Strategy library · Moving averages
Price crossing the 200 SMA backtest on NQ and ES futures
Price crosses SMA 200
Also called: 200 SMA cross, 200 period SMA cross, close above 200 SMA, buy when price closes above the 200 SMA, short when price closes below the 200 SMA
What happens if you buy NQ every time price closes above the 200 SMA?
What it is
The 200-period simple moving average (SMA) is the average of the last 200 closes. This strategy goes long on a close above the SMA 200, 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 price crossing the 200 SMA strategy took 1,043 trades on the 15-minute chart, won 35.7% of them and finished -2,260.75 points (-$45,215 on one NQ contract), before commission and slippage. From 2024-10-08 to 2026-10-07 on NQ, the 560 long trades on the 15-minute chart won 40.0% and made 680.50 points ($13,610 on one NQ contract), before commission and slippage. On ES futures from 2024-08-28 to 2026-08-27, the price crossing the 200 SMA strategy took 1,107 trades on the 15-minute chart, won 34.4% of them and finished -305.50 points (-$15,275 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 price crossing the 200 SMA 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 SMA 200; 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 | 2077 | 22.1% | 1.22 | 1.039 | 2,537.00 | $50,740 | 3,455.75 | 2272 | 21.0% | 0.30 | 1.050 | 674.25 | $33,713 | 953.75 |
| 5 minute · longs only | 1058 | 24.2% | — | — | 2,908.75 | $58,175 | 2,395.25 | 1158 | 21.8% | — | — | 525.75 | $26,288 | 465.50 |
| 5 minute · shorts only | 1019 | 19.8% | — | — | −371.75 | −$7,435 | 2,917.50 | 1114 | 20.1% | — | — | 148.50 | $7,425 | 751.00 |
| 15 minute | 1043 | 35.7% | −2.17 | 0.959 | −2,260.75 | −$45,215 | 6,868.25 | 1107 | 34.4% | −0.28 | 0.973 | −305.50 | −$15,275 | 1,522.50 |
| 15 minute · longs only | 560 | 40.0% | — | — | 680.50 | $13,610 | 3,139.50 | 591 | 37.7% | — | — | 163.50 | $8,175 | 584.75 |
| 15 minute · shorts only | 483 | 30.6% | — | — | −2,941.25 | −$58,825 | 5,733.75 | 516 | 30.6% | — | — | −469.00 | −$23,450 | 1,206.75 |
| 1 hour | 622 | 47.9% | 1.14 | 1.018 | 708.00 | $14,160 | 4,472.50 | 661 | 46.4% | −0.03 | 0.998 | −20.75 | −$1,037 | 1,484.00 |
| 1 hour · longs only | 370 | 53.2% | — | — | 1,569.00 | $31,380 | 2,181.00 | 389 | 49.4% | — | — | 179.75 | $8,988 | 552.25 |
| 1 hour · shorts only | 252 | 40.1% | — | — | −861.00 | −$17,220 | 3,885.75 | 272 | 42.3% | — | — | −200.50 | −$10,025 | 1,232.00 |
| Daily | 11 | 27.3% | 464.75 | 2.566 | 5,112.25 | $102,245 | 2,211.00 | 9 | 33.3% | 124.06 | 3.627 | 1,116.50 | $55,825 | 279.50 |
| Daily · longs only | 6 | 50.0% | — | — | 7,086.50 | $141,730 | 812.25 | 5 | 60.0% | — | — | 1,396.50 | $69,825 | 101.00 |
| Daily · shorts only | 5 | 0.0% | — | — | −1,974.25 | −$39,485 | 1,974.25 | 4 | 0.0% | — | — | −280.00 | −$14,000 | 280.00 |
NQ Daily: small sample (11 trades). ES Daily: small sample (9 trades).
Free to use with credit to CE Market Solutions (CC BY 4.0).
