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RSI 30/70 with a 200 SMA filter backtest on NQ and ES futures
RSI 30 / 70 with a 200 SMA filter
Also called: RSI and 200 SMA strategy, RSI with trend filter, RSI 30 70 200 SMA, buy when RSI 14 crosses back above 30 while price is above the 200 SMA, short when RSI 14 crosses back below 70 while price is below the 200 SMA
What happens if you buy NQ every time RSI 14 crosses back above 30 while price is above the 200 SMA?
What it is
This is the RSI 30/70 strategy with a trend filter: longs only when price is above the SMA 200 and shorts only when it is below. It exits when RSI reaches the other level.
What it did
On NQ futures from 2024-10-08 to 2026-10-07, the RSI 30/70 with a 200 SMA filter strategy took 66 trades on the 15-minute chart, won 54.6% of them and finished -1,010.75 points (-$20,215 on one NQ contract), before commission and slippage. From 2024-10-08 to 2026-10-07 on NQ, the 42 long trades on the 15-minute chart won 59.5% and made -515.25 points (-$10,305 on one NQ contract), before commission and slippage. On ES futures from 2024-08-28 to 2026-08-27, the RSI 30/70 with a 200 SMA filter strategy took 66 trades on the 15-minute chart, won 56.1% of them and finished 52.00 points ($2,600 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 with a 200 SMA 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; 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: MO04, but longs only above SMA 200 and shorts only below it. Exit: RSI reaches the other level.
| 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 | 70 | 57.1% | 34.19 | 1.887 | 2,393.25 | $47,865 | 807.50 | 66 | 53.0% | 0.37 | 1.029 | 24.25 | $1,213 | 352.25 |
| 5 minute · longs only | 40 | 57.5% | — | — | 1,596.00 | $31,920 | 452.00 | 40 | 57.5% | — | — | 120.75 | $6,038 | 194.25 |
| 5 minute · shorts only | 30 | 56.7% | — | — | 797.25 | $15,945 | 575.25 | 26 | 46.2% | — | — | −96.50 | −$4,825 | 248.75 |
| 15 minute | 66 | 54.6% | −15.31 | 0.784 | −1,010.75 | −$20,215 | 1,772.50 | 66 | 56.1% | 0.79 | 1.068 | 52.00 | $2,600 | 367.50 |
| 15 minute · longs only | 42 | 59.5% | — | — | −515.25 | −$10,305 | 1,021.00 | 42 | 52.4% | — | — | −106.75 | −$5,337 | 292.00 |
| 15 minute · shorts only | 24 | 45.8% | — | — | −495.50 | −$9,910 | 1,170.25 | 24 | 62.5% | — | — | 158.75 | $7,938 | 141.75 |
| 1 hour | 30 | 50.0% | 16.03 | 1.497 | 481.00 | $9,620 | 302.00 | 23 | 47.8% | 1.84 | 1.127 | 42.25 | $2,113 | 256.50 |
| 1 hour · longs only | 19 | 57.9% | — | — | 1,151.50 | $23,030 | 91.25 | 13 | 53.9% | — | — | 93.00 | $4,650 | 23.75 |
| 1 hour · shorts only | 11 | 36.4% | — | — | −670.50 | −$13,410 | 688.00 | 10 | 40.0% | — | — | −50.75 | −$2,537 | 232.75 |
| Daily | 1 | 100.0% | 299.75 | — | 299.75 | $5,995 | 0.00 | 0 | — | — | — | — | — | — |
| Daily · longs only | 1 | 100.0% | — | — | 299.75 | $5,995 | 0.00 | 0 | — | — | — | — | — | — |
| Daily · shorts only | 0 | — | — | — | — | — | — | 0 | — | — | — | — | — | — |
NQ Daily: small sample (1 trade). ES Daily: no trades in the window (0 trades).
Free to use with credit to CE Market Solutions (CC BY 4.0).
