Strategy library · Momentum oscillators
Stochastic oscillator cross backtest on NQ and ES futures
Stochastic (14, 3, 3) cross in the zone
Also called: Stochastic 14 3 3 strategy, stochastic crossover, stochastic overbought oversold, stochastic crosses in the oversold zone, buy when the Stochastic %K crosses above %D while below 20, short when the Stochastic %K crosses below %D while above 80
What happens if you buy NQ every time the Stochastic %K crosses above %D while below 20?
What it is
The stochastic oscillator (14, 3, 3) compares the close with the recent high-low range, with %K as the fast line and %D as its average. This strategy goes long when %K crosses above %D below 20, short when %K crosses below %D above 80, and exits on the opposite zone cross.
What it did
On NQ futures from 2024-10-08 to 2026-10-07, the Stochastic oscillator cross strategy took 525 trades on the 15-minute chart, won 47.8% of them and finished -3,590.75 points (-$71,815 on one NQ contract), before commission and slippage. From 2024-10-08 to 2026-10-07 on NQ, the 200 long trades on the 15-minute chart won 56.5% and made -2,096.50 points (-$41,930 on one NQ contract), before commission and slippage. On ES futures from 2024-08-28 to 2026-08-27, the Stochastic oscillator cross strategy took 537 trades on the 15-minute chart, won 48.6% of them and finished -173.25 points (-$8,662 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 Stochastic oscillator cross 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 %K crosses above %D below 20; short when it crosses below %D above 80. Exit: Opposite zone 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 | 1099 | 55.3% | 0.82 | 1.018 | 896.75 | $17,935 | 4,208.75 | 1098 | 56.1% | 0.12 | 1.013 | 136.50 | $6,825 | 961.00 |
| 5 minute · longs only | 501 | 60.1% | — | — | 1,688.25 | $33,765 | 2,202.50 | 495 | 59.8% | — | — | 257.50 | $12,875 | 545.75 |
| 5 minute · shorts only | 598 | 51.3% | — | — | −791.50 | −$15,830 | 3,145.00 | 603 | 53.1% | — | — | −121.00 | −$6,050 | 752.75 |
| 15 minute | 525 | 47.8% | −6.84 | 0.866 | −3,590.75 | −$71,815 | 4,841.75 | 537 | 48.6% | −0.32 | 0.969 | −173.25 | −$8,662 | 681.00 |
| 15 minute · longs only | 200 | 56.5% | — | — | −2,096.50 | −$41,930 | 2,973.75 | 208 | 51.4% | — | — | −506.50 | −$25,325 | 723.75 |
| 15 minute · shorts only | 325 | 42.5% | — | — | −1,494.25 | −$29,885 | 2,631.75 | 329 | 46.8% | — | — | 333.25 | $16,663 | 295.75 |
| 1 hour | 162 | 44.4% | 4.40 | 1.107 | 712.50 | $14,250 | 2,530.75 | 158 | 48.1% | 0.24 | 1.027 | 37.50 | $1,875 | 641.25 |
| 1 hour · longs only | 51 | 54.9% | — | — | 410.25 | $8,205 | 1,079.75 | 49 | 61.2% | — | — | −19.00 | −$950 | 283.75 |
| 1 hour · shorts only | 111 | 39.6% | — | — | 302.25 | $6,045 | 1,906.25 | 109 | 42.2% | — | — | 56.50 | $2,825 | 361.75 |
| Daily | 9 | 55.6% | −86.67 | 0.909 | −780.00 | −$15,600 | 5,526.75 | 7 | 57.1% | −37.71 | 0.806 | −264.00 | −$13,200 | 822.50 |
