Strategy library · Popular combos
Stochastic with an EMA 50 trend filter backtest on NQ and ES futures
Stochastic with an EMA 50 trend filter
Also called: stochastic and 50 EMA strategy, stochastic trend filter, stochastic EMA 50, buy when the Stochastic %K crosses above %D below 20 while price is above the 50 EMA, short when the Stochastic %K crosses below %D above 80 while price is below the 50 EMA
What happens if you buy NQ every time the Stochastic %K crosses above %D below 20 while price is above the 50 EMA?
What it is
This is the stochastic (14, 3, 3) zone cross with a trend filter: longs only when price is above the EMA 50 and shorts only when it is below. It exits on the opposite zone cross.
What it did
On NQ futures from 2024-10-08 to 2026-10-07, the stochastic with an EMA 50 trend filter strategy took 39 trades on the 15-minute chart, won 46.2% of them and finished 492.25 points ($9,845 on one NQ contract), before commission and slippage. From 2024-10-08 to 2026-10-07 on NQ, the 8 long trades on the 15-minute chart won 62.5% and made 175.25 points ($3,505 on one NQ contract), before commission and slippage. On ES futures from 2024-08-28 to 2026-08-27, the stochastic with an EMA 50 trend filter strategy took 42 trades on the 15-minute chart, won 50.0% of them and finished -152.50 points (-$7,625 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 with an EMA 50 trend 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: MO09, but longs only above EMA 50 and shorts only below it. 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 | 174 | 56.9% | −2.24 | 0.945 | −389.25 | −$7,785 | 1,643.25 | 163 | 54.6% | 0.80 | 1.108 | 131.00 | $6,550 | 190.75 |
| 5 minute · longs only | 63 | 63.5% | — | — | 183.25 | $3,665 | 1,197.25 | 59 | 62.7% | — | — | 182.00 | $9,100 | 85.25 |
| 5 minute · shorts only | 111 | 53.2% | — | — | −572.50 | −$11,450 | 1,264.50 | 104 | 50.0% | — | — | −51.00 | −$2,550 | 186.00 |
| 15 minute | 39 | 46.2% | 12.62 | 1.490 | 492.25 | $9,845 | 398.50 | 42 | 50.0% | −3.63 | 0.668 | −152.50 | −$7,625 | 329.00 |
| 15 minute · longs only | 8 | 62.5% | — | — | 175.25 | $3,505 | 57.00 | 14 | 28.6% | — | — | −270.25 | −$13,512 | 295.75 |
| 15 minute · shorts only | 31 | 41.9% | — | — | 317.00 | $6,340 | 405.50 | 28 | 60.7% | — | — | 117.75 | $5,888 | 77.00 |
| 1 hour | 10 | 50.0% | −31.82 | 0.686 | −318.25 | −$6,365 | 903.25 | 11 | 36.4% | −9.16 | 0.577 | −100.75 | −$5,037 | 153.50 |
| 1 hour · longs only | 6 | 66.7% | — | — | 543.25 | $10,865 | 21.75 | 4 | 50.0% | — | — | 39.75 | $1,988 | 24.25 |
| 1 hour · shorts only | 4 | 25.0% | — | — | −861.50 | −$17,230 | 984.25 | 7 | 28.6% | — | — | −140.50 | −$7,025 | 186.75 |
| Daily | 1 | 100.0% | 1,794.00 | — | 1,794.00 | $35,880 | 0.00 | 1 | 0.0% | −730.50 | 0.000 | −730.50 | −$36,525 | 730.50 |
| Daily · longs only | 0 | — | — | — | — | — | — | 0 | — | — | — | — | — | — |
| Daily · shorts only | 1 | 100.0% | — | — | 1,794.00 | $35,880 | 0.00 | 1 | 0.0% | — | — | −730.50 | −$36,525 | 730.50 |
NQ 1 hour: small sample (10 trades). NQ Daily: small sample (1 trade). ES 1 hour: small sample (11 trades). ES Daily: small sample (1 trade).