NQ 15 minute: the equity line
Long and short
| Side | Trades | Net pts |
|---|---|---|
| Long | 42 | −515.25 |
| Short | 24 | −495.50 |
By month
| Month | Trades | Net pts |
|---|---|---|
| 2024-10 | 1 | −97.25 |
| 2024-11 | 4 | −44.25 |
| 2024-12 | 3 | 130.25 |
| 2025-01 | 3 | 128.25 |
| 2025-02 | 1 | 22.25 |
| 2025-03 | 2 | −486.75 |
| 2025-04 | 5 | −594.75 |
| 2025-05 | 2 | 175.00 |
| 2025-06 | 3 | −55.00 |
| 2025-07 | 4 | −331.00 |
| 2025-08 | 4 | −71.50 |
| 2025-09 | 3 | 141.25 |
| 2025-10 | 5 | −232.75 |
| 2025-11 | 6 | 329.00 |
| 2025-12 | 3 | 13.50 |
| 2026-01 | 1 | −34.50 |
| 2026-02 | 2 | −97.75 |
| 2026-03 | 4 | 150.75 |
| 2026-04 | 2 | 124.75 |
| 2026-05 | 1 | −13.50 |
| 2026-06 | 3 | −163.25 |
| 2026-07 | 2 | −46.00 |
| 2026-08 | 1 | 64.25 |
| 2026-09 | 1 | −21.75 |
Every trade, NQ 15 minute66 trades
Pick any of the 66 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 (66), 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 |
|---|---|---|---|---|---|---|---|
| 2026-09-24 | short | 13:30 | 30735.00 | 15:59 | 30756.75 | end of day 15:59 | −21.75 |
| 2026-08-14 | long | 12:15 | 30080.25 | 15:59 | 30144.50 | end of day 15:59 | 64.25 |
| 2026-07-31 | long | 10:30 | 28249.50 | 15:59 | 28402.75 | end of day 15:59 | 153.25 |
| 2026-07-01 | long | 10:00 | 30280.00 | 15:59 | 30080.75 | end of day 15:59 | −199.25 |
| 2026-06-18 | short | 09:45 | 30403.75 | 15:59 | 30692.75 | end of day 15:59 | −289.00 |
| 2026-06-08 | short | 11:30 | 29630.25 | 15:59 | 29453.00 | end of day 15:59 | 177.25 |
| 2026-06-03 | long | 10:15 | 30687.25 | 15:59 | 30635.75 | end of day 15:59 | −51.50 |
| 2026-05-27 | long | 10:00 | 30060.75 | 15:59 | 30047.25 | end of day 15:59 | −13.50 |
| 2026-04-27 | long | 10:45 | 27377.75 | 15:59 | 27445.00 | end of day 15:59 | 67.25 |
| 2026-04-08 | long | 11:15 | 25022.50 | 15:59 | 25080.00 | end of day 15:59 | 57.50 |
| 2026-03-30 | short | 09:45 | 23393.25 | 15:15 | 23045.75 | rsi reached 30 | 347.50 |
| 2026-03-13 | short | 10:00 | 24728.50 | 15:59 | 24398.00 | end of day 15:59 | 330.50 |
| 2026-03-09 | short | 11:45 | 24607.25 | 15:59 | 24992.25 | end of day 15:59 | −385.00 |
| 2026-03-02 | short | 10:30 | 24881.00 | 15:59 | 25023.25 | end of day 15:59 | −142.25 |
| 2026-02-20 | long | 09:45 | 24926.00 | 11:00 | 25118.25 | rsi reached 70 | 192.25 |
| 2026-02-06 | short | 10:00 | 24856.75 | 15:59 | 25146.75 | end of day 15:59 | −290.00 |
| 2026-01-28 | long | 11:15 | 26183.75 | 15:59 | 26149.25 | end of day 15:59 | −34.50 |
| 2025-12-18 | short | 09:45 | 25197.25 | 15:59 | 25251.75 | end of day 15:59 | −54.50 |
| 2025-12-16 | short | 10:15 | 25325.25 | 15:59 | 25372.25 | end of day 15:59 | −47.00 |
| 2025-12-15 | short | 09:45 | 25288.00 | 10:15 | 25173.00 | rsi reached 30 | 115.00 |
| 2025-11-25 | long | 10:00 | 24819.00 | 15:59 | 25080.00 | end of day 15:59 | 261.00 |
| 2025-11-21 | short | 14:45 | 24510.00 | 15:59 | 24313.75 | end of day 15:59 | 196.25 |
| 2025-11-17 | long | 09:45 | 25159.00 | 15:59 | 24888.25 | end of day 15:59 | −270.75 |
| 2025-11-14 | short | 11:45 | 25212.50 | 15:59 | 25105.25 | end of day 15:59 | 107.25 |
