Strategy library · Moving averages
KAMA cross backtest on NQ and ES futures
KAMA (10, 2, 30) cross
Also called: Kaufman adaptive moving average, KAMA 10 2 30 strategy, adaptive moving average strategy, buy when price closes above the KAMA (10, 2, 30), short when price closes below the KAMA (10, 2, 30)
What happens if you buy NQ every time price closes above the KAMA (10, 2, 30)?
What it is
The Kaufman adaptive moving average (KAMA with 10, 2 and 30 settings) slows down in choppy markets and speeds up in trends. This strategy goes long on a close above the KAMA, short on a close below it, and exits on the opposite cross.
What it did
On NQ futures from 2024-10-08 to 2026-10-07, the KAMA cross strategy took 2,112 trades on the 15-minute chart, won 32.3% of them and finished 3,290.75 points ($65,815 on one NQ contract), before commission and slippage. From 2024-10-08 to 2026-10-07 on NQ, the 1,069 long trades on the 15-minute chart won 35.2% and made 3,456.25 points ($69,125 on one NQ contract), before commission and slippage. On ES futures from 2024-08-28 to 2026-08-27, the KAMA cross strategy took 2,128 trades on the 15-minute chart, won 32.8% of them and finished 746.00 points ($37,300 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 KAMA 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 on close above KAMA; short on close 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 | 5746 | 26.7% | 0.38 | 1.020 | 2,177.50 | $43,550 | 4,409.25 | 5883 | 25.9% | 0.00 | 1.001 | 15.25 | $763 | 994.00 |
| 5 minute · longs only | 2874 | 28.4% | — | — | 2,729.00 | $54,580 | 2,886.00 | 2945 | 27.0% | — | — | 196.25 | $9,813 | 508.50 |
| 5 minute · shorts only | 2872 | 25.0% | — | — | −551.50 | −$11,030 | 3,796.50 | 2938 | 24.9% | — | — | −181.00 | −$9,050 | 844.75 |
| 15 minute | 2112 | 32.3% | 1.56 | 1.048 | 3,290.75 | $65,815 | 3,188.00 | 2128 | 32.8% | 0.35 | 1.053 | 746.00 | $37,300 | 552.25 |
| 15 minute · longs only | 1069 | 35.2% | — | — | 3,456.25 | $69,125 | 2,181.50 | 1079 | 35.9% | — | — | 689.25 | $34,463 | 330.25 |
| 15 minute · shorts only | 1043 | 29.3% | — | — | −165.50 | −$3,310 | 3,111.75 | 1049 | 29.7% | — | — | 56.75 | $2,838 | 570.25 |
| 1 hour | 862 | 43.5% | 2.52 | 1.047 | 2,176.00 | $43,520 | 3,467.75 | 891 | 43.0% | 1.05 | 1.098 | 932.75 | $46,638 | 677.25 |
| 1 hour · longs only | 455 | 47.9% | — | — | 2,303.00 | $46,060 | 2,344.75 | 461 | 46.2% | — | — | 656.50 | $32,825 | 320.75 |
| 1 hour · shorts only | 407 | 38.6% | — | — | −127.00 | −$2,540 | 3,142.75 | 430 | 39.5% | — | — | 276.25 | $13,813 | 655.25 |
| Daily | 75 | 22.7% | −6.21 | 0.974 | −465.75 | −$9,315 | 5,333.75 | 87 | 23.0% | −16.77 | 0.676 | −1,459.00 | −$72,950 | 1,534.50 |
| Daily · longs only | 38 | 26.3% | — | — | 4,297.50 | $85,950 | 2,610.75 | 43 | 32.6% | — | — | 108.75 | $5,438 | 721.75 |
| Daily · shorts only | 37 | 18.9% | — | — | −4,763.25 | −$95,265 | 5,862.25 | 44 | 13.6% | — | — | −1,567.75 | −$78,387 | 1,583.25 |
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 | 2874 | 2,729.00 |
| Short | 2872 | −551.50 |
By month
| Month | Trades | Net pts |
|---|---|---|
| 2024-10 | 223 | 103.25 |
| 2024-11 | 241 | −502.50 |
| 2024-12 | 234 | 404.75 |
| 2025-01 | 239 | −405.50 |
| 2025-02 | 234 | 1,446.75 |
| 2025-03 | 233 | 897.50 |
| 2025-04 | 236 | 752.50 |
| 2025-05 | 240 | −435.50 |
| 2025-06 | 244 | −274.00 |
| 2025-07 | 249 | −26.25 |
| 2025-08 | 271 | −944.25 |
| 2025-09 | 227 | 292.75 |
| 2025-10 | 259 | 200.00 |
| 2025-11 | 223 | 1,940.00 |
| 2025-12 | 256 | −889.25 |
| 2026-01 | 202 | 1,516.25 |
| 2026-02 | 210 | −10.25 |
| 2026-03 | 260 | −1,319.00 |
| 2026-04 | 206 | 1,058.00 |
| 2026-05 | 205 | 228.00 |
| 2026-06 | 251 | −2,689.25 |
| 2026-07 | 249 | 1,506.25 |
| 2026-08 | 245 | −337.50 |
| 2026-09 | 258 | −437.75 |
| 2026-10 | 51 | 102.50 |
Every trade, NQ 5 minute5746 trades
Pick any of the 5746 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 (5746), 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 |
