Strategies / Mean reversion / Slow Stochastic Crossover Long

Slow Stochastic Crossover Long

Buys when the close is above the 200 period SMA and slow %K crosses above %D while both are below 20. Sells the long when %K crosses above %D while both are above 80.

Mean reversionLong onlySwingNasdaq 1004 hours

4.42Profit factor

25,361Net profit EUR

77.18%Win rate

149Trades

-3,788Max drawdown

170Avg trade

Best run of 44. Nasdaq 100, 4 hours, spread 3, from run pf:2026-10-05-NAS100-4h.tsv:2.

Entry rules, long

Both %K and %D on the prior bar were below 20.
The close is above the 200 period SMA.
The stochastic uses the highest high and lowest low of 5 bars, with %K and %D each smoothed by a 3 bar average.
Enter long at market when flat and all conditions above are met.

Exit rules

A sell signal closes the long at market when %K crosses above %D and both %K and %D on the prior bar were above 80.

Test conditions

Period	Up to 2026-10-05
Instrument	Nasdaq 100, 4 hours
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	2026-10-05

Every run

Markets and timeframes tested

Market	Timeframe	PF	Trades	Win %	Net	Max DD
Nasdaq 100Best run	4 hours	4.42	149	77.18	25,361 EUR	-3,788
Nikkei 225	4 hours	3.02	109	65.14	54,997 USD	-11,500
USD/JPY	10 min	n/a	646	63.47	511,920 USD	-213,780
USD/JPY	30 min	n/a	498	59.64	478,430 USD	-288,770
USD/JPY	15 min	n/a	574	63.94	238,520 USD	-230,510
EUR/USD	4 hours	n/a	114	59.65	47,700 USD	-37,320
Dow Jones	Daily	n/a	60	83.33	38,413 EUR	-11,142
Nikkei 225	1 hour	n/a	367	63.76	38,093 USD	-14,608
Nikkei 225	30 min	n/a	653	61.87	34,174 USD	-17,636
Silver	5 min	n/a	581	62.13	26,137 USD	-16,754
Nikkei 225	Daily	n/a	53	71.70	25,902 USD	-18,196
Dow Jones	4 hours	n/a	43	74.42	19,394 EUR	-6,075
Dow Jones	15 min	n/a	511	62.23	19,030 EUR	-8,582
DAX 40	Daily	n/a	88	64.77	17,130 EUR	-4,293
Dow Jones	1 hour	n/a	127	70.08	14,523 EUR	-7,864
Nikkei 225	2 min	n/a	668	58.68	12,746 USD	-11,184
DAX 40	4 hours	n/a	116	66.38	12,512 EUR	-4,253
Nasdaq 100	1 hour	n/a	427	67.45	11,794 EUR	-6,274
Dow Jones	10 min	n/a	623	61.32	10,458 EUR	-8,761
DAX 40	1 hour	n/a	353	63.74	10,299 EUR	-4,587
Nasdaq 100	Daily	n/a	66	71.21	10,007 EUR	-5,520
Nasdaq 100	30 min	n/a	641	63.81	9,627 EUR	-5,860
Nasdaq 100	15 min	n/a	672	64.73	9,437 EUR	-6,238
Dow Jones	5 min	n/a	605	60.00	9,027 EUR	-5,554
FTSE 100	Daily	n/a	57	80.70	8,999 EUR	-3,219
Nikkei 225	1 min	n/a	662	58.61	8,849 USD	-7,595
Nasdaq 100	5 min	n/a	679	63.18	8,689 EUR	-4,471
DAX 40	30 min	n/a	576	59.55	7,458 EUR	-4,686
US Crude Oil	4 hours	n/a	81	65.43	6,900 EUR	-4,511
FTSE 100	4 hours	n/a	102	60.78	5,029 EUR	-2,458
S&P 500	Daily	n/a	72	81.94	4,483 EUR	-642
US Crude Oil	2 min	n/a	559	57.78	4,478 EUR	-2,744
FTSE 100	1 hour	n/a	368	60.87	3,495 EUR	-2,352
S&P 500	4 hours	n/a	142	76.06	3,015 EUR	-1,205
S&P 500	1 hour	n/a	412	60.44	2,956 EUR	-1,111
Gold	Daily	n/a	51	66.67	2,750 EUR	-856
S&P 500	5 min	n/a	658	60.79	2,158 EUR	-869
Gold	1 hour	n/a	286	65.38	2,124 EUR	-1,172
Gold	30 min	n/a	412	58.98	1,570 EUR	-1,001
FTSE 100	10 min	n/a	682	61.58	1,552 EUR	-1,401
S&P 500	15 min	n/a	698	62.46	1,535 EUR	-1,156
Gold	10 min	n/a	560	60.89	1,509 EUR	-717
S&P 500	3 min	n/a	644	60.25	1,347 EUR	-678
Gold	2 min	n/a	572	60.84	1,003 EUR	-944

Charts

Results by run

Top 10 of 44 runs. The full list is in the table above.

Above 1.0 made money, below 1.0 lost money.

The code

ProBuilder code, as tested

// ==============================================================
// Slow Stochastic Crossover Long
// ProRealAlgos Strategy Library  |  prorealalgos.com
// Type: Mean reversion
// Direction: Long only
// Timeframe tested: 4 hours
// ==============================================================

DEFPARAM CumulateOrders = false

hh = highest[5](high)
ll = lowest[5](low)

18 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

StochasticSMA

Longer historyRe-run on up to 1,000,000 barsNasdaq 100 · 4 hours · older data 208.50 EUR

Nasdaq 100 had no history beyond the standard run, so both runs used 28,000 bars.

Nasdaq 100 · 4 hours

Bars available	28,000
Net, standard 200,000-bar run	25,361.00 EUR
Net, long run	25,569.50 EUR
Net on the older data alone	208.50 EUR

Read this firstKnown weaknesses2 points

The code sets no stop loss, so a losing trade stays open until an exit signal arrives.
Results include the spread only. Commissions and overnight financing are not included.

Questions

About this strategy

Can I run Slow Stochastic Crossover Long 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 44 market and timeframe combinations. The best run was Nasdaq 100, 4 hours, with a profit factor of 4.42 over 149 trades.

How large was the drawdown?

The best run had a maximum drawdown of 3,788 EUR at the tested position size, against a net result of 25,361 EUR.

Does it trade long, short or both?

It only takes long trades.

Trend Surfer

Uses the same indicator.

1.04 PF · 10,813 trades

Volatility Spike Regression Long

Best run on the same market, Nasdaq 100.

1.22 PF · 1,850 trades

SMA Pullback Cross In Uptrend

Also a mean reversion strategy.

4.37 PF · 1,429 trades

See how ProRealAlgos combines strategies like this into one automated portfolio.

Copy trading on US indices is available to ProRealAlgos members as spots open.

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