| 2025-11-11 | long | 11:15 | 25519.50 | 15:59 | 25647.00 | end of day 15:59 | 127.50 |
| 2025-11-05 | short | 10:15 | 25648.75 | 15:59 | 25741.00 | end of day 15:59 | −92.25 |
| 2025-10-29 | long | 15:00 | 26185.25 | 15:59 | 26281.25 | end of day 15:59 | 96.00 |
| 2025-10-17 | short | 10:45 | 24807.00 | 15:59 | 24989.00 | end of day 15:59 | −182.00 |
| 2025-10-16 | long | 13:00 | 24927.25 | 15:59 | 24830.75 | end of day 15:59 | −96.50 |
| 2025-10-09 | long | 11:00 | 25251.50 | 15:59 | 25294.50 | end of day 15:59 | 43.00 |
| 2025-10-03 | long | 10:30 | 25090.00 | 15:59 | 24996.75 | end of day 15:59 | −93.25 |
| 2025-09-16 | long | 12:30 | 24284.75 | 15:59 | 24286.00 | end of day 15:59 | 1.25 |
| 2025-09-09 | long | 11:00 | 23785.75 | 15:59 | 23867.75 | end of day 15:59 | 82.00 |
| 2025-09-05 | long | 11:30 | 23633.00 | 15:59 | 23691.00 | end of day 15:59 | 58.00 |
| 2025-08-13 | long | 11:30 | 23925.25 | 15:59 | 23943.00 | end of day 15:59 | 17.75 |
| 2025-08-11 | long | 15:00 | 23686.50 | 15:59 | 23638.50 | end of day 15:59 | −48.00 |
| 2025-08-07 | long | 13:00 | 23460.25 | 15:59 | 23501.00 | end of day 15:59 | 40.75 |
| 2025-08-05 | long | 11:15 | 23215.50 | 15:59 | 23133.50 | end of day 15:59 | −82.00 |
| 2025-07-31 | long | 10:00 | 23671.25 | 15:59 | 23354.25 | end of day 15:59 | −317.00 |
| 2025-07-18 | long | 10:45 | 23223.25 | 15:59 | 23226.50 | end of day 15:59 | 3.25 |
| 2025-07-16 | short | 09:45 | 23013.25 | 15:59 | 23074.50 | end of day 15:59 | −61.25 |
| 2025-07-10 | long | 10:45 | 22971.00 | 15:59 | 23015.00 | end of day 15:59 | 44.00 |
| 2025-06-27 | long | 15:15 | 22666.50 | 15:59 | 22752.00 | end of day 15:59 | 85.50 |
| 2025-06-13 | short | 10:00 | 21735.00 | 15:59 | 21652.25 | end of day 15:59 | 82.75 |
| 2025-06-02 | short | 10:00 | 21311.00 | 15:59 | 21534.25 | end of day 15:59 | −223.25 |
| 2025-05-16 | long | 11:00 | 21391.50 | 15:59 | 21505.75 | end of day 15:59 | 114.25 |
| 2025-05-08 | long | 10:30 | 20091.50 | 15:59 | 20152.25 | end of day 15:59 | 60.75 |
| 2025-04-14 | long | 12:45 | 18881.00 | 15:59 | 18942.25 | end of day 15:59 | 61.25 |
| 2025-04-10 | long | 10:45 | 18719.50 | 15:59 | 18483.00 | end of day 15:59 | −236.50 |
| 2025-04-08 | long | 13:45 | 17703.25 | 15:59 | 17239.50 | end of day 15:59 | −463.75 |
| 2025-04-07 | short | 10:30 | 17366.75 | 15:59 | 17560.75 | end of day 15:59 | −194.00 |
| 2025-04-02 | long | 09:45 | 19530.25 | 12:30 | 19768.50 | rsi reached 70 | 238.25 |
| 2025-03-20 | long | 09:45 | 19883.00 | 15:59 | 19881.25 | end of day 15:59 | −1.75 |
| 2025-03-03 | long | 10:30 | 20958.00 | 15:59 | 20473.00 | end of day 15:59 | −485.00 |
| 2025-02-17 | long | 10:00 | 22213.00 | 12:59 | 22235.25 | early close | 22.25 |
| 2025-01-29 | long | 10:15 | 21536.50 | 15:59 | 21530.25 | end of day 15:59 | −6.25 |
| 2025-01-21 | long | 10:30 | 21639.25 | 15:59 | 21714.50 | end of day 15:59 | 75.25 |
| 2025-01-06 | long | 15:15 | 21691.25 | 15:59 | 21750.50 | end of day 15:59 | 59.25 |
| 2024-12-17 | long | 10:45 | 21995.75 | 15:59 | 22015.75 | end of day 15:59 | 20.00 |
| 2024-12-12 | long | 10:30 | 21707.50 | 15:59 | 21643.25 | end of day 15:59 | −64.25 |