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 | 14 | −270.25 |
| Short | 28 | 117.75 |
By month
| Month | Trades | Net pts |
|---|---|---|
| 2024-09 | 2 | −8.50 |
| 2024-10 | 4 | 71.00 |
| 2024-11 | 1 | −1.00 |
| 2024-12 | 4 | 11.00 |
| 2025-01 | 1 | 16.00 |
| 2025-02 | 2 | 26.00 |
| 2025-03 | 1 | 7.00 |
| 2025-04 | 4 | −247.25 |
| 2025-06 | 1 | 11.75 |
| 2025-07 | 1 | 5.25 |
| 2025-08 | 4 | −51.75 |
| 2025-11 | 2 | 26.50 |
| 2026-01 | 2 | −26.50 |
| 2026-02 | 1 | −4.50 |
| 2026-03 | 1 | −1.25 |
| 2026-04 | 2 | −3.75 |
| 2026-05 | 3 | 10.75 |
| 2026-06 | 1 | −35.00 |
| 2026-07 | 2 | 42.50 |
| 2026-08 | 3 | −0.75 |
Every trade, ES 15 minute42 trades
Pick any of the 42 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 (42), 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 |
|---|---|---|---|---|---|---|---|
| 2026-08-27 | long | 15:15 | 7730.25 | 15:59 | 7741.25 | end of day 15:59 | 11.00 |
| 2026-08-21 | long | 15:00 | 7697.25 | 15:59 | 7691.75 | end of day 15:59 | −5.50 |
| 2026-08-19 | long | 14:45 | 7737.50 | 15:59 | 7731.25 | end of day 15:59 | −6.25 |
| 2026-07-16 | short | 11:15 | 7602.50 | 14:45 | 7574.25 | opposite zone cross | 28.25 |
| 2026-07-07 | short | 14:30 | 7567.25 | 15:59 | 7553.00 | end of day 15:59 | 14.25 |
| 2026-06-26 | long | 15:30 | 7415.25 | 15:59 | 7380.25 | end of day 15:59 | −35.00 |
| 2026-05-27 | short | 15:30 | 7539.25 | 15:59 | 7540.00 | end of day 15:59 | −0.75 |
| 2026-05-15 | short | 14:30 | 7458.25 | 15:59 | 7432.50 | end of day 15:59 | 25.75 |
| 2026-05-01 | long | 15:15 | 7271.75 | 15:59 | 7257.50 | end of day 15:59 | −14.25 |
| 2026-04-28 | short | 15:30 | 7170.25 | 15:59 | 7171.50 | end of day 15:59 | −1.25 |
| 2026-04-17 | long | 15:45 | 7164.00 | 15:59 | 7161.50 | end of day 15:59 | −2.50 |
| 2026-03-23 | long | 13:00 | 6632.75 | 15:59 | 6631.50 | end of day 15:59 | −1.25 |
| 2026-02-26 | short | 15:15 | 6917.00 | 15:59 | 6921.50 | end of day 15:59 | −4.50 |
| 2026-01-29 | short | 15:00 | 6962.25 | 15:59 | 6989.75 | end of day 15:59 | −27.50 |
| 2026-01-02 | short | 15:30 | 6901.25 | 15:59 | 6900.25 | end of day 15:59 | 1.00 |
| 2025-11-06 | short | 15:15 | 6777.00 | 15:59 | 6750.00 | end of day 15:59 | 27.00 |
| 2025-11-03 | short | 14:15 | 6884.75 | 15:59 | 6885.25 | end of day 15:59 | −0.50 |
| 2025-08-20 | short | 14:15 | 6393.75 | 15:59 | 6413.75 | end of day 15:59 | −20.00 |
| 2025-08-15 | short | 14:45 | 6479.25 | 15:59 | 6471.50 | end of day 15:59 | 7.75 |
| 2025-08-13 | long | 11:45 | 6482.25 | 15:45 | 6481.75 | opposite zone cross | −0.50 |
| 2025-08-07 | long | 09:45 | 6406.50 | 15:59 | 6367.50 | end of day 15:59 | −39.00 |
| 2025-07-04 | short | 11:15 | 6288.75 | 12:59 | 6283.50 | early close | 5.25 |
