Strategy library · Momentum oscillators
TRIX signal cross backtest on NQ and ES futures
TRIX (15, 9) signal cross
Also called: TRIX 15 9 strategy, TRIX crossover, TRIX indicator strategy, buy when TRIX crosses above its signal line, short when TRIX crosses below its signal line
What happens if you buy NQ every time TRIX crosses above its signal line?
What it is
TRIX (15, 9) is the rate of change of a triple-smoothed exponential moving average, compared with its own 9-period signal line. This strategy goes long when TRIX crosses above its signal, short when it crosses below, and exits on the opposite cross.
What it did
On NQ futures from 2024-10-08 to 2026-10-07, the TRIX signal cross strategy took 646 trades on the 15-minute chart, won 45.7% of them and finished -2,371.75 points (-$47,435 on one NQ contract), before commission and slippage. From 2024-10-08 to 2026-10-07 on NQ, the 329 long trades on the 15-minute chart won 46.2% and made -1,075.50 points (-$21,510 on one NQ contract), before commission and slippage. On ES futures from 2024-08-28 to 2026-08-27, the TRIX signal cross strategy took 670 trades on the 15-minute chart, won 45.2% of them and finished -11.50 points (-$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 TRIX signal 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 TRIX crosses above its signal; short below. Exit: Opposite 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 | 1814 | 44.7% | 1.83 | 1.055 | 3,321.50 | $66,430 | 4,164.00 | 1782 | 44.3% | 0.58 | 1.086 | 1,037.75 | $51,888 | 728.75 |
| 5 minute · longs only | 897 | 46.2% | — | — | 2,330.50 | $46,610 | 2,732.00 | 878 | 46.7% | — | — | 455.75 | $22,788 | 573.25 |
| 5 minute · shorts only | 917 | 43.2% | — | — | 991.00 | $19,820 | 2,430.50 | 904 | 41.9% | — | — | 582.00 | $29,100 | 470.25 |
| 15 minute | 646 | 45.7% | −3.67 | 0.916 | −2,371.75 | −$47,435 | 3,990.50 | 670 | 45.2% | −0.02 | 0.998 | −11.50 | −$575 | 551.50 |
| 15 minute · longs only | 329 | 46.2% | — | — | −1,075.50 | −$21,510 | 2,376.50 | 337 | 46.0% | — | — | −322.50 | −$16,125 | 414.75 |
| 15 minute · shorts only | 317 | 45.1% | — | — | −1,296.25 | −$25,925 | 2,062.75 | 333 | 44.4% | — | — | 311.00 | $15,550 | 293.25 |
| 1 hour | 188 | 48.4% | 7.26 | 1.151 | 1,364.25 | $27,285 | 2,245.75 | 203 | 52.2% | 3.82 | 1.377 | 774.50 | $38,725 | 303.25 |
| 1 hour · longs only | 96 | 53.1% | — | — | 1,666.25 | $33,325 | 1,542.25 | 101 | 60.4% | — | — | 615.25 | $30,763 | 265.00 |
| 1 hour · shorts only | 92 | 43.5% | — | — | −302.00 | −$6,040 | 1,406.00 | 102 | 44.1% | — | — | 159.25 | $7,963 | 202.75 |
| Daily | 32 | 31.3% | −151.05 | 0.691 | −4,833.50 | −$96,670 | 8,979.00 | 26 | 30.8% | −55.16 | 0.550 | −1,434.25 | −$71,712 | 1,932.75 |
| Daily · longs only | 16 | 37.5% | — | — | 2,066.50 | $41,330 | 3,785.00 | 13 | 38.5% | — | — | 161.75 | $8,088 | 872.75 |
| Daily · shorts only | 16 | 25.0% | — | — | −6,900.00 | −$138,000 | 6,900.00 | 13 | 23.1% | — | — | −1,596.00 | −$79,800 | 1,596.00 |
Free to use with credit to CE Market Solutions (CC BY 4.0).
