Strategy library · Momentum oscillators
Stochastic RSI backtest on NQ and ES futures
Stochastic RSI (14, 14, 3, 3)
Also called: StochRSI strategy, Stochastic RSI 14 14 3 3, Stoch RSI crossover, buy when the Stochastic RSI K line crosses above the D line below 20, short when the Stochastic RSI K line crosses below the D line above 80
What happens if you buy NQ every time the Stochastic RSI K line crosses above the D line below 20?
What it is
The stochastic RSI (14, 14, 3, 3) applies the stochastic formula to the RSI instead of price. 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 RSI strategy took 739 trades on the 15-minute chart, won 49.8% of them and finished -1,491.50 points (-$29,830 on one NQ contract), before commission and slippage. From 2024-10-08 to 2026-10-07 on NQ, the 331 long trades on the 15-minute chart won 51.7% and made -1,066.75 points (-$21,335 on one NQ contract), before commission and slippage. On ES futures from 2024-08-28 to 2026-08-27, the Stochastic RSI strategy took 743 trades on the 15-minute chart, won 51.4% of them and finished 887.25 points ($44,363 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 RSI 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 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 | 1801 | 56.9% | 0.91 | 1.026 | 1,636.75 | $32,735 | 4,907.00 | 1784 | 54.9% | −0.11 | 0.984 | −201.00 | −$10,050 | 924.25 |
| 5 minute · longs only | 885 | 58.2% | — | — | 1,059.50 | $21,190 | 3,343.75 | 880 | 56.3% | — | — | 92.75 | $4,638 | 416.25 |
| 5 minute · shorts only | 916 | 55.7% | — | — | 577.25 | $11,545 | 2,774.00 | 904 | 53.5% | — | — | −293.75 | −$14,687 | 723.50 |
| 15 minute | 739 | 49.8% | −2.02 | 0.955 | −1,491.50 | −$29,830 | 3,937.50 | 743 | 51.4% | 1.19 | 1.133 | 887.25 | $44,363 | 677.75 |
| 15 minute · longs only | 331 | 51.7% | — | — | −1,066.75 | −$21,335 | 2,564.50 | 341 | 54.3% | — | — | 87.00 | $4,350 | 357.50 |
| 15 minute · shorts only | 408 | 48.3% | — | — | −424.75 | −$8,495 | 2,575.25 | 402 | 49.0% | — | — | 800.25 | $40,013 | 573.75 |
| 1 hour | 263 | 46.0% | −0.88 | 0.980 | −231.00 | −$4,620 | 2,004.00 | 253 | 47.8% | −2.11 | 0.784 | −533.50 | −$26,675 | 618.00 |
| 1 hour · longs only | 128 | 52.3% | — | — | −75.75 | −$1,515 | 1,418.00 | 121 | 56.2% | — | — | −124.25 | −$6,212 | 346.00 |
| 1 hour · shorts only | 135 | 40.0% | — | — | −155.25 | −$3,105 | 1,417.00 | 132 | 40.2% | — | — | −409.25 | −$20,462 | 515.00 |
| Daily | 19 | 63.2% | 70.55 | 1.111 | 1,340.50 | $26,810 | 6,866.00 | 15 | 73.3% | −10.92 | 0.899 | −163.75 | −$8,187 | 1,205.00 |
| Daily · longs only | 9 | 66.7% | — | — | 4,758.75 | $95,175 | 811.50 | 8 | 87.5% | — | — | 802.50 | $40,125 | 197.00 |
| Daily · shorts only | 10 | 60.0% | — | — | −3,418.25 | −$68,365 | 7,315.50 | 7 | 57.1% | — | — | −966.25 | −$48,312 | 1,225.50 |
NQ Daily: small sample (19 trades). ES Daily: small sample (15 trades).
Free to use with credit to CE Market Solutions (CC BY 4.0).