|---|---|---|---|---|---|---|---|
| 2026-09-17 | short | 12:35 | 29725.50 | 12:45 | 29746.25 | opposite cross | −20.75 |
| 2026-09-17 | long | 12:10 | 29740.50 | 12:35 | 29725.50 | opposite cross | −15.00 |
| 2026-09-17 | short | 12:05 | 29729.50 | 12:10 | 29740.50 | opposite cross | −11.00 |
| 2026-09-17 | long | 11:30 | 29706.50 | 12:05 | 29729.50 | opposite cross | 23.00 |
| 2026-09-17 | short | 10:50 | 29693.00 | 11:30 | 29706.50 | opposite cross | −13.50 |
| 2026-09-17 | long | 10:15 | 29710.00 | 10:50 | 29693.00 | opposite cross | −17.00 |
| 2026-09-17 | short | 10:05 | 29675.00 | 10:15 | 29710.00 | opposite cross | −35.00 |
| 2026-09-17 | long | 10:00 | 29689.50 | 10:05 | 29675.00 | opposite cross | −14.50 |
| 2026-09-17 | short | 09:35 | 29641.50 | 10:00 | 29689.50 | opposite cross | −48.00 |
| 2026-09-16 | short | 14:20 | 29463.75 | 15:59 | 29254.00 | end of day 15:59 | 209.75 |
| 2026-09-16 | long | 14:00 | 29478.75 | 14:20 | 29463.75 | opposite cross | −15.00 |
| 2026-09-16 | short | 12:55 | 29474.25 | 14:00 | 29478.75 | opposite cross | −4.50 |
| 2026-09-16 | long | 12:50 | 29485.00 | 12:55 | 29474.25 | opposite cross | −10.75 |
| 2026-09-16 | short | 12:35 | 29465.25 | 12:50 | 29485.00 | opposite cross | −19.75 |
| 2026-09-16 | long | 12:30 | 29484.75 | 12:35 | 29465.25 | opposite cross | −19.50 |
| 2026-09-16 | short | 12:25 | 29470.00 | 12:30 | 29484.75 | opposite cross | −14.75 |
| 2026-09-16 | long | 12:10 | 29485.75 | 12:25 | 29470.00 | opposite cross | −15.75 |
| 2026-09-16 | short | 12:05 | 29475.50 | 12:10 | 29485.75 | opposite cross | −10.25 |
| 2026-09-16 | long | 09:50 | 29462.25 | 12:05 | 29475.50 | opposite cross | 13.25 |
| 2026-09-16 | short | 09:35 | 29406.25 | 09:50 | 29462.25 | opposite cross | −56.00 |
| 2026-09-15 | short | 14:35 | 29259.00 | 15:59 | 29252.50 | end of day 15:59 | 6.50 |
| 2026-09-15 | long | 14:25 | 29271.50 | 14:35 | 29259.00 | opposite cross | −12.50 |
| 2026-09-15 | short | 14:20 | 29267.00 | 14:25 | 29271.50 | opposite cross | −4.50 |
| 2026-09-15 | long | 13:55 | 29263.75 | 14:20 | 29267.00 | opposite cross | 3.25 |
| 2026-09-15 | short | 13:05 | 29250.00 | 13:55 | 29263.75 | opposite cross | −13.75 |
| 2026-09-15 | long | 12:25 | 29296.50 | 13:05 | 29250.00 | opposite cross | −46.50 |
| 2026-09-15 | short | 12:10 | 29249.25 | 12:25 | 29296.50 | opposite cross | −47.25 |
| 2026-09-15 | long | 11:55 | 29278.50 | 12:10 | 29249.25 | opposite cross | −29.25 |
| 2026-09-15 | short | 11:50 | 29266.75 | 11:55 | 29278.50 | opposite cross | −11.75 |
| 2026-09-15 | long | 11:05 | 29284.00 | 11:50 | 29266.75 | opposite cross | −17.25 |
| 2026-09-15 | short | 10:05 | 29397.00 | 11:05 | 29284.00 | opposite cross | 113.00 |
| 2026-09-15 | long | 09:40 | 29430.00 | 10:05 | 29397.00 | opposite cross | −33.00 |
| 2026-09-15 | short | 09:35 | 29386.75 | 09:40 | 29430.00 | opposite cross | −43.25 |
| 2026-09-14 | short | 14:55 | 29264.00 | 15:59 | 29151.25 | end of day 15:59 | 112.75 |
| 2026-09-14 | long | 14:35 | 29269.50 | 14:55 | 29264.00 | opposite cross | −5.50 |
| 2026-09-14 | short | 14:25 | 29260.75 | 14:35 | 29269.50 | opposite cross | −8.75 |
| 2026-09-14 | long | 11:10 | 29039.75 | 14:25 | 29260.75 | opposite cross | 221.00 |
| 2026-09-14 | short | 11:05 | 28987.75 | 11:10 | 29039.75 | opposite cross | −52.00 |
| 2026-09-14 | long | 11:00 | 29011.25 | 11:05 | 28987.75 | opposite cross | −23.50 |
| 2026-09-14 | short | 10:40 | 28969.75 | 11:00 | 29011.25 | opposite cross | −41.50 |
| 2026-09-14 | long | 10:35 | 29017.00 | 10:40 | 28969.75 | opposite cross | −47.25 |
| 2026-09-14 | short | 10:25 | 29005.50 | 10:35 | 29017.00 | opposite cross | −11.50 |
| 2026-09-14 | long | 09:45 | 28952.00 | 10:25 | 29005.50 | opposite cross | 53.50 |
| 2026-09-14 | short | 09:40 | 28888.25 | 09:45 | 28952.00 | opposite cross | −63.75 |
