Strategy library · Momentum oscillators

RSI breakout above 70 backtest on NQ and ES futures

RSI 14 breakout above 70

Also called: RSI momentum strategy, RSI above 70 strategy, RSI 70 breakout, buy when RSI 14 crosses above 70, short when RSI 14 crosses below 30

What happens if you buy NQ every time RSI 14 crosses above 70?

What it is

The relative strength index (RSI, 14 periods) measures the speed of recent price changes on a 0 to 100 scale. This momentum version goes long when RSI crosses above 70 and short when it crosses below 30, and exits when RSI moves back through 50.

What it did

On NQ futures from 2024-10-08 to 2026-10-07, the RSI breakout above 70 strategy took 342 trades on the 15-minute chart, won 45.3% of them and finished 3,904.25 points ($78,085 on one NQ contract), before commission and slippage. From 2024-10-08 to 2026-10-07 on NQ, the 162 long trades on the 15-minute chart won 52.5% and made 3,165.50 points ($63,310 on one NQ contract), before commission and slippage. On ES futures from 2024-08-28 to 2026-08-27, the RSI breakout above 70 strategy took 362 trades on the 15-minute chart, won 46.7% of them and finished 740.25 points ($37,013 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 RSI breakout above 70 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 RSI crosses above 70 (momentum); short when it crosses below 30. Exit: RSI back through 50.

TimeframeNQ · 2024-10-08 to 2026-10-07ES · 2024-08-28 to 2026-08-27
TradesWin %Avg ptsProfit factorNet ptsNet $ (1 NQ)Max DD ptsTradesWin %Avg ptsProfit factorNet ptsNet $ (1 ES)Max DD pts
5 minute61241.8%8.121.2014,971.50$99,4302,227.5066439.2%0.421.050279.75$13,988930.50
5 minute · longs only28744.6%——3,211.25$64,2251,989.0033139.6%——158.75$7,938617.00
5 minute · shorts only32539.4%——1,760.25$35,2051,609.0033338.7%——121.00$6,050389.50
15 minute34245.3%11.421.2043,904.25$78,0851,975.5036246.7%2.041.203740.25$37,013414.00
15 minute · longs only16252.5%——3,165.50$63,3101,263.7518447.8%——−7.00−$350411.75
15 minute · shorts only18038.9%——738.75$14,7752,412.0017845.5%——747.25$37,363163.00
1 hour16151.6%9.941.2251,600.75$32,0151,121.2516850.0%−0.950.916−159.25−$7,962696.00
1 hour · longs only8756.3%——798.00$15,9601,037.259256.5%——−52.25−$2,612286.25
1 hour · shorts only7446.0%——802.75$16,0551,107.757642.1%——−107.00−$5,350488.50
Daily650.0%350.081.7142,100.50$42,0102,024.00540.0%3.201.03016.00$800537.75
Daily · longs only450.0%——2,496.25$49,925919.50333.3%——162.00$8,100103.50
Daily · shorts only250.0%——−395.75−$7,9151,848.25250.0%——−146.00−$7,300434.25

NQ Daily: small sample (6 trades). ES Daily: small sample (5 trades).

Free to use with credit to CE Market Solutions (CC BY 4.0).

ES 15 minute: the equity line

RSI 14 breakout above 70, ES 15 minute, 2024-08-28 to 2026-08-27. Cumulative points after each trade; low −133.75, high 999.00, last 740.25.

Long and short

SideTradesNet pts
Long184−7.00
Short178747.25

By month

MonthTradesNet pts
2024-084−26.50
2024-0916−105.25
2024-101760.50
2024-1118−42.25
2024-1215159.00
2025-011529.75
2025-0214150.00
2025-0317−23.25
2025-0413259.00
2025-05940.00
2025-0613−70.75
2025-071477.50
2025-0814133.50
2025-0914−56.50
2025-1023−46.75
2025-1120−7.25
2025-1213117.00
2026-0116−35.00
2026-0213153.00
2026-031481.50
2026-041454.75
2026-0515−64.00
2026-06152.50
2026-0717−255.50
2026-089155.25
Every trade, ES 15 minute362 trades

Pick any of the 362 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 (362), newest first

Times are New York time; points are gross. Click a row to draw that trade in the chart above.