ES 5 minute: the equity line
Long and short
| Side | Trades | Net pts |
|---|---|---|
| Long | 880 | 92.75 |
| Short | 904 | −293.75 |
By month
| Month | Trades | Net pts |
|---|---|---|
| 2024-08 | 10 | −50.00 |
| 2024-09 | 69 | −272.00 |
| 2024-10 | 79 | −111.00 |
| 2024-11 | 66 | −77.00 |
| 2024-12 | 72 | −287.50 |
| 2025-01 | 78 | 371.50 |
| 2025-02 | 71 | −228.75 |
| 2025-03 | 82 | 211.00 |
| 2025-04 | 76 | −291.00 |
| 2025-05 | 81 | 262.00 |
| 2025-06 | 71 | −35.00 |
| 2025-07 | 75 | −98.00 |
| 2025-08 | 80 | 121.00 |
| 2025-09 | 75 | −27.75 |
| 2025-10 | 78 | −179.00 |
| 2025-11 | 66 | 95.25 |
| 2025-12 | 72 | 96.75 |
| 2026-01 | 66 | −181.50 |
| 2026-02 | 69 | −26.25 |
| 2026-03 | 79 | 285.00 |
| 2026-04 | 71 | 12.25 |
| 2026-05 | 74 | 86.00 |
| 2026-06 | 82 | 151.00 |
| 2026-07 | 74 | −28.00 |
| 2026-08 | 68 | 0.00 |
Every trade, ES 5 minute1784 trades
Pick any of the 1784 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 (1784), 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 |
|---|---|---|---|---|---|---|---|
| 2025-08-20 | short | 15:30 | 6416.50 | 15:59 | 6413.75 | end of day 15:59 | 2.75 |
| 2025-08-20 | long | 14:25 | 6392.25 | 15:30 | 6416.50 | opposite zone cross | 24.25 |
| 2025-08-20 | short | 11:40 | 6396.25 | 14:25 | 6392.25 | opposite zone cross | 4.00 |
| 2025-08-20 | long | 10:05 | 6389.00 | 11:40 | 6396.25 | opposite zone cross | 7.25 |
| 2025-08-19 | long | 14:50 | 6422.75 | 15:59 | 6432.75 | end of day 15:59 | 10.00 |
| 2025-08-19 | short | 13:50 | 6432.50 | 14:50 | 6422.75 | opposite zone cross | 9.75 |
| 2025-08-19 | long | 11:05 | 6447.75 | 13:50 | 6432.50 | opposite zone cross | −15.25 |
| 2025-08-19 | short | 10:20 | 6472.75 | 11:05 | 6447.75 | opposite zone cross | 25.00 |
| 2025-08-18 | short | 15:10 | 6469.75 | 15:59 | 6468.75 | end of day 15:59 | 1.00 |
| 2025-08-18 | long | 11:40 | 6465.25 | 15:10 | 6469.75 | opposite zone cross | 4.50 |
| 2025-08-15 | long | 15:00 | 6479.25 | 15:59 | 6471.50 | end of day 15:59 | −7.75 |
| 2025-08-15 | short | 12:25 | 6471.25 | 15:00 | 6479.25 | opposite zone cross | −8.00 |
| 2025-08-15 | long | 10:00 | 6477.00 | 12:25 | 6471.25 | opposite zone cross | −5.75 |
| 2025-08-14 | short | 15:25 | 6491.25 | 15:59 | 6488.75 | end of day 15:59 | 2.50 |
| 2025-08-14 | long | 14:25 | 6483.75 | 15:25 | 6491.25 | opposite zone cross | 7.50 |
| 2025-08-14 | short | 13:35 | 6488.25 | 14:25 | 6483.75 | opposite zone cross | 4.50 |
| 2025-08-14 | long | 11:35 | 6473.50 | 13:35 | 6488.25 | opposite zone cross | 14.75 |
| 2025-08-14 | short | 10:00 | 6479.75 | 11:35 | 6473.50 | opposite zone cross | 6.25 |
| 2025-08-13 | short | 14:20 | 6479.25 | 15:59 | 6489.00 | end of day 15:59 | −9.75 |
| 2025-08-13 | long | 13:00 | 6470.25 | 14:20 | 6479.25 | opposite zone cross | 9.00 |
