Strategy library · Trend and breakouts
NR7 breakout backtest on NQ and ES futures
NR7 breakout
Also called: NR7 strategy, narrow range 7 breakout, narrowest range of 7 days, buy when price breaks above the high of the narrowest-range (NR7) day in the next session, short when price breaks below the low of the narrowest-range (NR7) day in the next session
What happens if you buy NQ every time price breaks above the high of the narrowest-range (NR7) day in the next session?
What it is
An NR7 day is the day with the narrowest daily range of the last 7 days. After an NR7 day, this strategy goes long on a break of that day's high next session and short on a break of its low, with the stop at the other side and an exit at the close.
What it did
On NQ futures from 2024-10-08 to 2026-10-07, the NR7 breakout strategy took 73 trades on the daily chart, won 53.4% of them and finished 1,241.50 points ($24,830 on one NQ contract), before commission and slippage. From 2024-10-08 to 2026-10-07 on NQ, the 37 long trades on the daily chart won 43.2% and made -705.50 points (-$14,110 on one NQ contract), before commission and slippage. On ES futures from 2024-08-28 to 2026-08-27, the NR7 breakout strategy took 74 trades on the daily chart, won 50.0% of them and finished 61.00 points ($3,050 on one ES contract), before commission and slippage. This strategy was tested on the daily chart only; every trade is listed on this page.
How it was tested
CE Market Solutions tested the NR7 breakout 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; every trade is listed on this page.
See it tested with one change · $19
Tested by CE Market Solutions on 2026-10-26. Every trade is listed below. Gross, no commission or slippage. Last 2 years.
Results
Rule as tested: After the narrowest daily range of the last 7 days, long on a break of that day's high next session; short on a break of its low. Exit: Stop at the other side, exit at the close.
| 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 | |
| Daily | 73 | 53.4% | 17.01 | 1.224 | 1,241.50 | $24,830 | 1,094.75 | 74 | 50.0% | 0.82 | 1.053 | 61.00 | $3,050 | 251.25 |
| Daily · longs only | 37 | 43.2% | — | — | −705.50 | −$14,110 | 979.75 | 42 | 45.2% | — | — | −196.50 | −$9,825 | 225.50 |
| Daily · shorts only | 36 | 63.9% | — | — | 1,947.00 | $38,940 | 597.25 | 32 | 56.3% | — | — | 257.50 | $12,875 | 138.00 |
Free to use with credit to CE Market Solutions (CC BY 4.0).
ES daily: the equity line
Long and short
| Side | Trades | Net pts |
|---|---|---|
| Long | 42 | −196.50 |
| Short | 32 | 257.50 |
By month
| Month | Trades | Net pts |
|---|---|---|
| 2024-09 | 4 | −32.50 |
| 2024-10 | 2 | −11.75 |
| 2024-11 | 3 | 8.25 |
| 2025-01 | 4 | 135.25 |
| 2025-02 | 3 | −55.50 |
| 2025-03 | 8 | 101.50 |
| 2025-04 | 3 | 11.75 |
| 2025-05 | 3 | −57.25 |
| 2025-06 | 3 | 50.00 |
| 2025-07 | 2 | 1.50 |
| 2025-08 | 4 | 0.00 |
| 2025-09 | 4 | −12.00 |
| 2025-10 | 2 | −9.50 |
| 2025-11 | 3 | 106.25 |
| 2025-12 | 5 | 41.50 |
| 2026-01 | 1 | −60.00 |
| 2026-02 | 2 | −70.75 |
| 2026-03 | 3 | 138.25 |
| 2026-04 | 3 | −160.00 |
| 2026-05 | 3 | −24.00 |
| 2026-06 | 2 | 64.00 |
| 2026-07 | 4 | −131.25 |
| 2026-08 | 3 | 27.25 |
Every trade, ES daily74 trades
Daily results show the table and the equity line; there is no chart viewer for them yet.
