Strategy library · Momentum oscillators
RSI 30/70 backtest on NQ and ES futures
RSI 14 oversold / overbought (30 / 70)
Also called: RSI oversold overbought, RSI 14 strategy, RSI 30 70 strategy, RSI overbought oversold strategy, RSI oversold strategy, RSI overbought strategy, buy when RSI 14 crosses back above 30 after being oversold, short when RSI 14 crosses back below 70 after being overbought
What happens if you buy NQ every time RSI 14 crosses back above 30 after being oversold?
What it is
The relative strength index (RSI, 14 periods) measures the speed of recent price changes on a 0 to 100 scale. This strategy goes long when RSI crosses back above 30 and short when it crosses back below 70, and exits when RSI reaches the other level (70 for longs, 30 for shorts).
What it did
On NQ futures from 2024-10-08 to 2026-10-07, the RSI 30/70 strategy took 367 trades on the 15-minute chart, won 48.8% of them and finished -3,208.75 points (-$64,175 on one NQ contract), before commission and slippage. From 2024-10-08 to 2026-10-07 on NQ, the 185 long trades on the 15-minute chart won 54.6% and made -2,150.75 points (-$43,015 on one NQ contract), before commission and slippage. On ES futures from 2024-08-28 to 2026-08-27, the RSI 30/70 strategy took 369 trades on the 15-minute chart, won 46.6% of them and finished -391.50 points (-$19,575 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 30/70 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 back above 30; short when it crosses back below 70. Exit: RSI reaches the other level (70 for longs, 30 for shorts).
| 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 | 549 | 49.7% | −2.20 | 0.965 | −1,210.25 | −$24,205 | 4,368.75 | 581 | 49.2% | 0.61 | 1.050 | 353.25 | $17,663 | 1,083.75 |
| 5 minute · longs only | 286 | 54.9% | — | — | 927.25 | $18,545 | 2,099.50 | 284 | 52.1% | — | — | 577.75 | $28,888 | 401.00 |
| 5 minute · shorts only | 263 | 44.1% | — | — | −2,137.50 | −$42,750 | 4,233.50 | 297 | 46.5% | — | — | −224.50 | −$11,225 | 951.25 |
| 15 minute | 367 | 48.8% | −8.74 | 0.859 | −3,208.75 | −$64,175 | 4,327.50 | 369 | 46.6% | −1.06 | 0.913 | −391.50 | −$19,575 | 973.50 |
| 15 minute · longs only | 185 | 54.6% | — | — | −2,150.75 | −$43,015 | 3,359.75 | 179 | 47.5% | — | — | −791.75 | −$39,587 | 992.50 |
| 15 minute · shorts only | 182 | 42.9% | — | — | −1,058.00 | −$21,160 | 2,318.50 | 190 | 45.8% | — | — | 400.25 | $20,013 | 305.50 |
| 1 hour | 140 | 46.4% | −4.39 | 0.907 | −614.50 | −$12,290 | 1,960.50 | 129 | 48.1% | 2.00 | 1.197 | 257.75 | $12,888 | 242.50 |
| 1 hour · longs only | 68 | 48.5% | — | — | 519.00 | $10,380 | 1,207.25 | 58 | 51.7% | — | — | 321.50 | $16,075 | 147.00 |
| 1 hour · shorts only | 72 | 44.4% | — | — | −1,133.50 | −$22,670 | 1,364.75 | 71 | 45.1% | — | — | −63.75 | −$3,187 | 373.75 |
