | −186.00 |
| 2026-03-04 | long | 09:35 | 24964.50 | 15:59 | 25120.00 | end of day 15:59 | 155.50 |
| 2026-03-03 | short | 09:35 | 24529.00 | 15:59 | 24757.25 | end of day 15:59 | −228.25 |
| 2026-03-02 | short | 09:35 | 24834.00 | 10:11 | 24939.00 | stop pivot | −105.00 |
| 2026-02-27 | short | 09:45 | 24845.25 | 15:59 | 24998.25 | end of day 15:59 | −153.00 |
| 2026-02-26 | short | 09:55 | 25215.75 | 15:59 | 25083.25 | end of day 15:59 | 132.50 |
| 2026-02-25 | long | 09:35 | 25222.25 | 15:59 | 25384.50 | end of day 15:59 | 162.25 |
| 2026-02-24 | long | 10:30 | 25011.25 | 15:59 | 25030.00 | end of day 15:59 | 18.75 |
| 2026-02-23 | short | 10:55 | 24775.00 | 15:59 | 24768.00 | end of day 15:59 | 7.00 |
| 2026-02-20 | long | 10:05 | 24974.75 | 15:59 | 25074.75 | end of day 15:59 | 100.00 |
| 2026-02-19 | short | 14:40 | 24760.50 | 15:59 | 24863.50 | end of day 15:59 | −103.00 |
| 2026-02-18 | long | 10:05 | 25016.75 | 15:59 | 24957.50 | end of day 15:59 | −59.25 |
| 2026-02-17 | short | 09:50 | 24661.00 | 11:10 | 24738.50 | stop pivot | −77.50 |
| 2026-02-12 | short | 10:55 | 25052.75 | 15:59 | 24763.50 | end of day 15:59 | 289.25 |
| 2026-02-11 | long | 09:35 | 25386.50 | 10:02 | 25288.25 | stop pivot | −98.25 |
| 2026-02-09 | long | 11:30 | 25355.75 | 15:59 | 25337.75 | end of day 15:59 | −18.00 |
| 2026-02-06 | long | 09:40 | 24911.00 | 15:59 | 25146.75 | end of day 15:59 | 235.75 |
| 2026-02-05 | short | 10:05 | 24705.25 | 15:59 | 24638.25 | end of day 15:59 | 67.00 |
| 2026-02-04 | short | 11:05 | 25074.25 | 15:59 | 24994.50 | end of day 15:59 | 79.75 |
| 2026-02-03 | short | 10:05 | 25610.00 | 15:59 | 25445.50 | end of day 15:59 | 164.50 |
| 2026-02-02 | long | 10:20 | 25903.00 | 15:59 | 25856.50 | end of day 15:59 | −46.50 |
Questions and answers
What happens if you buy NQ every time a 5-minute bar closes above the R1 floor pivot?
From 2024-10-08 to 2026-10-07 on the NQ session timeframe, the floor pivot R1/S1 breakout strategy took 225 long trades, won 50.7% of them and made 414.75 points ($8,295 on one NQ contract), before commission and slippage.
What happens if you short ES every time a 5-minute bar closes below the S1 floor pivot?
From 2024-08-28 to 2026-08-27 on the ES session timeframe, the floor pivot R1/S1 breakout strategy took 184 short trades, won 40.2% of them and made -288.25 points (-$14,412 on one ES contract), before commission and slippage.
Does the floor pivot R1/S1 breakout strategy work on Nasdaq futures?
On NQ futures from 2024-10-08 to 2026-10-07, the floor pivot R1/S1 breakout strategy on the session timeframe took 411 trades, won 47.0% of them and finished -1,047.25 points (-$20,945 on one NQ contract), before commission and slippage.
What is the win rate of Floor pivot R1 / S1 breakout on ES futures?
The floor pivot R1/S1 breakout strategy won 45.9% of its 414 trades on the ES session timeframe from 2024-08-28 to 2026-08-27, before commission and slippage.
Is it better to only buy or only sell floor pivot R1/S1 breakout signals on NQ?
On the NQ session timeframe from 2024-10-08 to 2026-10-07, the long trades made 414.75 points on 225 trades (50.7% won) and the short trades made -1,462.00 points on 186 trades (42.5% won), before commission and slippage.
How many trades does the floor pivot R1/S1 breakout strategy take on NQ in two years?
The floor pivot R1/S1 breakout strategy took 411 trades on the NQ session timeframe from 2024-10-08 to 2026-10-07, before commission and slippage.
What is the max drawdown of the floor pivot R1/S1 breakout strategy on NQ?
The floor pivot R1/S1 breakout strategy had a max drawdown of 4,689.00 points ($93,780 on one NQ contract) on the NQ session timeframe from 2024-10-08 to 2026-10-07, before commission and slippage.
How does the floor pivot R1/S1 breakout strategy do on ES compared with NQ?
On the ES session timeframe from 2024-08-28 to 2026-08-27, the floor pivot R1/S1 breakout strategy took 414 trades, won 45.9% of them and made -328.50 points (-$16,425 on one ES contract), before commission and slippage. On the NQ session timeframe from 2024-10-08 to 2026-10-07, the floor pivot R1/S1 breakout strategy took 411 trades, won 47.0% of them and made -1,047.25 points (-$20,945 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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