All trades (74), newest first
Times are New York time; points are gross.
| Session date | Side | Entry (ET) | Entry price | Exit (ET) | Exit price | Exit reason | Points |
|---|---|---|---|---|---|---|---|
| 2026-08-27 | long | 2026-08-26 18:00 | 7722.00 | 2026-08-27 16:59 | 7733.00 | session close | 11.00 |
| 2026-08-11 | short | 2026-08-11 11:39 | 7763.00 | 2026-08-11 16:59 | 7753.25 | session close | 9.75 |
| 2026-08-07 | long | 2026-08-07 08:30 | 7770.75 | 2026-08-07 16:59 | 7777.25 | session close | 6.50 |
| 2026-07-16 | long | 2026-07-15 20:14 | 7626.25 | 2026-07-16 14:40 | 7571.75 | stop other side | −54.50 |
| 2026-07-06 | long | 2026-07-05 18:00 | 7565.25 | 2026-07-06 16:59 | 7596.75 | session close | 31.50 |
| 2026-07-02 | long | 2026-07-02 09:43 | 7579.00 | 2026-07-02 12:37 | 7505.75 | stop other side | −73.25 |
| 2026-07-01 | long | 2026-07-01 11:17 | 7567.75 | 2026-07-01 16:59 | 7532.75 | session close | −35.00 |
| 2026-06-17 | short | 2026-06-17 10:40 | 7578.00 | 2026-06-17 16:59 | 7511.00 | session close | 67.00 |
| 2026-06-01 | long | 2026-05-31 20:05 | 7611.50 | 2026-06-01 16:59 | 7608.50 | session close | −3.00 |
| 2026-05-27 | long | 2026-05-27 07:01 | 7565.75 | 2026-05-27 11:48 | 7517.00 | stop other side | −48.75 |
| 2026-05-26 | short | 2026-05-26 11:56 | 7517.00 | 2026-05-26 16:59 | 7532.75 | session close | −15.75 |
| 2026-05-25 | long | 2026-05-24 18:00 | 7524.00 | 2026-05-25 12:59 | 7564.50 | session close | 40.50 |
| 2026-04-28 | long | 2026-04-27 18:05 | 7211.25 | 2026-04-28 07:21 | 7171.50 | stop other side | −39.75 |
| 2026-04-13 | short | 2026-04-12 18:00 | 6780.00 | 2026-04-13 12:50 | 6888.00 | stop other side | −108.00 |
| 2026-04-10 | long | 2026-04-10 08:29 | 6876.00 | 2026-04-10 16:59 | 6863.75 | session close | −12.25 |
| 2026-03-26 | short | 2026-03-25 22:37 | 6616.50 | 2026-03-26 16:59 | 6535.50 | session close | 81.00 |
| 2026-03-12 | short | 2026-03-11 18:24 | 6749.75 | 2026-03-12 16:59 | 6685.25 | session close | 64.50 |
| 2026-03-11 | short | 2026-03-11 11:29 | 6762.50 | 2026-03-11 16:59 | 6769.75 | session close | −7.25 |
| 2026-02-17 | short | 2026-02-16 20:51 | 6841.00 | 2026-02-17 16:59 | 6862.25 | session close | −21.25 |
| 2026-02-11 | short | 2026-02-11 05:01 | 6957.00 | 2026-02-11 09:28 | 7006.50 | stop other side | −49.50 |
| 2026-01-26 | short | 2026-01-25 18:00 | 6904.00 | 2026-01-26 09:31 | 6964.00 | stop other side | −60.00 |
| 2025-12-31 | short | 2025-12-30 18:39 | 6940.75 | 2025-12-31 16:59 | 6893.75 | session close | 47.00 |
| 2025-12-29 | short | 2025-12-29 02:08 | 6969.00 | 2025-12-29 16:59 | 6956.50 | session close | 12.50 |
| 2025-12-26 | long | 2025-12-25 18:14 | 6988.00 | 2025-12-26 16:59 | 6977.00 | session close | −11.00 |
