Strategy library · Trend and breakouts
Ichimoku Tenkan/Kijun cross backtest on NQ and ES futures
Ichimoku Tenkan / Kijun cross
Also called: Tenkan Kijun cross, Ichimoku TK cross, Ichimoku crossover strategy, buy when the Ichimoku Tenkan (9) crosses above the Kijun (26), short when the Ichimoku Tenkan (9) crosses below the Kijun (26)
What happens if you buy NQ every time the Ichimoku Tenkan (9) crosses above the Kijun (26)?
What it is
In Ichimoku, the Tenkan-sen (9 periods) and Kijun-sen (26 periods) are two midpoint lines of recent highs and lows. This strategy goes long when the Tenkan crosses above the Kijun, short when it crosses below, and exits on the opposite cross.
What it did
On NQ futures from 2024-10-08 to 2026-10-07, the Ichimoku Tenkan/Kijun cross strategy took 580 trades on the 15-minute chart, won 47.4% of them and finished 3,859.00 points ($77,180 on one NQ contract), before commission and slippage. From 2024-10-08 to 2026-10-07 on NQ, the 299 long trades on the 15-minute chart won 51.8% and made 2,324.25 points ($46,485 on one NQ contract), before commission and slippage. On ES futures from 2024-08-28 to 2026-08-27, the Ichimoku Tenkan/Kijun cross strategy took 607 trades on the 15-minute chart, won 45.8% of them and finished 65.75 points ($3,288 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 Tenkan/Kijun cross 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 Tenkan (9) crosses above Kijun (26); short below. Exit: Opposite cross.
| 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 | 1756 | 40.7% | 0.66 | 1.021 | 1,155.50 | $23,110 | 3,777.00 | 1626 | 41.4% | 0.77 | 1.122 | 1,255.75 | $62,788 | 693.75 |
| 5 minute · longs only | 887 | 43.2% | — | — | 1,187.75 | $23,755 | 2,750.25 | 819 | 43.8% | — | — | 967.00 | $48,350 | 311.50 |
| 5 minute · shorts only | 869 | 38.2% | — | — | −32.25 | −$645 | 2,286.75 | 807 | 38.9% | — | — | 288.75 | $14,438 | 503.50 |
| 15 minute | 580 | 47.4% | 6.65 | 1.165 | 3,859.00 | $77,180 | 2,166.00 | 607 | 45.8% | 0.11 | 1.012 | 65.75 | $3,288 | 621.25 |
| 15 minute · longs only | 299 | 51.8% | — | — | 2,324.25 | $46,485 | 1,879.75 | 308 | 48.1% | — | — | 94.25 | $4,713 | 398.25 |
| 15 minute · shorts only | 281 | 42.7% | — | — | 1,534.75 | $30,695 | 2,135.75 | 299 | 43.5% | — | — | −28.50 | −$1,425 | 336.25 |
| 1 hour | 153 | 50.3% | −0.42 | 0.991 | −63.50 | −$1,270 | 1,142.50 | 163 | 49.7% | 4.09 | 1.499 | 666.25 | $33,313 | 141.25 |
| 1 hour · longs only | 81 | 54.3% | — | — | 95.50 | $1,910 | 1,198.25 | 82 | 46.3% | — | — | 128.25 | $6,413 | 180.50 |
| 1 hour · shorts only | 72 | 45.8% | — | — | −159.00 | −$3,180 | 1,026.25 | 81 | 53.1% | — | — | 538.00 | $26,900 | 75.00 |
| Daily | 24 | 41.7% | 254.46 | 1.927 | 6,107.00 | $122,140 | 2,646.50 | 23 | 39.1% | 3.26 | 1.034 | 75.00 | $3,750 | 957.75 |
| Daily · longs only | 12 | 50.0% | — | — | 7,188.00 | $143,760 | 1,066.25 | 12 | 41.7% | — | — | 808.25 | $40,413 | 397.00 |
| Daily · shorts only | 12 | 33.3% | — | — | −1,081.00 | −$21,620 | 3,175.25 | 11 | 36.4% | — | — | −733.25 | −$36,662 | 733.25 |
Free to use with credit to CE Market Solutions (CC BY 4.0).