ES 15 minute: the equity line
Long and short
| Side | Trades | Net pts |
|---|---|---|
| Long | 591 | 163.50 |
| Short | 516 | −469.00 |
By month
| Month | Trades | Net pts |
|---|---|---|
| 2024-08 | 10 | −16.75 |
| 2024-09 | 69 | −35.75 |
| 2024-10 | 47 | −62.75 |
| 2024-11 | 42 | 14.50 |
| 2024-12 | 38 | 363.25 |
| 2025-01 | 42 | −284.75 |
| 2025-02 | 38 | 122.50 |
| 2025-03 | 45 | −104.25 |
| 2025-04 | 45 | −208.50 |
| 2025-05 | 35 | 108.00 |
| 2025-06 | 49 | −125.50 |
| 2025-07 | 60 | −46.50 |
| 2025-08 | 32 | 39.25 |
| 2025-09 | 60 | −212.75 |
| 2025-10 | 51 | −193.50 |
| 2025-11 | 39 | 80.75 |
| 2025-12 | 55 | −84.75 |
| 2026-01 | 49 | −184.25 |
| 2026-02 | 41 | 25.50 |
| 2026-03 | 42 | 9.75 |
| 2026-04 | 34 | 304.25 |
| 2026-05 | 35 | 13.00 |
| 2026-06 | 40 | 273.50 |
| 2026-07 | 55 | −74.50 |
| 2026-08 | 54 | −25.25 |
Every trade, ES 15 minute1107 trades
Pick any of the 1107 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 (1107), 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 |
|---|---|---|---|---|---|---|---|
| 2025-12-01 | short | 14:45 | 6828.00 | 15:15 | 6834.50 | opposite cross | −6.50 |
| 2025-12-01 | long | 11:00 | 6842.25 | 14:45 | 6828.00 | opposite cross | −14.25 |
| 2025-12-01 | short | 10:30 | 6823.75 | 11:00 | 6842.25 | opposite cross | −18.50 |
| 2025-12-01 | long | 10:00 | 6840.25 | 10:30 | 6823.75 | opposite cross | −16.50 |
| 2025-12-01 | short | 09:45 | 6818.00 | 10:00 | 6840.25 | opposite cross | −22.25 |
| 2025-11-28 | long | 09:45 | 6838.50 | 13:14 | 6857.25 | early close | 18.75 |
| 2025-11-27 | long | 09:45 | 6828.50 | 12:59 | 6828.00 | early close | −0.50 |
| 2025-11-26 | long | 09:45 | 6817.00 | 15:59 | 6825.25 | end of day 15:59 | 8.25 |
| 2025-11-25 | long | 09:45 | 6703.50 | 15:59 | 6780.25 | end of day 15:59 | 76.75 |
| 2025-11-24 | long | 09:45 | 6659.75 | 15:59 | 6718.75 | end of day 15:59 | 59.00 |
| 2025-11-21 | short | 15:00 | 6649.25 | 15:59 | 6622.50 | end of day 15:59 | 26.75 |
| 2025-11-21 | long | 14:00 | 6654.25 | 15:00 | 6649.25 | opposite cross | −5.00 |
| 2025-11-21 | short | 09:45 | 6574.25 | 14:00 | 6654.25 | opposite cross | −80.00 |
| 2025-11-20 | short | 11:45 | 6678.50 | 15:59 | 6558.75 | end of day 15:59 | 119.75 |
| 2025-11-20 | long | 09:45 | 6771.75 | 11:45 | 6678.50 | opposite cross | −93.25 |
| 2025-11-19 | long | 15:30 | 6670.50 | 15:59 | 6661.75 | end of day 15:59 | −8.75 |
| 2025-11-19 | short | 11:00 | 6664.50 | 15:30 | 6670.50 | opposite cross | −6.00 |
| 2025-11-19 | long | 10:00 | 6692.00 | 11:00 | 6664.50 | opposite cross | −27.50 |
| 2025-11-19 | short | 09:45 | 6665.00 | 10:00 | 6692.00 | opposite cross | −27.00 |