| 2025-12-23 | long | 2025-12-23 04:42 | 6936.25 | 2025-12-23 16:59 | 6958.00 | session close | 21.75 |
| 2025-12-10 | short | 2025-12-09 19:55 | 6844.00 | 2025-12-10 14:07 | 6872.75 | stop other side | −28.75 |
| 2025-11-28 | long | 2025-11-27 18:08 | 6833.75 | 2025-11-28 13:14 | 6857.25 | session close | 23.50 |
| 2025-11-13 | short | 2025-11-12 18:51 | 6852.00 | 2025-11-13 16:59 | 6762.50 | session close | 89.50 |
| 2025-11-12 | long | 2025-11-11 19:50 | 6880.00 | 2025-11-12 16:59 | 6873.25 | session close | −6.75 |
| 2025-10-22 | short | 2025-10-22 10:27 | 6759.25 | 2025-10-22 16:59 | 6737.50 | session close | 21.75 |
| 2025-10-07 | long | 2025-10-07 08:53 | 6797.75 | 2025-10-07 11:06 | 6766.50 | stop other side | −31.25 |
| 2025-09-30 | short | 2025-09-30 03:41 | 6696.25 | 2025-09-30 15:49 | 6736.00 | stop other side | −39.75 |
| 2025-09-29 | long | 2025-09-28 18:20 | 6703.75 | 2025-09-29 16:59 | 6708.50 | session close | 4.75 |
| 2025-09-15 | long | 2025-09-15 08:15 | 6606.00 | 2025-09-15 16:59 | 6616.75 | session close | 10.75 |
| 2025-09-02 | short | 2025-09-02 03:14 | 6459.50 | 2025-09-02 16:59 | 6447.25 | session close | 12.25 |
| 2025-08-19 | short | 2025-08-19 01:21 | 6456.00 | 2025-08-19 16:59 | 6435.00 | session close | 21.00 |
| 2025-08-14 | short | 2025-08-14 08:34 | 6461.00 | 2025-08-14 16:59 | 6489.75 | session close | −28.75 |
| 2025-08-12 | long | 2025-08-12 08:35 | 6431.50 | 2025-08-12 16:59 | 6468.50 | session close | 37.00 |
| 2025-08-11 | long | 2025-08-10 21:33 | 6425.75 | 2025-08-11 16:59 | 6396.50 | session close | −29.25 |
| 2025-07-25 | long | 2025-07-24 22:27 | 6418.25 | 2025-07-25 16:59 | 6428.25 | session close | 10.00 |
| 2025-07-21 | long | 2025-07-21 09:45 | 6357.00 | 2025-07-21 16:59 | 6348.50 | session close | −8.50 |
| 2025-06-26 | long | 2025-06-26 02:45 | 6160.25 | 2025-06-26 16:59 | 6195.75 | session close | 35.50 |
| 2025-06-19 | short | 2025-06-18 20:16 | 6017.75 | 2025-06-19 12:59 | 5978.25 | session close | 39.50 |
| 2025-06-05 | short | 2025-06-04 18:01 | 5974.00 | 2025-06-05 08:49 | 5999.00 | stop other side | −25.00 |
| 2025-05-29 | long | 2025-05-28 19:01 | 5952.50 | 2025-05-29 11:58 | 5890.00 | stop other side | −62.50 |
| 2025-05-15 | short | 2025-05-15 01:34 | 5890.00 | 2025-05-15 11:43 | 5925.00 | stop other side | −35.00 |
| 2025-05-06 | short | 2025-05-05 22:05 | 5655.25 | 2025-05-06 16:59 | 5615.00 | session close | 40.25 |
| 2025-04-30 | short | 2025-04-30 08:40 | 5521.50 | 2025-04-30 15:53 | 5597.25 | stop other side | −75.75 |
| 2025-04-28 | long | 2025-04-28 09:25 | 5562.25 | 2025-04-28 16:59 | 5545.50 | session close | −16.75 |
