Trend NQ
Long · Early session
Captures the tendency of confirmed early-session strength to continue. The edge exists because large buyers cannot buy all at once: institutional demand gets worked into the market over hours, so a session that proves genuine upside momentum early tends to keep finding buyers. The model waits for that proof against the prior session's settlement, sizes the position to current volatility, and lets the trend run under strict risk limits. What counts as proof is the part we keep private, on purpose. The behavior is public: wrong roughly two times in three, paid almost 3 to 1 when right.
Key characteristics
- Confirmation-based entry, reaction to proven strength rather than prediction
- The only sub that clears the significance hurdle alone: t-stat 3.28, profit factor 1.53
- Trend-following profile: 34% win rate, winners paid 2.96 to 1
- Positive in all 13 rolling four-year eras, with a shallow 11.4% max drawdown
Backtest performance (2011 to 2026) · standalone, data as of June 2026
- Total return: +316.5%
- Total trades: 944
- Win rate: 34.0%
- Reward:risk: 2.96:1
- Avg win: $2,858
- Avg loss: -$965
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.
Opening Range Break Long
Long · Post-open (9:30 to 9:45 range)
The first 15 minutes of the regular session are an auction. Overnight news, gaps, and queued orders all get priced at once, and when the market resolves that auction to the upside, the move tends to continue: sidelined buyers chase and early shorts cover. This strategy lets the 9:30 to 9:45 AM ET range form, then trades confirmed bullish breakouts on closed 5-minute candles, never inside an unfinished bar. Which breakouts qualify is what we do not publish. The trade-off is stated plainly below: a near coin-flip win rate, with the expectancy coming from winners that run larger than losers.
Key characteristics
- Defined 15-minute opening range (9:30 to 9:45 ET) as the reference structure
- 5-minute candle confirmation on closed bars, no intrabar noise
- The workhorse: 1,653 trades at a 1.32 profit factor and a $172 per-trade expectancy
- Positive in every four-year era, with a recent-era profit factor above 1.4
Backtest performance (2011 to 2026) · standalone, data as of June 2026
- Total return: +284.2%
- Total trades: 1,653
- Win rate: 49.8%
- Reward:risk: 1.33:1
- Avg win: $1,406
- Avg loss: -$1,055
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.
Trend Short
Short · Regular session
Markets fall differently than they rise. Selling is fear plus forced flows: margin calls, stop runs, and volatility-targeted funds cutting exposure at the same time, so genuine weakness below VWAP feeds on itself faster than strength builds. This model captures that asymmetry. It waits for a defined bearish condition, exits on VWAP-anchored structure the moment the short stops working, and otherwise stays flat. What defines the condition is the edge, so it stays private. Selectivity is the design: 412 trades in 15 years at a 2.12 profit factor and a 3.09 reward-to-risk, of which +$178,702 was earned in crash months alone at a 6.92 profit factor, with long stretches of calm bull market where it simply sits out. In the v8 book it is the single largest profit contributor.
Key characteristics
- VWAP-based exit: closes the moment the short loses structural support
- Highly selective: 412 trades in 15 years, sits out calm bull years
- Convex payoff: $4,297 average win against a $1,393 loss, a 2.12 profit factor
- The book's largest profit contributor and crash hedge: +$178,702 in crash months at a 6.92 profit factor
Backtest performance (2011 to 2026) · standalone, data as of June 2026
- Total return: +382.0%
- Total trades: 412
- Win rate: 40.8%
- Reward:risk: 3.09:1
- Avg win: $4,297
- Avg loss: -$1,393
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.
Universal Trend
Long & Short · Main session
Most sessions chop. A few trend hard, usually because one-sided flows keep pressing the same direction all day, and that persistence is the inefficiency this model captures. It waits for regime confirmation that a real trend is underway after the opening noise settles, uses VWAP-based structure for timing and ATR-based stops that adapt to current volatility, and trades either direction. What the regime filter measures is not published. It fires just 319 times in 15 years, the fewest of the five, so it clears the lowest standalone t-stat at 2.54. Alone it is not the strong one: on the same basis the book scores 1.35 it scores 0.83. What earns its slot is a 1.73 profit factor on trades near-zero correlated to everything else in the book, not a solo number.