NQ 5 minute: the equity line
Long and short
| Side | Trades | Net pts |
|---|---|---|
| Long | 897 | 2,330.50 |
| Short | 917 | 991.00 |
By month
| Month | Trades | Net pts |
|---|---|---|
| 2024-10 | 66 | −49.75 |
| 2024-11 | 74 | −458.75 |
| 2024-12 | 70 | 175.75 |
| 2025-01 | 80 | −424.25 |
| 2025-02 | 69 | 1,517.75 |
| 2025-03 | 88 | −1,160.00 |
| 2025-04 | 73 | −1,313.25 |
| 2025-05 | 77 | 465.00 |
| 2025-06 | 74 | 14.25 |
| 2025-07 | 81 | −166.50 |
| 2025-08 | 71 | −70.50 |
| 2025-09 | 76 | 13.75 |
| 2025-10 | 77 | 496.25 |
| 2025-11 | 66 | 1,166.75 |
| 2025-12 | 80 | −562.00 |
| 2026-01 | 66 | 1,005.00 |
| 2026-02 | 64 | 861.25 |
| 2026-03 | 81 | 236.75 |
| 2026-04 | 74 | 438.25 |
| 2026-05 | 76 | 797.00 |
| 2026-06 | 80 | −50.50 |
| 2026-07 | 81 | 1,484.50 |
| 2026-08 | 82 | −1,159.00 |
| 2026-09 | 73 | −150.00 |
| 2026-10 | 15 | 213.75 |
Every trade, NQ 5 minute1814 trades
Pick any of the 1814 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 (1814), 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 |
|---|---|---|---|---|---|---|---|
| 2026-02-12 | long | 12:25 | 24896.50 | 15:30 | 24804.50 | opposite cross | −92.00 |
| 2026-02-12 | short | 09:40 | 25359.50 | 12:25 | 24896.50 | opposite cross | 463.00 |
| 2026-02-11 | short | 15:15 | 25307.50 | 15:59 | 25278.50 | end of day 15:59 | 29.00 |
| 2026-02-11 | long | 11:35 | 25202.50 | 15:15 | 25307.50 | opposite cross | 105.00 |
| 2026-02-11 | short | 10:00 | 25306.50 | 11:35 | 25202.50 | opposite cross | 104.00 |
| 2026-02-10 | short | 15:15 | 25251.25 | 15:59 | 25219.75 | end of day 15:59 | 31.50 |
| 2026-02-10 | long | 15:05 | 25272.75 | 15:15 | 25251.25 | opposite cross | −21.50 |
| 2026-02-10 | short | 13:30 | 25292.00 | 15:05 | 25272.75 | opposite cross | 19.25 |
| 2026-02-10 | long | 12:40 | 25361.50 | 13:30 | 25292.00 | opposite cross | −69.50 |
| 2026-02-10 | short | 11:20 | 25383.50 | 12:40 | 25361.50 | opposite cross | 22.00 |
| 2026-02-10 | long | 10:10 | 25435.25 | 11:20 | 25383.50 | opposite cross | −51.75 |
| 2026-02-10 | short | 09:55 | 25367.50 | 10:10 | 25435.25 | opposite cross | −67.75 |
| 2026-02-09 | short | 15:05 | 25402.50 | 15:59 | 25337.75 | end of day 15:59 | 64.75 |
| 2026-02-09 | long | 14:50 | 25414.75 | 15:05 | 25402.50 | opposite cross | −12.25 |
| 2026-02-09 | short | 12:30 | 25384.50 | 14:50 | 25414.75 | opposite cross | −30.25 |
| 2026-02-09 | long | 10:00 | 25112.25 | 12:30 | 25384.50 | opposite cross | 272.25 |
| 2026-02-06 | short | 12:55 | 25086.25 | 15:59 | 25146.75 | end of day 15:59 | −60.50 |
| 2026-02-06 | long | 09:45 | 24926.75 | 12:55 | 25086.25 | opposite cross | 159.50 |
| 2026-02-05 | short | 13:25 | 24730.50 | 15:59 | 24638.25 | end of day 15:59 | 92.25 |
| 2026-02-05 | long | 11:30 | 24780.25 | 13:25 | 24730.50 | opposite cross | −49.75 |
| 2026-02-05 | short | 10:25 | 24602.75 | 11:30 | 24780.25 | opposite cross | −177.50 |
| 2026-02-04 | long | 13:30 | 24942.00 | 15:59 | 24994.50 | end of day 15:59 | 52.50 |
| 2026-02-03 | long | 14:20 | 25336.25 | 15:59 | 25445.50 | end of day 15:59 | 109.25 |
| 2026-02-03 | short | 14:05 | 25231.50 | 14:20 | 25336.25 | opposite cross | −104.75 |
| 2026-02-03 | long | 11:25 | 25505.00 | 14:05 | 25231.50 | opposite cross | −273.50 |
| 2026-02-02 | short | 11:15 | 25855.75 | 15:59 | 25856.50 | end of day 15:59 | −0.75 |
| 2026-01-30 | short | 15:20 | 25595.00 | 15:59 | 25675.50 | end of day 15:59 | −80.50 |
| 2026-01-30 | long | 14:05 | 25751.00 | 15:20 | 25595.00 | opposite cross | −156.00 |
| 2026-01-30 | short | 11:00 | 25842.00 | 14:05 | 25751.00 | opposite cross | 91.00 |
| 2026-01-30 | long | 10:55 | 25864.00 | 11:00 | 25842.00 | opposite cross | −22.00 |
| 2026-01-30 | short | 10:35 | 25806.50 | 10:55 | 25864.00 | opposite cross | −57.50 |
| 2026-01-30 | long | 09:50 | 25892.00 | 10:35 | 25806.50 | opposite cross | −85.50 |
| 2026-01-29 | short | 14:45 | 25857.00 | 15:59 | 25991.50 | end of day 15:59 | −134.50 |
| 2026-01-29 | long | 11:35 | 25680.00 | 14:45 | 25857.00 | opposite cross | 177.00 |
| 2026-01-28 | long | 12:35 | 26113.75 | 15:59 | 26149.25 | end of day 15:59 | 35.50 |
| 2026-01-28 | short | 10:20 | 26236.25 | 12:35 | 26113.75 | opposite cross | 122.50 |
| 2026-01-28 | long | 10:00 | 26253.00 | 10:20 | 26236.25 | opposite cross | −16.75 |
| 2026-01-27 | long | 14:00 | 26090.00 | 15:59 | 26076.00 | end of day 15:59 | −14.00 |
| 2026-01-27 | short | 12:00 | 26080.00 | 14:00 | 26090.00 | opposite cross | −10.00 |