| Daily · longs only | 4 | 75.0% | — | — | 3,698.50 | $73,970 | 1,379.25 | 3 | 66.7% | — | — | 706.25 | $35,313 | 69.50 |
| Daily · shorts only | 5 | 40.0% | — | — | −4,478.50 | −$89,570 | 4,955.50 | 4 | 50.0% | — | — | −970.25 | −$48,512 | 1,293.50 |
NQ Daily: small sample (9 trades). ES Daily: small sample (7 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 | 200 | −2,096.50 |
| Short | 325 | −1,494.25 |
By month
| Month | Trades | Net pts |
|---|---|---|
| 2024-10 | 15 | −467.00 |
| 2024-11 | 22 | 142.50 |
| 2024-12 | 24 | −968.25 |
| 2025-01 | 25 | 619.25 |
| 2025-02 | 20 | −212.75 |
| 2025-03 | 26 | −92.75 |
| 2025-04 | 23 | −341.00 |
| 2025-05 | 21 | 705.50 |
| 2025-06 | 20 | 222.75 |
| 2025-07 | 17 | −245.25 |
| 2025-08 | 20 | −555.25 |
| 2025-09 | 28 | 125.00 |
| 2025-10 | 22 | −612.00 |
| 2025-11 | 25 | 603.25 |
| 2025-12 | 16 | −495.50 |
| 2026-01 | 23 | 394.50 |
| 2026-02 | 22 | −334.00 |
| 2026-03 | 19 | −1,287.00 |
| 2026-04 | 24 | −357.75 |
| 2026-05 | 22 | 932.50 |
| 2026-06 | 22 | −1,404.25 |
| 2026-07 | 23 | −664.00 |
| 2026-08 | 17 | 204.50 |
| 2026-09 | 23 | 300.00 |
| 2026-10 | 6 | 196.25 |
Every trade, NQ 15 minute525 trades
Pick any of the 525 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 (525), 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 |
|---|---|---|---|---|---|---|---|
| 2025-08-21 | long | 13:45 | 23201.50 | 15:59 | 23217.50 | end of day 15:59 | 16.00 |
| 2025-08-20 | short | 14:15 | 23224.75 | 15:59 | 23324.75 | end of day 15:59 | −100.00 |
| 2025-08-20 | long | 11:15 | 23132.25 | 14:15 | 23224.75 | opposite zone cross | 92.50 |
| 2025-08-19 | long | 11:30 | 23579.75 | 15:59 | 23470.25 | end of day 15:59 | −109.50 |
| 2025-08-13 | long | 11:45 | 23954.00 | 15:59 | 23943.00 | end of day 15:59 | −11.00 |
| 2025-08-12 | short | 12:45 | 23879.50 | 15:59 | 23934.50 | end of day 15:59 | −55.00 |
| 2025-08-11 | long | 15:00 | 23686.50 | 15:59 | 23638.50 | end of day 15:59 | −48.00 |
| 2025-08-08 | short | 10:45 | 23686.50 | 15:59 | 23714.50 | end of day 15:59 | −28.00 |
| 2025-08-07 | long | 12:15 | 23499.75 | 15:59 | 23501.00 | end of day 15:59 | 1.25 |
| 2025-08-06 | short | 12:00 | 23367.75 | 15:59 | 23424.75 | end of day 15:59 | −57.00 |
| 2025-08-05 | long | 11:15 | 23215.50 | 15:59 | 23133.50 | end of day 15:59 | −82.00 |
| 2025-08-04 | short | 10:30 | 23250.00 | 15:59 | 23296.75 | end of day 15:59 | −46.75 |
| 2025-07-31 | long | 11:45 | 23580.25 | 15:59 | 23354.25 | end of day 15:59 | −226.00 |
| 2025-07-30 | short | 13:00 | 23534.00 | 15:59 | 23484.00 | end of day 15:59 | 50.00 |
| 2025-07-29 | long | 12:00 | 23503.75 | 15:59 | 23457.00 | end of day 15:59 | −46.75 |
| 2025-07-25 | short | 11:00 | 23405.25 | 15:59 | 23422.50 | end of day 15:59 | −17.25 |
| 2025-07-23 | short | 15:00 | 23302.25 | 15:59 | 23324.50 | end of day 15:59 | −22.25 |
| 2025-07-22 | short | 15:30 | 23238.75 | 15:59 | 23221.25 | end of day 15:59 | 17.50 |