NQ 5 minute: the equity line
Long and short
| Side | Trades | Net pts |
|---|---|---|
| Long | 887 | 1,187.75 |
| Short | 869 | −32.25 |
By month
| Month | Trades | Net pts |
|---|---|---|
| 2024-10 | 66 | 484.25 |
| 2024-11 | 68 | 58.00 |
| 2024-12 | 75 | 173.00 |
| 2025-01 | 75 | −645.00 |
| 2025-02 | 64 | 275.50 |
| 2025-03 | 66 | −717.75 |
| 2025-04 | 67 | 3,142.25 |
| 2025-05 | 71 | −1,091.25 |
| 2025-06 | 80 | −1,156.75 |
| 2025-07 | 91 | −888.25 |
| 2025-08 | 72 | 416.25 |
| 2025-09 | 74 | −124.00 |
| 2025-10 | 75 | 303.75 |
| 2025-11 | 54 | 1,227.50 |
| 2025-12 | 80 | 36.00 |
| 2026-01 | 59 | 790.75 |
| 2026-02 | 64 | 437.00 |
| 2026-03 | 79 | −877.00 |
| 2026-04 | 71 | 856.00 |
| 2026-05 | 73 | −317.25 |
| 2026-06 | 71 | −50.25 |
| 2026-07 | 73 | −66.00 |
| 2026-08 | 98 | −899.50 |
| 2026-09 | 77 | −526.25 |
| 2026-10 | 13 | 314.50 |
Every trade, NQ 5 minute1756 trades
Pick any of the 1756 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 (1756), 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 |
|---|---|---|---|---|---|---|---|
| 2025-10-15 | long | 14:20 | 24893.00 | 15:59 | 24924.50 | end of day 15:59 | 31.50 |
| 2025-10-15 | short | 11:55 | 24905.00 | 14:20 | 24893.00 | opposite cross | 12.00 |
| 2025-10-15 | long | 10:35 | 25107.25 | 11:55 | 24905.00 | opposite cross | −202.25 |
| 2025-10-15 | short | 09:45 | 24941.75 | 10:35 | 25107.25 | opposite cross | −165.50 |
| 2025-10-14 | short | 15:15 | 24896.50 | 15:59 | 24757.25 | end of day 15:59 | 139.25 |
| 2025-10-14 | long | 10:35 | 24701.00 | 15:15 | 24896.50 | opposite cross | 195.50 |
| 2025-10-14 | short | 09:35 | 24561.75 | 10:35 | 24701.00 | opposite cross | −139.25 |
| 2025-10-13 | short | 15:20 | 24928.00 | 15:59 | 24920.50 | end of day 15:59 | 7.50 |
| 2025-10-13 | long | 14:20 | 24928.50 | 15:20 | 24928.00 | opposite cross | −0.50 |
| 2025-10-13 | short | 14:00 | 24926.25 | 14:20 | 24928.50 | opposite cross | −2.25 |
| 2025-10-13 | long | 11:35 | 24888.50 | 14:00 | 24926.25 | opposite cross | 37.75 |
| 2025-10-13 | short | 11:05 | 24766.00 | 11:35 | 24888.50 | opposite cross | −122.50 |
| 2025-10-13 | long | 10:25 | 24837.25 | 11:05 | 24766.00 | opposite cross | −71.25 |
| 2025-10-13 | short | 09:55 | 24839.75 | 10:25 | 24837.25 | opposite cross | 2.50 |
| 2025-10-10 | short | 10:35 | 25338.75 | 15:59 | 24402.25 | end of day 15:59 | 936.50 |
| 2025-10-10 | long | 09:45 | 25368.50 | 10:35 | 25338.75 | opposite cross | −29.75 |
| 2025-10-09 | long | 14:55 | 25221.25 | 15:59 | 25294.50 | end of day 15:59 | 73.25 |
| 2025-10-09 | short | 13:00 | 25204.25 | 14:55 | 25221.25 | opposite cross | −17.00 |
| 2025-10-09 | long | 12:25 | 25255.50 | 13:00 | 25204.25 | opposite cross | −51.25 |