| 2026-01-27 | long | 10:05 | 26056.75 | 12:00 | 26080.00 | opposite cross | 23.25 |
| 2026-01-26 | short | 11:25 | 25892.50 | 15:59 | 25845.00 | end of day 15:59 | 47.50 |
| 2026-01-23 | short | 15:15 | 25725.25 | 15:59 | 25735.50 | end of day 15:59 | −10.25 |
| 2026-01-23 | long | 14:25 | 25769.00 | 15:15 | 25725.25 | opposite cross | −43.75 |
| 2026-01-23 | short | 11:55 | 25807.25 | 14:25 | 25769.00 | opposite cross | 38.25 |
| 2026-01-23 | long | 09:55 | 25623.00 | 11:55 | 25807.25 | opposite cross | 184.25 |
| 2026-01-22 | short | 13:40 | 25704.50 | 15:59 | 25662.00 | end of day 15:59 | 42.50 |
| 2026-01-22 | long | 11:05 | 25627.00 | 13:40 | 25704.50 | opposite cross | 77.50 |
| 2026-01-22 | short | 09:45 | 25646.50 | 11:05 | 25627.00 | opposite cross | 19.50 |
| 2026-01-21 | long | 13:45 | 25219.50 | 15:59 | 25471.50 | end of day 15:59 | 252.00 |
| 2026-01-21 | short | 11:40 | 25335.50 | 13:45 | 25219.50 | opposite cross | 116.00 |
Questions and answers
What happens if you buy NQ every time TRIX crosses above its signal line?
From 2024-10-08 to 2026-10-07 on the NQ 15-minute chart, the TRIX signal cross strategy took 329 long trades, won 46.2% of them and made -1,075.50 points (-$21,510 on one NQ contract), before commission and slippage. From 2024-10-08 to 2026-10-07 on NQ, its long trades also made 2,330.50 points on 897 trades on the 5-minute chart, 1,666.25 points on 96 trades on the 1-hour chart and 2,066.50 points on 16 trades on the daily chart, before commission and slippage.
What happens if you short ES every time TRIX crosses below its signal line?
From 2024-08-28 to 2026-08-27 on the ES 15-minute chart, the TRIX signal cross strategy took 333 short trades, won 44.4% of them and made 311.00 points ($15,550 on one ES contract), before commission and slippage. From 2024-08-28 to 2026-08-27 on ES, its short trades also made 582.00 points on 904 trades on the 5-minute chart, 159.25 points on 102 trades on the 1-hour chart and -1,596.00 points on 13 trades on the daily chart, before commission and slippage.
Does the TRIX signal cross strategy work on Nasdaq futures?
On NQ futures from 2024-10-08 to 2026-10-07, the TRIX signal cross strategy on the 15-minute chart took 646 trades, won 45.7% of them and finished -2,371.75 points (-$47,435 on one NQ contract), before commission and slippage.
What is the win rate of TRIX (15, 9) signal cross on ES futures?
The TRIX signal cross strategy won 45.2% of its 670 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 44.3% of 1,782 trades on the 5-minute chart, 52.2% of 203 trades on the 1-hour chart and 30.8% of 26 trades on the daily chart, before commission and slippage.
Is the TRIX signal 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 TRIX signal cross strategy made 3,321.50 points on 1,814 trades on the 5-minute chart, -2,371.75 points on 646 trades on the 15-minute chart, 1,364.25 points on 188 trades on the 1-hour chart and -4,833.50 points on 32 trades on the daily chart, before commission and slippage.
Is it better to only buy or only sell TRIX signal cross signals on NQ?
On the NQ 15-minute chart from 2024-10-08 to 2026-10-07, the long trades made -1,075.50 points on 329 trades (46.2% won) and the short trades made -1,296.25 points on 317 trades (45.1% won), before commission and slippage.
How many trades does the TRIX signal cross strategy take on NQ in two years?
The TRIX signal cross strategy took 646 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 1,814 on the 5-minute chart, 188 on the 1-hour chart and 32 on the daily chart, before commission and slippage.
What is the max drawdown of the TRIX signal cross strategy on NQ?
The TRIX signal cross strategy had a max drawdown of 3,990.50 points ($79,810 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 4,164.00 points on the 5-minute chart, 2,245.75 points on the 1-hour chart and 8,979.00 points on the daily chart, before commission and slippage.
How does the TRIX signal cross strategy do on ES compared with NQ?
On the ES 15-minute chart from 2024-08-28 to 2026-08-27, the TRIX signal cross strategy took 670 trades, won 45.2% of them and made -11.50 points (-$575 on one ES contract), before commission and slippage. On the NQ 15-minute chart from 2024-10-08 to 2026-10-07, the TRIX signal cross strategy took 646 trades, won 45.7% of them and made -2,371.75 points (-$47,435 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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