Strategy library · Trend and breakouts
Ichimoku cloud breakout backtest on NQ and ES futures
Ichimoku cloud breakout
Also called: Ichimoku cloud strategy, price above the Ichimoku cloud, Kumo breakout, buy when price closes above the Ichimoku cloud, short when price closes below the Ichimoku cloud
What happens if you buy NQ every time price closes above the Ichimoku cloud?
What it is
The Ichimoku cloud is the band between the two leading spans, Senkou Span A and B. This strategy goes long on a close above the cloud, short on a close below it, and exits when price closes back inside the cloud.
What it did
On NQ futures from 2024-10-08 to 2026-10-07, the Ichimoku cloud breakout strategy took 1,218 trades on the 15-minute chart, won 32.2% of them and finished 1,421.75 points ($28,435 on one NQ contract), before commission and slippage. From 2024-10-08 to 2026-10-07 on NQ, the 647 long trades on the 15-minute chart won 35.6% and made 1,839.50 points ($36,790 on one NQ contract), before commission and slippage. On ES futures from 2024-08-28 to 2026-08-27, the Ichimoku cloud breakout strategy took 1,224 trades on the 15-minute chart, won 33.3% of them and finished 425.75 points ($21,288 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 Ichimoku cloud 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 close above the cloud; short on a close below it. Exit: Close back inside the cloud.
| 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 | 2303 | 27.4% | 2.20 | 1.078 | 5,060.50 | $101,210 | 4,910.50 | 2415 | 25.6% | 0.22 | 1.040 | 532.00 | $26,600 | 595.50 |
| 5 minute · longs only | 1191 | 29.0% | — | — | 4,511.50 | $90,230 | 2,788.25 | 1235 | 27.6% | — | — | 369.75 | $18,488 | 393.00 |
| 5 minute · shorts only | 1112 | 25.8% | — | — | 549.00 | $10,980 | 2,383.50 | 1180 | 23.5% | — | — | 162.25 | $8,113 | 491.75 |
| 15 minute | 1218 | 32.2% | 1.17 | 1.027 | 1,421.75 | $28,435 | 3,209.00 | 1224 | 33.3% | 0.35 | 1.039 | 425.75 | $21,288 | 847.75 |
| 15 minute · longs only | 647 | 35.6% | — | — | 1,839.50 | $36,790 | 2,127.25 | 654 | 35.2% | — | — | 399.00 | $19,950 | 428.75 |
| 15 minute · shorts only | 571 | 28.4% | — | — | −417.75 | −$8,355 | 2,930.50 | 570 | 31.2% | — | — | 26.75 | $1,338 | 723.50 |
| 1 hour | 610 | 47.4% | −0.93 | 0.984 | −565.50 | −$11,310 | 5,903.50 | 636 | 46.1% | −0.95 | 0.928 | −602.00 | −$30,100 | 1,305.75 |
| 1 hour · longs only | 353 | 55.2% | — | — | 3,055.25 | $61,105 | 2,032.50 | 377 | 50.4% | — | — | −69.00 | −$3,450 | 468.00 |
| 1 hour · shorts only | 257 | 36.6% | — | — | −3,620.75 | −$72,415 | 4,948.00 | 259 | 39.8% | — | — | −533.00 | −$26,650 | 1,071.00 |
| Daily | 28 | 25.0% | 86.35 | 1.298 | 2,417.75 | $48,355 | 3,128.25 | 25 | 28.0% | −4.48 | 0.939 | −112.00 | −$5,600 | 949.50 |
| Daily · longs only | 18 | 27.8% | — | — | 4,702.50 | $94,050 | 1,459.00 | 17 | 35.3% | — | — | 553.25 | $27,663 | 492.75 |
| Daily · shorts only | 10 | 20.0% | — | — | −2,284.75 | −$45,695 | 2,938.50 | 8 | 12.5% | — | — | −665.25 | −$33,262 | 665.25 |
Free to use with credit to CE Market Solutions (CC BY 4.0).