| Daily | 5 | 60.0% | −4.85 | 0.995 | −24.25 | −$485 | 3,603.75 | 4 | 75.0% | 128.00 | 1.947 | 512.00 | $25,600 | 540.50 |
| Daily · longs only | 2 | 100.0% | — | — | 2,760.75 | $55,215 | 0.00 | 2 | 100.0% | — | — | 957.25 | $47,863 | 0.00 |
| Daily · shorts only | 3 | 33.3% | — | — | −2,785.00 | −$55,700 | 4,444.75 | 2 | 50.0% | — | — | −445.25 | −$22,262 | 540.50 |
NQ Daily: small sample (5 trades). ES Daily: small sample (4 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 | 179 | −791.75 |
| Short | 190 | 400.25 |
By month
| Month | Trades | Net pts |
|---|---|---|
| 2024-08 | 4 | 86.25 |
| 2024-09 | 18 | 136.00 |
| 2024-10 | 19 | −43.50 |
| 2024-11 | 18 | 44.25 |
| 2024-12 | 14 | −99.50 |
| 2025-01 | 16 | 3.75 |
| 2025-02 | 15 | −172.00 |
| 2025-03 | 17 | −44.50 |
| 2025-04 | 14 | 94.75 |
| 2025-05 | 9 | −74.75 |
| 2025-06 | 14 | 6.25 |
| 2025-07 | 16 | −96.50 |
| 2025-08 | 15 | −118.00 |
| 2025-09 | 16 | 1.50 |
| 2025-10 | 21 | 77.50 |
| 2025-11 | 20 | −34.75 |
| 2025-12 | 14 | −146.00 |
| 2026-01 | 12 | 30.75 |
| 2026-02 | 15 | −148.75 |
| 2026-03 | 15 | −28.75 |
| 2026-04 | 13 | −126.75 |
| 2026-05 | 15 | 52.75 |
| 2026-06 | 14 | 153.00 |
| 2026-07 | 15 | 61.25 |
| 2026-08 | 10 | −5.75 |
Every trade, ES 15 minute369 trades
Pick any of the 369 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 (369), 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 |
|---|---|---|---|---|---|---|---|
| 2024-12-23 | long | 10:30 | 5981.50 | 15:59 | 6036.75 | end of day 15:59 | 55.25 |
| 2024-12-20 | short | 13:30 | 6015.00 | 15:59 | 6002.25 | end of day 15:59 | 12.75 |
| 2024-12-18 | long | 10:00 | 6129.25 | 15:59 | 5939.25 | end of day 15:59 | −190.00 |
| 2024-12-17 | long | 10:45 | 6121.75 | 15:59 | 6127.75 | end of day 15:59 | 6.00 |
| 2024-12-16 | short | 11:00 | 6079.75 | 15:59 | 6080.00 | end of day 15:59 | −0.25 |
| 2024-12-13 | long | 13:15 | 6046.75 | 15:59 | 6055.75 | end of day 15:59 | 9.00 |
| 2024-12-11 | short | 14:00 | 6096.00 | 15:59 | 6092.25 | end of day 15:59 | 3.75 |
| 2024-12-09 | long | 11:30 | 6076.75 | 15:59 | 6065.75 | end of day 15:59 | −11.00 |
| 2024-12-06 | short | 10:15 | 6106.25 | 15:59 | 6098.50 | end of day 15:59 | 7.75 |
| 2024-12-02 | short | 11:00 | 6052.25 | 15:59 | 6062.00 | end of day 15:59 | −9.75 |
| 2024-11-29 | short | 13:00 | 6051.75 | 13:14 | 6051.50 | early close | 0.25 |
| 2024-11-28 | short | 11:30 | 6030.00 | 12:59 | 6029.75 | early close | 0.25 |
| 2024-11-27 | long | 13:00 | 6011.50 | 15:59 | 6015.75 | end of day 15:59 | 4.25 |
| 2024-11-25 | long | 13:00 | 5995.25 | 15:59 | 6005.50 | end of day 15:59 | 10.25 |
| 2024-11-25 | short | 10:00 | 6023.50 | 12:45 | 5985.50 | rsi reached 30 | 38.00 |
| 2024-11-22 | short | 10:15 | 5976.00 | 15:59 | 5986.00 | end of day 15:59 | −10.00 |
| 2024-11-20 | long | 11:00 | 5908.25 | 15:59 | 5939.25 | end of day 15:59 | 31.00 |
| 2024-11-19 | short | 14:30 | 5937.75 | 15:59 | 5939.00 | end of day 15:59 | −1.25 |
