Strategy library · Popular combos
MACD crossover with a 200 EMA filter backtest on NQ and ES futures
MACD cross with a 200 EMA filter
Also called: MACD 200 EMA strategy, MACD with trend filter, MACD and 200 EMA, buy when the MACD line crosses above the signal line while price is above the 200 EMA, short when the MACD line crosses below the signal line while price is below the 200 EMA
What happens if you buy NQ every time the MACD line crosses above the signal line while price is above the 200 EMA?
What it is
This is the MACD signal-line cross (12, 26, 9) with a trend filter: longs only when price is above the EMA 200 and shorts only when it is below. It exits on the opposite cross.
What it did
On NQ futures from 2024-10-08 to 2026-10-07, the MACD crossover with a 200 EMA filter strategy took 505 trades on the 15-minute chart, won 41.6% of them and finished 40.00 points ($800 on one NQ contract), before commission and slippage. From 2024-10-08 to 2026-10-07 on NQ, the 279 long trades on the 15-minute chart won 45.5% and made 1,637.75 points ($32,755 on one NQ contract), before commission and slippage. On ES futures from 2024-08-28 to 2026-08-27, the MACD crossover with a 200 EMA filter strategy took 541 trades on the 15-minute chart, won 41.2% of them and finished -86.00 points (-$4,300 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 MACD crossover with a 200 EMA filter 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: MO01, but longs only above EMA 200 and shorts only below it. 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 | 1539 | 37.1% | 1.78 | 1.076 | 2,747.00 | $54,940 | 2,792.75 | 1498 | 38.5% | 0.65 | 1.137 | 972.00 | $48,600 | 581.75 |
| 5 minute · longs only | 828 | 39.6% | — | — | 3,914.75 | $78,295 | 1,616.00 | 794 | 41.4% | — | — | 1,061.50 | $53,075 | 228.00 |
| 5 minute · shorts only | 711 | 34.2% | — | — | −1,167.75 | −$23,355 | 3,290.75 | 704 | 35.1% | — | — | −89.50 | −$4,475 | 589.50 |
| 15 minute | 505 | 41.6% | 0.08 | 1.002 | 40.00 | $800 | 3,866.75 | 541 | 41.2% | −0.16 | 0.981 | −86.00 | −$4,300 | 906.75 |
| 15 minute · longs only | 279 | 45.5% | — | — | 1,637.75 | $32,755 | 1,311.50 | 308 | 43.5% | — | — | 88.00 | $4,400 | 255.25 |
| 15 minute · shorts only | 226 | 36.7% | — | — | −1,597.75 | −$31,955 | 3,176.75 | 233 | 38.2% | — | — | −174.00 | −$8,700 | 706.50 |
| 1 hour | 171 | 48.5% | 1.82 | 1.035 | 310.75 | $6,215 | 2,241.25 | 184 | 45.7% | 1.22 | 1.108 | 224.75 | $11,238 | 363.00 |
| 1 hour · longs only | 110 | 49.1% | — | — | −213.25 | −$4,265 | 1,584.00 | 109 | 49.5% | — | — | 139.50 | $6,975 | 152.00 |
| 1 hour · shorts only | 61 | 47.5% | — | — | 524.00 | $10,480 | 1,163.25 | 75 | 40.0% | — | — | 85.25 | $4,263 | 336.25 |
| Daily | 20 | 30.0% | −143.19 | 0.443 | −2,863.75 | −$57,275 | 4,419.25 | 20 | 30.0% | −29.54 | 0.378 | −590.75 | −$29,537 | 693.25 |
| Daily · longs only | 19 | 26.3% | — | — | −2,981.25 | −$59,625 | 4,536.75 | 19 | 31.6% | — | — | −582.00 | −$29,100 | 693.00 |
| Daily · shorts only | 1 | 100.0% | — | — | 117.50 | $2,350 | 0.00 | 1 | 0.0% | — | — | −8.75 | −$437 | 8.75 |
Free to use with credit to CE Market Solutions (CC BY 4.0).
