https://stsfutures.com/ 2026-07-29 https://stsfutures.com/about 2026-07-29 https://stsfutures.com/our-strategies 2026-07-29 https://stsfutures.com/nq-futures-signals 2026-07-29 https://stsfutures.com/pricing 2026-07-29 https://stsfutures.com/research 2026-07-29 https://stsfutures.com/tools/prop-firm-drawdown-calculator https://stsfutures.com/tearsheet.html 2026-07-29 https://stsfutures.com/learn/prop-firm-50k-rules-tested-on-our-book 2026-07-20 https://stsfutures.com/img/prop-bust-rate-1micro-2026-07.svg?v=20260730-r1 Horizontal bar chart of one-micro bust rate across 2,537 start dates by 50k product: TopStep Combine and funded, end-of-day, locks $50,000, 8.8%; Apex funded end-of-day and MFFU end-of-day plans, lock ~$50,100, 9.0%; Apex funded intraday and MFFU Rapid funded, ~$50,100, 16.3%; Apex end-of-day evaluation on Rithmic/WealthCharts, locks $53,000, 20.6%; MFFU Builder $1,500 add-on 30.0%; Apex intraday evaluation on Rithmic/WealthCharts 43.1%; any Apex evaluation on Tradovate, never locks, 99.9%. Lock point and platform, not brand, drive the spread. https://stsfutures.com/img/prop-convergence-bust-2026-07.svg?v=20260730-r1 First-bust trade number, fund-at-inception at one micro: the seven-product $2,000 end-of-day cluster all bust at trade #527 on 2013-09-06, the $2,000 intraday products at trade #517 on 2013-08-22, the MFFU Builder $1,500 add-on earliest at #460, and the retired $2,500 floor not until trade #2194 on 2020-03-25. https://stsfutures.com/learn/nq-signals-free-trial-what-7-days-proves 2026-07-29 https://stsfutures.com/img/nq-signals-free-trial-what-7-days-proves-week-vs-record-dark.svg?v=20260730-r1 A short 7-day trade sequence dips net-negative, shown above the full 15-year STS record: net $1,107,329 over 3,496 trades, 45.5% win rate, 1.56 profit factor, 1.87 to 1 payoff, worst losing streak 14 in a row, t-stat clears the 3.0 significance hurdle. Drawdown is shown in three separate cells for two populations that are kept apart and not compared: the live book's deepest dip in dollars, $57,531, still open and 4.70% of the $1,222,887.90 peak it fell from; the deepest dollar episode of the dated 2026-07-02 export, $29,014, which is 3.2% of its own $910,170 peak and ran 62 days underwater in 2025; and the deepest percentage episode of that same export, 20.3%, or $20,757 against its own smaller peak. The week is a random slice of the long curve. https://stsfutures.com/learn/our-worst-losing-streak 2026-07-29 https://stsfutures.com/img/our-worst-losing-streak-14-in-a-row-dark.svg?v=20260730-r1 Trade-by-trade win and loss sequence for the STS NQ book, green up for a win and red down for a loss, with a contiguous run of 14 losses in a row highlighted. Below it, four stat tiles: worst streak 14 trades, largest single loss $10,302, deepest episode of the dated 2026-07-02 export $29,014, and win rate 45.5%. A footer notes that the sequence is illustrative around the real 14-trade streak, that the stat values come from the 15-year NQ backtest, and that the figures are hypothetical. https://stsfutures.com/img/our-worst-losing-streak-drawdown-band-dark.svg?v=20260730-r1 Single-row reshuffle drawdown band for one population, the dated 2026-07-02 backtest export of the STS NQ book and its 3,496 trades, titled Reordering the same trades changes the drawdown. Peak-to-trough depth across 10,000 seeded reshuffles of that export, on an axis running from $0k to $70k. Three markers sit on the band: $29,014, labelled the deepest episode of that export and carrying no percentile; $42,832, the median reshuffled depth; and $63,255, past which 1 in 20 orderings fell further. A footer records that a band measures ordering luck inside a fixed sample, that it is not a prediction and not a sizing basis, and that the figures are backtested. The live running record is not drawn in this image. https://stsfutures.com/learn/how-to-build-a-profitable-nq-strategy 2026-07-29 https://stsfutures.com/img/tstat-lift-2026-07.svg?v=20260730-r1 Per-trade t-stat bar chart: S6 IntradayTrend 2.54, S3 Short 