ES 1 hour: the equity line
Long and short
| Side | Trades | Net pts |
|---|---|---|
| Long | 377 | −69.00 |
| Short | 259 | −533.00 |
By month
| Month | Trades | Net pts |
|---|---|---|
| 2024-08 | 5 | −20.75 |
| 2024-09 | 26 | 180.00 |
| 2024-10 | 31 | −115.75 |
| 2024-11 | 24 | 166.00 |
| 2024-12 | 26 | 63.50 |
| 2025-01 | 25 | −194.50 |
| 2025-02 | 25 | 78.50 |
| 2025-03 | 24 | −61.00 |
| 2025-04 | 26 | −199.50 |
| 2025-05 | 26 | 34.75 |
| 2025-06 | 31 | −122.50 |
| 2025-07 | 28 | −19.00 |
| 2025-08 | 22 | −21.75 |
| 2025-09 | 26 | −73.25 |
| 2025-10 | 29 | 26.00 |
| 2025-11 | 23 | 106.25 |
| 2025-12 | 29 | 47.50 |
| 2026-01 | 25 | −139.50 |
| 2026-02 | 26 | −212.00 |
| 2026-03 | 28 | −230.25 |
| 2026-04 | 24 | 184.25 |
| 2026-05 | 24 | −23.00 |
| 2026-06 | 28 | 232.50 |
| 2026-07 | 30 | −317.25 |
| 2026-08 | 25 | 28.75 |
Every trade, ES 1 hour636 trades
Pick any of the 636 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 (636), 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 |
|---|---|---|---|---|---|---|---|
| 2026-03-09 | short | 10:00 | 6658.25 | 15:59 | 6801.75 | end of day 15:59 | −143.50 |
| 2026-03-06 | short | 10:00 | 6727.50 | 15:59 | 6742.50 | end of day 15:59 | −15.00 |
| 2026-03-05 | short | 13:00 | 6785.50 | 15:59 | 6835.00 | end of day 15:59 | −49.50 |
| 2026-03-05 | long | 10:00 | 6872.50 | 13:00 | 6785.50 | exit and reverse | −87.00 |
| 2026-03-04 | long | 10:00 | 6836.25 | 15:59 | 6873.00 | end of day 15:59 | 36.75 |
| 2026-03-03 | short | 15:00 | 6836.00 | 15:59 | 6825.75 | end of day 15:59 | 10.25 |
| 2026-03-03 | short | 10:00 | 6746.25 | 14:00 | 6836.25 | back inside cloud | −90.00 |
| 2026-03-02 | short | 14:00 | 6876.75 | 15:00 | 6906.75 | back inside cloud | −30.00 |
| 2026-03-02 | short | 10:00 | 6853.75 | 13:00 | 6896.75 | back inside cloud | −43.00 |
| 2026-02-27 | short | 10:00 | 6853.50 | 15:59 | 6888.25 | end of day 15:59 | −34.75 |
| 2026-02-26 | long | 15:00 | 6918.25 | 15:59 | 6921.50 | end of day 15:59 | 3.25 |
| 2026-02-26 | short | 13:00 | 6882.00 | 14:00 | 6901.75 | back inside cloud | −19.75 |
| 2026-02-26 | long | 10:00 | 6934.50 | 12:00 | 6889.75 | back inside cloud | −44.75 |
| 2026-02-25 | long | 10:00 | 6942.00 | 15:59 | 6959.50 | end of day 15:59 | 17.50 |
| 2026-02-24 | long | 13:00 | 6903.25 | 15:59 | 6903.25 | end of day 15:59 | 0.00 |
| 2026-02-24 | short | 10:00 | 6861.00 | 12:00 | 6893.75 | back inside cloud | −32.75 |
| 2026-02-23 | short | 11:00 | 6851.75 | 15:59 | 6854.00 | end of day 15:59 | −2.25 |
| 2026-02-23 | long | 10:00 | 6894.50 | 11:00 | 6851.75 | exit and reverse | −42.75 |
| 2026-02-20 | long | 11:00 | 6919.00 | 15:59 | 6924.75 | end of day 15:59 | 5.75 |
