Strategy library · Popular combos
MACD crossover with an RSI filter backtest on NQ and ES futures
MACD cross with RSI above 50
Also called: MACD and RSI strategy, MACD cross with RSI above 50, MACD RSI combo, buy when the MACD line crosses above the signal line while RSI 14 is above 50, short when the MACD line crosses below the signal line while RSI 14 is below 50
What happens if you buy NQ every time the MACD line crosses above the signal line while RSI 14 is above 50?
What it is
This is the MACD signal-line cross with an RSI(14) filter: longs only when RSI is above 50 and shorts only when it is below 50. It exits on the opposite cross.
What it did
On NQ futures from 2024-10-08 to 2026-10-07, the MACD crossover with an RSI filter strategy took 663 trades on the 15-minute chart, won 40.7% of them and finished -1,182.25 points (-$23,645 on one NQ contract), before commission and slippage. From 2024-10-08 to 2026-10-07 on NQ, the 329 long trades on the 15-minute chart won 44.7% and made -1,119.75 points (-$22,395 on one NQ contract), before commission and slippage. On ES futures from 2024-08-28 to 2026-08-27, the MACD crossover with an RSI filter strategy took 715 trades on the 15-minute chart, won 39.0% of them and finished -65.50 points (-$3,275 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 an RSI 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 longs only with RSI(14) above 50; shorts only below 50. 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 | 1883 | 36.7% | 1.27 | 1.051 | 2,397.25 | $47,945 | 2,500.25 | 1820 | 39.2% | 0.83 | 1.170 | 1,502.50 | $75,125 | 621.75 |
| 5 minute · longs only | 1000 | 39.1% | — | — | 2,684.00 | $53,680 | 1,542.00 | 958 | 41.0% | — | — | 977.25 | $48,863 | 390.00 |
| 5 minute · shorts only | 883 | 34.0% | — | — | −286.75 | −$5,735 | 2,190.25 | 862 | 37.2% | — | — | 525.25 | $26,263 | 366.75 |
| 15 minute | 663 | 40.7% | −1.78 | 0.959 | −1,182.25 | −$23,645 | 3,274.00 | 715 | 39.0% | −0.09 | 0.989 | −65.50 | −$3,275 | 530.50 |
| 15 minute · longs only | 329 | 44.7% | — | — | −1,119.75 | −$22,395 | 2,236.00 | 374 | 40.4% | — | — | −331.25 | −$16,562 | 519.00 |
| 15 minute · shorts only | 334 | 36.8% | — | — | −62.50 | −$1,250 | 1,739.50 | 341 | 37.5% | — | — | 265.75 | $13,288 | 348.25 |
| 1 hour | 215 | 49.8% | −2.54 | 0.952 | −545.50 | −$10,910 | 3,115.25 | 240 | 47.9% | 0.96 | 1.086 | 229.25 | $11,463 | 440.50 |
| 1 hour · longs only | 120 | 50.8% | — | — | −376.00 | −$7,520 | 1,784.25 | 126 | 52.4% | — | — | 289.25 | $14,463 | 181.00 |
| 1 hour · shorts only | 95 | 48.4% | — | — | −169.50 | −$3,390 | 1,751.00 | 114 | 43.0% | — | — | −60.00 | −$3,000 | 451.50 |
| Daily | 30 | 26.7% | −134.38 | 0.517 | −4,031.25 | −$80,625 | 5,894.00 | 28 | 28.6% | −24.11 | 0.594 | −675.00 | −$33,750 | 971.25 |
| 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 | 11 | 27.3% | — | — | −1,050.00 | −$21,000 | 2,455.00 | 9 | 22.2% | — | — | −93.00 | −$4,650 | 399.00 |
Free to use with credit to CE Market Solutions (CC BY 4.0).