| 2025-08-13 | short | 11:55 | 6475.00 | 13:00 | 6470.25 | opposite zone cross | 4.75 |
| 2025-08-13 | long | 10:40 | 6480.75 | 11:55 | 6475.00 | opposite zone cross | −5.75 |
| 2025-08-12 | long | 14:50 | 6462.75 | 15:59 | 6467.50 | end of day 15:59 | 4.75 |
| 2025-08-12 | short | 11:25 | 6448.50 | 14:50 | 6462.75 | opposite zone cross | −14.25 |
| 2025-08-12 | long | 09:35 | 6434.75 | 11:25 | 6448.50 | opposite zone cross | 13.75 |
| 2025-08-11 | short | 15:15 | 6404.50 | 15:59 | 6400.00 | end of day 15:59 | 4.50 |
| 2025-08-11 | long | 13:10 | 6416.00 | 15:15 | 6404.50 | opposite zone cross | −11.50 |
| 2025-08-11 | short | 12:15 | 6427.75 | 13:10 | 6416.00 | opposite zone cross | 11.75 |
| 2025-08-11 | long | 11:15 | 6413.00 | 12:15 | 6427.75 | opposite zone cross | 14.75 |
| 2025-08-11 | short | 10:25 | 6415.75 | 11:15 | 6413.00 | opposite zone cross | 2.75 |
| 2025-08-08 | long | 15:15 | 6414.50 | 15:59 | 6414.00 | end of day 15:59 | −0.50 |
| 2025-08-08 | short | 14:15 | 6416.00 | 15:15 | 6414.50 | opposite zone cross | 1.50 |
| 2025-08-08 | long | 13:20 | 6405.50 | 14:15 | 6416.00 | opposite zone cross | 10.50 |
| 2025-08-08 | short | 12:25 | 6413.00 | 13:20 | 6405.50 | opposite zone cross | 7.50 |
| 2025-08-08 | long | 11:10 | 6405.50 | 12:25 | 6413.00 | opposite zone cross | 7.50 |
| 2025-08-08 | short | 10:15 | 6404.00 | 11:10 | 6405.50 | opposite zone cross | −1.50 |
| 2025-08-07 | short | 12:35 | 6368.00 | 15:59 | 6367.50 | end of day 15:59 | 0.50 |
| 2025-08-07 | long | 10:30 | 6382.00 | 12:35 | 6368.00 | opposite zone cross | −14.00 |
| 2025-08-06 | short | 14:25 | 6373.75 | 15:59 | 6371.75 | end of day 15:59 | 2.00 |
| 2025-08-06 | long | 12:40 | 6371.25 | 14:25 | 6373.75 | opposite zone cross | 2.50 |
| 2025-08-06 | short | 11:15 | 6354.00 | 12:40 | 6371.25 | opposite zone cross | −17.25 |
| 2025-08-05 | short | 15:35 | 6334.00 | 15:59 | 6325.25 | end of day 15:59 | 8.75 |
| 2025-08-05 | long | 14:35 | 6331.75 | 15:35 | 6334.00 | opposite zone cross | 2.25 |
| 2025-08-05 | short | 11:30 | 6325.25 | 14:35 | 6331.75 | opposite zone cross | −6.50 |
| 2025-08-05 | long | 10:35 | 6336.00 | 11:30 | 6325.25 | opposite zone cross | −10.75 |
| 2025-08-05 | short | 10:00 | 6364.50 | 10:35 | 6336.00 | opposite zone cross | 28.50 |
| 2025-08-04 | long | 14:05 | 6347.50 | 15:59 | 6357.00 | end of day 15:59 | 9.50 |
| 2025-08-04 | short | 12:15 | 6344.25 | 14:05 | 6347.50 | opposite zone cross | −3.25 |
| 2025-08-04 | long | 11:00 | 6338.75 | 12:15 | 6344.25 | opposite zone cross | 5.50 |
| 2025-08-04 | short | 10:10 | 6332.00 | 11:00 | 6338.75 | opposite zone cross | −6.75 |
Questions and answers
What happens if you buy NQ every time the Stochastic RSI K line crosses above the D line below 20?