| 2025-11-18 | short | 09:45 | 6654.25 | 15:59 | 6637.50 | end of day 15:59 | 16.75 |
| 2025-11-17 | short | 12:15 | 6761.75 | 15:59 | 6693.75 | end of day 15:59 | 68.00 |
| 2025-11-17 | long | 12:00 | 6767.00 | 12:15 | 6761.75 | opposite cross | −5.25 |
| 2025-11-17 | short | 09:45 | 6757.25 | 12:00 | 6767.00 | opposite cross | −9.75 |
| 2025-11-14 | short | 09:45 | 6705.00 | 15:59 | 6758.00 | end of day 15:59 | −53.00 |
| 2025-11-13 | short | 09:45 | 6819.50 | 15:59 | 6762.00 | end of day 15:59 | 57.50 |
| 2025-11-12 | long | 12:15 | 6866.75 | 15:59 | 6876.00 | end of day 15:59 | 9.25 |
| 2025-11-12 | short | 12:00 | 6860.25 | 12:15 | 6866.75 | opposite cross | −6.50 |
| 2025-11-12 | long | 11:30 | 6866.75 | 12:00 | 6860.25 | opposite cross | −6.50 |
| 2025-11-12 | short | 11:15 | 6857.50 | 11:30 | 6866.75 | opposite cross | −9.25 |
| 2025-11-12 | long | 09:45 | 6884.50 | 11:15 | 6857.50 | opposite cross | −27.00 |
| 2025-11-11 | long | 09:45 | 6843.75 | 15:59 | 6872.75 | end of day 15:59 | 29.00 |
| 2025-11-10 | long | 09:45 | 6831.00 | 15:59 | 6857.00 | end of day 15:59 | 26.00 |
| 2025-11-07 | short | 09:45 | 6698.00 | 15:59 | 6753.25 | end of day 15:59 | −55.25 |
| 2025-11-06 | short | 09:45 | 6807.00 | 15:59 | 6750.00 | end of day 15:59 | 57.00 |
| 2025-11-05 | long | 11:30 | 6831.25 | 15:59 | 6824.25 | end of day 15:59 | −7.00 |
| 2025-11-05 | short | 11:15 | 6818.50 | 11:30 | 6831.25 | opposite cross | −12.75 |
| 2025-11-05 | long | 11:00 | 6827.25 | 11:15 | 6818.50 | opposite cross | −8.75 |
| 2025-11-05 | short | 09:45 | 6792.75 | 11:00 | 6827.25 | opposite cross | −34.50 |
| 2025-11-04 | short | 09:45 | 6819.25 | 15:59 | 6803.50 | end of day 15:59 | 15.75 |
| 2025-11-03 | short | 14:00 | 6886.75 | 15:59 | 6885.25 | end of day 15:59 | 1.50 |
| 2025-11-03 | long | 13:45 | 6892.75 | 14:00 | 6886.75 | opposite cross | −6.00 |
| 2025-11-03 | short | 13:30 | 6887.00 | 13:45 | 6892.75 | opposite cross | −5.75 |
| 2025-11-03 | long | 13:15 | 6891.75 | 13:30 | 6887.00 | opposite cross | −4.75 |
| 2025-11-03 | short | 09:45 | 6882.50 | 13:15 | 6891.75 | opposite cross | −9.25 |
| 2025-10-31 | short | 09:45 | 6884.25 | 15:59 | 6872.00 | end of day 15:59 | 12.25 |
| 2025-10-30 | short | 09:45 | 6878.00 | 15:59 | 6853.75 | end of day 15:59 | 24.25 |
| 2025-10-29 | short | 14:45 | 6887.00 | 15:59 | 6928.00 | end of day 15:59 | −41.00 |
| 2025-10-29 | long | 09:45 | 6947.50 | 14:45 | 6887.00 | opposite cross | −60.50 |
| 2025-10-28 | long | 09:45 | 6914.50 | 15:59 | 6925.50 | end of day 15:59 | 11.00 |
| 2025-10-27 | long | 09:45 | 6883.50 | 15:59 | 6907.50 | end of day 15:59 | 24.00 |
Questions and answers
What happens if you buy NQ every time price closes above the 200 SMA?
