NQ Futures Research
In-depth analysis of NQ futures behavior drawn from our own 15-year backtests and 3,500 backtested trades, covering volatility, intraday profit concentration, and how the five STS strategies combine. Every study below is built on our own data.
Prop-firm trading
- Not every strategy is eligible for every account
- Getting funded is not getting paid
- The fastest route to a first payout
- The optimal contract multiplier does not exist
- We tested three prop firms on our 15-year backtested book. On the current 50k rules, they are the same firm.
- The consistency rule vs fat-tailed systems
- Account size reality check: what can a $25k account actually hold?
- Combine reset math: the true expected cost of getting funded
NQ vs other markets
- NQ and ES Correlation: One Bet, Not Diversification
- How to Read the NQ and ES Daily Bias: A Data Framework
- NQ and ES Average Daily Range, and How to Use It
- NQ vs MNQ: Which Nasdaq Futures Contract Should You Trade?
- We Ran Our NQ System on Every Index. Only NQ Passed.
- NQ vs ES Futures: Which One Should You Trade?
Strategy and signals
- The no-card free trial standard: what 7 days of NQ signals can and cannot prove
- Does the NQ market open trend strategy actually work?
- How invite-only TradingView scripts actually work
- Are Futures Trading Signals Worth It? A Buyer's Checklist
- The best time to trade NQ futures: which system fires each hour
- Our 5 NQ Trading Strategies, Explained
Methodology and risk
- Our worst losing streak: 14 trades in a row
- How to build a profitable NQ strategy
- Does holding NQ overnight actually have an edge? An NQ overnight strategy, 14-year backtest
- Run the strategy on your own chart, or trust screenshots
- How to audit a trading track record: 7 checks
- The cost of skipping trades after a loss
- How long do trading drawdowns last?
- Expect a Worse Drawdown Than Your Backtest
- Is My Backtest Overfit? We Ran the Gauntlet on Our Own Strategies
More research
See the five NQ strategies · the full tear sheet · start the free 7-day trial
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.