Strategy library · Mean reversion and bands

Turnaround Tuesday backtest on NQ and ES futures

Turnaround Tuesday

Also called: Turnaround Tuesday strategy, Monday down Tuesday up, day of the week strategy

What happens if you buy NQ every time Monday closes down (buying Monday's close and selling Tuesday's close)?

What it is

Turnaround Tuesday is a calendar pattern: if Monday closes down, this strategy buys Monday's close. It sells at Tuesday's close.

What it did

On NQ futures from 2024-10-08 to 2026-10-07, the Turnaround Tuesday strategy took 37 trades on the daily chart, won 43.2% of them and finished 820.25 points ($16,405 on one NQ contract), before commission and slippage. On ES futures from 2024-08-28 to 2026-08-27, the Turnaround Tuesday strategy took 33 trades on the daily chart, won 45.5% of them and finished 249.25 points ($12,463 on one ES contract), before commission and slippage. This strategy was tested on the daily chart only; every trade is listed on this page.

How it was tested

CE Market Solutions tested the Turnaround Tuesday 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: If Monday closes down, buy Monday's close. Exit: Sell Tuesday's close.

TimeframeNQ · 2024-10-08 to 2026-10-07ES · 2024-08-28 to 2026-08-27
TradesWin %Avg ptsProfit factorNet ptsNet $ (1 NQ)Max DD ptsTradesWin %Avg ptsProfit factorNet ptsNet $ (1 ES)Max DD pts
Daily3743.2%22.171.248820.25$16,405943.003345.5%7.551.382249.25$12,463197.50

Free to use with credit to CE Market Solutions (CC BY 4.0).

NQ daily: the equity line

Turnaround Tuesday, NQ daily, 2024-10-08 to 2026-10-07. Cumulative points after each trade; low −47.00, high 1,666.50, last 820.25.

Long and short

SideTradesNet pts
Long37820.25
Short0—

By month

MonthTradesNet pts
2024-112186.75
2024-122−164.50
2025-012172.75
2025-022−242.00
2025-0320.75
2025-042853.50
2025-051−205.25
2025-07168.75
2025-08368.50
2025-111−354.50
2025-12496.00
2026-011−245.25
2026-022255.75
2026-031769.50
2026-042−273.00
2026-052319.75
2026-072110.50
2026-083−469.75
2026-092−128.00
Every trade, NQ daily37 trades

Daily results show the table and the equity line; there is no chart viewer for them yet.

All trades (37), newest first

Times are New York time; points are gross.