| 2024-12-10 | short | 10:00 | 21546.50 | 15:30 | 21372.00 | rsi reached 30 | 174.50 |
| 2024-11-28 | short | 11:30 | 20893.75 | 12:59 | 20890.00 | early close | 3.75 |
| 2024-11-21 | short | 09:45 | 20695.25 | 15:59 | 20823.75 | end of day 15:59 | −128.50 |
| 2024-11-18 | short | 12:00 | 20662.50 | 15:59 | 20631.75 | end of day 15:59 | 30.75 |
| 2024-11-01 | short | 10:45 | 20196.75 | 15:59 | 20147.00 | end of day 15:59 | 49.75 |
| 2024-10-30 | long | 10:00 | 20631.75 | 15:59 | 20534.50 | end of day 15:59 | −97.25 |
Page 1 of 1
The other trades quoted above
Every trade, ES 15 minute66 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 |
|---|---|---|---|---|---|---|---|
| 2026-08-19 | short | 09:45 | 7740.75 | 15:59 | 7731.25 | end of day 15:59 | 9.50 |
| 2026-08-14 | long | 12:15 | 7807.50 | 15:59 | 7805.50 | end of day 15:59 | −2.00 |
| 2026-08-05 | long | 11:45 | 7771.50 | 15:59 | 7747.75 | end of day 15:59 | −23.75 |
| 2026-07-31 | long | 10:30 | 7456.00 | 15:59 | 7520.00 | end of day 15:59 | 64.00 |
| 2026-07-20 | short | 10:00 | 7520.75 | 15:59 | 7486.00 | end of day 15:59 | 34.75 |
| 2026-07-15 | long | 13:00 | 7587.00 | 15:59 | 7617.00 | end of day 15:59 | 30.00 |
| 2026-06-04 | short | 11:45 | 7580.75 | 15:59 | 7599.50 | end of day 15:59 | −18.75 |
| 2026-06-01 | long | 09:45 | 7591.50 | 15:59 | 7614.00 | end of day 15:59 | 22.50 |
| 2026-05-07 | long | 14:00 | 7365.25 | 15:59 | 7364.25 | end of day 15:59 | −1.00 |
| 2026-04-08 | long | 11:15 | 6796.50 | 15:59 | 6823.50 | end of day 15:59 | 27.00 |
| 2026-03-30 | short | 09:45 | 6438.75 | 15:15 | 6366.50 | rsi reached 30 | 72.25 |
| 2026-03-13 | short | 10:00 | 6719.25 | 15:59 | 6637.00 | end of day 15:59 | 82.25 |
| 2026-03-09 | short | 13:00 | 6730.75 | 15:59 | 6801.75 | end of day 15:59 | −71.00 |
| 2026-03-02 | short | 10:30 | 6858.50 | 15:59 | 6887.25 | end of day 15:59 | −28.75 |
| 2026-02-03 | long | 11:00 | 6978.00 | 15:59 | 6940.50 | end of day 15:59 | −37.50 |
| 2026-01-21 | short | 11:45 | 6869.00 | 15:59 | 6911.00 | end of day 15:59 | −42.00 |
| 2026-01-16 | long | 10:15 | 6982.25 | 15:59 | 6976.50 | end of day 15:59 | −5.75 |
| 2025-12-31 | short | 09:45 | 6931.25 | 11:00 | 6915.25 | rsi reached 30 | 16.00 |
| 2025-12-18 | short | 09:45 | 6826.50 | 15:59 | 6828.50 | end of day 15:59 | −2.00 |
| 2025-12-15 | short | 09:45 | 6850.00 | 10:00 | 6838.00 | rsi reached 30 | 12.00 |
| 2025-11-21 | short | 13:00 | 6633.50 | 15:59 | 6622.50 | end of day 15:59 | 11.00 |
| 2025-11-14 | short | 11:45 | 6777.75 | 15:59 | 6758.00 | end of day 15:59 | 19.75 |
| 2025-11-12 | long | 11:30 | 6866.75 | 15:59 | 6876.00 | end of day 15:59 | 9.25 |
| 2025-11-04 | short | 11:00 | 6831.25 | 15:59 | 6803.50 | end of day 15:59 | 27.75 |
| 2025-10-17 | short | 10:30 | 6683.00 | 15:59 | 6703.75 | end of day 15:59 | −20.75 |
| 2025-10-15 | long | 13:45 | 6692.00 | 15:59 | 6715.00 | end of day 15:59 | 23.00 |
| 2025-10-02 | long | 12:00 | 6757.50 | 15:59 | 6766.75 | end of day 15:59 | 9.25 |
| 2025-09-29 | long | 14:00 | 6707.25 | 15:59 | 6714.25 | end of day 15:59 | 7.00 |
| 2025-09-26 | short | 10:15 | 6674.25 | 15:59 | 6696.25 | end of day 15:59 | −22.00 |