NQ 15 minute: the equity line
Long and short
| Side | Trades | Net pts |
|---|---|---|
| Long | 279 | 1,637.75 |
| Short | 226 | −1,597.75 |
By month
| Month | Trades | Net pts |
|---|---|---|
| 2024-10 | 23 | 180.00 |
| 2024-11 | 20 | 21.00 |
| 2024-12 | 21 | 738.75 |
| 2025-01 | 17 | −593.75 |
| 2025-02 | 19 | 907.50 |
| 2025-03 | 14 | −554.25 |
| 2025-04 | 21 | −605.25 |
| 2025-05 | 22 | −1,019.50 |
| 2025-06 | 23 | 27.25 |
| 2025-07 | 23 | −401.50 |
| 2025-08 | 25 | −66.25 |
| 2025-09 | 21 | −489.25 |
| 2025-10 | 21 | 549.00 |
| 2025-11 | 18 | −17.25 |
| 2025-12 | 25 | −93.75 |
| 2026-01 | 16 | −122.25 |
| 2026-02 | 17 | −240.00 |
| 2026-03 | 26 | 248.25 |
| 2026-04 | 17 | 342.75 |
| 2026-05 | 21 | 681.75 |
| 2026-06 | 21 | 1,513.75 |
| 2026-07 | 23 | 10.50 |
| 2026-08 | 30 | −1,091.00 |
| 2026-09 | 20 | 141.75 |
| 2026-10 | 1 | −28.25 |
Every trade, NQ 15 minute505 trades
Pick any of the 505 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 (505), 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 |
|---|---|---|---|---|---|---|---|
| 2026-10-06 | long | 10:45 | 31572.75 | 12:15 | 31544.50 | opposite cross | −28.25 |
| 2026-09-29 | long | 14:45 | 30639.00 | 15:59 | 30617.50 | end of day 15:59 | −21.50 |
| 2026-09-29 | short | 09:45 | 30567.00 | 14:45 | 30639.00 | opposite cross | −72.00 |
| 2026-09-28 | short | 15:45 | 30561.00 | 15:59 | 30567.50 | end of day 15:59 | −6.50 |
| 2026-09-28 | short | 10:15 | 30521.50 | 12:30 | 30683.50 | opposite cross | −162.00 |
| 2026-09-25 | long | 12:15 | 30927.25 | 15:30 | 30865.50 | opposite cross | −61.75 |
| 2026-09-22 | long | 09:45 | 30903.25 | 15:59 | 31029.25 | end of day 15:59 | 126.00 |
| 2026-09-21 | long | 10:00 | 30416.50 | 15:30 | 30803.00 | opposite cross | 386.50 |
| 2026-09-18 | long | 13:15 | 29741.50 | 15:59 | 29916.50 | end of day 15:59 | 175.00 |
| 2026-09-16 | long | 10:00 | 29479.25 | 12:45 | 29470.25 | opposite cross | −9.00 |
| 2026-09-15 | short | 15:30 | 29238.75 | 15:59 | 29252.50 | end of day 15:59 | −13.75 |
| 2026-09-15 | short | 10:15 | 29342.75 | 14:30 | 29280.75 | opposite cross | 62.00 |
| 2026-09-11 | long | 11:45 | 29478.25 | 12:00 | 29450.25 | opposite cross | −28.00 |
| 2026-09-09 | short | 12:15 | 29414.25 | 13:00 | 29457.50 | opposite cross | −43.25 |
| 2026-09-08 | long | 11:15 | 29603.00 | 15:00 | 29576.25 | opposite cross | −26.75 |
| 2026-09-08 | short | 10:00 | 29503.25 | 11:15 | 29603.00 | opposite cross | −99.75 |
| 2026-09-07 | long | 12:15 | 29606.00 | 12:59 | 29603.50 | early close | −2.50 |
| 2026-09-04 | long | 15:00 | 29538.75 | 15:59 | 29568.75 | end of day 15:59 | 30.00 |
| 2026-09-04 | long | 13:00 | 29576.25 | 13:30 | 29508.00 | opposite cross | −68.25 |
| 2026-09-02 | short | 13:00 | 29154.75 | 15:59 | 29190.50 | end of day 15:59 | −35.75 |