| 2025-07-21 | short | 11:00 | 23397.50 | 15:59 | 23344.75 | end of day 15:59 | 52.75 |
| 2025-07-18 | long | 10:45 | 23223.25 | 15:59 | 23226.50 | end of day 15:59 | 3.25 |
| 2025-07-17 | short | 11:45 | 23239.50 | 15:59 | 23257.75 | end of day 15:59 | −18.25 |
| 2025-07-16 | short | 14:00 | 23028.50 | 15:59 | 23074.50 | end of day 15:59 | −46.00 |
| 2025-07-14 | short | 11:45 | 23004.75 | 15:59 | 23034.25 | end of day 15:59 | −29.50 |
| 2025-07-11 | short | 11:00 | 22970.00 | 15:59 | 22955.25 | end of day 15:59 | 14.75 |
| 2025-07-10 | short | 14:30 | 23033.50 | 15:59 | 23015.00 | end of day 15:59 | 18.50 |
| 2025-07-09 | short | 10:15 | 23091.00 | 15:59 | 23051.00 | end of day 15:59 | 40.00 |
| 2025-07-03 | short | 11:00 | 23047.25 | 13:14 | 23059.00 | early close | −11.75 |
| 2025-07-02 | short | 11:00 | 22811.75 | 15:59 | 22844.50 | end of day 15:59 | −32.75 |
| 2025-07-01 | long | 11:30 | 22684.50 | 15:59 | 22693.00 | end of day 15:59 | 8.50 |
| 2025-06-27 | long | 15:15 | 22666.50 | 15:59 | 22752.00 | end of day 15:59 | 85.50 |
| 2025-06-27 | short | 12:30 | 22796.75 | 15:15 | 22666.50 | opposite zone cross | 130.25 |
| 2025-06-27 | long | 09:45 | 22732.75 | 12:30 | 22796.75 | opposite zone cross | 64.00 |
| 2025-06-26 | short | 12:45 | 22601.25 | 15:59 | 22673.25 | end of day 15:59 | −72.00 |
| 2025-06-25 | long | 13:00 | 22442.75 | 15:59 | 22463.25 | end of day 15:59 | 20.50 |
| 2025-06-24 | short | 12:15 | 22372.25 | 15:59 | 22405.50 | end of day 15:59 | −33.25 |
| 2025-06-23 | short | 11:00 | 21955.25 | 15:59 | 22072.75 | end of day 15:59 | −117.50 |
| 2025-06-20 | long | 11:30 | 21857.50 | 15:59 | 21842.75 | end of day 15:59 | −14.75 |
| 2025-06-18 | short | 11:15 | 22058.00 | 15:59 | 21949.00 | end of day 15:59 | 109.00 |
| 2025-06-17 | long | 14:15 | 21957.50 | 15:59 | 21956.50 | end of day 15:59 | −1.00 |
| 2025-06-16 | short | 11:00 | 21958.75 | 15:59 | 21948.50 | end of day 15:59 | 10.25 |
| 2025-06-13 | short | 12:30 | 21820.50 | 15:59 | 21652.25 | end of day 15:59 | 168.25 |
| 2025-06-12 | short | 09:45 | 21880.00 | 15:59 | 21936.50 | end of day 15:59 | −56.50 |
| 2025-06-10 | short | 13:30 | 21890.75 | 15:59 | 21964.50 | end of day 15:59 | −73.75 |
| 2025-06-06 | short | 10:15 | 21836.75 | 15:59 | 21789.50 | end of day 15:59 | 47.25 |
| 2025-06-05 | long | 15:45 | 21629.25 | 15:59 | 21586.75 | end of day 15:59 | −42.50 |
| 2025-06-05 | short | 12:15 | 21866.75 | 15:45 | 21629.25 | opposite zone cross | 237.50 |
| 2025-06-04 | short | 14:15 | 21787.25 | 15:59 | 21757.25 | end of day 15:59 | 30.00 |
| 2025-06-03 | short | 09:45 | 21563.50 | 15:59 | 21704.50 | end of day 15:59 | −141.00 |
| 2025-06-02 | short | 12:45 | 21406.75 | 15:59 | 21534.25 | end of day 15:59 | −127.50 |
| 2025-05-29 | long | 10:30 | 21456.00 | 15:59 | 21411.50 | end of day 15:59 | −44.50 |
Questions and answers
What happens if you buy NQ every time the Stochastic %K crosses above %D while below 20?