| 2025-04-16 | short | 2025-04-15 18:00 | 5403.75 | 2025-04-16 16:59 | 5299.50 | session close | 104.25 |
| 2025-03-26 | short | 2025-03-26 10:20 | 5802.25 | 2025-03-26 16:59 | 5754.75 | session close | 47.50 |
| 2025-03-24 | long | 2025-03-23 18:00 | 5740.00 | 2025-03-24 16:59 | 5813.00 | session close | 73.00 |
| 2025-03-21 | short | 2025-03-21 08:37 | 5682.50 | 2025-03-21 16:59 | 5720.00 | session close | −37.50 |
| 2025-03-19 | long | 2025-03-19 14:53 | 5738.25 | 2025-03-19 16:59 | 5729.75 | session close | −8.50 |
| 2025-03-17 | long | 2025-03-17 08:41 | 5648.75 | 2025-03-17 16:59 | 5680.25 | session close | 31.50 |
| 2025-03-14 | long | 2025-03-14 11:21 | 5623.00 | 2025-03-14 16:59 | 5628.75 | session close | 5.75 |
| 2025-03-12 | long | 2025-03-12 08:30 | 5651.75 | 2025-03-12 16:59 | 5597.25 | session close | −54.50 |
| 2025-03-10 | short | 2025-03-10 10:04 | 5673.00 | 2025-03-10 16:59 | 5628.75 | session close | 44.25 |
| 2025-02-18 | long | 2025-02-18 01:29 | 6147.25 | 2025-02-18 10:01 | 6131.00 | stop other side | −16.25 |
| 2025-02-17 | long | 2025-02-17 09:01 | 6146.75 | 2025-02-17 12:59 | 6146.00 | session close | −0.75 |
| 2025-02-07 | long | 2025-02-07 06:52 | 6108.50 | 2025-02-07 10:53 | 6070.00 | stop other side | −38.50 |
| 2025-01-27 | short | 2025-01-26 18:00 | 6102.25 | 2025-01-27 16:59 | 6050.25 | session close | 52.00 |
| 2025-01-23 | long | 2025-01-23 13:13 | 6135.75 | 2025-01-23 16:59 | 6148.50 | session close | 12.75 |
| 2025-01-17 | long | 2025-01-17 08:33 | 6017.50 | 2025-01-17 16:59 | 6032.50 | session close | 15.00 |
| 2025-01-10 | short | 2025-01-10 08:30 | 5917.00 | 2025-01-10 16:59 | 5861.50 | session close | 55.50 |
| 2024-11-29 | long | 2024-11-28 21:22 | 6032.50 | 2024-11-29 13:14 | 6051.50 | session close | 19.00 |
| 2024-11-12 | short | 2024-11-12 05:25 | 6013.50 | 2024-11-12 16:59 | 6012.25 | session close | 1.25 |
| 2024-11-11 | long | 2024-11-11 03:06 | 6040.50 | 2024-11-11 16:59 | 6028.50 | session close | −12.00 |
| 2024-10-29 | short | 2024-10-28 20:08 | 5857.00 | 2024-10-29 16:59 | 5878.00 | session close | −21.00 |
| 2024-10-11 | long | 2024-10-11 10:06 | 5844.00 | 2024-10-11 16:59 | 5853.25 | session close | 9.25 |
| 2024-09-26 | long | 2024-09-25 21:55 | 5798.75 | 2024-09-26 16:59 | 5803.75 | session close | 5.00 |
| 2024-09-17 | long | 2024-09-17 02:47 | 5702.00 | 2024-09-17 16:59 | 5701.25 | session close | −0.75 |
| 2024-09-16 | long | 2024-09-16 15:57 | 5641.50 | 2024-09-16 16:59 | 5633.75 | session close | −7.75 |
| 2024-09-03 | long | 2024-09-02 18:00 | 5667.00 | 2024-09-03 05:00 | 5638.00 | stop other side | −29.00 |
Page 1 of 1
The other trades quoted above
Every trade, NQ daily73 trades
Newest first. Times are New York time; points are gross.
