Variations
Engine running · data updated 2 min ago

← Dashboard

EMA 9/21 cross + VWAP

NAS100 · 5m chart · strategy s21_ema_cross_vwap · 1 variation

Buys NAS100 on 5-minute candles when a fast average crosses above a slower one and price confirms above the day's average traded price (VWAP), then lets winners run with a wide trailing stop.

What it is about

A moving-average crossover is one of the simplest momentum signals: when the fast EMA 9 (an average of the last 9 candles, weighted to the most recent) rises above the slower EMA 21, short-term momentum has turned up.

To avoid buying into a weak market, the next candle must also close above the VWAP (volume-weighted average price: the average price paid since the trading day began at 18:00 New York, with busier candles counting more). Above the VWAP, buyers have the upper hand for the day.

The stop sits under the recent swing low, and there is no target: once a trade is 3R up (R = the amount risked), the stop follows 3R behind the best price. Many trades lose 1R; a few run far enough to pay for them.

How it trades

Chart & market
NAS100 (the Nasdaq 100 index CFD) on 5-minute candles. Buys only.
Setup
The EMA 9 crosses above the EMA 21 on a candle (it was at or below on the candle before).
Entry
The next candle is the entry candle: buy at its close if it closes above the VWAP (typical price x tick volume, counted from the 18:00 New York start of the trading day). No entry on the day's last candle.
Stop loss
The lowest low of the last 5 candles, the entry candle included. Trades are skipped if the stop is under 15 points (about 10 x the spread) or under 0.15 x ATR(14), the average candle size.
Exit
No target. Once the trade is 3R in profit, the stop trails 3R behind the best price. Always closed at the day's last candle (16:15 New York, 13:00 on US early-close days). If a candle touches the stop, the stop counts first.
Filters
One trade at a time.

NAS100 at any hour of the trading day (18:00 to 16:15 New York), about 36 trades a month. Intraday only; nothing is held past 16:15.

What to expect
  • About 1 trade in 3 wins (35%). Most trades are 1R losses or small trailing exits; the profit comes from the runs past +3R.
  • Backtest 2019-today at zero cost: 3,358 trades, +649.4R, largest drawdown about 30.7R, every year positive.
  • Some years are much thinner than others: 2024 +42.0R and 2025 +42.1R against +116R to +122R in 2020, 2021 and 2023.
  • Its daily results have almost nothing to do with the VWAP + EMA 9 strategy's first-two-crosses version (correlation 0.07), so the two complement each other.
Risks and caveats
  • Buys only, on a market that rose for most of 2019-2026. A long falling market would hurt.
  • Weaker recently: 2019-23 +465.0R vs 2024 to Oct 2026 +184.4R.
  • VWAP uses tick volume, which differs by broker: on Pepperstone 5-minute data (July 2024 to Oct 2026) it made about a quarter less than on the backtest data.
  • Picked from a very large search (about 380,000 settings); robust neighbours are encouraging, but only paper trading can confirm it.

Where it comes from

From a trading video Victor shared on 2026-10-18, which claimed an 80% win rate with an ADX trend filter. Testing about 380,000 settings found 27-36% wins and losses on every market for the rules as shown, and the ADX filter hurt. What held up: NAS100 buys with a swing stop of at least 15 points and wide exits (89-95% of 360 nearby settings profitable in 2019-23).

Main variation: s21-A ★ Main

Live result
−2.8R
25 closed · 0 open · zero cost
Backtest total
+649.4R
3,358 trades · +0.19R a trade · win 35%
Backtest max drawdown
−30.7R
total ÷ drawdown 21.2
Years won
8/8
36.1 trades / month
Backtest R per year (zero cost), s21-A
0.0R50.0R100.0R150.0R20192020202120222023202420252026

The variations

Each variation is the same strategy with a different approach, trading its own paper account. Click one to see exactly what it changes.

s21-ANAS100 buys★ Main

The only variation, running the default settings described above: 5-minute NAS100, buys only, close above the trading-day VWAP, 5-candle swing stop of at least 15 points, trailing 3R behind once 3R up.

Variations side by side

Live result of all 1 together: −2.8R (zero cost).

Live paper account (R, zero cost)Backtest 2018 – today (R, zero cost)
s21-A★ MainEMA 9/21 cross + VWAPNAS1005m−2.8R2528%–+649.4R+0.19R8/836.135%−30.7R

Main = the variation with the most backtest R per R of max drawdown (2018 – today, zero cost). It is picked on that history, so the live accounts are the real test.