| 2025-06-27 | long | 09:45 | 6211.00 | 11:00 | 6222.75 | opposite zone cross | 11.75 |
| 2025-04-30 | short | 13:15 | 5519.75 | 15:59 | 5584.00 | end of day 15:59 | −64.25 |
| 2025-04-10 | short | 15:15 | 5306.50 | 15:59 | 5299.50 | end of day 15:59 | 7.00 |
| 2025-04-08 | long | 12:00 | 5220.75 | 15:59 | 5017.50 | end of day 15:59 | −203.25 |
| 2025-04-02 | long | 15:30 | 5696.75 | 15:59 | 5710.00 | end of day 15:59 | 13.25 |
| 2025-03-25 | long | 14:15 | 5819.00 | 15:59 | 5826.00 | end of day 15:59 | 7.00 |
| 2025-02-24 | short | 14:15 | 6036.25 | 15:59 | 6002.25 | end of day 15:59 | 34.00 |
| 2025-02-20 | short | 15:15 | 6129.25 | 15:59 | 6137.25 | end of day 15:59 | −8.00 |
| 2025-01-10 | short | 14:15 | 5882.50 | 15:59 | 5866.50 | end of day 15:59 | 16.00 |
| 2024-12-30 | short | 13:30 | 5981.00 | 15:59 | 5958.00 | end of day 15:59 | 23.00 |
| 2024-12-27 | short | 15:15 | 6013.00 | 15:59 | 6028.50 | end of day 15:59 | −15.50 |
| 2024-12-17 | short | 12:15 | 6131.00 | 15:59 | 6127.75 | end of day 15:59 | 3.25 |
| 2024-12-13 | short | 15:15 | 6056.00 | 15:59 | 6055.75 | end of day 15:59 | 0.25 |
| 2024-11-27 | short | 15:15 | 6014.75 | 15:59 | 6015.75 | end of day 15:59 | −1.00 |
| 2024-10-30 | short | 11:15 | 5870.50 | 15:59 | 5853.00 | end of day 15:59 | 17.50 |
| 2024-10-10 | short | 12:45 | 5830.25 | 15:59 | 5828.75 | end of day 15:59 | 1.50 |
| 2024-10-07 | short | 09:45 | 5779.50 | 15:15 | 5745.00 | opposite zone cross | 34.50 |
| 2024-10-01 | short | 15:00 | 5778.00 | 15:59 | 5760.50 | end of day 15:59 | 17.50 |
| 2024-09-26 | short | 15:45 | 5800.25 | 15:59 | 5803.00 | end of day 15:59 | −2.75 |
| 2024-09-04 | long | 14:30 | 5533.75 | 15:59 | 5528.00 | end of day 15:59 | −5.75 |
Page 1 of 1
The other trades quoted above
Every trade, NQ 15 minute39 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 |
|---|---|---|---|---|---|---|---|
| 2026-10-07 | short | 12:30 | 31331.50 | 15:59 | 31396.00 | end of day 15:59 | −64.50 |
| 2026-10-02 | long | 14:15 | 31050.25 | 15:59 | 31070.00 | end of day 15:59 | 19.75 |
| 2026-09-01 | short | 12:15 | 29232.75 | 15:00 | 29075.50 | opposite zone cross | 157.25 |
| 2026-08-24 | short | 13:00 | 29171.25 | 15:59 | 29099.50 | end of day 15:59 | 71.75 |
| 2026-07-31 | short | 14:15 | 28402.75 | 15:59 | 28402.75 | end of day 15:59 | 0.00 |
| 2026-07-07 | short | 14:30 | 29517.50 | 15:59 | 29394.50 | end of day 15:59 | 123.00 |
| 2026-06-23 | short | 10:45 | 29885.00 | 15:15 | 29673.25 | opposite zone cross | 211.75 |
| 2026-05-27 | short | 15:15 | 30041.25 | 15:59 | 30047.25 | end of day 15:59 | −6.00 |
| 2026-04-29 | short | 11:15 | 27230.50 | 15:59 | 27337.25 | end of day 15:59 | −106.75 |
| 2026-03-23 | long | 13:00 | 24369.00 | 15:59 | 24398.75 | end of day 15:59 | 29.75 |
