Strategy library · Trend and breakouts
Vortex indicator cross backtest on NQ and ES futures
Vortex (14) cross
Also called: Vortex 14 strategy, VI+ VI- crossover, Vortex crossover, buy when VI+ crosses above VI-, short when VI+ crosses below VI-
What happens if you buy NQ every time VI+ crosses above VI-?
What it is
The Vortex indicator (14 periods) compares upward movement (VI+) with downward movement (VI-). This strategy goes long when VI+ crosses above VI-, 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 Vortex indicator cross strategy took 1,206 trades on the 15-minute chart, won 39.1% of them and finished -758.25 points (-$15,165 on one NQ contract), before commission and slippage. From 2024-10-08 to 2026-10-07 on NQ, the 608 long trades on the 15-minute chart won 39.0% and made -461.50 points (-$9,230 on one NQ contract), before commission and slippage. On ES futures from 2024-08-28 to 2026-08-27, the Vortex indicator cross strategy took 1,190 trades on the 15-minute chart, won 39.3% of them and finished 12.25 points ($613 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 Vortex indicator 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 VI+ crosses above VI-; 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 | 3781 | 38.0% | 1.14 | 1.055 | 4,298.25 | $85,965 | 3,257.00 | 3731 | 37.7% | 0.14 | 1.031 | 505.75 | $25,288 | 775.50 |
| 5 minute · longs only | 1899 | 40.1% | — | — | 3,746.50 | $74,930 | 2,577.50 | 1862 | 38.9% | — | — | 368.75 | $18,438 | 520.00 |
| 5 minute · shorts only | 1882 | 36.0% | — | — | 551.75 | $11,035 | 2,049.50 | 1869 | 36.5% | — | — | 137.00 | $6,850 | 529.00 |
| 15 minute | 1206 | 39.1% | −0.63 | 0.981 | −758.25 | −$15,165 | 4,198.25 | 1190 | 39.3% | 0.01 | 1.001 | 12.25 | $613 | 521.75 |
| 15 minute · longs only | 608 | 39.0% | — | — | −461.50 | −$9,230 | 2,341.25 | 598 | 39.6% | — | — | −118.00 | −$5,900 | 429.50 |
| 15 minute · shorts only | 598 | 39.3% | — | — | −296.75 | −$5,935 | 2,880.00 | 592 | 39.0% | — | — | 130.25 | $6,513 | 415.75 |
| 1 hour | 357 | 43.4% | −0.61 | 0.988 | −219.00 | −$4,380 | 4,319.00 | 378 | 45.5% | 0.91 | 1.090 | 343.50 | $17,175 | 717.25 |
| 1 hour · longs only | 172 | 44.8% | — | — | −377.25 | −$7,545 | 2,975.00 | 175 | 48.6% | — | — | 437.75 | $21,888 | 323.00 |
| 1 hour · shorts only | 185 | 42.2% | — | — | 158.25 | $3,165 | 2,581.75 | 203 | 42.9% | — | — | −94.25 | −$4,712 | 499.00 |
| Daily | 60 | 35.0% | −8.51 | 0.966 | −510.50 | −$10,210 | 5,510.00 | 51 | 29.4% | −17.05 | 0.719 | −869.50 | −$43,475 | 1,432.50 |
| Daily · longs only | 30 | 46.7% | — | — | 4,258.25 | $85,165 | 2,766.00 | 25 | 40.0% | — | — | 437.25 | $21,863 | 653.25 |
| Daily · shorts only | 30 | 23.3% | — | — | −4,768.75 | −$95,375 | 5,188.50 | 26 | 19.2% | — | — | −1,306.75 | −$65,337 | 1,306.75 |
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 | 598 | −118.00 |
| Short | 592 | 130.25 |
By month
| Month | Trades | Net pts |
|---|---|---|
| 2024-08 | 5 | 34.00 |
| 2024-09 | 51 | −98.75 |
| 2024-10 | 54 | −9.00 |
| 2024-11 | 36 | 45.50 |
| 2024-12 | 46 | 99.75 |
| 2025-01 | 49 | −25.00 |
| 2025-02 | 43 | 83.25 |
| 2025-03 | 34 | 83.00 |
| 2025-04 | 43 | 297.25 |
| 2025-05 | 53 | −283.50 |
| 2025-06 | 55 | −125.50 |
| 2025-07 | 47 | −88.00 |
| 2025-08 | 52 | 67.00 |
| 2025-09 | 50 | 43.50 |
| 2025-10 | 54 | 257.75 |
| 2025-11 | 42 | 142.75 |
| 2025-12 | 75 | −157.25 |
| 2026-01 | 49 | −86.50 |
| 2026-02 | 44 | 1.00 |
| 2026-03 | 59 | −14.50 |
| 2026-04 | 42 | −57.75 |
| 2026-05 | 43 | 39.75 |
| 2026-06 | 51 | 80.00 |
| 2026-07 | 48 | −179.75 |
| 2026-08 | 65 | −136.75 |
Every trade, ES 15 minute1190 trades
Pick any of the 1190 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 (1190), 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 |
|---|---|---|---|---|---|---|---|
| 2025-04-08 | short | 11:30 | 5194.50 | 15:59 | 5017.50 | end of day 15:59 | 177.00 |