| Session date | Side | Entry (ET) | Entry price | Exit (ET) | Exit price | Exit reason | Points |
|---|---|---|---|---|---|---|---|
| 2026-10-07 | short | 2026-10-07 06:42 | 31309.25 | 2026-10-07 16:59 | 31403.75 | session close | −94.50 |
| 2026-09-28 | short | 2026-09-27 22:55 | 30679.00 | 2026-09-28 16:59 | 30556.75 | session close | 122.25 |
| 2026-09-08 | short | 2026-09-07 19:16 | 29530.50 | 2026-09-07 21:39 | 29683.50 | stop other side | −153.00 |
| 2026-09-01 | long | 2026-09-01 01:55 | 29546.25 | 2026-09-01 04:37 | 29273.50 | stop other side | −272.75 |
| 2026-08-28 | long | 2026-08-28 10:38 | 29708.00 | 2026-08-28 16:59 | 29509.50 | session close | −198.50 |
| 2026-08-17 | long | 2026-08-17 02:04 | 30283.00 | 2026-08-17 16:59 | 30078.25 | session close | −204.75 |
| 2026-08-11 | short | 2026-08-10 19:20 | 29718.75 | 2026-08-11 16:59 | 29646.75 | session close | 72.00 |
| 2026-08-10 | long | 2026-08-09 18:00 | 29867.75 | 2026-08-10 16:59 | 29764.25 | session close | −103.50 |
| 2026-08-07 | long | 2026-08-07 08:30 | 29686.25 | 2026-08-07 16:59 | 29839.50 | session close | 153.25 |
| 2026-08-06 | short | 2026-08-05 21:00 | 29530.75 | 2026-08-06 16:59 | 29504.25 | session close | 26.50 |
| 2026-07-23 | short | 2026-07-23 03:42 | 28952.00 | 2026-07-23 16:59 | 28739.25 | session close | 212.75 |
| 2026-07-13 | short | 2026-07-13 00:00 | 29675.00 | 2026-07-13 16:59 | 29428.75 | session close | 246.25 |
| 2026-07-07 | short | 2026-07-06 23:29 | 29683.00 | 2026-07-07 16:59 | 29419.50 | session close | 263.50 |
| 2026-07-06 | long | 2026-07-05 18:00 | 29955.25 | 2026-07-06 16:59 | 29947.75 | session close | −7.50 |
| 2026-07-02 | short | 2026-07-01 20:01 | 30008.50 | 2026-07-02 16:59 | 29551.75 | session close | 456.75 |
| 2026-06-22 | short | 2026-06-21 19:36 | 30388.00 | 2026-06-22 03:04 | 30770.75 | stop other side | −382.75 |
| 2026-05-25 | long | 2026-05-24 18:00 | 29749.00 | 2026-05-25 12:59 | 29962.50 | session close | 213.50 |
| 2026-05-12 | short | 2026-05-12 02:55 | 29225.75 | 2026-05-12 16:59 | 29134.25 | session close | 91.50 |
| 2026-04-28 | short | 2026-04-28 05:33 | 27298.50 | 2026-04-28 16:59 | 27191.50 | session close | 107.00 |
| 2026-04-13 | short | 2026-04-12 18:00 | 24980.00 | 2026-04-13 12:29 | 25393.00 | stop other side | −413.00 |
| 2026-04-10 | long | 2026-04-09 20:59 | 25269.75 | 2026-04-10 16:59 | 25333.00 | session close | 63.25 |
| 2026-03-26 | short | 2026-03-25 19:45 | 24286.50 | 2026-03-26 16:59 | 23822.00 | session close | 464.50 |
| 2026-03-12 | short | 2026-03-11 18:24 | 24873.50 | 2026-03-12 16:59 | 24568.50 | session close | 305.00 |
| 2026-02-11 | short | 2026-02-11 05:00 | 25198.25 | 2026-02-11 08:56 | 25447.25 | stop other side | −249.00 |
| 2026-01-20 | short | 2026-01-20 03:06 | 25236.50 | 2026-01-20 16:59 | 25142.75 | session close | 93.75 |
| 2026-01-14 | short | 2026-01-14 05:21 | 25803.25 | 2026-01-14 16:59 | 25612.00 | session close | 191.25 |
| 2025-12-29 | short | 2025-12-28 21:36 | 25834.25 | 2025-12-29 16:59 | 25744.50 | session close | 89.75 |
| 2025-12-26 | long | 2025-12-25 18:00 | 25892.00 | 2025-12-26 16:59 | 25856.00 | session close | −36.00 |
| 2025-12-23 | short | 2025-12-23 08:39 | 25628.00 | 2025-12-23 14:54 | 25794.75 | stop other side | −166.75 |
| 2025-12-10 | long | 2025-12-10 03:06 | 25735.75 | 2025-12-10 10:55 | 25560.00 | stop other side | −175.75 |
| 2025-11-28 | long | 2025-11-27 19:05 | 25339.25 | 2025-11-28 13:14 | 25484.50 | session close | 145.25 |