| 2026-09-01 | short | 14:00 | 29139.75 | 15:59 | 29126.75 | end of day 15:59 | 13.00 |
| 2026-08-31 | short | 12:00 | 29389.25 | 12:30 | 29425.00 | opposite cross | −35.75 |
| 2026-08-28 | long | 10:45 | 29734.75 | 12:00 | 29553.00 | opposite cross | −181.75 |
| 2026-08-28 | short | 10:15 | 29536.25 | 10:45 | 29734.75 | opposite cross | −198.50 |
| 2026-08-27 | long | 12:00 | 29597.25 | 14:15 | 29576.50 | opposite cross | −20.75 |
| 2026-08-27 | long | 11:00 | 29601.75 | 11:45 | 29534.75 | opposite cross | −67.00 |
| 2026-08-26 | long | 13:30 | 29268.00 | 15:59 | 29296.75 | end of day 15:59 | 28.75 |
| 2026-08-26 | short | 12:15 | 29201.25 | 13:30 | 29268.00 | opposite cross | −66.75 |
| 2026-08-26 | long | 09:45 | 29290.75 | 12:15 | 29201.25 | opposite cross | −89.50 |
| 2026-08-24 | short | 09:45 | 28978.50 | 11:45 | 29176.25 | opposite cross | −197.75 |
| 2026-08-21 | short | 14:30 | 29363.00 | 15:00 | 29400.00 | opposite cross | −37.00 |
| 2026-08-20 | short | 14:15 | 29230.25 | 15:30 | 29304.25 | opposite cross | −74.00 |
| 2026-08-19 | short | 13:00 | 29560.00 | 15:59 | 29522.00 | end of day 15:59 | 38.00 |
| 2026-08-19 | short | 10:00 | 29496.25 | 11:30 | 29613.25 | opposite cross | −117.00 |
| 2026-08-18 | short | 10:00 | 29647.50 | 12:00 | 29637.00 | opposite cross | 10.50 |
| 2026-08-17 | long | 11:15 | 30258.00 | 12:30 | 30207.50 | opposite cross | −50.50 |
| 2026-08-14 | long | 14:30 | 30067.50 | 15:59 | 30144.50 | end of day 15:59 | 77.00 |
| 2026-08-13 | long | 13:15 | 30226.25 | 13:45 | 30214.50 | opposite cross | −11.75 |
| 2026-08-11 | short | 09:45 | 29723.75 | 15:30 | 29624.50 | opposite cross | 99.25 |
| 2026-08-10 | long | 15:00 | 29782.75 | 15:59 | 29744.00 | end of day 15:59 | −38.75 |
| 2026-08-10 | long | 13:30 | 29786.75 | 13:45 | 29760.00 | opposite cross | −26.75 |
| 2026-08-10 | short | 12:45 | 29742.75 | 13:30 | 29786.75 | opposite cross | −44.00 |
| 2026-08-10 | long | 12:00 | 29844.50 | 12:45 | 29742.75 | opposite cross | −101.75 |
| 2026-08-10 | long | 10:30 | 29858.25 | 11:00 | 29780.00 | opposite cross | −78.25 |
| 2026-08-07 | long | 15:30 | 29811.25 | 15:59 | 29833.25 | end of day 15:59 | 22.00 |
| 2026-08-07 | long | 11:30 | 29826.00 | 12:30 | 29714.00 | opposite cross | −112.00 |
| 2026-08-06 | long | 14:30 | 29556.50 | 14:45 | 29521.25 | opposite cross | −35.25 |
| 2026-08-06 | short | 12:30 | 29472.25 | 14:30 | 29556.50 | opposite cross | −84.25 |
| 2026-08-06 | long | 10:00 | 29528.75 | 12:30 | 29472.25 | opposite cross | −56.50 |
| 2026-08-05 | long | 15:30 | 29757.00 | 15:45 | 29711.50 | opposite cross | −45.50 |
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Questions and answers
What happens if you buy NQ every time the MACD line crosses above the signal line while price is above the 200 EMA?