2.61, S2 L-ORB 2.92, S5 Overnight 2.93, S1 Trend 3.28, all below or near the t=3 significance line, while the combined book clears the t=3 line comfortably. https://stsfutures.com/img/correlation-matrix-2026-07.svg?v=20260730-r1 Five-by-five daily-return correlation matrix of the STS NQ subs over 2,542 trading days. The only elevated pair is S1 Trend and S2 L-ORB at 0.46. S3 Short is -0.01 against both morning longs. S6 runs 0.24, 0.16, 0.18 against the intraday subs. S5 Overnight is near zero against everything. Average pairwise correlation is 0.11. https://stsfutures.com/img/return-per-drawdown-2026-07.svg?v=20260730-r1 Return per dollar of drawdown for the STS NQ book against its subs, all from the dated 2026-07-02 backtest export on a standalone per-strategy basis. Each divisor is the deepest drawdown episode that strategy had in the export, which is an episode and not a ceiling: S5 Overnight $9.7, S6 IntradayTrend $5.5, S1 Trend $11.5, S3 Short $12.7 as the best single sub, S2 L-ORB $8.4, and the combined book at $38.2, about three times the best single sub. Six bars are drawn: all five subs in the book, one bar each, plus the book bar. The divisor for the book bar is its $29,014 deepest episode in that export. https://stsfutures.com/img/mc-drawdown-band-2026-07.svg?v=20260730-r1 Reshuffle drawdown bands for the STS NQ book, drawn as two separate rows for two separate populations that are never ranked against each other. Top row, the live running record reshuffled, 3,511 closed trades through 2026-07-27: median depth $45,311 and 95th percentile $68,250, with the still-open $57,531 episode marked inside its own band near the 84th percentile, so about 16 orderings in 100 fell further. Bottom row, the dated 2026-07-02 backtest export reshuffled, 3,496 trades: median depth $42,832 and 95th percentile $63,255, with the $29,014 deepest episode of that export marked and carrying no percentile label. A footer notes that each band measures ordering luck inside its own sample, is not a prediction of future drawdown, is not a ceiling, and moves with the reshuffle method. https://stsfutures.com/learn/nq-market-open-trend-strategy 2026-07-07 https://stsfutures.com/img/nq-open-profit-share-by-hour-2026-07.svg?v=20260730-r1 Bar chart of share of book profit by ET entry hour across 3,496 NQ trades. The 9 ET open bar towers at 58.9 percent ($652k) in blue. The 18 ET overnight reopen is second at 17.6 percent ($195k) in green. Hours 10, 11 and 14 ET are grey at 7.1, 6.1 and 5.1 percent, and 15, 13 and 12 ET trail at 2.1, 1.9 and 1.2 percent. https://stsfutures.com/img/nq-open-profit-vs-winrate-2026-07.svg?v=20260730-r1 Combo chart of profit share (blue bars) versus win rate (amber line) by ET entry hour. The 9 ET open has the tallest profit bar at 58.9 percent yet the lowest win rate at 38.5 percent. Every later hour has a higher win rate, up to 58.0 percent at 15 ET and 56.4 percent at 18 ET, but the climb is not steady: the line falls at 13 ET and again at 18 ET. The 18 ET bar is the second tallest profit share at 17.6 percent. https://stsfutures.com/img/nq-open-who-owns-9et-2026-07.svg?v=20260730-r1 Horizontal bar chart splitting the 9 ET open hour's $652,364 net profit by strategy. S1 Trend owns 47.8 percent ($312k) from 942 trades in green. S3 Short owns 33.9 percent ($221k) from just 186 trades in red. S2 L-ORB owns only 15.6 percent ($102k) despite 444 trades in blue. S6 Universal owns 2.6 percent ($17k) from 19 trades in amber. https://stsfutures.com/img/nq-open-bootstrap-band-2026-07.svg?v=20260730-r1 Bootstrap confidence band for the 9 ET open-hour profit. The historical point estimate marker sits at $652,364. The green band spans the 2.5th percentile at about $439k to the 97.5th percentile at about $871k. A caption states 100 percent of 5,000 resampled open-hour paths came out net positive. https://stsfutures.com/learn/nq-overnight-strategy-backtest 2026-07-09 https://stsfutures.com/img/nq-overnight-strategy-tearsheet-card-2026-07.svg?v=20260730-r1 Tear-sheet card for the NQ overnight