Strategy library · Momentum oscillators
MACD crossover backtest on NQ and ES futures
MACD (12, 26, 9) signal cross
Also called: MACD signal line cross, MACD cross strategy, MACD 12 26 9, MACD line crosses signal line, MACD bullish crossover, MACD bearish crossover, buy when the MACD line crosses above the signal line, short when the MACD line crosses below the signal line
What happens if you buy NQ every time the MACD line crosses above the signal line?
What it is
The MACD is the difference between the 12-period and 26-period exponential moving averages, compared with its own 9-period average (the signal line). This strategy goes long when the MACD line crosses above the signal line, 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 MACD crossover strategy took 1,042 trades on the 15-minute chart, won 42.1% of them and finished -1,921.25 points (-$38,425 on one NQ contract), before commission and slippage. From 2024-10-08 to 2026-10-07 on NQ, the 512 long trades on the 15-minute chart won 44.7% and made -1,330.75 points (-$26,615 on one NQ contract), before commission and slippage. On ES futures from 2024-08-28 to 2026-08-27, the MACD crossover strategy took 1,089 trades on the 15-minute chart, won 41.1% of them and finished -152.25 points (-$7,612 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 MACD crossover 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 the MACD line crosses above the signal line; 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 | 3076 | 37.2% | 0.15 | 1.006 | 461.00 | $9,220 | 3,313.00 | 2976 | 38.7% | 0.52 | 1.097 | 1,535.75 | $76,788 | 546.75 |
| 5 minute · longs only | 1524 | 39.0% | — | — | 2,241.50 | $44,830 | 1,849.00 | 1477 | 40.2% | — | — | 804.75 | $40,238 | 326.00 |
| 5 minute · shorts only | 1552 | 35.4% | — | — | −1,780.50 | −$35,610 | 3,618.50 | 1499 | 37.3% | — | — | 731.00 | $36,550 | 508.25 |
| 15 minute | 1042 | 42.1% | −1.84 | 0.955 | −1,921.25 | −$38,425 | 4,660.75 | 1089 | 41.1% | −0.14 | 0.983 | −152.25 | −$7,612 | 659.75 |
| 15 minute · longs only | 512 | 44.7% | — | — | −1,330.75 | −$26,615 | 3,420.25 | 542 | 42.4% | — | — | −368.25 | −$18,412 | 596.75 |
| 15 minute · shorts only | 530 | 39.6% | — | — | −590.50 | −$11,810 | 2,545.50 | 547 | 39.9% | — | — | 216.00 | $10,800 | 391.25 |
| 1 hour | 264 | 47.0% | −3.73 | 0.930 | −984.75 | −$19,695 | 3,826.25 | 298 | 45.6% | −0.47 | 0.959 | −139.50 | −$6,975 | 598.50 |
| 1 hour · longs only | 142 | 49.3% | — | — | −1,257.75 | −$25,155 | 2,813.00 | 152 | 48.0% | — | — | −108.50 | −$5,425 | 323.25 |
| 1 hour · shorts only | 122 | 44.3% | — | — | 273.00 | $5,460 | 1,458.50 | 146 | 43.2% | — | — | −31.00 | −$1,550 | 381.00 |
| Daily | 43 | 27.9% | −69.41 | 0.809 | −2,984.75 | −$59,695 | 7,162.25 | 45 | 24.4% | −19.49 | 0.733 | −877.00 | −$43,850 | 1,643.75 |
| Daily · longs only | 22 | 31.8% | — | — | 3,038.00 | $60,760 | 2,493.00 | 22 | 36.4% | — | — | 426.25 | $21,313 | 581.00 |
| Daily · shorts only | 21 | 23.8% | — | — | −6,022.75 | −$120,455 | 6,435.75 | 23 | 13.0% | — | — | −1,303.25 | −$65,162 | 1,303.25 |
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 | 1524 | 2,241.50 |
| Short | 1552 | −1,780.50 |
By month
| Month | Trades | Net pts |
|---|---|---|
| 2024-10 | 109 | −812.50 |
| 2024-11 | 104 | −292.25 |
| 2024-12 | 124 | 484.50 |
| 2025-01 | 123 | −169.25 |
| 2025-02 | 105 | 2,164.75 |
| 2025-03 | 141 | −187.25 |
| 2025-04 | 119 | 1,647.00 |
| 2025-05 | 149 | −626.25 |
| 2025-06 | 142 | −815.75 |
| 2025-07 | 150 | −458.75 |
| 2025-08 | 121 | −236.00 |
| 2025-09 | 139 | −7.00 |
| 2025-10 | 145 | 102.00 |
| 2025-11 | 109 | 1,368.25 |
| 2025-12 | 146 | −1,774.25 |
| 2026-01 | 117 | 718.75 |
| 2026-02 | 101 | 677.50 |
| 2026-03 | 132 | −11.50 |
| 2026-04 | 114 | 825.75 |
| 2026-05 | 125 | 135.25 |
| 2026-06 | 140 | −779.50 |
| 2026-07 | 133 | 61.25 |
| 2026-08 | 125 | −478.75 |
| 2026-09 | 121 | −426.25 |
| 2026-10 | 42 | −648.75 |
Every trade, NQ 5 minute3076 trades