From 2024-10-08 to 2026-10-07 on the NQ 15-minute chart, the MACD crossover with a 200 EMA filter strategy took 279 long trades, won 45.5% of them and made 1,637.75 points ($32,755 on one NQ contract), before commission and slippage. From 2024-10-08 to 2026-10-07 on NQ, its long trades also made 3,914.75 points on 828 trades on the 5-minute chart, -213.25 points on 110 trades on the 1-hour chart and -2,981.25 points on 19 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 while price is below the 200 EMA?
From 2024-08-28 to 2026-08-27 on the ES 15-minute chart, the MACD crossover with a 200 EMA filter strategy took 233 short trades, won 38.2% of them and made -174.00 points (-$8,700 on one ES contract), before commission and slippage. From 2024-08-28 to 2026-08-27 on ES, its short trades also made -89.50 points on 704 trades on the 5-minute chart, 85.25 points on 75 trades on the 1-hour chart and -8.75 points on 1 trade on the daily chart, before commission and slippage.
Does the MACD crossover with a 200 EMA filter strategy work on Nasdaq futures?
On NQ futures from 2024-10-08 to 2026-10-07, the MACD crossover with a 200 EMA filter strategy on the 15-minute chart took 505 trades, won 41.6% of them and finished 40.00 points ($800 on one NQ contract), before commission and slippage.
What is the win rate of MACD cross with a 200 EMA filter on ES futures?
The MACD crossover with a 200 EMA filter strategy won 41.2% of its 541 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 38.5% of 1,498 trades on the 5-minute chart, 45.7% of 184 trades on the 1-hour chart and 30.0% of 20 trades on the daily chart, before commission and slippage.
Is the MACD crossover with a 200 EMA filter 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 with a 200 EMA filter strategy made 2,747.00 points on 1,539 trades on the 5-minute chart, 40.00 points on 505 trades on the 15-minute chart, 310.75 points on 171 trades on the 1-hour chart and -2,863.75 points on 20 trades on the daily chart, before commission and slippage.
Is it better to only buy or only sell MACD crossover with a 200 EMA filter signals on NQ?
On the NQ 15-minute chart from 2024-10-08 to 2026-10-07, the long trades made 1,637.75 points on 279 trades (45.5% won) and the short trades made -1,597.75 points on 226 trades (36.7% won), before commission and slippage.
How many trades does the MACD crossover with a 200 EMA filter strategy take on NQ in two years?
The MACD crossover with a 200 EMA filter strategy took 505 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 1,539 on the 5-minute chart, 171 on the 1-hour chart and 20 on the daily chart, before commission and slippage.
What is the max drawdown of the MACD crossover with a 200 EMA filter strategy on NQ?
The MACD crossover with a 200 EMA filter strategy had a max drawdown of 3,866.75 points ($77,335 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 2,792.75 points on the 5-minute chart, 2,241.25 points on the 1-hour chart and 4,419.25 points on the daily chart, before commission and slippage.
How does the MACD crossover with a 200 EMA filter strategy do on ES compared with NQ?
On the ES 15-minute chart from 2024-08-28 to 2026-08-27, the MACD crossover with a 200 EMA filter strategy took 541 trades, won 41.2% of them and made -86.00 points (-$4,300 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 with a 200 EMA filter strategy took 505 trades, won 41.6% of them and made 40.00 points ($800 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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