| 2026-09-14 | long | 09:35 | 28904.75 | 09:40 | 28888.25 | opposite cross | −16.50 |
| 2026-09-11 | short | 14:45 | 29438.00 | 15:59 | 29386.75 | end of day 15:59 | 51.25 |
| 2026-09-11 | long | 14:35 | 29455.25 | 14:45 | 29438.00 | opposite cross | −17.25 |
| 2026-09-11 | short | 14:10 | 29446.75 | 14:35 | 29455.25 | opposite cross | −8.50 |
| 2026-09-11 | long | 13:00 | 29437.00 | 14:10 | 29446.75 | opposite cross | 9.75 |
| 2026-09-11 | short | 12:15 | 29447.75 | 13:00 | 29437.00 | opposite cross | 10.75 |
Questions and answers
What happens if you buy NQ every time price closes above the KAMA (10, 2, 30)?
From 2024-10-08 to 2026-10-07 on the NQ 15-minute chart, the KAMA cross strategy took 1,069 long trades, won 35.2% of them and made 3,456.25 points ($69,125 on one NQ contract), before commission and slippage. From 2024-10-08 to 2026-10-07 on NQ, its long trades also made 2,729.00 points on 2,874 trades on the 5-minute chart, 2,303.00 points on 455 trades on the 1-hour chart and 4,297.50 points on 38 trades on the daily chart, before commission and slippage.
What happens if you short ES every time price closes below the KAMA (10, 2, 30)?
From 2024-08-28 to 2026-08-27 on the ES 15-minute chart, the KAMA cross strategy took 1,049 short trades, won 29.7% of them and made 56.75 points ($2,838 on one ES contract), before commission and slippage. From 2024-08-28 to 2026-08-27 on ES, its short trades also made -181.00 points on 2,938 trades on the 5-minute chart, 276.25 points on 430 trades on the 1-hour chart and -1,567.75 points on 44 trades on the daily chart, before commission and slippage.
Does the KAMA cross strategy work on Nasdaq futures?
On NQ futures from 2024-10-08 to 2026-10-07, the KAMA cross strategy on the 15-minute chart took 2,112 trades, won 32.3% of them and finished 3,290.75 points ($65,815 on one NQ contract), before commission and slippage.
What is the win rate of KAMA (10, 2, 30) cross on ES futures?
The KAMA cross strategy won 32.8% of its 2,128 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 25.9% of 5,883 trades on the 5-minute chart, 43.0% of 891 trades on the 1-hour chart and 23.0% of 87 trades on the daily chart, before commission and slippage.
Is the KAMA 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 KAMA cross strategy made 2,177.50 points on 5,746 trades on the 5-minute chart, 3,290.75 points on 2,112 trades on the 15-minute chart, 2,176.00 points on 862 trades on the 1-hour chart and -465.75 points on 75 trades on the daily chart, before commission and slippage.
Is it better to only buy or only sell KAMA cross signals on NQ?
On the NQ 15-minute chart from 2024-10-08 to 2026-10-07, the long trades made 3,456.25 points on 1,069 trades (35.2% won) and the short trades made -165.50 points on 1,043 trades (29.3% won), before commission and slippage.
How many trades does the KAMA cross strategy take on NQ in two years?
The KAMA cross strategy took 2,112 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 5,746 on the 5-minute chart, 862 on the 1-hour chart and 75 on the daily chart, before commission and slippage.
What is the max drawdown of the KAMA cross strategy on NQ?
The KAMA cross strategy had a max drawdown of 3,188.00 points ($63,760 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 4,409.25 points on the 5-minute chart, 3,467.75 points on the 1-hour chart and 5,333.75 points on the daily chart, before commission and slippage.
How does the KAMA cross strategy do on ES compared with NQ?
On the ES 15-minute chart from 2024-08-28 to 2026-08-27, the KAMA cross strategy took 2,128 trades, won 32.8% of them and made 746.00 points ($37,300 on one ES contract), before commission and slippage. On the NQ 15-minute chart from 2024-10-08 to 2026-10-07, the KAMA cross strategy took 2,112 trades, won 32.3% of them and made 3,290.75 points ($65,815 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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