| 2025-09-18 | long | 10:00 | 6688.75 | 15:59 | 6692.25 | end of day 15:59 | 3.50 |
| 2025-09-16 | long | 12:30 | 6668.25 | 15:59 | 6668.25 | end of day 15:59 | 0.00 |
| 2025-08-14 | long | 09:45 | 6473.00 | 15:59 | 6488.75 | end of day 15:59 | 15.75 |
| 2025-08-11 | long | 15:00 | 6406.25 | 15:59 | 6400.00 | end of day 15:59 | −6.25 |
| 2025-08-07 | long | 10:45 | 6383.75 | 15:59 | 6367.50 | end of day 15:59 | −16.25 |
| 2025-08-05 | long | 12:15 | 6331.25 | 15:59 | 6325.25 | end of day 15:59 | −6.00 |
| 2025-07-31 | long | 10:00 | 6445.50 | 15:59 | 6371.00 | end of day 15:59 | −74.50 |
| 2025-07-28 | long | 10:15 | 6433.25 | 15:59 | 6423.00 | end of day 15:59 | −10.25 |
| 2025-07-18 | long | 10:45 | 6333.25 | 15:59 | 6334.75 | end of day 15:59 | 1.50 |
| 2025-07-16 | short | 09:45 | 6292.50 | 15:59 | 6302.75 | end of day 15:59 | −10.25 |
| 2025-07-15 | long | 11:15 | 6304.50 | 15:59 | 6282.25 | end of day 15:59 | −22.25 |
| 2025-06-27 | long | 15:15 | 6199.00 | 15:59 | 6223.25 | end of day 15:59 | 24.25 |
| 2025-05-08 | long | 10:30 | 5680.75 | 15:59 | 5686.50 | end of day 15:59 | 5.75 |
| 2025-04-14 | long | 12:30 | 5410.50 | 15:59 | 5442.50 | end of day 15:59 | 32.00 |
| 2025-04-10 | long | 10:45 | 5354.00 | 15:59 | 5299.50 | end of day 15:59 | −54.50 |
| 2025-04-08 | long | 13:45 | 5129.25 | 15:59 | 5017.50 | end of day 15:59 | −111.75 |
| 2025-04-02 | long | 09:45 | 5651.75 | 12:45 | 5710.00 | rsi reached 70 | 58.25 |
| 2025-03-20 | long | 09:45 | 5710.00 | 15:59 | 5714.50 | end of day 15:59 | 4.50 |
| 2025-03-03 | long | 10:30 | 5964.25 | 15:59 | 5862.75 | end of day 15:59 | −101.50 |
| 2025-02-07 | short | 10:15 | 6084.25 | 11:00 | 6075.75 | rsi reached 30 | 8.50 |
| 2025-02-03 | short | 11:00 | 6024.75 | 15:59 | 6023.00 | end of day 15:59 | 1.75 |
| 2025-01-29 | long | 10:00 | 6083.25 | 15:59 | 6068.25 | end of day 15:59 | −15.00 |
| 2025-01-06 | long | 15:30 | 6019.25 | 15:59 | 6022.50 | end of day 15:59 | 3.25 |
| 2024-12-23 | long | 10:30 | 5981.50 | 15:59 | 6036.75 | end of day 15:59 | 55.25 |
| 2024-11-25 | long | 13:00 | 5995.25 | 15:59 | 6005.50 | end of day 15:59 | 10.25 |
| 2024-11-18 | short | 12:00 | 5920.75 | 15:59 | 5920.25 | end of day 15:59 | 0.50 |
| 2024-11-11 | long | 13:45 | 6024.50 | 15:59 | 6032.25 | end of day 15:59 | 7.75 |
| 2024-11-01 | short | 10:45 | 5785.25 | 15:59 | 5756.75 | end of day 15:59 | 28.50 |
| 2024-10-30 | long | 10:00 | 5871.00 | 15:59 | 5853.00 | end of day 15:59 | −18.00 |
| 2024-10-15 | long | 12:15 | 5884.50 | 15:59 | 5863.00 | end of day 15:59 | −21.50 |
| 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 |
| 2024-09-20 | long | 10:30 | 5754.50 | 15:59 | 5763.00 | end of day 15:59 | 8.50 |
| 2024-09-17 | long | 13:30 | 5697.25 | 15:59 | 5702.00 | end of day 15:59 | 4.75 |
| 2024-09-09 | short | 10:30 | 5463.25 | 15:59 | 5479.50 | end of day 15:59 | −16.25 |
| 2024-09-06 | short | 10:00 | 5495.75 | 10:45 | 5442.00 | rsi reached 30 | 53.75 |
| 2024-09-04 | short | 10:15 | 5540.25 | 15:59 | 5528.00 | end of day 15:59 | 12.25 |
Questions and answers
What happens if you buy NQ every time RSI 14 crosses back above 30 while price is above the 200 SMA?