| 2026-02-27 | short | 11:30 | 24969.00 | 15:59 | 24998.25 | end of day 15:59 | −29.25 |
| 2026-02-26 | short | 15:15 | 25037.00 | 15:59 | 25083.25 | end of day 15:59 | −46.25 |
| 2026-02-04 | short | 15:45 | 25064.75 | 15:59 | 24994.50 | end of day 15:59 | 70.25 |
| 2026-01-29 | short | 14:45 | 25857.00 | 15:59 | 25991.50 | end of day 15:59 | −134.50 |
| 2026-01-05 | long | 15:15 | 25600.00 | 15:59 | 25586.75 | end of day 15:59 | −13.25 |
| 2025-11-18 | short | 14:00 | 24712.00 | 15:59 | 24585.00 | end of day 15:59 | 127.00 |
| 2025-11-10 | long | 12:00 | 25521.25 | 14:00 | 25647.25 | opposite zone cross | 126.00 |
| 2025-11-06 | short | 15:15 | 25391.75 | 15:59 | 25258.25 | end of day 15:59 | 133.50 |
| 2025-10-21 | short | 13:00 | 25285.75 | 15:59 | 25291.25 | end of day 15:59 | −5.50 |
| 2025-09-25 | short | 11:30 | 24598.50 | 15:59 | 24632.25 | end of day 15:59 | −33.75 |
| 2025-09-16 | short | 15:30 | 24299.75 | 15:59 | 24286.00 | end of day 15:59 | 13.75 |
| 2025-09-05 | short | 15:45 | 23664.50 | 15:59 | 23691.00 | end of day 15:59 | −26.50 |
| 2025-08-25 | long | 15:30 | 23552.50 | 15:59 | 23495.50 | end of day 15:59 | −57.00 |
| 2025-08-20 | short | 14:15 | 23224.75 | 15:59 | 23324.75 | end of day 15:59 | −100.00 |
| 2025-07-22 | short | 15:30 | 23238.75 | 15:59 | 23221.25 | end of day 15:59 | 17.50 |
| 2025-06-27 | long | 09:45 | 22732.75 | 12:30 | 22796.75 | opposite zone cross | 64.00 |
| 2025-04-30 | short | 12:30 | 19386.00 | 15:59 | 19642.50 | end of day 15:59 | −256.50 |
| 2025-04-10 | short | 15:15 | 18486.75 | 15:59 | 18483.00 | end of day 15:59 | 3.75 |
| 2025-03-04 | short | 13:30 | 20379.25 | 15:59 | 20397.50 | end of day 15:59 | −18.25 |
| 2025-02-24 | short | 14:15 | 21602.75 | 15:59 | 21421.00 | end of day 15:59 | 181.75 |
| 2025-02-20 | short | 15:00 | 22116.50 | 15:59 | 22144.75 | end of day 15:59 | −28.25 |
| 2025-02-19 | short | 12:30 | 22219.75 | 15:59 | 22247.00 | end of day 15:59 | −27.25 |
| 2025-01-10 | short | 14:15 | 21072.75 | 15:59 | 21015.50 | end of day 15:59 | 57.25 |
| 2025-01-06 | long | 15:30 | 21727.00 | 15:59 | 21750.50 | end of day 15:59 | 23.50 |
| 2024-12-27 | short | 14:45 | 21685.50 | 15:59 | 21703.00 | end of day 15:59 | −17.50 |
| 2024-12-12 | short | 13:45 | 21708.00 | 15:59 | 21643.25 | end of day 15:59 | 64.75 |
| 2024-11-27 | short | 15:00 | 20804.25 | 15:59 | 20816.25 | end of day 15:59 | −12.00 |
| 2024-11-12 | short | 15:15 | 21181.50 | 15:59 | 21185.00 | end of day 15:59 | −3.50 |
| 2024-11-01 | long | 14:45 | 20164.50 | 15:59 | 20147.00 | end of day 15:59 | −17.50 |
Questions and answers
What happens if you buy NQ every time the Stochastic %K crosses above %D below 20 while price is above the 50 EMA?