From 2024-10-08 to 2026-10-07 on the NQ 15-minute chart, the Stochastic RSI strategy took 331 long trades, won 51.7% of them and made -1,066.75 points (-$21,335 on one NQ contract), before commission and slippage. From 2024-10-08 to 2026-10-07 on NQ, its long trades also made 1,059.50 points on 885 trades on the 5-minute chart, -75.75 points on 128 trades on the 1-hour chart and 4,758.75 points on 9 trades on the daily chart, before commission and slippage.
What happens if you short ES every time the Stochastic RSI K line crosses below the D line above 80?
From 2024-08-28 to 2026-08-27 on the ES 15-minute chart, the Stochastic RSI strategy took 402 short trades, won 49.0% of them and made 800.25 points ($40,013 on one ES contract), before commission and slippage. From 2024-08-28 to 2026-08-27 on ES, its short trades also made -293.75 points on 904 trades on the 5-minute chart, -409.25 points on 132 trades on the 1-hour chart and -966.25 points on 7 trades on the daily chart, before commission and slippage.
Does the Stochastic RSI strategy work on Nasdaq futures?
On NQ futures from 2024-10-08 to 2026-10-07, the Stochastic RSI strategy on the 15-minute chart took 739 trades, won 49.8% of them and finished -1,491.50 points (-$29,830 on one NQ contract), before commission and slippage.
What is the win rate of Stochastic RSI (14, 14, 3, 3) on ES futures?
The Stochastic RSI strategy won 51.4% of its 743 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 54.9% of 1,784 trades on the 5-minute chart, 47.8% of 253 trades on the 1-hour chart and 73.3% of 15 trades on the daily chart, before commission and slippage.
Is the Stochastic RSI 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 RSI strategy made 1,636.75 points on 1,801 trades on the 5-minute chart, -1,491.50 points on 739 trades on the 15-minute chart, -231.00 points on 263 trades on the 1-hour chart and 1,340.50 points on 19 trades on the daily chart, before commission and slippage.
Is it better to only buy or only sell Stochastic RSI signals on NQ?
On the NQ 15-minute chart from 2024-10-08 to 2026-10-07, the long trades made -1,066.75 points on 331 trades (51.7% won) and the short trades made -424.75 points on 408 trades (48.3% won), before commission and slippage.
How many trades does the Stochastic RSI strategy take on NQ in two years?
The Stochastic RSI strategy took 739 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 1,801 on the 5-minute chart, 263 on the 1-hour chart and 19 on the daily chart, before commission and slippage.
What is the max drawdown of the Stochastic RSI strategy on NQ?
The Stochastic RSI strategy had a max drawdown of 3,937.50 points ($78,750 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 4,907.00 points on the 5-minute chart, 2,004.00 points on the 1-hour chart and 6,866.00 points on the daily chart, before commission and slippage.
How does the Stochastic RSI strategy do on ES compared with NQ?
On the ES 15-minute chart from 2024-08-28 to 2026-08-27, the Stochastic RSI strategy took 743 trades, won 51.4% of them and made 887.25 points ($44,363 on one ES contract), before commission and slippage. On the NQ 15-minute chart from 2024-10-08 to 2026-10-07, the Stochastic RSI strategy took 739 trades, won 49.8% of them and made -1,491.50 points (-$29,830 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.