Pick any of the 3076 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 (3076), 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 |
|---|---|---|---|---|---|---|---|
| 2026-10-07 | short | 13:35 | 31372.50 | 15:59 | 31396.00 | end of day 15:59 | −23.50 |
| 2026-10-07 | long | 13:20 | 31376.00 | 13:35 | 31372.50 | opposite cross | −3.50 |
| 2026-10-07 | short | 12:35 | 31333.75 | 13:20 | 31376.00 | opposite cross | −42.25 |
| 2026-10-07 | long | 10:10 | 31222.75 | 12:35 | 31333.75 | opposite cross | 111.00 |
| 2026-10-07 | short | 09:40 | 31180.75 | 10:10 | 31222.75 | opposite cross | −42.00 |
| 2026-10-06 | short | 15:35 | 31514.50 | 15:59 | 31480.75 | end of day 15:59 | 33.75 |
| 2026-10-06 | long | 15:30 | 31525.25 | 15:35 | 31514.50 | opposite cross | −10.75 |
| 2026-10-06 | short | 15:25 | 31516.25 | 15:30 | 31525.25 | opposite cross | −9.00 |
| 2026-10-06 | long | 15:20 | 31524.75 | 15:25 | 31516.25 | opposite cross | −8.50 |
| 2026-10-06 | short | 15:10 | 31508.00 | 15:20 | 31524.75 | opposite cross | −16.75 |
| 2026-10-06 | long | 15:00 | 31532.75 | 15:10 | 31508.00 | opposite cross | −24.75 |
| 2026-10-06 | short | 14:40 | 31512.50 | 15:00 | 31532.75 | opposite cross | −20.25 |
| 2026-10-06 | long | 13:40 | 31531.50 | 14:40 | 31512.50 | opposite cross | −19.00 |
| 2026-10-06 | short | 11:40 | 31583.75 | 13:40 | 31531.50 | opposite cross | 52.25 |
| 2026-10-06 | long | 10:45 | 31572.75 | 11:40 | 31583.75 | opposite cross | 11.00 |
| 2026-10-06 | short | 10:30 | 31501.00 | 10:45 | 31572.75 | opposite cross | −71.75 |
| 2026-10-06 | long | 09:55 | 31522.00 | 10:30 | 31501.00 | opposite cross | −21.00 |
| 2026-10-05 | short | 15:45 | 31342.75 | 15:59 | 31338.25 | end of day 15:59 | 4.50 |
| 2026-10-05 | long | 15:05 | 31335.50 | 15:45 | 31342.75 | opposite cross | 7.25 |
| 2026-10-05 | short | 14:10 | 31292.75 | 15:05 | 31335.50 | opposite cross | −42.75 |
| 2026-10-05 | long | 13:45 | 31310.50 | 14:10 | 31292.75 | opposite cross | −17.75 |
| 2026-10-05 | short | 13:40 | 31276.00 | 13:45 | 31310.50 | opposite cross | −34.50 |
| 2026-10-05 | long | 13:30 | 31275.75 | 13:40 | 31276.00 | opposite cross | 0.25 |
| 2026-10-05 | short | 11:10 | 31221.50 | 13:30 | 31275.75 | opposite cross | −54.25 |
| 2026-10-02 | long | 13:55 | 31057.00 | 15:59 | 31070.00 | end of day 15:59 | 13.00 |
| 2026-10-02 | short | 13:25 | 31024.50 | 13:55 | 31057.00 | opposite cross | −32.50 |
| 2026-10-02 | long | 13:20 | 31066.50 | 13:25 | 31024.50 | opposite cross | −42.00 |
| 2026-10-02 | short | 13:15 | 31057.25 | 13:20 | 31066.50 | opposite cross | −9.25 |
| 2026-10-02 | long | 13:05 | 31089.50 | 13:15 | 31057.25 | opposite cross | −32.25 |
| 2026-10-02 | short | 12:45 | 31057.50 | 13:05 | 31089.50 | opposite cross | −32.00 |
| 2026-10-02 | long | 12:10 | 31121.75 | 12:45 | 31057.50 | opposite cross | −64.25 |
| 2026-10-02 | short | 10:45 | 31240.75 | 12:10 | 31121.75 | opposite cross | 119.00 |
| 2026-10-02 | long | 10:05 | 31249.25 | 10:45 | 31240.75 | opposite cross | −8.50 |
| 2026-10-02 | short | 09:40 | 31125.00 | 10:05 | 31249.25 | opposite cross | −124.25 |
| 2026-10-01 | short | 15:05 | 30811.00 | 15:59 | 30772.75 | end of day 15:59 | 38.25 |
| 2026-10-01 | long | 15:00 | 30840.50 | 15:05 | 30811.00 | opposite cross | −29.50 |
| 2026-10-01 | short | 14:45 | 30807.00 | 15:00 | 30840.50 | opposite cross | −33.50 |
| 2026-10-01 | long | 14:35 | 30837.00 | 14:45 | 30807.00 | opposite cross | −30.00 |
| 2026-10-01 | short | 14:15 | 30741.50 | 14:35 | 30837.00 | opposite cross | −95.50 |
| 2026-10-01 | long | 11:20 | 30655.00 | 14:15 | 30741.50 | opposite cross | 86.50 |
| 2026-10-01 | short | 11:05 | 30602.75 | 11:20 | 30655.00 | opposite cross | −52.25 |
| 2026-10-01 | long | 10:50 | 30680.25 | 11:05 | 30602.75 | opposite cross | −77.50 |
| 2026-09-30 | long | 15:10 | 30853.25 | 15:59 | 30693.75 | end of day 15:59 | −159.50 |
| 2026-09-30 | short | 14:25 | 30819.00 | 15:10 | 30853.25 | opposite cross | −34.25 |
| 2026-09-30 | long | 13:55 | 30855.00 | 14:25 | 30819.00 | opposite cross | −36.00 |