| 2025-10-09 | short | 09:35 | 25307.25 | 12:25 | 25255.50 | opposite cross | 51.75 |
| 2025-10-07 | long | 14:55 | 25049.75 | 15:59 | 25045.25 | end of day 15:59 | −4.50 |
| 2025-10-07 | short | 14:05 | 25001.25 | 14:55 | 25049.75 | opposite cross | −48.50 |
| 2025-10-07 | long | 13:40 | 25040.50 | 14:05 | 25001.25 | opposite cross | −39.25 |
| 2025-10-07 | short | 10:30 | 25213.75 | 13:40 | 25040.50 | opposite cross | 173.25 |
| 2025-10-06 | short | 15:45 | 25210.50 | 15:59 | 25184.25 | end of day 15:59 | 26.25 |
| 2025-10-06 | long | 11:45 | 25177.25 | 15:45 | 25210.50 | opposite cross | 33.25 |
| 2025-10-06 | short | 09:40 | 25163.75 | 11:45 | 25177.25 | opposite cross | −13.50 |
| 2025-10-03 | long | 15:25 | 25000.75 | 15:59 | 24996.75 | end of day 15:59 | −4.00 |
| 2025-10-03 | short | 15:20 | 25008.00 | 15:25 | 25000.75 | opposite cross | 7.25 |
| 2025-10-03 | long | 15:15 | 25011.00 | 15:20 | 25008.00 | opposite cross | −3.00 |
| 2025-10-03 | short | 13:05 | 25051.25 | 15:15 | 25011.00 | opposite cross | 40.25 |
| 2025-10-03 | long | 11:20 | 25130.75 | 13:05 | 25051.25 | opposite cross | −79.50 |
| 2025-10-03 | short | 10:40 | 25109.25 | 11:20 | 25130.75 | opposite cross | −21.50 |
| 2025-10-03 | long | 09:35 | 25145.50 | 10:40 | 25109.25 | opposite cross | −36.25 |
| 2025-10-02 | long | 12:25 | 25060.50 | 15:59 | 25109.50 | end of day 15:59 | 49.00 |
| 2025-10-02 | short | 10:05 | 25074.75 | 12:25 | 25060.50 | opposite cross | 14.25 |
| 2025-10-01 | long | 10:40 | 24895.75 | 15:59 | 25011.75 | end of day 15:59 | 116.00 |
| 2025-09-30 | long | 14:30 | 24827.25 | 15:59 | 24898.25 | end of day 15:59 | 71.00 |
| 2025-09-30 | short | 13:00 | 24783.00 | 14:30 | 24827.25 | opposite cross | −44.25 |
| 2025-09-30 | long | 12:35 | 24810.00 | 13:00 | 24783.00 | opposite cross | −27.00 |
| 2025-09-30 | short | 12:05 | 24802.50 | 12:35 | 24810.00 | opposite cross | −7.50 |
| 2025-09-30 | long | 10:50 | 24828.75 | 12:05 | 24802.50 | opposite cross | −26.25 |
| 2025-09-30 | short | 09:40 | 24752.75 | 10:50 | 24828.75 | opposite cross | −76.00 |
| 2025-09-29 | short | 15:15 | 24810.00 | 15:59 | 24837.25 | end of day 15:59 | −27.25 |
| 2025-09-29 | long | 14:05 | 24850.50 | 15:15 | 24810.00 | opposite cross | −40.50 |
| 2025-09-29 | short | 11:35 | 24860.75 | 14:05 | 24850.50 | opposite cross | 10.25 |
| 2025-09-29 | long | 10:15 | 24956.50 | 11:35 | 24860.75 | opposite cross | −95.75 |
| 2025-09-26 | long | 12:15 | 24599.00 | 15:59 | 24725.50 | end of day 15:59 | 126.50 |
| 2025-09-26 | short | 09:35 | 24693.75 | 12:15 | 24599.00 | opposite cross | 94.75 |
| 2025-09-25 | long | 14:55 | 24629.25 | 15:59 | 24632.25 | end of day 15:59 | 3.00 |
Questions and answers
What happens if you buy NQ every time the Ichimoku Tenkan (9) crosses above the Kijun (26)?
