The Best Time to Trade NQ Futures: 3,505 Trades, by the Hour
One hour makes most of the money. Trades entered in the 9 ET hour (the 9:30 cash open) made 59% of all the profit our NQ system has earned since 2011. That same hour has our lowest win rate, 39%. Those two facts together are the most useful thing we can tell you about when to trade Nasdaq futures.
The rest of this article is the proof. We took every trade our NQ book has made, 3,505 of them, and grouped them by entry hour and by weekday. You can run the same grouping on any TradingView export in a few minutes.
Whose trades are these (read this first)
These numbers are from our own book: five systematic NQ strategies run as one single-position portfolio. TradingView backtests, 2011 to 2026, one to three contracts scaled by volatility, commissions and slippage included, $1,120,402 net. The style is momentum and trend continuation, intraday plus one overnight model.
That matters. Our systems pick these entry times on purpose. So the data shows where our setups make money, not a free property of the NQ market itself. A different strategy traded at the same hours can look completely different. What you can copy is the method: measure your own trades by hour before you change anything. The numbers themselves are ours.
One hour pays for everything
Here is the profit, broken out by the hour each trade was entered.
| Entry hour (ET) | Trades | Win rate | Net P&L | Share of profit | Avg per trade | Profit factor |
|---|---|---|---|---|---|---|
| 9:00 | 1,592 | 38.6% | $663,471 | 59.2% | $417 | 1.64 |
| 10:00 | 514 | 44.9% | $91,436 | 8.2% | $178 | 1.29 |
| 11:00 | 232 | 48.7% | $64,693 | 5.8% | $279 | 1.59 |
| 12:00 | 106 | 50.0% | $12,766 | 1.1% | $120 | 1.28 |
| 13:00 | 98 | 46.9% | $16,836 | 1.5% | $172 | 1.37 |
| 14:00 | 114 | 52.6% | $56,503 | 5.0% | $496 | 1.98 |
| 15:00 | 50 | 58.0% | $22,812 | 2.0% | $456 | 2.58 |
| 18:00 | 799 | 56.3% | $191,887 | 17.1% | $240 | 1.56 |
These are the only hours our systems enter, so the table is complete. Nothing was dropped.
Three things stand out.
The open pays the most and wins the least. The 9 ET hour made $663,471 at a 39% win rate. The edge is not accuracy. It is payoff. A few opening drives run far, and that more than covers being wrong nearly two times out of three. If you trade the open and judge yourself by win rate, you will quit the best hour of your day.
Noon is where profit goes to die. The 12 ET hour made 106 trades, $120 each, a profit factor of 1.28. That is the weakest window on the board, and just 1.1% of all profit. The opening drive is done by lunch, and the afternoon trend has not started. We still take these trades because they set up entries we carry into better hours. The late-morning 10 and 11 ET hours are only a little better, so the whole quiet middle of the day earns its keep slowly if at all.
The 18 ET reopen is the quiet second engine. That is 6 PM ET, when index futures reopen for the next session. Trades entered right after made 17.1% of all profit, at a 56% win rate, among our highest of any busy window. Overnight drift is a known effect in index futures, and it shows up in our book right where you would expect. This is also the one busy window that lands after a normal workday, which matters if you cannot sit in front of the 9:30 open.
Thursday and Friday carry the book
Now the same profit, split by weekday.
| Entry day | Trades | Win rate | Net P&L | Share of profit | Avg per trade |
|---|---|---|---|---|---|
| Sunday | 175 | 57.1% | $90,847 | 8.1% | $519 |
| Monday | 693 | 45.5% | $135,123 | 12.1% | $195 |
| Tuesday | 707 | 45.3% | $151,213 | 13.5% | $214 |
| Wednesday | 744 | 41.5% | $213,854 | 19.1% | $287 |
| Thursday | 701 | 47.5% | $297,530 | 26.6% | $424 |
| Friday | 485 | 45.2% | $231,834 | 20.7% | $478 |
Wednesday through Friday made 66% of the profit. Thursday alone made 26.6%, the single biggest day. Friday made 20.7% on just 485 trades, fewer than any other weekday and well under Tuesday's 707. Per trade the gap is wide: $478 on Friday against $214 on Tuesday, so Friday earns about 2.2 times what Tuesday does each trade.
We do not have a clean reason for it. The honest read is that trends which last into late week tend to finish the week, and our systems are trend-followers at heart. Monday and Tuesday still make money, so we keep trading them. We just stopped expecting them to carry the book.
One more split. Longs made 62.9% of the profit, shorts 37.1%. The market rose for most of 15 years, so a short side that still earns more than a third of the profit is doing real work in the down years.
Your NQ day is mostly made or missed in the first 90 minutes, and mostly in the back half of the week. Protect those windows. Stop giving the gains back in the dead noon hour.
What this does not say
Be careful with the lesson here. This shows where our systems make money, not where the NQ market is easy. Our strategies were built to enter at these times, so the table cannot tell you that any 9 ET trade is good. Only that our 9 ET setups have been.
The thin rows deserve doubt too. The 15 ET hour shows a strong number on just 50 trades. That is the kind of result that vanishes out of sample. We treat anything under a few hundred trades as a hint, not a finding. And all of this is hypothetical backtest performance plus live tracking. Past performance does not indicate future results.
How we measured this
Instrument: CME Nasdaq-100 E-mini (NQ), $100,000 starting capital, no compounding. Size starts at one contract. The system scales to two or three when volatility allows. So the dollar totals already include whatever size was on. Data: the TradingView list-of-trades export from our live 5-strategy intraday book, 2011-06-16 through the 2026-06-11 export (the last trade closed 2026-06-08), 3,505 trades, commissions and slippage included.
Method: group each trade by its entry timestamp (exchange time, ET) into hour and weekday buckets. Sum net P&L per bucket, then divide by total net P&L for the profit share. Win rate and trade counts are straight counts. The share-of-profit numbers hold regardless of contract size, since they use actual net dollars. Anyone with the same export will get the same table.
What to do with this tomorrow
If you trade NQ yourself, run this exact grouping on your own fills first. It is the single most useful report you can run on your trading. If your profit piles up in one window like ours does, guard it: be flat, rested, and calm before the open, and stop trading the dead hours just because you are still at the screen. The most expensive habit in index futures is trading the quiet middle of the day out of boredom.
Once you know your busy windows, the next move is reading the day around them. We lay out that method in how to read the NQ and ES daily bias.
Our subscribers get these entries as real-time signals from the same five systems measured here. The full numbers, drawdowns and all, are on the strategy page and the tear sheet. How NQ stacks up against ES for this style is in NQ vs ES futures. Plans are on the pricing page.
We trade this book live and sell access to the signals, so judge the data accordingly. This article is educational and is not investment advice. Futures trading involves substantial risk of loss and is not suitable for every investor.
Hypothetical performance disclaimer (CFTC Rule 4.41): hypothetical or simulated performance results have certain limitations. Unlike an actual performance record, simulated results do not represent actual trading. Also, since the trades have not been executed, the results may have under- or over-compensated for the impact, if any, of certain market factors, such as lack of liquidity. Simulated 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 profit or losses similar to those shown. Past performance does not indicate future results.