| 2026-02-19 | long | 10:00 | 6882.75 | 13:00 | 6856.50 | back inside cloud | −26.25 |
| 2026-02-18 | long | 10:00 | 6895.50 | 15:59 | 6895.50 | end of day 15:59 | 0.00 |
| 2026-02-17 | short | 10:00 | 6799.75 | 14:00 | 6875.25 | back inside cloud | −75.50 |
| 2026-02-16 | short | 10:00 | 6859.00 | 12:59 | 6854.25 | early close | 4.75 |
| 2026-02-13 | short | 10:00 | 6833.25 | 15:59 | 6850.00 | end of day 15:59 | −16.75 |
| 2026-02-12 | short | 11:00 | 6925.00 | 15:59 | 6850.50 | end of day 15:59 | 74.50 |
| 2026-02-11 | long | 10:00 | 6981.25 | 11:00 | 6962.75 | back inside cloud | −18.50 |
| 2026-02-10 | long | 10:00 | 6998.25 | 15:59 | 6961.25 | end of day 15:59 | −37.00 |
| 2026-02-09 | long | 10:00 | 6945.00 | 15:59 | 6980.25 | end of day 15:59 | 35.25 |
| 2026-02-06 | long | 13:00 | 6931.50 | 15:59 | 6948.75 | end of day 15:59 | 17.25 |
| 2026-02-06 | short | 10:00 | 6890.00 | 12:00 | 6916.50 | back inside cloud | −26.50 |
| 2026-02-05 | short | 10:00 | 6850.25 | 15:59 | 6817.75 | end of day 15:59 | 32.50 |
| 2026-02-04 | short | 10:00 | 6928.00 | 15:59 | 6906.25 | end of day 15:59 | 21.75 |
| 2026-02-03 | short | 13:00 | 6923.00 | 15:59 | 6940.50 | end of day 15:59 | −17.50 |
| 2026-02-03 | long | 10:00 | 6981.75 | 13:00 | 6923.00 | exit and reverse | −58.75 |
| 2026-02-02 | long | 10:00 | 6973.75 | 15:59 | 7003.00 | end of day 15:59 | 29.25 |
| 2026-01-30 | short | 10:00 | 6965.00 | 15:59 | 6968.00 | end of day 15:59 | −3.00 |
| 2026-01-29 | short | 10:00 | 6966.50 | 15:59 | 6989.75 | end of day 15:59 | −23.25 |
| 2026-01-28 | long | 10:00 | 7023.50 | 15:59 | 7006.50 | end of day 15:59 | −17.00 |
| 2026-01-27 | long | 10:00 | 7005.25 | 15:59 | 7008.75 | end of day 15:59 | 3.50 |
| 2026-01-26 | long | 10:00 | 6976.25 | 15:59 | 6980.75 | end of day 15:59 | 4.50 |
| 2026-01-23 | long | 10:00 | 6941.50 | 15:59 | 6945.50 | end of day 15:59 | 4.00 |
| 2026-01-22 | long | 10:00 | 6935.50 | 15:59 | 6946.00 | end of day 15:59 | 10.50 |
| 2026-01-21 | long | 15:00 | 6942.50 | 15:59 | 6911.00 | end of day 15:59 | −31.50 |
| 2026-01-21 | short | 12:00 | 6857.00 | 15:00 | 6942.50 | exit and reverse | −85.50 |
| 2026-01-21 | short | 10:00 | 6881.50 | 11:00 | 6904.50 | back inside cloud | −23.00 |
| 2026-01-20 | short | 10:00 | 6878.50 | 15:59 | 6833.75 | end of day 15:59 | 44.75 |
| 2026-01-19 | short | 10:00 | 6899.75 | 12:59 | 6913.25 | early close | −13.50 |
| 2026-01-16 | long | 14:00 | 6986.75 | 15:59 | 6976.50 | end of day 15:59 | −10.25 |
| 2026-01-16 | long | 12:00 | 6986.75 | 13:00 | 6979.50 | back inside cloud | −7.25 |
| 2026-01-15 | long | 10:00 | 6999.00 | 15:59 | 6984.75 | end of day 15:59 | −14.25 |
Questions and answers
What happens if you buy NQ every time price closes above the Ichimoku cloud?