Session dateSideEntry (ET)Entry priceExit (ET)Exit priceExit reasonPoints
2026-09-29long2026-09-28 18:0030560.502026-09-29 18:0030657.25tuesday close96.75
2026-09-15long2026-09-14 18:0029488.502026-09-15 18:0029263.75tuesday close−224.75
2026-08-25long2026-08-24 18:0029140.502026-08-25 18:0029288.00tuesday close147.50
2026-08-18long2026-08-17 18:0030077.002026-08-18 18:0029566.50tuesday close−510.50
2026-08-11long2026-08-10 18:0029764.502026-08-11 18:0029657.75tuesday close−106.75
2026-07-28long2026-07-27 18:0028210.502026-07-28 18:0027962.00tuesday close−248.50
2026-07-14long2026-07-13 18:0029446.002026-07-14 18:0029805.00tuesday close359.00
2026-05-19long2026-05-18 18:0029100.002026-05-19 18:0028929.75tuesday close−170.25
2026-05-05long2026-05-04 18:0027760.002026-05-05 18:0028250.00tuesday close490.00
2026-04-28long2026-04-27 18:0027423.002026-04-28 18:0027197.25tuesday close−225.75
2026-04-21long2026-04-20 18:0026776.752026-04-21 18:0026729.50tuesday close−47.25
2026-03-31long2026-03-30 18:0023119.502026-03-31 18:0023889.00tuesday close769.50
2026-02-24long2026-02-23 18:0024788.002026-02-24 18:0025016.25tuesday close228.25
2026-02-17long2026-02-16 18:0024746.252026-02-17 18:0024773.75tuesday close27.50
2026-01-20long2026-01-19 18:0025394.752026-01-20 18:0025149.50tuesday close−245.25
2025-12-30long2025-12-29 18:0025740.002025-12-30 18:0025683.25tuesday close−56.75
2025-12-16long2025-12-15 18:0025345.752025-12-16 18:0025332.00tuesday close−13.75
2025-12-09long2025-12-08 18:0025713.002025-12-09 18:0025680.00tuesday close−33.00
2025-12-02long2025-12-01 18:0025411.502025-12-02 18:0025611.00tuesday close199.50
2025-11-18long2025-11-17 18:0024905.502025-11-18 18:0024551.00tuesday close−354.50
2025-08-26long2025-08-25 18:0023505.752025-08-26 18:0023604.00tuesday close98.25
2025-08-19long2025-08-18 18:0023800.752025-08-19 18:0023461.00tuesday close−339.75
2025-08-12long2025-08-11 18:0023635.002025-08-12 18:0023945.00tuesday close310.00
2025-07-08long2025-07-07 18:0022837.752025-07-08 18:0022906.50tuesday close68.75
2025-05-06long2025-05-05 18:0020014.252025-05-06 18:0019809.00tuesday close−205.25
2025-04-29long2025-04-28 18:0019478.252025-04-29 18:0019599.75tuesday close121.50
2025-04-22long2025-04-21 18:0017914.002025-04-22 18:0018646.00tuesday close732.00
2025-03-11long2025-03-10 18:0019440.002025-03-11 18:0019412.75tuesday close−27.25
2025-03-04long2025-03-03 18:0020527.002025-03-04 18:0020555.00tuesday close28.00
2025-02-25long2025-02-24 18:0021442.502025-02-25 18:0021230.50tuesday close−212.00
2025-02-04long2025-02-03 18:0021592.002025-02-04 18:0021562.00tuesday close−30.00
2025-01-28long2025-01-27 18:0021343.252025-01-28 18:0021559.00tuesday close215.75
2025-01-14long2025-01-13 18:0021020.002025-01-14 18:0020977.00tuesday close−43.00
2024-12-31long2024-12-30 18:0021390.252025-01-01 18:0021269.00tuesday close−121.25
2024-12-10long2024-12-09 18:0021479.252024-12-10 18:0021436.00tuesday close−43.25
2024-11-12long2024-11-11 18:0021221.002024-11-12 18:0021178.00tuesday close−43.00
2024-11-05long2024-11-04 18:0020130.752024-11-05 18:0020360.50tuesday close229.75

Page 1 of 1

The other trades quoted above

Every trade, ES daily33 trades

Newest first. Times are New York time; points are gross.