From 2024-10-08 to 2026-10-07 on the NQ 15-minute chart, the Stochastic oscillator cross strategy took 200 long trades, won 56.5% of them and made -2,096.50 points (-$41,930 on one NQ contract), before commission and slippage. From 2024-10-08 to 2026-10-07 on NQ, its long trades also made 1,688.25 points on 501 trades on the 5-minute chart, 410.25 points on 51 trades on the 1-hour chart and 3,698.50 points on 4 trades on the daily chart, before commission and slippage.
What happens if you short ES every time the Stochastic %K crosses below %D while above 80?
From 2024-08-28 to 2026-08-27 on the ES 15-minute chart, the Stochastic oscillator cross strategy took 329 short trades, won 46.8% of them and made 333.25 points ($16,663 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 603 trades on the 5-minute chart, 56.50 points on 109 trades on the 1-hour chart and -970.25 points on 4 trades on the daily chart, before commission and slippage.
Does the Stochastic oscillator cross strategy work on Nasdaq futures?
On NQ futures from 2024-10-08 to 2026-10-07, the Stochastic oscillator cross strategy on the 15-minute chart took 525 trades, won 47.8% of them and finished -3,590.75 points (-$71,815 on one NQ contract), before commission and slippage.
What is the win rate of Stochastic (14, 3, 3) cross in the zone on ES futures?
The Stochastic oscillator cross strategy won 48.6% of its 537 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 56.1% of 1,098 trades on the 5-minute chart, 48.1% of 158 trades on the 1-hour chart and 57.1% of 7 trades on the daily chart, before commission and slippage.
Is the Stochastic oscillator cross 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 Stochastic oscillator cross strategy made 896.75 points on 1,099 trades on the 5-minute chart, -3,590.75 points on 525 trades on the 15-minute chart, 712.50 points on 162 trades on the 1-hour chart and -780.00 points on 9 trades on the daily chart, before commission and slippage.
Is it better to only buy or only sell Stochastic oscillator cross signals on NQ?
On the NQ 15-minute chart from 2024-10-08 to 2026-10-07, the long trades made -2,096.50 points on 200 trades (56.5% won) and the short trades made -1,494.25 points on 325 trades (42.5% won), before commission and slippage.
How many trades does the Stochastic oscillator cross strategy take on NQ in two years?
The Stochastic oscillator cross strategy took 525 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 1,099 on the 5-minute chart, 162 on the 1-hour chart and 9 on the daily chart, before commission and slippage.
What is the max drawdown of the Stochastic oscillator cross strategy on NQ?
The Stochastic oscillator cross strategy had a max drawdown of 4,841.75 points ($96,835 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 4,208.75 points on the 5-minute chart, 2,530.75 points on the 1-hour chart and 5,526.75 points on the daily chart, before commission and slippage.
How does the Stochastic oscillator cross strategy do on ES compared with NQ?
On the ES 15-minute chart from 2024-08-28 to 2026-08-27, the Stochastic oscillator cross strategy took 537 trades, won 48.6% of them and made -173.25 points (-$8,662 on one ES contract), before commission and slippage. On the NQ 15-minute chart from 2024-10-08 to 2026-10-07, the Stochastic oscillator cross strategy took 525 trades, won 47.8% of them and made -3,590.75 points (-$71,815 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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