From 2024-10-08 to 2026-10-07 on the NQ 15-minute chart, the Ichimoku cloud breakout strategy took 647 long trades, won 35.6% of them and made 1,839.50 points ($36,790 on one NQ contract), before commission and slippage. From 2024-10-08 to 2026-10-07 on NQ, its long trades also made 4,511.50 points on 1,191 trades on the 5-minute chart, 3,055.25 points on 353 trades on the 1-hour chart and 4,702.50 points on 18 trades on the daily chart, before commission and slippage.
What happens if you short ES every time price closes below the Ichimoku cloud?
From 2024-08-28 to 2026-08-27 on the ES 15-minute chart, the Ichimoku cloud breakout strategy took 570 short trades, won 31.2% of them and made 26.75 points ($1,338 on one ES contract), before commission and slippage. From 2024-08-28 to 2026-08-27 on ES, its short trades also made 162.25 points on 1,180 trades on the 5-minute chart, -533.00 points on 259 trades on the 1-hour chart and -665.25 points on 8 trades on the daily chart, before commission and slippage.
Does the Ichimoku cloud breakout strategy work on Nasdaq futures?
On NQ futures from 2024-10-08 to 2026-10-07, the Ichimoku cloud breakout strategy on the 15-minute chart took 1,218 trades, won 32.2% of them and finished 1,421.75 points ($28,435 on one NQ contract), before commission and slippage.
What is the win rate of Ichimoku cloud breakout on ES futures?
The Ichimoku cloud breakout strategy won 33.3% of its 1,224 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 25.6% of 2,415 trades on the 5-minute chart, 46.1% of 636 trades on the 1-hour chart and 28.0% of 25 trades on the daily chart, before commission and slippage.
Is the Ichimoku cloud breakout 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 Ichimoku cloud breakout strategy made 5,060.50 points on 2,303 trades on the 5-minute chart, 1,421.75 points on 1,218 trades on the 15-minute chart, -565.50 points on 610 trades on the 1-hour chart and 2,417.75 points on 28 trades on the daily chart, before commission and slippage.
Is it better to only buy or only sell Ichimoku cloud breakout signals on NQ?
On the NQ 15-minute chart from 2024-10-08 to 2026-10-07, the long trades made 1,839.50 points on 647 trades (35.6% won) and the short trades made -417.75 points on 571 trades (28.4% won), before commission and slippage.
How many trades does the Ichimoku cloud breakout strategy take on NQ in two years?
The Ichimoku cloud breakout strategy took 1,218 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 2,303 on the 5-minute chart, 610 on the 1-hour chart and 28 on the daily chart, before commission and slippage.
What is the max drawdown of the Ichimoku cloud breakout strategy on NQ?
The Ichimoku cloud breakout strategy had a max drawdown of 3,209.00 points ($64,180 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 4,910.50 points on the 5-minute chart, 5,903.50 points on the 1-hour chart and 3,128.25 points on the daily chart, before commission and slippage.
How does the Ichimoku cloud breakout strategy do on ES compared with NQ?
On the ES 15-minute chart from 2024-08-28 to 2026-08-27, the Ichimoku cloud breakout strategy took 1,224 trades, won 33.3% of them and made 425.75 points ($21,288 on one ES contract), before commission and slippage. On the NQ 15-minute chart from 2024-10-08 to 2026-10-07, the Ichimoku cloud breakout strategy took 1,218 trades, won 32.2% of them and made 1,421.75 points ($28,435 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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