sub: net profit $194,333 over 796 trades in 14 years, 56.3% win rate, profit factor 1.57, Sharpe 2.03, Sortino 3.3, expectancy $244 per trade, max drawdown $20,073, and 0.06 correlation to the day session. https://stsfutures.com/img/nq-overnight-strategy-correlation-bars-2026-07.svg?v=20260730-r1 Monthly-return correlation of the NQ overnight sub to each day-session sub: Trend +0.06, opening range +0.19, Short +0.01, intraday trend -0.19, and the day-session composite +0.06, all far below the 0.4 diversifier line. https://stsfutures.com/img/nq-overnight-strategy-mc-floor-2026-07.svg?v=20260730-r1 Monte Carlo of the NQ overnight sub: historical net $194,333, median resample $195,918, and 2.5th-percentile floor $89,444, still strongly positive. https://stsfutures.com/img/nq-overnight-strategy-yearly-pnl-2026-07.svg?v=20260730-r1 Net P&L by calendar year for the NQ overnight sub: positive in 11 of 14 years, best +$62,076 in 2025, worst -$15,252 in 2018, no losing decade. https://stsfutures.com/learn/consistency-rule-fat-tails 2026-07-06 https://stsfutures.com/img/consistency-tail-concentration.svg?v=20260730-r1 Horizontal bar chart of profit concentration in our 15-year NQ book. The top 1% of trades, 35 of 3,496, made 55.2% of net profit. The top 1% of days, 25 of 2,537, made 44.9%. The other 99% of trades made 44.8% combined. A few trades carry the whole book. Figures are from our frozen TradingView export of 2026-07-02, 3,496 trades. https://stsfutures.com/img/consistency-tail-one-sub.svg?v=20260730-r1 Stacked bar showing who owns the top 1% of trades in our 15-year NQ book. The top 35 trades made $611,265, 55.2% of net profit. Our Short model owns 62.0% of that tail across 20 trades, our Trend model 31.5% across 12, Universal 4.6%, L-ORB 1.9%. The fat tail is one sub. Figures are from our frozen TradingView export of 2026-07-02, 3,496 trades. https://stsfutures.com/img/consistency-window-shrinks.svg?v=20260730-r1 Bar chart: the best day's median share of window profit falls as the evaluation window grows. 30 days 35.7%, 60 days 23.2%, one year 6.7%, full 15-year record 4.0%. Dashed red lines mark the 30%, 40%, and 50% consistency caps. Only the 30-day bar rises above the 30% cap line. https://stsfutures.com/img/consistency-vol-regime-bind.svg?v=20260730-r1 Grouped bar chart of how often a consistency cap binds in high-vol versus low-vol 30-day windows on our 15-year NQ book. A 30% cap binds 75.5% of high-vol windows vs 59.0% of low-vol, a 40% cap 49.8% vs 27.3%, a 50% cap 29.9% vs 13.6%. The cap bites hardest in high volatility. https://stsfutures.com/img/consistency-30d-share-distribution.svg?v=20260730-r1 Histogram of the best day's share of window profit across 2,531 rolling 30-day windows. Bins: 10-20% holds 5% of windows, 20-30% holds 27%, 30-40% holds 29%, 40-50% holds 17%, 50-60% holds 11%, 60-70% 6%, 70-80% 3%, 80-90% 1%. A dashed red line marks the 30% cap; everything to its right binds, which is 67.4% of windows. Mean best-day share 39.2%, median 35.7%. https://stsfutures.com/img/consistency-firm-cap-curve.svg?v=20260730-r1 Line chart of how often a consistency cap binds our 15-year NQ book across 30-day windows, plotted against the cap level. At a 30% cap it binds 67.4% of windows, at 40% it binds 38.6%, at 50% it binds 21.7%. The Apex legacy 30% rule is marked at the top of the curve, the MyFundedFutures 50% eval rule at the bottom. Moving the cap from 30% to 50% cuts binding from 67.4% to 21.7%. https://stsfutures.com/learn/script-on-your-chart-vs-screenshots 2026-07-29 https://stsfutures.com/img/drift-table-before-after-2026-07.svg?v=20260730-r1 Before-and-after comparison table of our NQ book run 15 days apart across the June 2026 contract roll. Published (captured 2026-06-17) versus the fresh re-run (2026-07-02): total return +1,120.40% to +1,107.33%, a drop of 13.07 points; net P&L $1,120,402 to $1,107,329, down $13,073 or 1.2%; trades 3,505 to 3,496, down 9; win rate 45.5% to 45.5%, flat; profit factor 1.57 to 1.56, flat; average win over average loss $1,937/$1,033 