Session dateSideEntry (ET)Entry priceExit (ET)Exit priceExit reasonPoints
2024-12-16long10:456081.2515:456082.00rsi back through 500.75
2024-12-13short10:306063.7515:596055.75end of day 15:598.00
2024-12-10short15:156048.5015:596047.50end of day 15:591.00
2024-12-09short10:306082.5015:596065.75end of day 15:5916.75
2024-12-06long10:006109.7512:156095.25rsi back through 50−14.50
2024-12-04long15:456099.2515:596099.00end of day 15:59−0.25
2024-12-02long11:456061.5015:596062.00end of day 15:590.50
2024-11-29long11:456050.7513:146051.50early close0.75
2024-11-28long10:006028.0012:596029.75early close1.75
2024-11-27short11:006017.2515:596015.75end of day 15:591.50
2024-11-25short12:455985.5015:596005.50end of day 15:59−20.00
2024-11-25long09:456036.5010:156010.50rsi back through 50−26.00
2024-11-22long09:455987.7515:155974.00rsi back through 50−13.75
2024-11-20short09:455917.5015:305919.00rsi back through 50−1.50
2024-11-19long14:005945.7515:595939.00end of day 15:59−6.75
2024-11-18long11:455932.2513:455910.75rsi back through 50−21.50
2024-11-15short10:005926.5015:595897.00end of day 15:5929.50
2024-11-14short09:456001.0015:595976.75end of day 15:5924.25
2024-11-12short12:006007.7514:006017.75rsi back through 50−10.00
2024-11-11short13:156020.5015:596032.25end of day 15:59−11.75
2024-11-08long11:006021.0015:456021.00rsi back through 500.00
2024-11-07long10:155988.0015:596002.50end of day 15:5914.50
2024-11-05long10:005786.2515:595813.00end of day 15:5926.75
2024-11-04short11:455740.5013:455755.75rsi back through 50−15.25
2024-11-01long10:005779.5013:455764.75rsi back through 50−14.75
2024-10-31short10:005788.0015:595735.50end of day 15:5952.50
2024-10-30short09:455850.2510:155878.75rsi back through 50−28.50
2024-10-29long13:155879.7515:595871.75end of day 15:59−8.00
2024-10-25short13:455840.0015:595845.50end of day 15:59−5.50
2024-10-25long09:455881.2513:005875.25rsi back through 50−6.00
2024-10-24short12:155825.2513:155849.25rsi back through 50−24.00
2024-10-23short11:005862.5015:595837.25end of day 15:5925.25
2024-10-22long14:005899.0015:595892.50end of day 15:59−6.50
2024-10-21short11:155873.7513:155891.25rsi back through 50−17.50
2024-10-16long14:305890.5015:595886.00end of day 15:59−4.50
2024-10-15short10:455884.0015:595863.00end of day 15:5921.00
2024-10-14long12:005900.2515:595909.25end of day 15:599.00
2024-10-11long10:155855.0015:595859.50end of day 15:594.50
2024-10-09long10:155806.7515:595839.75end of day 15:5933.00
2024-10-08long10:455788.5015:595800.75end of day 15:5912.25
2024-10-07short14:455750.2515:595747.00end of day 15:593.25
2024-10-01short09:455775.5014:155775.25rsi back through 500.25
2024-09-26short10:305806.0014:305804.00rsi back through 502.00
2024-09-25short13:155776.5015:595779.50end of day 15:59−3.00
2024-09-25long10:155795.7511:305786.75rsi back through 50−9.00
2024-09-20short10:155747.5012:305761.25rsi back through 50−13.75
2024-09-18long14:305727.5015:455685.25rsi back through 50−42.25
2024-09-18short12:005685.2513:005705.25rsi back through 50−20.00
2024-09-17short13:005688.0015:595702.00end of day 15:59−14.00
2024-09-13long10:455635.0014:305624.75rsi back through 50−10.25

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Questions and answers

What happens if you buy NQ every time RSI 14 crosses above 70?

From 2024-10-08 to 2026-10-07 on the NQ 15-minute chart, the RSI breakout above 70 strategy took 162 long trades, won 52.5% of them and made 3,165.50 points ($63,310 on one NQ contract), before commission and slippage. From 2024-10-08 to 2026-10-07 on NQ, its long trades also made 3,211.25 points on 287 trades on the 5-minute chart, 798.00 points on 87 trades on the 1-hour chart and 2,496.25 points on 4 trades on the daily chart, before commission and slippage.

What happens if you short ES every time RSI 14 crosses below 30?

From 2024-08-28 to 2026-08-27 on the ES 15-minute chart, the RSI breakout above 70 strategy took 178 short trades, won 45.5% of them and made 747.25 points ($37,363 on one ES contract), before commission and slippage. From 2024-08-28 to 2026-08-27 on ES, its short trades also made 121.00 points on 333 trades on the 5-minute chart, -107.00 points on 76 trades on the 1-hour chart and -146.00 points on 2 trades on the daily chart, before commission and slippage.

Does the RSI breakout above 70 strategy work on Nasdaq futures?

On NQ futures from 2024-10-08 to 2026-10-07, the RSI breakout above 70 strategy on the 15-minute chart took 342 trades, won 45.3% of them and finished 3,904.25 points ($78,085 on one NQ contract), before commission and slippage.

What is the win rate of RSI 14 breakout above 70 on ES futures?

The RSI breakout above 70 strategy won 46.7% of its 362 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 664 trades on the 5-minute chart, 50.0% of 168 trades on the 1-hour chart and 40.0% of 5 trades on the daily chart, before commission and slippage.

Is the RSI breakout above 70 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 RSI breakout above 70 strategy made 4,971.50 points on 612 trades on the 5-minute chart, 3,904.25 points on 342 trades on the 15-minute chart, 1,600.75 points on 161 trades on the 1-hour chart and 2,100.50 points on 6 trades on the daily chart, before commission and slippage.

Is it better to only buy or only sell RSI breakout above 70 signals on NQ?

On the NQ 15-minute chart from 2024-10-08 to 2026-10-07, the long trades made 3,165.50 points on 162 trades (52.5% won) and the short trades made 738.75 points on 180 trades (38.9% won), before commission and slippage.

How many trades does the RSI breakout above 70 strategy take on NQ in two years?

The RSI breakout above 70 strategy took 342 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 612 on the 5-minute chart, 161 on the 1-hour chart and 6 on the daily chart, before commission and slippage.

What is the max drawdown of the RSI breakout above 70 strategy on NQ?

The RSI breakout above 70 strategy had a max drawdown of 1,975.50 points ($39,510 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 2,227.50 points on the 5-minute chart, 1,121.25 points on the 1-hour chart and 2,024.00 points on the daily chart, before commission and slippage.

How does the RSI breakout above 70 strategy do on ES compared with NQ?

On the ES 15-minute chart from 2024-08-28 to 2026-08-27, the RSI breakout above 70 strategy took 362 trades, won 46.7% of them and made 740.25 points ($37,013 on one ES contract), before commission and slippage. On the NQ 15-minute chart from 2024-10-08 to 2026-10-07, the RSI breakout above 70 strategy took 342 trades, won 45.3% of them and made 3,904.25 points ($78,085 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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