NQ 1 hour: the equity line
Long and short
| Side | Trades | Net pts |
|---|---|---|
| Long | 120 | −376.00 |
| Short | 95 | −169.50 |
By month
| Month | Trades | Net pts |
|---|---|---|
| 2024-10 | 6 | 214.75 |
| 2024-11 | 8 | 265.75 |
| 2024-12 | 4 | 48.75 |
| 2025-01 | 10 | −18.25 |
| 2025-02 | 12 | 902.25 |
| 2025-03 | 7 | 545.50 |
| 2025-04 | 10 | 450.00 |
| 2025-05 | 13 | −1,065.75 |
| 2025-06 | 8 | 84.00 |
| 2025-07 | 16 | −126.25 |
| 2025-08 | 6 | 29.75 |
| 2025-09 | 9 | 74.75 |
| 2025-10 | 7 | 269.25 |
| 2025-11 | 8 | −3.25 |
| 2025-12 | 11 | 40.75 |
| 2026-01 | 12 | −114.75 |
| 2026-02 | 10 | 313.25 |
| 2026-03 | 6 | 134.50 |
| 2026-04 | 10 | −292.75 |
| 2026-05 | 10 | −647.25 |
| 2026-06 | 12 | −187.75 |
| 2026-07 | 9 | −1,316.75 |
| 2026-08 | 8 | −200.75 |
| 2026-09 | 2 | −35.50 |
| 2026-10 | 1 | 90.25 |
Every trade, NQ 1 hour215 trades
Pick any of the 215 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 (215), 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 |
|---|---|---|---|---|---|---|---|
| 2024-12-06 | long | 10:00 | 21607.50 | 15:59 | 21658.50 | end of day 15:59 | 51.00 |
| 2024-11-29 | long | 11:00 | 20954.50 | 13:14 | 20991.25 | early close | 36.75 |
| 2024-11-22 | long | 11:00 | 20842.75 | 15:59 | 20847.25 | end of day 15:59 | 4.50 |
| 2024-11-19 | long | 12:00 | 20669.75 | 15:59 | 20765.25 | end of day 15:59 | 95.50 |
| 2024-11-14 | short | 10:00 | 21091.75 | 15:59 | 21008.50 | end of day 15:59 | 83.25 |
| 2024-11-12 | short | 12:00 | 21154.50 | 15:59 | 21185.00 | end of day 15:59 | −30.50 |
| 2024-11-12 | long | 10:00 | 21234.75 | 12:00 | 21154.50 | opposite cross | −80.25 |
| 2024-11-07 | long | 11:00 | 21160.75 | 15:59 | 21221.75 | end of day 15:59 | 61.00 |
| 2024-11-06 | long | 12:00 | 20798.25 | 15:59 | 20893.75 | end of day 15:59 | 95.50 |
| 2024-10-31 | short | 10:00 | 20166.00 | 15:59 | 20011.25 | end of day 15:59 | 154.75 |
| 2024-10-22 | long | 11:00 | 20493.25 | 15:59 | 20539.75 | end of day 15:59 | 46.50 |
| 2024-10-21 | long | 13:00 | 20471.00 | 15:59 | 20520.50 | end of day 15:59 | 49.50 |
| 2024-10-16 | short | 10:00 | 20224.25 | 14:00 | 20337.00 | opposite cross | −112.75 |
| 2024-10-11 | long | 12:00 | 20469.25 | 15:59 | 20449.75 | end of day 15:59 | −19.50 |
| 2024-10-09 | long | 11:00 | 20362.00 | 15:59 | 20458.25 | end of day 15:59 | 96.25 |
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Questions and answers
What happens if you buy NQ every time the MACD line crosses above the signal line while RSI 14 is above 50?
From 2024-10-08 to 2026-10-07 on the NQ 15-minute chart, the MACD crossover with an RSI filter strategy took 329 long trades, won 44.7% of them and made -1,119.75 points (-$22,395 on one NQ contract), before commission and slippage. From 2024-10-08 to 2026-10-07 on NQ, its long trades also made 2,684.00 points on 1,000 trades on the 5-minute chart, -376.00 points on 120 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 RSI 14 is below 50?
From 2024-08-28 to 2026-08-27 on the ES 15-minute chart, the MACD crossover with an RSI filter strategy took 341 short trades, won 37.5% of them and made 265.75 points ($13,288 on one ES contract), before commission and slippage. From 2024-08-28 to 2026-08-27 on ES, its short trades also made 525.25 points on 862 trades on the 5-minute chart, -60.00 points on 114 trades on the 1-hour chart and -93.00 points on 9 trades on the daily chart, before commission and slippage.
Does the MACD crossover with an RSI filter strategy work on Nasdaq futures?
On NQ futures from 2024-10-08 to 2026-10-07, the MACD crossover with an RSI filter strategy on the 15-minute chart took 663 trades, won 40.7% of them and finished -1,182.25 points (-$23,645 on one NQ contract), before commission and slippage.
What is the win rate of MACD cross with RSI above 50 on ES futures?
The MACD crossover with an RSI filter strategy won 39.0% of its 715 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 39.2% of 1,820 trades on the 5-minute chart, 47.9% of 240 trades on the 1-hour chart and 28.6% of 28 trades on the daily chart, before commission and slippage.
Is the MACD crossover with an RSI 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 an RSI filter strategy made 2,397.25 points on 1,883 trades on the 5-minute chart, -1,182.25 points on 663 trades on the 15-minute chart, -545.50 points on 215 trades on the 1-hour chart and -4,031.25 points on 30 trades on the daily chart, before commission and slippage.
Is it better to only buy or only sell MACD crossover with an RSI filter signals on NQ?
On the NQ 15-minute chart from 2024-10-08 to 2026-10-07, the long trades made -1,119.75 points on 329 trades (44.7% won) and the short trades made -62.50 points on 334 trades (36.8% won), before commission and slippage.
How many trades does the MACD crossover with an RSI filter strategy take on NQ in two years?
The MACD crossover with an RSI filter strategy took 663 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 1,883 on the 5-minute chart, 215 on the 1-hour chart and 30 on the daily chart, before commission and slippage.
What is the max drawdown of the MACD crossover with an RSI filter strategy on NQ?
The MACD crossover with an RSI filter strategy had a max drawdown of 3,274.00 points ($65,480 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 2,500.25 points on the 5-minute chart, 3,115.25 points on the 1-hour chart and 5,894.00 points on the daily chart, before commission and slippage.
How does the MACD crossover with an RSI 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 an RSI filter strategy took 715 trades, won 39.0% of them and made -65.50 points (-$3,275 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 an RSI filter strategy took 663 trades, won 40.7% of them and made -1,182.25 points (-$23,645 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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