From 2024-10-08 to 2026-10-07 on the NQ 15-minute chart, the Ichimoku Tenkan/Kijun cross strategy took 299 long trades, won 51.8% of them and made 2,324.25 points ($46,485 on one NQ contract), before commission and slippage. From 2024-10-08 to 2026-10-07 on NQ, its long trades also made 1,187.75 points on 887 trades on the 5-minute chart, 95.50 points on 81 trades on the 1-hour chart and 7,188.00 points on 12 trades on the daily chart, before commission and slippage.
What happens if you short ES every time the Ichimoku Tenkan (9) crosses below the Kijun (26)?
From 2024-08-28 to 2026-08-27 on the ES 15-minute chart, the Ichimoku Tenkan/Kijun cross strategy took 299 short trades, won 43.5% of them and made -28.50 points (-$1,425 on one ES contract), before commission and slippage. From 2024-08-28 to 2026-08-27 on ES, its short trades also made 288.75 points on 807 trades on the 5-minute chart, 538.00 points on 81 trades on the 1-hour chart and -733.25 points on 11 trades on the daily chart, before commission and slippage.
Does the Ichimoku Tenkan/Kijun cross strategy work on Nasdaq futures?
On NQ futures from 2024-10-08 to 2026-10-07, the Ichimoku Tenkan/Kijun cross strategy on the 15-minute chart took 580 trades, won 47.4% of them and finished 3,859.00 points ($77,180 on one NQ contract), before commission and slippage.
What is the win rate of Ichimoku Tenkan / Kijun cross on ES futures?
The Ichimoku Tenkan/Kijun cross strategy won 45.8% of its 607 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 41.4% of 1,626 trades on the 5-minute chart, 49.7% of 163 trades on the 1-hour chart and 39.1% of 23 trades on the daily chart, before commission and slippage.
Is the Ichimoku Tenkan/Kijun cross 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 Tenkan/Kijun cross strategy made 1,155.50 points on 1,756 trades on the 5-minute chart, 3,859.00 points on 580 trades on the 15-minute chart, -63.50 points on 153 trades on the 1-hour chart and 6,107.00 points on 24 trades on the daily chart, before commission and slippage.
Is it better to only buy or only sell Ichimoku Tenkan/Kijun cross signals on NQ?
On the NQ 15-minute chart from 2024-10-08 to 2026-10-07, the long trades made 2,324.25 points on 299 trades (51.8% won) and the short trades made 1,534.75 points on 281 trades (42.7% won), before commission and slippage.
How many trades does the Ichimoku Tenkan/Kijun cross strategy take on NQ in two years?
The Ichimoku Tenkan/Kijun cross strategy took 580 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 1,756 on the 5-minute chart, 153 on the 1-hour chart and 24 on the daily chart, before commission and slippage.
What is the max drawdown of the Ichimoku Tenkan/Kijun cross strategy on NQ?
The Ichimoku Tenkan/Kijun cross strategy had a max drawdown of 2,166.00 points ($43,320 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 3,777.00 points on the 5-minute chart, 1,142.50 points on the 1-hour chart and 2,646.50 points on the daily chart, before commission and slippage.
How does the Ichimoku Tenkan/Kijun cross strategy do on ES compared with NQ?
On the ES 15-minute chart from 2024-08-28 to 2026-08-27, the Ichimoku Tenkan/Kijun cross strategy took 607 trades, won 45.8% of them and made 65.75 points ($3,288 on one ES contract), before commission and slippage. On the NQ 15-minute chart from 2024-10-08 to 2026-10-07, the Ichimoku Tenkan/Kijun cross strategy took 580 trades, won 47.4% of them and made 3,859.00 points ($77,180 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.