| 2025-11-26 | long | 2025-11-25 20:12 | 25135.25 | 2025-11-26 16:59 | 25314.00 | session close | 178.75 |
| 2025-11-04 | short | 2025-11-03 19:18 | 26012.75 | 2025-11-04 16:59 | 25577.00 | session close | 435.75 |
| 2025-10-22 | short | 2025-10-22 09:33 | 25203.25 | 2025-10-22 16:59 | 25040.00 | session close | 163.25 |
| 2025-10-21 | long | 2025-10-20 21:20 | 25354.50 | 2025-10-21 16:59 | 25265.25 | session close | −89.25 |
| 2025-10-03 | long | 2025-10-03 01:06 | 25180.00 | 2025-10-03 13:46 | 24993.75 | stop other side | −186.25 |
| 2025-10-01 | short | 2025-10-01 02:45 | 24722.25 | 2025-10-01 11:01 | 24913.75 | stop other side | −191.50 |
| 2025-09-29 | long | 2025-09-28 18:08 | 24747.50 | 2025-09-29 16:59 | 24811.25 | session close | 63.75 |
| 2025-09-17 | short | 2025-09-17 04:35 | 24492.50 | 2025-09-17 16:59 | 24502.00 | session close | −9.50 |
| 2025-09-15 | long | 2025-09-15 03:36 | 24159.00 | 2025-09-15 16:59 | 24296.50 | session close | 137.50 |
| 2025-08-19 | short | 2025-08-19 09:32 | 23719.00 | 2025-08-19 16:59 | 23473.50 | session close | 245.50 |
| 2025-08-14 | short | 2025-08-14 08:30 | 23886.00 | 2025-08-14 16:59 | 23891.50 | session close | −5.50 |
| 2025-08-12 | long | 2025-08-12 08:37 | 23804.50 | 2025-08-12 16:59 | 23949.50 | session close | 145.00 |
| 2025-08-11 | long | 2025-08-10 18:00 | 23767.75 | 2025-08-11 16:59 | 23629.50 | session close | −138.25 |
| 2025-07-25 | long | 2025-07-24 21:43 | 23424.50 | 2025-07-25 16:59 | 23447.75 | session close | 23.25 |
| 2025-07-21 | long | 2025-07-21 09:36 | 23320.75 | 2025-07-21 16:59 | 23347.00 | session close | 26.25 |
| 2025-07-09 | long | 2025-07-09 09:29 | 22972.75 | 2025-07-09 16:59 | 23043.50 | session close | 70.75 |
| 2025-07-07 | short | 2025-07-07 12:20 | 22882.00 | 2025-07-07 16:59 | 22839.00 | session close | 43.00 |
| 2025-06-26 | long | 2025-06-26 03:17 | 22548.25 | 2025-06-26 16:59 | 22672.50 | session close | 124.25 |
| 2025-06-19 | short | 2025-06-18 20:16 | 21862.25 | 2025-06-19 12:59 | 21703.00 | session close | 159.25 |
| 2025-06-05 | long | 2025-06-05 03:27 | 21803.00 | 2025-06-05 14:16 | 21641.00 | stop other side | −162.00 |
| 2025-05-29 | long | 2025-05-28 18:50 | 21567.50 | 2025-05-29 12:00 | 21321.25 | stop other side | −246.25 |
| 2025-05-15 | short | 2025-05-15 04:38 | 21238.25 | 2025-05-15 11:22 | 21419.50 | stop other side | −181.25 |
| 2025-05-12 | long | 2025-05-11 18:00 | 20398.50 | 2025-05-12 16:59 | 20957.00 | session close | 558.50 |
| 2025-05-06 | short | 2025-05-05 21:36 | 19966.00 | 2025-05-06 16:59 | 19846.75 | session close | 119.25 |
| 2025-04-30 | short | 2025-04-30 08:32 | 19378.00 | 2025-04-30 15:55 | 19688.50 | stop other side | −310.50 |
| 2025-04-29 | long | 2025-04-28 22:26 | 19623.00 | 2025-04-29 16:59 | 19614.25 | session close | −8.75 |
| 2025-04-28 | long | 2025-04-28 09:44 | 19589.00 | 2025-04-28 16:59 | 19483.75 | session close | −105.25 |
| 2025-04-16 | short | 2025-04-15 18:00 | 18790.00 | 2025-04-16 16:59 | 18369.25 | session close | 420.75 |
| 2025-03-26 | long | 2025-03-25 18:10 | 20524.75 | 2025-03-26 10:16 | 20293.00 | stop other side | −231.75 |
| 2025-03-25 | long | 2025-03-25 07:51 | 20409.50 | 2025-03-25 16:59 | 20517.25 | session close | 107.75 |
| 2025-03-21 | short | 2025-03-21 08:40 | 19735.25 | 2025-03-21 16:59 | 19970.75 | session close | −235.50 |
| 2025-03-13 | short | 2025-03-13 09:56 | 19387.00 | 2025-03-13 16:59 | 19293.00 | session close | 94.00 |