| 2024-11-18 | short | 12:00 | 5920.75 | 15:59 | 5920.25 | end of day 15:59 | 0.50 |
| 2024-11-15 | long | 14:45 | 5891.00 | 15:59 | 5897.00 | end of day 15:59 | 6.00 |
| 2024-11-14 | long | 10:00 | 6005.50 | 15:59 | 5976.75 | end of day 15:59 | −28.75 |
| 2024-11-12 | long | 12:30 | 6008.25 | 15:59 | 6012.50 | end of day 15:59 | 4.25 |
| 2024-11-11 | long | 13:45 | 6024.50 | 15:59 | 6032.25 | end of day 15:59 | 7.75 |
| 2024-11-08 | short | 11:45 | 6020.50 | 15:59 | 6027.00 | end of day 15:59 | −6.50 |
| 2024-11-07 | short | 11:15 | 5990.50 | 15:59 | 6002.50 | end of day 15:59 | −12.00 |
| 2024-11-05 | short | 11:00 | 5786.25 | 15:59 | 5813.00 | end of day 15:59 | −26.75 |
| 2024-11-04 | long | 12:30 | 5745.75 | 15:59 | 5744.25 | end of day 15:59 | −1.50 |
| 2024-11-01 | short | 10:45 | 5785.25 | 15:59 | 5756.75 | end of day 15:59 | 28.50 |
| 2024-10-31 | long | 12:45 | 5765.75 | 15:59 | 5735.50 | end of day 15:59 | −30.25 |
| 2024-10-30 | long | 10:00 | 5871.00 | 15:59 | 5853.00 | end of day 15:59 | −18.00 |
| 2024-10-29 | short | 13:30 | 5874.25 | 15:59 | 5871.75 | end of day 15:59 | 2.50 |
| 2024-10-25 | long | 14:00 | 5846.50 | 15:59 | 5845.50 | end of day 15:59 | −1.00 |
| 2024-10-25 | short | 11:15 | 5888.75 | 13:45 | 5840.00 | rsi reached 30 | 48.75 |
| 2024-10-24 | long | 12:30 | 5837.00 | 15:59 | 5849.00 | end of day 15:59 | 12.00 |
| 2024-10-23 | long | 10:45 | 5871.00 | 15:59 | 5837.25 | end of day 15:59 | −33.75 |
| 2024-10-22 | short | 14:15 | 5894.50 | 15:59 | 5892.50 | end of day 15:59 | 2.00 |
| 2024-10-21 | long | 11:45 | 5875.25 | 15:59 | 5897.00 | end of day 15:59 | 21.75 |
| 2024-10-17 | short | 09:45 | 5905.75 | 15:59 | 5886.25 | end of day 15:59 | 19.50 |
| 2024-10-16 | short | 14:45 | 5889.00 | 15:59 | 5886.00 | end of day 15:59 | 3.00 |
| 2024-10-15 | long | 12:15 | 5884.50 | 15:59 | 5863.00 | end of day 15:59 | −21.50 |
| 2024-10-14 | short | 11:30 | 5893.50 | 15:59 | 5909.25 | end of day 15:59 | −15.75 |
| 2024-10-11 | short | 11:30 | 5857.00 | 15:59 | 5859.50 | end of day 15:59 | −2.50 |
| 2024-10-09 | short | 13:00 | 5828.00 | 15:59 | 5839.75 | end of day 15:59 | −11.75 |
| 2024-10-08 | short | 11:15 | 5785.00 | 15:59 | 5800.75 | end of day 15:59 | −15.75 |
| 2024-10-07 | long | 15:30 | 5747.25 | 15:59 | 5747.00 | end of day 15:59 | −0.25 |
| 2024-10-04 | short | 09:45 | 5789.25 | 15:59 | 5799.75 | end of day 15:59 | −10.50 |
| 2024-10-01 | long | 11:30 | 5752.50 | 15:59 | 5760.50 | end of day 15:59 | 8.00 |
| 2024-09-26 | long | 10:45 | 5806.75 | 15:59 | 5803.00 | end of day 15:59 | −3.75 |
| 2024-09-25 | long | 14:00 | 5782.00 | 15:59 | 5779.50 | end of day 15:59 | −2.50 |
| 2024-09-25 | short | 10:30 | 5790.25 | 13:15 | 5776.50 | rsi reached 30 | 13.75 |
Questions and answers
What happens if you buy NQ every time RSI 14 crosses back above 30 after being oversold?