to $1,945/$1,040, flat; deepest drawdown episode on the CSV close-of-trade basis $28,994 to $29,014, up $20. Ratio metrics held nearly flat while the point total shifted slightly. https://stsfutures.com/img/drift-magnitude-bars-2026-07.svg?v=20260730-r1 Horizontal bar chart of the percent change in each metric of our NQ book from the published run (2026-06-17) to the fresh re-run (2026-07-02) across the June 2026 contract roll. Net P&L, the point total, moved -1.17%, by far the largest bar and shown in red. Every edge metric barely budged: profit factor -0.63%, trades -0.26%, win rate -0.18%, deepest episode in the export +0.07%, average win +0.38%, average loss +0.68%. The point total drifted while the edge metrics stayed within 0.7% of flat. https://stsfutures.com/img/back-adjustment-shift-2026-07.svg?v=20260730-r1 Schematic of back-adjustment on a continuous NQ chart. An older expiring contract trades at a lower price level than the new contract that replaces it, leaving a gap at the roll seam. To keep one smooth line, the vendor shifts the entire old-price path up by that gap so it meets the new contract at the seam. The rules never touch those old bars, but every old price moves, so point P&L on old trades moves too and a few borderline trades flip in or out. That is the entire 1.2% drift. https://stsfutures.com/img/first-trade-changed-2026-07.svg?v=20260730-r1 Two cards comparing the first trade of our 15-year NQ series before and after the June 2026 roll. Published, captured 2026-06-17: the series opens with a SHORT on 2011-06-24 at 10:10, entry price 2224.50, strategy Short (T2). Fresh re-run, 2026-07-02 post-roll: the series opens with a LONG on 2011-07-11 at 09:45, entry price 2384.50, strategy L-ORB (T1). Different date, different direction, and different price for the opening trade of the same unchanged strategy, because the roll re-based every old bar. https://stsfutures.com/img/screenshot-vs-script-2026-07.svg?v=20260730-r1 A screenshot versus a running script for proving a track record. The screenshot is a photo of one run, one day, one feed: captured 2026-06-17 at $1,120,402, and it cannot be reproduced after a roll. Its dot on the quarterly-roll timeline freezes at June and never updates. The running script re-runs on your chart against today's bars: re-run 2026-07-02 at $1,107,329, and it regenerates at every quarterly roll so it stays current. The $1,120,402 figure captured 2026-06-17 has since been superseded; only the script lets you check the current number yourself. https://stsfutures.com/learn/invite-only-tradingview-scripts 2026-07-29 https://stsfutures.com/img/invite-only-truth-table-2026-07.svg?v=20260730-r1 Two-part truth table for an invite-only TradingView script. What it does: plots our five-strategy NQ engine on your own NQ or ES chart; fires alerts on entries and exits via TradingView native alerts; needs per-username access granted in Manage Script Access. What it does not do: show you its Pine source code because invite-only hides the code; place orders or submit trades because it is an indicator not an auto-trader; connect to your broker or touch funds because it never sees a brokerage account; let us see your account or chart data because we only manage your access. https://stsfutures.com/img/auto-trade-nq-tradingview-script-automated-vs-you-dark.svg?v=20260730-r1 Two-column diagram. Left, the script automates: watching all five sub-strategies every bar, running the entry and exit math, and firing the alert plotted on your chart. Right, you still do: decide whether to take the trade, place the order at your broker, size for your own risk, and manage the exit. Footer reads the signal is automated, the order is not. https://stsfutures.com/img/invite-only-publish-matrix-2026-07.svg?v=20260730-r1 Comparison of TradingView's three publication types across two questions. Open: code visible to you yes, source shown; anyone can run it. Protected: code hidden; anyone can run it. Invite-only, highlighted as what our script uses: code hidden; invited