From 2024-10-08 to 2026-10-07 on the NQ 15-minute chart, the stochastic with an EMA 50 trend filter strategy took 8 long trades, won 62.5% of them and made 175.25 points ($3,505 on one NQ contract), before commission and slippage. From 2024-10-08 to 2026-10-07 on NQ, its long trades also made 183.25 points on 63 trades on the 5-minute chart, 543.25 points on 6 trades on the 1-hour chart and 0.00 points on 0 trades on the daily chart, before commission and slippage.
What happens if you short ES every time the Stochastic %K crosses below %D above 80 while price is below the 50 EMA?
From 2024-08-28 to 2026-08-27 on the ES 15-minute chart, the stochastic with an EMA 50 trend filter strategy took 28 short trades, won 60.7% of them and made 117.75 points ($5,888 on one ES contract), before commission and slippage. From 2024-08-28 to 2026-08-27 on ES, its short trades also made -51.00 points on 104 trades on the 5-minute chart, -140.50 points on 7 trades on the 1-hour chart and -730.50 points on 1 trade on the daily chart, before commission and slippage.
Does the stochastic with an EMA 50 trend filter strategy work on Nasdaq futures?
On NQ futures from 2024-10-08 to 2026-10-07, the stochastic with an EMA 50 trend filter strategy on the 15-minute chart took 39 trades, won 46.2% of them and finished 492.25 points ($9,845 on one NQ contract), before commission and slippage.
What is the win rate of Stochastic with an EMA 50 trend filter on ES futures?
The stochastic with an EMA 50 trend filter strategy won 50.0% of its 42 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 54.6% of 163 trades on the 5-minute chart, 36.4% of 11 trades on the 1-hour chart and 0.0% of 1 trade on the daily chart, before commission and slippage.
Is the stochastic with an EMA 50 trend 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 stochastic with an EMA 50 trend filter strategy made -389.25 points on 174 trades on the 5-minute chart, 492.25 points on 39 trades on the 15-minute chart, -318.25 points on 10 trades on the 1-hour chart and 1,794.00 points on 1 trade on the daily chart, before commission and slippage.
Is it better to only buy or only sell stochastic with an EMA 50 trend filter signals on NQ?
On the NQ 15-minute chart from 2024-10-08 to 2026-10-07, the long trades made 175.25 points on 8 trades (62.5% won) and the short trades made 317.00 points on 31 trades (41.9% won), before commission and slippage.
How many trades does the stochastic with an EMA 50 trend filter strategy take on NQ in two years?
The stochastic with an EMA 50 trend filter strategy took 39 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 174 on the 5-minute chart, 10 on the 1-hour chart and 1 on the daily chart, before commission and slippage.
What is the max drawdown of the stochastic with an EMA 50 trend filter strategy on NQ?
The stochastic with an EMA 50 trend filter strategy had a max drawdown of 398.50 points ($7,970 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 1,643.25 points on the 5-minute chart, 903.25 points on the 1-hour chart and 0.00 points on the daily chart, before commission and slippage.
How does the stochastic with an EMA 50 trend filter strategy do on ES compared with NQ?
On the ES 15-minute chart from 2024-08-28 to 2026-08-27, the stochastic with an EMA 50 trend filter strategy took 42 trades, won 50.0% of them and made -152.50 points (-$7,625 on one ES contract), before commission and slippage. On the NQ 15-minute chart from 2024-10-08 to 2026-10-07, the stochastic with an EMA 50 trend filter strategy took 39 trades, won 46.2% of them and made 492.25 points ($9,845 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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