Dashboard / EMA 21 + RSI momentum
s19-C NAS100 09:00-12:00, RSI exit + ranging filter
NAS100 · 5m chart · a variation of EMA 21 + RSI momentum · paper account since 2026-10-19
NAS100 in the first part of the cash session, with a 15-point minimum stop. It exits when the RSI reaches 70 / 30 instead of trailing, and skips choppy markets where price crossed the EMA more than 3 times in the last 20 candles.
1,410 trades, 38% wins (the highest of the group), +231.5R 2019-today with a 29.7R drawdown; 7 of 8 years positive, but 2026 so far is flat (0.0R).
The rules it shares with every variation are on the strategy page.
| Setting | Strategy default | s19-C (this) | s19-D (main) |
|---|---|---|---|
| Exit rule 'trail' = no target, the stop follows 3R behind the best price once 3R up; 'rsi' = close the trade when the RSI goes above 70 (buys) or below 30 (sells). | trail | rsi | trail |
| Entry window (New York) Entries are only taken when the entry candle opens inside this New York time range; it may wrap past midnight (18:00-03:00). | 08:00-12:00 | 09:00-12:00 | 08:00-11:00 |
| Minimum stop Trades whose stop is closer than this (in price units: $ for gold, points for NAS100) are skipped, so the spread does not eat the trade; 0 = no minimum. | 3 | 15 | 0 |
| Ranging filter Skip the trade if price has crossed the EMA more than this many times in the last 20 candles, a sign of a sideways, choppy market. | off | 3 | off |
| Day end (New York) Time of the day's last candle, when any open trade is closed: 17:00 for gold, 16:15 for NAS100. | 17:00 | 16:15 | 16:15 |
| max stop | off | off | 35 |
All 48 settings of s19-C
direction = bothema len = 21rsi len = 14rsi mid = 50rsi up = 70rsi dn = 30stop = candlestop buffer atr = 0.1swing len = 11Exit rule = rsistep at r = 2.3step lock r = 2step every r = 1lock at r = offlock r = 0Half off at (R) = offpart frac = 0.5trail at r = 3trail by r = 3target r = 2Entry window (New York) = 09:00-12:00max per day = 4max losses day = offMinimum stop = 15max stop = offRanging filter = 3chop len = 20Fair value gap filter = offfvg rule = no_oppositefvg max age = 576zone = fvgpd tf = offpd rule = buy_discountmax opp wick = offMax signal candle size (x ATR) = offDay end (New York) = 16:15short day end = 13:00tz = America/New_Yorktp r = 2use be = nobe trigger r = 1.5sl atr mult = 0stop steps = []trail start r = offtrail dist r = 1use tp = nopartial r = offpartial frac = 0.5Balance (R)
Calendar
Closed trades
| Side | Signal (UTC) | Exit (UTC) | Entry | Stop | Exit | Outcome | Result |
|---|---|---|---|---|---|---|---|
| ▼ Sell | 2026-11-02 15:55 | 2026-11-02 17:30 | 28,611.30 | 28,660.21 | 28,431.50 | win | +3.71R |
| ▲ Buy | 2026-10-29 14:05 | 2026-10-29 14:10 | 29,479.40 | 29,379.35 | 29,379.35 | loss | −1.00R |
| ▼ Sell | 2026-10-29 13:25 | 2026-10-29 13:30 | 29,497.10 | 29,551.83 | 29,287.90 | win | +3.85R |
| ▼ Sell | 2026-10-27 13:50 | 2026-10-27 14:50 | 29,393.20 | 29,525.92 | 29,527.42 | loss | −1.00R |
| ▼ Sell | 2026-10-27 13:05 | 2026-10-27 13:30 | 29,394.30 | 29,449.33 | 29,450.83 | loss | −1.00R |
| ▼ Sell | 2026-10-26 13:20 | 2026-10-26 13:35 | 29,088.60 | 29,124.06 | 29,125.56 | loss | −1.00R |
| ▲ Buy | 2026-10-23 13:45 | 2026-10-23 14:40 | 28,956.70 | 28,855.70 | 29,095.40 | win | +1.41R |
| ▼ Sell | 2026-10-22 13:50 | 2026-10-22 13:55 | 29,267.40 | 29,348.44 | 29,349.94 | loss | −1.00R |
| ▲ Buy | 2026-10-22 13:30 | 2026-10-22 13:30 | 29,352.50 | 29,314.30 | 29,314.30 | loss | −1.00R |
| ▲ Buy | 2026-10-21 13:00 | 2026-10-21 13:30 | 29,690.50 | 29,657.84 | 29,657.84 | loss | −1.00R |
| ▲ Buy | 2026-10-20 14:00 | 2026-10-20 14:20 | 29,453.70 | 29,332.74 | 29,608.80 | win | +1.31R |
| ▼ Sell | 2026-10-20 13:35 | 2026-10-20 13:40 | 29,319.80 | 29,428.05 | 29,226.40 | win | +0.88R |
| ▼ Sell | 2026-10-19 13:55 | 2026-10-19 14:00 | 29,538.80 | 29,605.31 | 29,498.00 | win | +0.64R |
Last event: close at 2026-11-02 17:35 UTC · all events
| Year | Trades | Win % | Result |
|---|---|---|---|
| 2019 | 87 | 55% | +35.4R |
| 2020 | 183 | 38% | +23.7R |
| 2021 | 188 | 39% | +26.5R |
| 2022 | 218 | 35% | +8.7R |
| 2023 | 177 | 35% | +14.4R |
| 2024 | 190 | 37% | +34.3R |
| 2025 | 206 | 39% | +88.6R |
| 2026 | 161 | 35% | 0.0R |
Dukascopy data until 2026-10-05, in R at zero cost (R = the amount risked on a trade). Your own spread, commission, account and risk go in the Money calculator tab. Settings were partly chosen by looking at this history, so the live account is the real test.