users only can run it. Invite-only is the only type that both hides the code and limits who can run the script. https://stsfutures.com/img/invite-only-access-lifecycle-2026-07.svg?v=20260730-r1 Four-step access lifecycle for an invite-only TradingView script. Step 1, you subscribe: on stsfutures.com you give us your TradingView username. Step 2, we grant access: we add your username in the Manage Script Access dialog, with an expiry we can change at any time. Step 3, it appears for you: the script shows up under your Invite-Only Scripts tab in your Indicators library. Step 4, add it and watch: it plots our engine on your own feed and fires the alerts, and it places no orders. https://stsfutures.com/img/invite-only-screenshot-vs-script-2026-07.svg?v=20260730-r1 Side-by-side contrast of two levels of proof for the same signals. Left, in red: a screenshot someone sends you is a static image that could be cropped from one good week, so you cannot check it and you have to believe it. Right, in green: our script on your own chart runs live logic on your live bars and redraws its signals in front of you, so you can verify it bar by bar. https://stsfutures.com/img/invite-only-book-scorecard-2026-07.svg?v=20260730-r1 Scorecard of the STS NQ book the invite-only script plots, recomputed from the 3,496-trade export: 5 systematic NQ strategies run as one book; 3,496 trades in the published record; $1,107,329 net P&L backtested 2011 to 2026; 45.5% win rate across the full record; 1.56 profit factor (gross win over gross loss); 15-year backtest window, 2011 to 2026. Figures are from our frozen TradingView export of 2026-07-02. https://stsfutures.com/learn/nq-account-size-reality-check 2026-07-29 https://stsfutures.com/img/nq-sub-attribution-tornado-2026-07.svg?v=20260730-r1 Tornado chart: how much the 95%-case Monte Carlo drawdown of the full book falls if each of the five strategies is removed. Trend (S1) removed lowers it by $6,543, L-ORB (S2) by $2,198, Short (S3) by $1,994. Univ (S6) removed raises it by $956 and Overnight (S5) by $1,667, so those two are net drawdown-dampers. Trend is the single largest driver of the small-account drawdown. https://stsfutures.com/img/nq-account-size-survival-heatmap-2026-07.svg?v=20260730-r1 Heatmap: the share of 10,000 reshuffled orderings of the live running record whose deepest peak-to-trough depth, scaled to that position size, was strictly greater than the account, by position size (1 micro up to full mini scale) and starting capital ($10k, $25k, $50k, $100k, $165k). Cells run green where the depth fits inside the account to red where it does not. Full mini scale on $25k is 99.97%; on $50k it is 33.1%; on $100k it is 0.08%. One micro on $10k is 0.08%, the shallowest cell on the chart, and not zero. Cells round up, and a cell reading under 0.01% means no path of the 10,000 drained the account, which is not impossibility. These are modelled probabilities, not a guarantee, and a real drawdown can run deeper than every cell shown. 10,000 reshuffles without replacement, seed 12345, of the live running record: 3,511 closed trades to 2026-07-27. https://stsfutures.com/img/nq-mc-dd-distribution-2026-07.svg?v=20260730-r1 Two stacked histograms of the deepest peak-to-trough depth reached inside each reshuffled trade ordering, at full mini scale, 10,000 reshuffles per panel. Top panel, the live running record, 3,511 closed trades through 2026-07-27: the observed bars peak in the $40,000 to $42,500 bin, and an amber line marks the still-open $57,531 depth in the right shoulder near the 84th percentile, so about 16 orderings in 100 fell further. Bottom panel, the dated 2026-07-02 backtest export, 3,496 trades: the observed bars peak in the $40,000 to $42,500 bin, an amber line marks the $29,014 deepest episode of that export with no percentile label, a blue line marks the $42,832 median just to the right of that peak rather than on it, and a red line marks the $63,255 95th percentile in the right tail. The panels are labelled and scaled separately because they are