| 2025-02-18 | long | 2025-02-18 01:39 | 22281.75 | 2025-02-18 09:46 | 22192.50 | stop other side | −89.25 |
| 2025-02-07 | long | 2025-02-06 20:36 | 21882.25 | 2025-02-07 10:12 | 21705.75 | stop other side | −176.50 |
| 2025-01-24 | long | 2025-01-23 21:17 | 22050.50 | 2025-01-24 14:08 | 21855.50 | stop other side | −195.00 |
| 2025-01-21 | short | 2025-01-20 19:53 | 21526.50 | 2025-01-21 16:02 | 21778.75 | stop other side | −252.25 |
| 2025-01-10 | short | 2025-01-10 08:30 | 21166.25 | 2025-01-10 16:59 | 20997.75 | session close | 168.50 |
| 2024-11-29 | long | 2024-11-28 22:06 | 20909.50 | 2024-11-29 09:32 | 20807.25 | stop other side | −102.25 |
| 2024-11-25 | long | 2024-11-24 18:00 | 20935.00 | 2024-11-25 16:59 | 20899.50 | session close | −35.50 |
| 2024-11-11 | long | 2024-11-10 18:00 | 21265.00 | 2024-11-11 13:02 | 21121.75 | stop other side | −143.25 |
| 2024-10-25 | long | 2024-10-25 03:54 | 20428.50 | 2024-10-25 16:59 | 20476.00 | session close | 47.50 |
| 2024-10-14 | long | 2024-10-14 06:00 | 20494.25 | 2024-10-14 16:59 | 20638.50 | session close | 144.25 |
Questions and answers
What happens if you buy NQ every time price breaks above the high of the narrowest-range (NR7) day in the next session?
From 2024-10-08 to 2026-10-07 on the NQ daily chart, the NR7 breakout strategy took 37 long trades, won 43.2% of them and made -705.50 points (-$14,110 on one NQ contract), before commission and slippage.
What happens if you short ES every time price breaks below the low of the narrowest-range (NR7) day in the next session?
From 2024-08-28 to 2026-08-27 on the ES daily chart, the NR7 breakout strategy took 32 short trades, won 56.3% of them and made 257.50 points ($12,875 on one ES contract), before commission and slippage.
Does the NR7 breakout strategy work on Nasdaq futures?
On NQ futures from 2024-10-08 to 2026-10-07, the NR7 breakout strategy on the daily chart took 73 trades, won 53.4% of them and finished 1,241.50 points ($24,830 on one NQ contract), before commission and slippage.
What is the win rate of NR7 breakout on ES futures?
The NR7 breakout strategy won 50.0% of its 74 trades on the ES daily chart from 2024-08-28 to 2026-08-27, before commission and slippage.
Is it better to only buy or only sell NR7 breakout signals on NQ?
On the NQ daily chart from 2024-10-08 to 2026-10-07, the long trades made -705.50 points on 37 trades (43.2% won) and the short trades made 1,947.00 points on 36 trades (63.9% won), before commission and slippage.
How many trades does the NR7 breakout strategy take on NQ in two years?
The NR7 breakout strategy took 73 trades on the NQ daily chart from 2024-10-08 to 2026-10-07, before commission and slippage.
What is the max drawdown of the NR7 breakout strategy on NQ?
The NR7 breakout strategy had a max drawdown of 1,094.75 points ($21,895 on one NQ contract) on the NQ daily chart from 2024-10-08 to 2026-10-07, before commission and slippage.
How does the NR7 breakout strategy do on ES compared with NQ?
On the ES daily chart from 2024-08-28 to 2026-08-27, the NR7 breakout strategy took 74 trades, won 50.0% of them and made 61.00 points ($3,050 on one ES contract), before commission and slippage. On the NQ daily chart from 2024-10-08 to 2026-10-07, the NR7 breakout strategy took 73 trades, won 53.4% of them and made 1,241.50 points ($24,830 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.
Want your own rules tested the same way?