Strategies / Mean reversion / CCI Extreme With EMA Cross

CCI Extreme With EMA Cross

Buys when CCI(30) is below -100 and the 8-period EMA crosses above the 28-period EMA. Sells when CCI(30) is above 100 and the EMAs cross the other way, with one contract held long only.

Mean reversionLong onlyIntradayNasdaq 10030 min

n/aProfit factor

14,693Net profit EUR

100.00%Win rate

5Trades

-7,057Max drawdown

2,939Avg trade

Best run of 39. Nasdaq 100, 30 min, spread 3, from run sweeps:2026-10-03-NAS100-30m-opt.tsv:56.

Entry rules, long

CCI(30) of the typical price is below -100 on this bar

Exit rules

CCI(30) of the typical price is above 100 on this bar

Test conditions

Period	Up to 2026-10-03
Instrument	Nasdaq 100, 30 minutes
Spread	3 points
Starting capital	1,000,000
Costs	Spread only. Commissions and overnight financing are not included.
Bars	Up to 200,000 bars, fewer where the instrument has less history
Last tested	2026-10-04

Every run

Markets and timeframes tested

Market	Timeframe	PF	Trades	Win %	Net	Max DD
Nasdaq 100Best run	30 min	n/a	5	100.00	14,693 EUR	-7,057
USD/JPY	1 hour	n/a	1	100.00	539,050 USD	-259,570
USD/JPY	30 min	n/a	1	100.00	247,830 USD	-244,650
USD/JPY	5 min	n/a	1	100.00	155,340 USD	-109,650
USD/JPY	3 min	n/a	1	100.00	136,190 USD	-110,410
Nikkei 225	30 min	n/a	1	100.00	48,754 USD	-12,879
Nikkei 225	1 hour	n/a	1	100.00	42,423 USD	-12,691
Nikkei 225	10 min	n/a	3	66.67	31,973 USD	-12,992
Nikkei 225	5 min	n/a	2	50.00	28,913 USD	-13,126
Nasdaq 100	1 hour	n/a	1	100.00	17,569 EUR	-5,831
Nikkei 225	3 min	n/a	3	66.67	16,357 USD	-13,081
Dow Jones	10 min	n/a	1	100.00	16,122 EUR	-8,394
Nasdaq 100	5 min	n/a	1	100.00	12,729 EUR	-5,875
Nasdaq 100	4 hours	n/a	1	100.00	12,528 EUR	-5,672
Dow Jones	15 min	n/a	2	100.00	12,297 EUR	-8,376
Nasdaq 100	3 min	n/a	1	100.00	9,447 EUR	-3,758
DAX 40	10 min	n/a	1	100.00	9,447 EUR	-4,461
Dow Jones	5 min	n/a	1	100.00	9,432 EUR	-8,419
DAX 40	Daily	n/a	1	100.00	8,363 EUR	-3,843
S&P 500	4 hours	n/a	1	100.00	6,314 EUR	-1,298
Nasdaq 100	1 min	n/a	1	100.00	6,312 EUR	-3,760
DAX 40	30 min	n/a	2	100.00	6,056 EUR	-5,810
Nasdaq 100	2 min	n/a	2	100.00	5,205 EUR	-3,756
S&P 500	30 min	n/a	1	100.00	4,993 EUR	-1,319
S&P 500	1 hour	n/a	1	100.00	4,401 EUR	-1,317
FTSE 100	30 min	n/a	3	100.00	4,258 EUR	-1,305
FTSE 100	10 min	n/a	1	100.00	2,860 EUR	-1,320
Gold	4 hours	n/a	1	100.00	2,326 EUR	-1,586
Gold	10 min	n/a	1	100.00	2,320 EUR	-1,629
FTSE 100	5 min	n/a	1	100.00	2,136 EUR	-1,320
Brent Crude	10 min	n/a	1	100.00	1,770 EUR	-1,218
Gold	5 min	n/a	2	50.00	1,754 EUR	-1,378
Brent Crude	2 min	n/a	1	100.00	1,711 EUR	-1,263
FTSE 100	3 min	n/a	2	50.00	1,518 EUR	-1,262
S&P 500	3 min	n/a	2	50.00	1,394 EUR	-699
Gold	30 min	n/a	1	100.00	1,029 EUR	-454
Gold	15 min	n/a	1	100.00	1,020 EUR	-454
S&P 500	10 min	n/a	2	100.00	720 EUR	-558
Nasdaq 100	10 min	n/a	1	100.00	447 EUR	-436

Charts

Results by run

Top 10 of 39 runs. The full list is in the table above.

Net profitMax drawdown

The code

ProBuilder code, as tested

// ==============================================================
// CCI Extreme With EMA Cross
// ProRealAlgos Strategy Library  |  prorealalgos.com
// Type: Mean reversion
// Direction: Long only
// Timeframe tested: 30 minutes
// ==============================================================

DEFPARAM CumulateOrders = false

cciv = CCI[30](TypicalPrice)
emafast = ExponentialAverage[8](close)
emaslow = ExponentialAverage[28](close)

12 more lines: the entry and exit rules.

Setup

How to load it

Copy the code with the copy button on the code block.
In ProRealTime, open a chart of the instrument and timeframe you want to test, then open ProOrder > New trading system and choose "Create with programming".
Paste the code, give the system a name and save it.
Click "Backtest", set your own spread and position size, and run it before you consider trading it live.

Indicators used

CCIEMA

Read this firstKnown weaknesses3 points

No profit factor is available, because only sweep results exist for this strategy.
The best run has only 5 trades, which is a small sample to judge it on.
The code sets no stop loss, so a losing trade stays open until an exit signal arrives.

Questions

About this strategy

Can I run CCI Extreme With EMA Cross in ProOrder?

Yes. The code is ProBuilder and runs as an automated ProOrder system. Backtest it on your own account with your own spread and position size before trading it live.

Which markets was it tested on?

It was tested on 39 market and timeframe combinations. The best run by trade count was Nasdaq 100, 30 minutes, with 5 trades.

How large was the drawdown?

The best run had a maximum drawdown of 7,057 EUR at the tested position size, against a net result of 14,693 EUR.

Does it trade long, short or both?

It only takes long trades.

Reversal Pattern With Chaikin Volatility

Uses the same indicator.

2.26 PF · 6,872 trades

Volatility Spike Regression Long

Best run on the same market, Nasdaq 100.

1.22 PF · 1,850 trades

ATR Band

Also a mean reversion strategy.

10.31 PF · 53 trades

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Past backtest results do not guarantee future results. This is not financial advice. Curated and maintained by ProRealAlgos. ProRealTime™ is a trademark of ProRealTime SAS. prorealalgos.com Stats Docs

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