From 2024-10-08 to 2026-10-07 on the NQ 15-minute chart, the RSI 30/70 strategy took 185 long trades, won 54.6% of them and made -2,150.75 points (-$43,015 on one NQ contract), before commission and slippage. From 2024-10-08 to 2026-10-07 on NQ, its long trades also made 927.25 points on 286 trades on the 5-minute chart, 519.00 points on 68 trades on the 1-hour chart and 2,760.75 points on 2 trades on the daily chart, before commission and slippage.
What happens if you short ES every time RSI 14 crosses back below 70 after being overbought?
From 2024-08-28 to 2026-08-27 on the ES 15-minute chart, the RSI 30/70 strategy took 190 short trades, won 45.8% of them and made 400.25 points ($20,013 on one ES contract), before commission and slippage. From 2024-08-28 to 2026-08-27 on ES, its short trades also made -224.50 points on 297 trades on the 5-minute chart, -63.75 points on 71 trades on the 1-hour chart and -445.25 points on 2 trades on the daily chart, before commission and slippage.
Does the RSI 30/70 strategy work on Nasdaq futures?
On NQ futures from 2024-10-08 to 2026-10-07, the RSI 30/70 strategy on the 15-minute chart took 367 trades, won 48.8% of them and finished -3,208.75 points (-$64,175 on one NQ contract), before commission and slippage.
What is the win rate of RSI 14 oversold / overbought (30 / 70) on ES futures?
The RSI 30/70 strategy won 46.6% of its 369 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 49.2% of 581 trades on the 5-minute chart, 48.1% of 129 trades on the 1-hour chart and 75.0% of 4 trades on the daily chart, before commission and slippage.
Is the RSI 30/70 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 30/70 strategy made -1,210.25 points on 549 trades on the 5-minute chart, -3,208.75 points on 367 trades on the 15-minute chart, -614.50 points on 140 trades on the 1-hour chart and -24.25 points on 5 trades on the daily chart, before commission and slippage.
Is it better to only buy or only sell RSI 30/70 signals on NQ?
On the NQ 15-minute chart from 2024-10-08 to 2026-10-07, the long trades made -2,150.75 points on 185 trades (54.6% won) and the short trades made -1,058.00 points on 182 trades (42.9% won), before commission and slippage.
How many trades does the RSI 30/70 strategy take on NQ in two years?
The RSI 30/70 strategy took 367 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 549 on the 5-minute chart, 140 on the 1-hour chart and 5 on the daily chart, before commission and slippage.
What is the max drawdown of the RSI 30/70 strategy on NQ?
The RSI 30/70 strategy had a max drawdown of 4,327.50 points ($86,550 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 4,368.75 points on the 5-minute chart, 1,960.50 points on the 1-hour chart and 3,603.75 points on the daily chart, before commission and slippage.
How does the RSI 30/70 strategy do on ES compared with NQ?
On the ES 15-minute chart from 2024-08-28 to 2026-08-27, the RSI 30/70 strategy took 369 trades, won 46.6% of them and made -391.50 points (-$19,575 on one ES contract), before commission and slippage. On the NQ 15-minute chart from 2024-10-08 to 2026-10-07, the RSI 30/70 strategy took 367 trades, won 48.8% of them and made -3,208.75 points (-$64,175 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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