different populations. https://stsfutures.com/img/nq-micro-scaling-p95-2026-07.svg?v=20260730-r1 Horizontal bar chart of the 95%-case Monte Carlo drawdown by position size, reshuffled from the live running record of 3,511 closed trades through 2026-07-27: 1 micro $6,825, 2 micros $13,650, 3 micros $20,475, 5 micros $34,125, full mini scale $68,250. Each bar is annotated with how often it outdraws a $10k account (0.08%, 33.1%, 95.1%, 100%, 100%). Only 1 micro (green) fits inside a $10k account; dashed lines mark the $10k and $25k account sizes. The drawdown grows one for one with the number of micros held. A footnote records 10,000 reshuffles without replacement under seed 12345, a median depth of $45,311 and a 95th percentile of $68,250, and that these are modelled probabilities rather than a guarantee. https://stsfutures.com/img/nq-micro-capacity-ladder-2026-07.svg?v=20260730-r1 Horizontal bar chart of the maximum number of MNQ micros each account can carry at the 95% rule (hold at least $6,900 per micro, the live band's 95th-percentile depth rounded up): $10k holds 1 micro, $25k holds 3, $50k holds 7, $100k holds 14 (one mini plus four), $165k holds 23 (two minis plus three). A dashed reference line marks 10 micros equals 1 mini, so a full mini only fits at about $69,000 and up. https://stsfutures.com/img/nq-iid-vs-block-bootstrap-2026-07.svg?v=20260730-r1 Grouped bar chart comparing the reshuffle drawdown band of the dated 2026-07-02 backtest export two ways. The i.i.d. trade-shuffle we publish is labeled with its figures, a median depth of 42,832 dollars and a 95th percentile of 63,255 dollars. The streak-preserving moving-block bootstrap is drawn as unlabeled bars, because its precise values moved by more than a thousand dollars on re-running and are not reproducible to our own standard, so only their direction is published. Every streak-preserving bar sits below its i.i.d. counterpart at both plotted percentiles, the median and the 95th, so at the two depths this chart shows, preserving the real loss clustering makes this book shallower rather than deeper, which is why the i.i.d. band is the conservative one. A note records that this is one population, that the live running record is reshuffled separately, and that a band measures ordering luck inside a sample rather than predicting future drawdown. https://stsfutures.com/learn/how-to-audit-a-trading-track-record 2026-07-06 https://stsfutures.com/img/audit-scorecard-2026-07.svg?v=20260730-r1 Audit scorecard table with seven rows, each a check to demand from any trading track record next to the number the STS NQ book reports and its grade. Every figure is from the dated 2026-07-02 backtest export unless the row says otherwise. Row 1 sample size, bar 200-plus trades multi-year, ours 3,496 trades 2011 to 2026, PASS. Row 2 t-stat edge versus luck, bar t greater than 3, ours clears it for the book but only 1 of 5 sub-strategies clears alone, PASS as a book. Row 3 per-era profit factor, bar PF greater than 1 in every era, ours 1.02 rising to 1.20 to 1.45 to 1.91, PASS. Row 4 costs included, bar commissions plus slippage in, ours about 4 dollars 10 cents round-turn on every fill, PASS. Row 5 drawdown honesty, bar the percent must state its denominator, ours 29,014 dollars, the deepest episode of that export, equal to 2.6 percent of net profit or 3.2 percent of the 910,170 dollar peak it fell from or 29.0 percent of a 100,000 dollar account, PASS. Row 6 sizing basis, bar size against a reshuffle band and not against one shallow episode, ours reshuffles the LIVE book to a median depth of 45,311 dollars, which is 46 percent of a 100,000 dollar account once the risk is rounded up, PASS. Row 7 losing periods shown, bar negative years and months published, ours 3 down years and 63 down months, PASS. A footer records that the live running record is a separate population and carries its own still-open 57,531 dollar episode. https://stsfutures.com/img/per-strategy-tstat-2026-07.svg?v=20260730-r1 Bar chart of t-statistic per strategy against