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Best Trading Strategies for 10 Year T-Note Futures (ZN1!)

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Trend #4 - ATR+EMA channel

10 Year T-Note Futures (ZN1!)

@ Daily

2.15

Risk Reward

485.49 %

Total ROI

43

Stochastic Moving Average

10 Year T-Note Futures (ZN1!)

@ 4 h

1.73

Risk Reward

431.60 %

Total ROI

74

RSI Divergence Strategy

10 Year T-Note Futures (ZN1!)

@ Daily

1.50

Risk Reward

190.10 %

Total ROI

498

TTMW+ : TTMW Trend-Following System

10 Year T-Note Futures (ZN1!)

@ Daily

1.46

Risk Reward

175.29 %

Total ROI

23

Strategy: Combo Z Score

10 Year T-Note Futures (ZN1!)

@ 1 h

1.28

Risk Reward

130.94 %

Total ROI

542

Strategy: Combo Z Score

10 Year T-Note Futures (ZN1!)

@ 4 h

1.19

Risk Reward

93.75 %

Total ROI

236

Big Snapper Alerts R3.0 + Chaiking Volatility condition + TP RSI

10 Year T-Note Futures (ZN1!)

@ 2 h

1.19

Risk Reward

510.94 %

Total ROI

97

Trend Breakout high/low #1

10 Year T-Note Futures (ZN1!)

@ 4 h

1.08

Risk Reward

356.09 %

Total ROI

297

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About 10 Year T-Note Futures (ZN1!) backtests

What is 10 Year T-Note Futures (ZN1!)?

10 Year T-Note Futures (ZN1!) is a futures contract traded on the CBOT (Chicago Board of Trade), quoted in USD. These contracts track the price of the U.S. Treasury 10-year note, a benchmark government debt security widely used to hedge or speculate on interest-rate movements. As a deeply liquid instrument, ZN1! is a cornerstone of the fixed-income market and closely watched as a gauge of longer-term rate expectations. TradeSearcher has run over 3,000 backtests on 10 Year T-Note Futures, drawing on price history dating back to 1982.

ZN1! backtest statistics

Aggregated results of TradeSearcher's backtests on 10 Year T-Note Futures (ZN1!) over price data from May 1982 to Aug 2026. These figures are recomputed automatically as new backtests are added.

3,314
Backtests run
72
Strategies listed
98.6%
Beat buy & hold
0.2%
Median net profit
46.8%
Average win rate
6.2%
Median max drawdown

Performance by strategy type

TypeBacktestsMedian net profitAvg win rateMedian max DDAvg Sharpe
Intraday190.1%48.1%3.2%0.48
Swing400.2%48.1%7.3%0.11
Long-term130.2%41.1%8.1%0.06

The 15-minute timeframe recorded the best average Sharpe ratio (0.38) across 8 backtests.

Top ZN1! strategies by profit factor

StrategyTimeframeProfit factorWin rateNet profitTrades
Trend #4 - ATR+EMA channeldaily2.1588.4%4.9%43
Stochastic Moving Average4-hour1.7360.8%4.3%74
RSI Divergence Strategydaily1.544.6%1.9%498
TTMW+ : TTMW Trend-Following System daily1.4626.1%1.8%23
Strategy: Combo Z Score1-hour1.2830.4%1.3%542
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