| 2025-04-07 | long | 14:15 | 5114.25 | 15:59 | 5098.75 | end of day 15:59 | −15.50 |
| 2025-04-07 | short | 13:45 | 5122.00 | 14:15 | 5114.25 | opposite cross | 7.75 |
| 2025-04-07 | long | 10:15 | 5191.25 | 13:45 | 5122.00 | opposite cross | −69.25 |
| 2025-04-07 | short | 09:45 | 4887.75 | 10:15 | 5191.25 | opposite cross | −303.50 |
| 2025-04-04 | short | 11:30 | 5217.50 | 15:59 | 5108.50 | end of day 15:59 | 109.00 |
| 2025-04-04 | long | 11:15 | 5263.00 | 11:30 | 5217.50 | opposite cross | −45.50 |
| 2025-04-03 | short | 15:00 | 5478.00 | 15:59 | 5436.00 | end of day 15:59 | 42.00 |
| 2025-04-03 | long | 14:45 | 5479.50 | 15:00 | 5478.00 | opposite cross | −1.50 |
| 2025-04-03 | short | 14:15 | 5467.25 | 14:45 | 5479.50 | opposite cross | −12.25 |
| 2025-04-03 | long | 14:00 | 5478.50 | 14:15 | 5467.25 | opposite cross | −11.25 |
| 2025-04-03 | short | 13:00 | 5494.75 | 14:00 | 5478.50 | opposite cross | 16.25 |
| 2025-04-03 | long | 12:30 | 5519.75 | 13:00 | 5494.75 | opposite cross | −25.00 |
| 2025-04-03 | short | 10:00 | 5509.00 | 12:30 | 5519.75 | opposite cross | −10.75 |
| 2025-04-03 | long | 09:45 | 5523.50 | 10:00 | 5509.00 | opposite cross | −14.50 |
| 2025-04-02 | long | 15:30 | 5696.75 | 15:59 | 5710.00 | end of day 15:59 | 13.25 |
| 2025-04-02 | short | 15:00 | 5675.75 | 15:30 | 5696.75 | opposite cross | −21.00 |
| 2025-04-02 | long | 10:00 | 5650.75 | 15:00 | 5675.75 | opposite cross | 25.00 |
| 2025-04-01 | short | 14:30 | 5631.00 | 15:59 | 5674.75 | end of day 15:59 | −43.75 |
| 2025-04-01 | long | 11:00 | 5661.50 | 14:30 | 5631.00 | opposite cross | −30.50 |
| 2025-04-01 | short | 10:15 | 5607.00 | 11:00 | 5661.50 | opposite cross | −54.50 |
| 2025-04-01 | long | 10:00 | 5636.75 | 10:15 | 5607.00 | opposite cross | −29.75 |
| 2025-03-31 | long | 10:45 | 5573.75 | 15:59 | 5656.25 | end of day 15:59 | 82.50 |
| 2025-03-28 | short | 09:45 | 5718.50 | 15:59 | 5624.50 | end of day 15:59 | 94.00 |
| 2025-03-27 | long | 15:30 | 5768.50 | 15:59 | 5740.50 | end of day 15:59 | −28.00 |
| 2025-03-27 | short | 13:45 | 5738.50 | 15:30 | 5768.50 | opposite cross | −30.00 |
| 2025-03-27 | long | 10:30 | 5765.75 | 13:45 | 5738.50 | opposite cross | −27.25 |
| 2025-03-26 | short | 10:00 | 5808.50 | 15:59 | 5758.25 | end of day 15:59 | 50.25 |
| 2025-03-25 | short | 13:45 | 5818.50 | 15:59 | 5826.00 | end of day 15:59 | −7.50 |
| 2025-03-25 | long | 13:15 | 5824.00 | 13:45 | 5818.50 | opposite cross | −5.50 |
| 2025-03-25 | short | 11:45 | 5828.25 | 13:15 | 5824.00 | opposite cross | 4.25 |
| 2025-03-24 | short | 15:45 | 5816.50 | 15:59 | 5813.50 | end of day 15:59 | 3.00 |
| 2025-03-24 | long | 15:15 | 5812.25 | 15:45 | 5816.50 | opposite cross | 4.25 |
| 2025-03-24 | short | 14:15 | 5798.00 | 15:15 | 5812.25 | opposite cross | −14.25 |
| 2025-03-21 | long | 12:30 | 5696.75 | 15:59 | 5714.50 | end of day 15:59 | 17.75 |
| 2025-03-20 | short | 13:30 | 5705.50 | 15:59 | 5714.50 | end of day 15:59 | −9.00 |
| 2025-03-20 | long | 10:00 | 5725.50 | 13:30 | 5705.50 | opposite cross | −20.00 |
| 2025-03-19 | long | 14:30 | 5705.75 | 15:59 | 5730.75 | end of day 15:59 | 25.00 |
| 2025-03-19 | short | 13:45 | 5695.50 | 14:30 | 5705.75 | opposite cross | −10.25 |
| 2025-03-19 | long | 10:00 | 5699.50 | 13:45 | 5695.50 | opposite cross | −4.00 |
| 2025-03-19 | short | 09:45 | 5678.75 | 10:00 | 5699.50 | opposite cross | −20.75 |
| 2025-03-18 | long | 14:45 | 5668.00 | 15:59 | 5672.00 | end of day 15:59 | 4.00 |
| 2025-03-18 | short | 14:15 | 5658.50 | 14:45 | 5668.00 | opposite cross | −9.50 |
| 2025-03-18 | long | 14:00 | 5668.50 | 14:15 | 5658.50 | opposite cross | −10.00 |
| 2025-03-12 | short | 15:45 | 5606.75 | 15:59 | 5602.75 | end of day 15:59 | 4.00 |
| 2025-03-12 | long | 13:30 | 5627.75 | 15:45 | 5606.75 | opposite cross | −21.00 |