Key characteristics
- Regime confirmation: trades either direction only when a real trend is underway
- ATR-based stops adapt risk to current volatility
- A 1.73 profit factor, on a 0.83 standalone Sharpe measured the same way as the book's 1.35 (per-sub data as of June 17, 2026)
- Lowest-frequency sleeve at 319 trades, so it clears the lowest t-stat (2.54) despite strong ratios
Backtest performance (2011 to 2026) · standalone, data as of June 2026
- Total return: +161.0%
- Total trades: 319
- Win rate: 51.4%
- Reward:risk: 1.63:1
- Avg win: $2,335
- Avg loss: -$1,432
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.
Overnight Trend
Long · Overnight (Globex)
Overnight is a different market wearing the same ticker. Liquidity thins, the participant mix changes, and a meaningful share of equity index gains has historically accrued outside regular hours, a documented structural pattern rather than our discovery. This model harvests that drift. It takes its cue from the prevailing trend, enters long during the Globex session, and is flat before the regular session opens, with sizing kept conservative unless volatility conditions are clean. The exact cue stays ours. The behavior is public: the highest win rate of the five with near-even win and loss sizes. It grinds, it does not swing.
Key characteristics
- The only strategy in the overnight (Globex) session
- Highest win rate in the book at 56.3%, with near-even win and loss size
- A 1.57 profit factor on a broad-based return that leans on no single outlier
- Near-zero correlation to daytime models and the shallowest dollar drawdown ($20,073)
Backtest performance (2011 to 2026) · standalone, data as of June 2026
- Total return: +194.3%
- Total trades: 796
- Win rate: 56.3%
- Reward:risk: 1.22:1
- Avg win: $1,200
- Avg loss: -$987
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.
All 5 strategies. One system.
The portfolio is the product, not any single setup. Each strategy earns its slot by doing a job the others do not: two capture early long momentum in different ways, one earns its keep on the short side when markets break, one works the overnight session, and one trades both directions when the regime confirms a trend. The book holds one position at a time, so the strongest signal takes the slot.
- Total return: +1,112.2%
- Total trades: 3,500
- Win rate: 45.5%
- Avg win / avg loss: 1.86x
Combined portfolio equity curve, all 5 strategies, 2011 to 2026. Hypothetical backtested results, data as of August 5, 2026. Source: TradingView strategy engine. P&L distribution and win/loss breakdown across all 3,500 combined trades.
Per-strategy figures are standalone backtests, data as of June 2026. Combined book figures are data as of August 5, 2026.
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.
Why five, and how the book sizes risk
No single strategy works in every market condition. Long and short models, opening range and trend logic, daytime and overnight sessions: the five take turns carrying the book, and the average pairwise correlation between them is 0.11, close to independent. That is measured, not assumed. Three design choices do the rest of the risk work.
Position sizing
Every trade is sized 1 to 3 contracts, scaled by volatility. When ranges expand, size drops. When conditions are clean, it scales up. Sizing is part of the system, not a discretionary add-on.
Regime awareness
The book sizes down in hostile volatility regimes instead of trading through them at full size. The result is measurable: profitable in all five volatility regimes we tested, including +$95,790 in 2022. The short strategy alone earned +$178,702 in crash months at a 6.92 profit factor.
Exit structure
Exits across the book lean on VWAP-anchored structure. The "VWAP Exit" labels in our published trade exports are exactly that. Entry thresholds, filter values, and indicator settings are the product, and they stay private.
- 3,500 total backtest trades
- 15 years of backtest history
- 3 sessions: early, main, overnight
Trade the system
Real-time alerts the moment any of the five strategies fires. Every entry and exit delivered straight to your inbox. No Discord, no guesswork.
Free for 7 days, no card required. Then $100 per month or $1,000 per year. Cancel anytime. See pricing.
Disclaimer
All performance data shown is from TradingView backtests and represents hypothetical results. Past performance is not indicative of future results. Trading futures involves substantial risk of loss and is not suitable for all investors. These strategies are provided for informational purposes only and do not constitute financial advice. See our Risk Disclosure for full details.