The record at a glance
- $1,112,232 net backtested P&L, NQ mini
- 3,500 trades, every one public
- 45.5% win rate (momentum profile)
- 20.4% max PERCENTAGE drawdown of peak equity; $51,836 max DOLLAR drawdown, a separate episode
2011 to 2026 on the NQ mini, 1 to 3 contracts scaled by volatility, commissions and slippage included, data as of August 5, 2026. Hypothetical backtested results, not live trading. Past performance does not guarantee future results. See the full tear sheet.
How the signals are made
Every signal comes from a rules-based engine, not a person reading charts. The book is 5 systematic NQ strategies run as one single-position portfolio in TradingView: trend continuation, opening-range breakout, a short model, an intraday trend model, and one overnight model. Each entry, exit, and position size follows fixed logic with no discretion. When a strategy fires, you get the same machine-generated instruction we do, in real time by email and on the dashboard. What this does not do is predict the market or guarantee a result. It applies a tested set of rules and shows you exactly what they produced.
The record, and why you can check it
The book is a momentum profile: a 45.5% win rate with winners larger than losers, which is how it is profitable at a sub-50% hit rate. Across 2011 to 2026 it produced $1,112,232 net on the NQ mini, positive in 13 of 16 calendar years, with a largest dollar drawdown of $51,836 (about 4.3% of the far larger peak it fell from), and a largest percentage drawdown, a separate and earlier episode, of 20.4% of account equity. We publish the statistical tests most services never show: a Harvey-Liu t-statistic that clears the 3.0 significance hurdle, and a deflated Sharpe that passes the 90% robustness threshold, correcting for luck and the number of variations tried. We state those two qualitatively because the precise figures we once published are not reproducible with our documented tools. The Sharpe ratio is 1.35. You do not have to take any of this on faith. Every trade is on the tear sheet, the methodology behind each strategy is on our strategies page, and the reasoning is laid out in our research.
Who writes the research
Our articles and signals are published under STS Research, our in-house systematic-trading desk, not a rotating cast of freelancers. For a quant product the credential is not a byline, it is the work: every claim we make is computed from our own trade exports and is reproducible by anyone who runs the stated method on the stated data. We would rather be judged on the data than on a resume.
How we make money, and what we are not
STS Futures earns subscription revenue from the signals service described on this site. That is our only business model and we state it plainly so you can weigh the data accordingly. We are not registered with the CFTC or NFA, we do not manage money, and we do not provide personalized investment advice. Everything here is educational and informational. Futures trading involves substantial risk of loss and is not suitable for every investor.
Contact
Questions about the methodology, the data, or your account reach a real person. Email [email protected]. See our strategies, research, and pricing.
Hypothetical performance disclosure (CFTC Rule 4.41). These results are based on simulated or hypothetical performance results that have certain inherent limitations. Unlike the results shown in an actual performance record, these results do not represent actual trading. Also, because these trades have not actually been executed, these results may have under-or over-compensated for the impact, if any, of certain market factors, such as lack of liquidity. Simulated or hypothetical trading programs in general are also subject to the fact that they are designed with the benefit of hindsight. No representation is being made that any account will or is likely to achieve profits or losses similar to these being shown.
Past performance is not indicative of future results. Trading futures involves substantial risk of loss.