| 2025-03-12 | short | 10:15 | 5607.50 | 13:30 | 5627.75 | opposite cross | −20.25 |
| 2025-03-11 | long | 14:15 | 5592.50 | 15:59 | 5575.75 | end of day 15:59 | −16.75 |
| 2025-03-07 | long | 14:00 | 5769.75 | 15:59 | 5775.00 | end of day 15:59 | 5.25 |
| 2025-03-07 | short | 10:15 | 5749.00 | 14:00 | 5769.75 | opposite cross | −20.75 |
Questions and answers
What happens if you buy NQ every time VI+ crosses above VI-?
From 2024-10-08 to 2026-10-07 on the NQ 15-minute chart, the Vortex indicator cross strategy took 608 long trades, won 39.0% of them and made -461.50 points (-$9,230 on one NQ contract), before commission and slippage. From 2024-10-08 to 2026-10-07 on NQ, its long trades also made 3,746.50 points on 1,899 trades on the 5-minute chart, -377.25 points on 172 trades on the 1-hour chart and 4,258.25 points on 30 trades on the daily chart, before commission and slippage.
What happens if you short ES every time VI+ crosses below VI-?
From 2024-08-28 to 2026-08-27 on the ES 15-minute chart, the Vortex indicator cross strategy took 592 short trades, won 39.0% of them and made 130.25 points ($6,513 on one ES contract), before commission and slippage. From 2024-08-28 to 2026-08-27 on ES, its short trades also made 137.00 points on 1,869 trades on the 5-minute chart, -94.25 points on 203 trades on the 1-hour chart and -1,306.75 points on 26 trades on the daily chart, before commission and slippage.
Does the Vortex indicator cross strategy work on Nasdaq futures?
On NQ futures from 2024-10-08 to 2026-10-07, the Vortex indicator cross strategy on the 15-minute chart took 1,206 trades, won 39.1% of them and finished -758.25 points (-$15,165 on one NQ contract), before commission and slippage.
What is the win rate of Vortex (14) cross on ES futures?
The Vortex indicator cross strategy won 39.3% of its 1,190 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 37.7% of 3,731 trades on the 5-minute chart, 45.5% of 378 trades on the 1-hour chart and 29.4% of 51 trades on the daily chart, before commission and slippage.
Is the Vortex indicator 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 Vortex indicator cross strategy made 4,298.25 points on 3,781 trades on the 5-minute chart, -758.25 points on 1,206 trades on the 15-minute chart, -219.00 points on 357 trades on the 1-hour chart and -510.50 points on 60 trades on the daily chart, before commission and slippage.
Is it better to only buy or only sell Vortex indicator cross signals on NQ?
On the NQ 15-minute chart from 2024-10-08 to 2026-10-07, the long trades made -461.50 points on 608 trades (39.0% won) and the short trades made -296.75 points on 598 trades (39.3% won), before commission and slippage.
How many trades does the Vortex indicator cross strategy take on NQ in two years?
The Vortex indicator cross strategy took 1,206 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 3,781 on the 5-minute chart, 357 on the 1-hour chart and 60 on the daily chart, before commission and slippage.
What is the max drawdown of the Vortex indicator cross strategy on NQ?
The Vortex indicator cross strategy had a max drawdown of 4,198.25 points ($83,965 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 3,257.00 points on the 5-minute chart, 4,319.00 points on the 1-hour chart and 5,510.00 points on the daily chart, before commission and slippage.
How does the Vortex indicator cross strategy do on ES compared with NQ?
On the ES 15-minute chart from 2024-08-28 to 2026-08-27, the Vortex indicator cross strategy took 1,190 trades, won 39.3% of them and made 12.25 points ($613 on one ES contract), before commission and slippage. On the NQ 15-minute chart from 2024-10-08 to 2026-10-07, the Vortex indicator cross strategy took 1,206 trades, won 39.1% of them and made -758.25 points (-$15,165 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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