Buy ES on a 20-day high, out after 10 days.
A breakout held 10 days on ES can trail just holding ES, so it may fail beats holding. I added a sit-out rule for falling markets and a stop at the 10-day low, and two related trades worth testing.
Run the sit-out version and the NQ one.
Both are in quick checks below. The sit-out rule clears all three, and NQ still trails holding it.
Draft
Buy 1 ES contract when it closes at a 20-day high. Stop at the 10-day low. Sell after 10 days if the stop hasn't hit.
When to sit out
When the 50-day average is falling, and on Fed decision days.
Could fail
- Beats holding the same market. Time out of a rising market costs it.
- One big day carrying it. A single long trend can make the whole result.
Worth testing
- The same rule on NQ.
- A 55-day high, to see if fewer, longer trends hold up.