From 2024-10-08 to 2026-10-07 on the NQ 15-minute chart, the price crossing the 200 SMA strategy took 560 long trades, won 40.0% of them and made 680.50 points ($13,610 on one NQ contract), before commission and slippage. From 2024-10-08 to 2026-10-07 on NQ, its long trades also made 2,908.75 points on 1,058 trades on the 5-minute chart, 1,569.00 points on 370 trades on the 1-hour chart and 7,086.50 points on 6 trades on the daily chart, before commission and slippage.
What happens if you short ES every time price closes below the 200 SMA?
From 2024-08-28 to 2026-08-27 on the ES 15-minute chart, the price crossing the 200 SMA strategy took 516 short trades, won 30.6% of them and made -469.00 points (-$23,450 on one ES contract), before commission and slippage. From 2024-08-28 to 2026-08-27 on ES, its short trades also made 148.50 points on 1,114 trades on the 5-minute chart, -200.50 points on 272 trades on the 1-hour chart and -280.00 points on 4 trades on the daily chart, before commission and slippage.
Does the price crossing the 200 SMA strategy work on Nasdaq futures?
On NQ futures from 2024-10-08 to 2026-10-07, the price crossing the 200 SMA strategy on the 15-minute chart took 1,043 trades, won 35.7% of them and finished -2,260.75 points (-$45,215 on one NQ contract), before commission and slippage.
What is the win rate of Price crosses SMA 200 on ES futures?
The price crossing the 200 SMA strategy won 34.4% of its 1,107 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 21.0% of 2,272 trades on the 5-minute chart, 46.4% of 661 trades on the 1-hour chart and 33.3% of 9 trades on the daily chart, before commission and slippage.
Is the price crossing the 200 SMA 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 price crossing the 200 SMA strategy made 2,537.00 points on 2,077 trades on the 5-minute chart, -2,260.75 points on 1,043 trades on the 15-minute chart, 708.00 points on 622 trades on the 1-hour chart and 5,112.25 points on 11 trades on the daily chart, before commission and slippage.
Is it better to only buy or only sell price crossing the 200 SMA signals on NQ?
On the NQ 15-minute chart from 2024-10-08 to 2026-10-07, the long trades made 680.50 points on 560 trades (40.0% won) and the short trades made -2,941.25 points on 483 trades (30.6% won), before commission and slippage.
How many trades does the price crossing the 200 SMA strategy take on NQ in two years?
The price crossing the 200 SMA strategy took 1,043 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 2,077 on the 5-minute chart, 622 on the 1-hour chart and 11 on the daily chart, before commission and slippage.
What is the max drawdown of the price crossing the 200 SMA strategy on NQ?
The price crossing the 200 SMA strategy had a max drawdown of 6,868.25 points ($137,365 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 3,455.75 points on the 5-minute chart, 4,472.50 points on the 1-hour chart and 2,211.00 points on the daily chart, before commission and slippage.
How does the price crossing the 200 SMA strategy do on ES compared with NQ?
On the ES 15-minute chart from 2024-08-28 to 2026-08-27, the price crossing the 200 SMA strategy took 1,107 trades, won 34.4% of them and made -305.50 points (-$15,275 on one ES contract), before commission and slippage. On the NQ 15-minute chart from 2024-10-08 to 2026-10-07, the price crossing the 200 SMA strategy took 1,043 trades, won 35.7% of them and made -2,260.75 points (-$45,215 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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