From 2024-10-08 to 2026-10-07 on the NQ 15-minute chart, the RSI 30/70 with a 200 SMA filter strategy took 42 long trades, won 59.5% of them and made -515.25 points (-$10,305 on one NQ contract), before commission and slippage. From 2024-10-08 to 2026-10-07 on NQ, its long trades also made 1,596.00 points on 40 trades on the 5-minute chart, 1,151.50 points on 19 trades on the 1-hour chart and 299.75 points on 1 trade on the daily chart, before commission and slippage.
What happens if you short ES every time RSI 14 crosses back below 70 while price is below the 200 SMA?
From 2024-08-28 to 2026-08-27 on the ES 15-minute chart, the RSI 30/70 with a 200 SMA filter strategy took 24 short trades, won 62.5% of them and made 158.75 points ($7,938 on one ES contract), before commission and slippage. From 2024-08-28 to 2026-08-27 on ES, its short trades also made -96.50 points on 26 trades on the 5-minute chart, -50.75 points on 10 trades on the 1-hour chart and 0.00 points on 0 trades on the daily chart, before commission and slippage.
Does the RSI 30/70 with a 200 SMA filter strategy work on Nasdaq futures?
On NQ futures from 2024-10-08 to 2026-10-07, the RSI 30/70 with a 200 SMA filter strategy on the 15-minute chart took 66 trades, won 54.6% of them and finished -1,010.75 points (-$20,215 on one NQ contract), before commission and slippage.
What is the win rate of RSI 30 / 70 with a 200 SMA filter on ES futures?
The RSI 30/70 with a 200 SMA filter strategy won 56.1% of its 66 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 53.0% of 66 trades on the 5-minute chart and 47.8% of 23 trades on the 1-hour chart, before commission and slippage.
Is the RSI 30/70 with a 200 SMA 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 RSI 30/70 with a 200 SMA filter strategy made 2,393.25 points on 70 trades on the 5-minute chart, -1,010.75 points on 66 trades on the 15-minute chart, 481.00 points on 30 trades on the 1-hour chart and 299.75 points on 1 trade on the daily chart, before commission and slippage.
Is it better to only buy or only sell RSI 30/70 with a 200 SMA filter signals on NQ?
On the NQ 15-minute chart from 2024-10-08 to 2026-10-07, the long trades made -515.25 points on 42 trades (59.5% won) and the short trades made -495.50 points on 24 trades (45.8% won), before commission and slippage.
How many trades does the RSI 30/70 with a 200 SMA filter strategy take on NQ in two years?
The RSI 30/70 with a 200 SMA filter strategy took 66 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 70 on the 5-minute chart, 30 on the 1-hour chart and 1 on the daily chart, before commission and slippage.
What is the max drawdown of the RSI 30/70 with a 200 SMA filter strategy on NQ?
The RSI 30/70 with a 200 SMA filter strategy had a max drawdown of 1,772.50 points ($35,450 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 807.50 points on the 5-minute chart, 302.00 points on the 1-hour chart and 0.00 points on the daily chart, before commission and slippage.
How does the RSI 30/70 with a 200 SMA filter 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 with a 200 SMA filter strategy took 66 trades, won 56.1% of them and made 52.00 points ($2,600 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 with a 200 SMA filter strategy took 66 trades, won 54.6% of them and made -1,010.75 points (-$20,215 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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