Turn the backtest's R into money for your own account: starting balance, risk per trade (fixed or compounding) and your broker's costs. Nothing else on the site uses money.
Balance after each trade
| Year | Trades | R before costs | R after costs | Profit | Return |
|---|---|---|---|---|---|
| 2019 | 87 | +35.4R | +31.4R | +$3,137 | +31.4% |
| 2020 | 183 | +23.7R | +17.7R | +$1,775 | +13.5% |
| 2021 | 188 | +26.5R | +20.8R | +$2,079 | +13.9% |
| 2022 | 218 | +8.7R | +3.7R | +$366 | +2.2% |
| 2023 | 177 | +14.4R | +8.8R | +$878 | +5.1% |
| 2024 | 190 | +34.3R | +28.9R | +$2,895 | +15.9% |
| 2025 | 206 | +88.6R | +83.4R | +$8,344 | +39.5% |
| 2026 | 161 | 0.0R | −3.0R | −$297 | −1.0% |
Replays the backtest trades with raw costs: 1.00 spread. A trade's cost in R = cost ÷ its stop distance, so tight stops pay more R. Risk is set when a trade opens; trades can overlap, like the backtest. Year = the year the trade opened (UTC); return = profit ÷ the balance at the year's first trade. Not included: swap / overnight financing, taxes. Past results, not a forecast.
This variation's backtest trades on a prop firm account: pick a firm, an account size, a period and your risk per trade. Costs come from the Money calculator tab (now: raw costs: 1.00 spread).
FTMO · 2-Step Challenge: Target 10% then 5% · max loss 10% fixed · daily loss 5% · min 4 trading days · 80% split · first payout after 14 days · $96 fee · fee refunded with payout #1.
Not simulated: Fees are EUR (€89-€1,080) at ~1.08 USD. Funded Standard account: no orders 2 min around major news, no holding over weekends (Swing account exempt).
Rules checked against the firm's site on 2026-10-28; firms change them often.
Net cash over time (payouts − fees)
Every account (5)
| # | Bought | Ended | Result | Trades | Time to pass | Payouts | Received | Fees |
|---|---|---|---|---|---|---|---|---|
| 5 | 2025-12-05 | – | Still in evaluation | 174 | – | 0 | $0 | −$96 |
| 4 | 2024-11-08 | 2025-12-05 | Blown when funded | 220 | 9.9 months · 169 tr | 6 | +$1,791 | −$96 |
| 3 | 2022-04-01 | 2024-11-08 | Blown when funded | 489 | 11.4 months · 185 tr | 14 | +$1,606 | −$96 |
| 2 | 2021-05-06 | 2022-04-01 | Blown when funded | 189 | 5.7 months · 85 tr | 4 | +$331 | −$96 |
| 1 | 2019-01-03 | 2021-05-06 | Blown when funded | 338 | 8.7 months · 73 tr | 10 | +$1,002 | −$96 |
Replays this variation's backtest trades (raw costs: 1.00 spread) from 2019-01-03 to 2026-10-02, risking a fixed 0.5% of the account size per trade. A blown account is replaced at once; payouts are taken as soon as the rules allow. Floating losses use each trade's worst point on its own (open trades are not added together); the trading day runs 17:00 to 17:00 New York. Futures firms are simulated with the CFD backtest in R. Past results, not a forecast.