| 2026-09-30 | short | 10:35 | 30793.00 | 13:55 | 30855.00 | opposite cross | −62.00 |
| 2026-09-29 | short | 15:35 | 30629.75 | 15:59 | 30617.50 | end of day 15:59 | 12.25 |
| 2026-09-29 | long | 13:20 | 30537.50 | 15:35 | 30629.75 | opposite cross | 92.25 |
| 2026-09-29 | short | 12:45 | 30518.75 | 13:20 | 30537.50 | opposite cross | −18.75 |
| 2026-09-29 | long | 12:35 | 30569.25 | 12:45 | 30518.75 | opposite cross | −50.50 |
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Questions and answers
What happens if you buy NQ every time the MACD line crosses above the signal line?
From 2024-10-08 to 2026-10-07 on the NQ 15-minute chart, the MACD crossover strategy took 512 long trades, won 44.7% of them and made -1,330.75 points (-$26,615 on one NQ contract), before commission and slippage. From 2024-10-08 to 2026-10-07 on NQ, its long trades also made 2,241.50 points on 1,524 trades on the 5-minute chart, -1,257.75 points on 142 trades on the 1-hour chart and 3,038.00 points on 22 trades on the daily chart, before commission and slippage.
What happens if you short ES every time the MACD line crosses below the signal line?
From 2024-08-28 to 2026-08-27 on the ES 15-minute chart, the MACD crossover strategy took 547 short trades, won 39.9% of them and made 216.00 points ($10,800 on one ES contract), before commission and slippage. From 2024-08-28 to 2026-08-27 on ES, its short trades also made 731.00 points on 1,499 trades on the 5-minute chart, -31.00 points on 146 trades on the 1-hour chart and -1,303.25 points on 23 trades on the daily chart, before commission and slippage.
Does the MACD crossover strategy work on Nasdaq futures?
On NQ futures from 2024-10-08 to 2026-10-07, the MACD crossover strategy on the 15-minute chart took 1,042 trades, won 42.1% of them and finished -1,921.25 points (-$38,425 on one NQ contract), before commission and slippage.
What is the win rate of MACD (12, 26, 9) signal cross on ES futures?
The MACD crossover strategy won 41.1% 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 38.7% of 2,976 trades on the 5-minute chart, 45.6% of 298 trades on the 1-hour chart and 24.4% of 45 trades on the daily chart, before commission and slippage.
Is the MACD crossover 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 MACD crossover strategy made 461.00 points on 3,076 trades on the 5-minute chart, -1,921.25 points on 1,042 trades on the 15-minute chart, -984.75 points on 264 trades on the 1-hour chart and -2,984.75 points on 43 trades on the daily chart, before commission and slippage.
Is it better to only buy or only sell MACD crossover signals on NQ?
On the NQ 15-minute chart from 2024-10-08 to 2026-10-07, the long trades made -1,330.75 points on 512 trades (44.7% won) and the short trades made -590.50 points on 530 trades (39.6% won), before commission and slippage.
How many trades does the MACD crossover strategy take on NQ in two years?
The MACD crossover strategy took 1,042 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 3,076 on the 5-minute chart, 264 on the 1-hour chart and 43 on the daily chart, before commission and slippage.
What is the max drawdown of the MACD crossover strategy on NQ?
The MACD crossover strategy had a max drawdown of 4,660.75 points ($93,215 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 3,313.00 points on the 5-minute chart, 3,826.25 points on the 1-hour chart and 7,162.25 points on the daily chart, before commission and slippage.
How does the MACD crossover strategy do on ES compared with NQ?
On the ES 15-minute chart from 2024-08-28 to 2026-08-27, the MACD crossover strategy took 1,089 trades, won 41.1% of them and made -152.25 points (-$7,612 on one ES contract), before commission and slippage. On the NQ 15-minute chart from 2024-10-08 to 2026-10-07, the MACD crossover strategy took 1,042 trades, won 42.1% of them and made -1,921.25 points (-$38,425 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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