Session dateSideEntry (ET)Entry priceExit (ET)Exit priceExit reasonPoints
2026-08-25long2026-08-24 18:007676.002026-08-25 18:007691.50tuesday close15.50
2026-08-18long2026-08-17 18:007766.002026-08-18 18:007714.00tuesday close−52.00
2026-07-21long2026-07-20 18:007484.002026-07-21 18:007545.00tuesday close61.00
2026-07-14long2026-07-13 18:007557.002026-07-14 18:007589.75tuesday close32.75
2026-06-23long2026-06-22 18:007541.252026-06-23 18:007449.25tuesday close−92.00
2026-05-05long2026-05-04 18:007228.752026-05-05 18:007300.50tuesday close71.75
2026-04-21long2026-04-20 18:007150.752026-04-21 18:007125.00tuesday close−25.75
2026-03-31long2026-03-30 18:006385.252026-03-31 18:006562.00tuesday close176.75
2026-02-24long2026-02-23 18:006858.252026-02-24 18:006900.25tuesday close42.00
2026-01-20long2026-01-19 18:006913.502026-01-20 18:006839.00tuesday close−74.50
2025-12-30long2025-12-29 18:006956.502025-12-30 18:006945.50tuesday close−11.00
2025-12-16long2025-12-15 18:006882.752025-12-16 18:006849.25tuesday close−33.50
2025-12-09long2025-12-08 18:006865.002025-12-09 18:006847.25tuesday close−17.75
2025-12-02long2025-12-01 18:006829.002025-12-02 18:006843.00tuesday close14.00
2025-11-18long2025-11-17 18:006696.502025-11-18 18:006630.75tuesday close−65.75
2025-08-26long2025-08-25 18:006460.252025-08-26 18:006486.75tuesday close26.50
2025-08-19long2025-08-18 18:006468.502025-08-19 18:006433.00tuesday close−35.50
2025-08-12long2025-08-11 18:006396.002025-08-12 18:006468.00tuesday close72.00
2025-07-29long2025-07-28 18:006424.252025-07-29 18:006404.00tuesday close−20.25
2025-07-08long2025-07-07 18:006262.502025-07-08 18:006272.00tuesday close9.50
2025-05-06long2025-05-05 18:005666.252025-05-06 18:005608.50tuesday close−57.75
2025-04-29long2025-04-28 18:005543.002025-04-29 18:005579.50tuesday close36.50
2025-04-22long2025-04-21 18:005182.502025-04-22 18:005379.75tuesday close197.25
2025-03-11long2025-03-10 18:005622.002025-03-11 18:005580.00tuesday close−42.00
2025-03-04long2025-03-03 18:005874.002025-03-04 18:005832.00tuesday close−42.00
2025-02-25long2025-02-24 18:006006.502025-02-25 18:005982.00tuesday close−24.50
2025-02-04long2025-02-03 18:006069.002025-02-04 18:006042.75tuesday close−26.25
2025-01-28long2025-01-27 18:006059.502025-01-28 18:006090.75tuesday close31.25
2024-12-31long2024-12-30 18:005955.002025-01-01 18:005949.25tuesday close−5.75
2024-12-10long2024-12-09 18:006065.252024-12-10 18:006052.75tuesday close−12.50
2024-11-05long2024-11-04 18:005752.252024-11-05 18:005820.25tuesday close68.00
2024-10-22long2024-10-21 18:005900.752024-10-22 18:005887.25tuesday close−13.50
2024-10-08long2024-10-07 18:005752.502024-10-08 18:005799.25tuesday close46.75

Questions and answers

What happens if you buy NQ every time Monday closes down (buying Monday's close and selling Tuesday's close)?

From 2024-10-08 to 2026-10-07 on the NQ daily chart, the Turnaround Tuesday strategy took 37 long trades, won 43.2% of them and made 820.25 points ($16,405 on one NQ contract), before commission and slippage.

Does the Turnaround Tuesday strategy work on Nasdaq futures?

On NQ futures from 2024-10-08 to 2026-10-07, the Turnaround Tuesday strategy on the daily chart took 37 trades, won 43.2% of them and finished 820.25 points ($16,405 on one NQ contract), before commission and slippage.

What is the win rate of Turnaround Tuesday on ES futures?

The Turnaround Tuesday strategy won 45.5% of its 33 trades on the ES daily chart from 2024-08-28 to 2026-08-27, before commission and slippage.

How many trades does the Turnaround Tuesday strategy take on NQ in two years?

The Turnaround Tuesday strategy took 37 trades on the NQ daily chart from 2024-10-08 to 2026-10-07, before commission and slippage.

What is the max drawdown of the Turnaround Tuesday strategy on NQ?

The Turnaround Tuesday strategy had a max drawdown of 943.00 points ($18,860 on one NQ contract) on the NQ daily chart from 2024-10-08 to 2026-10-07, before commission and slippage.

How does the Turnaround Tuesday strategy do on ES compared with NQ?

On the ES daily chart from 2024-08-28 to 2026-08-27, the Turnaround Tuesday strategy took 33 trades, won 45.5% of them and made 249.25 points ($12,463 on one ES contract), before commission and slippage. On the NQ daily chart from 2024-10-08 to 2026-10-07, the Turnaround Tuesday strategy took 37 trades, won 43.2% of them and made 820.25 points ($16,405 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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