a t equals 3 threshold line. Trend sleeve 3.28, a green bar above the line, the only sub that clears alone. Four red bars below the line: Sub 2 at 2.92, Short at 2.61, Sub 4 at 2.93, Intraday at 2.54. A tall blue bar on the right shows the combined book well above the line, labeled all five combined. An amber dashed line marks the t equals 3 Harvey-Liu-Zhu bar. https://stsfutures.com/img/per-sub-pf-vs-tstat-2026-07.svg?v=20260730-r1 Two side-by-side bar lanes, one row per NQ sub-strategy, read across. Left lane is profit factor, every bar green and past the PF equals 1 line: Trend 1.53, L-ORB 1.32, Short 2.12, Overnight 1.57, Universal 1.73. Right lane is t-statistic against an amber t equals 3 gate: only Trend clears it at 3.28 as a green bar; L-ORB 2.92, Short 2.61, Overnight 2.93 and Universal 2.54 fall short as red bars. Same five sleeves, graded winner by profit factor and luck by the t-stat, so profit factor calls all five winners while the t-stat clears only one. https://stsfutures.com/img/per-era-profit-factor-2026-07.svg?v=20260730-r1 Bar chart of profit factor by non-overlapping four-year era for the NQ book, with a red dashed break-even line at 1.0. Four green bars rising left to right: 2011 to 2014 profit factor 1.02 on 883 trades, 2015 to 2018 profit factor 1.20 on 1,002 trades, 2019 to 2022 profit factor 1.45 on 862 trades, 2023 to 2026 profit factor 1.91 on 749 trades. An amber trend line connects the bar tops to show the monotonic rise. Every era sits above the 1.0 break-even bar. https://stsfutures.com/img/drawdown-three-denominators-2026-07.svg?v=20260730-r1 Horizontal bar chart showing the identical 29,014 dollar drawdown episode, the deepest in the dated 2026-07-02 backtest export, expressed as three different percentages against three different denominators. Green bar, 2.6 percent of final net profit of 1,107,329 dollars, labeled flattering. Blue bar, 3.2 percent of the 910,170 dollar equity peak it fell from. Red bar, 29.0 percent of a 100,000 dollar starting account, the harshest read. A note warns that a track record quoting a drawdown percent without its denominator is hiding the ball, and that this episode is not a ceiling, because the live running record carries a separate and still-open 57,531 dollar episode. https://stsfutures.com/img/drawdown-confidence-band-2026-07.svg?v=20260730-r1 Confidence-band chart of drawdown depth as a percent of a $100,000 nominal account, drawn as two panels for two different populations that share one percent-of-account scale, so each is read against the reader's own account rather than against the other. The upper panel is the dated 2026-07-02 backtest export of 3,496 trades: a marker sits at $29,014, 29.0% of that account, labelled the deepest episode of that export. The lower panel is the live running record of 3,511 trades over 10,000 reshuffles, seed 12345. A red band spans the simple i.i.d. reshuffle of the live book, from its $45,311 median at 45.3% to its $68,250 95th percentile at 68.3%, and once the risk is rounded up the planning pair is 46% and 69%. The live book's realized $57,531 depth is marked at 57.53% of that account, still open and not yet recovered, at about the 84th percentile of reshuffles of the live book. The streak-preserving block reshuffle is not plotted at all: it has no band, no bar and no tick anywhere on the axis, because its precise values are not reproducible to our own standard and only their direction is published. In its place a fixed-size glyph that encodes no length records that it runs shallower than the i.i.d. band at both plotted percentiles, the median and the 95th. A footer records that the marker above and the band below belong to different populations that share one percent-of-account scale, so each is read against the reader's own account rather than against the other, that the marked episode is one episode and not a ceiling, and that a band measures ordering luck inside a fixed sample rather than predicting future drawdown. https://stsfutures.com/img/losing-periods-2026-07.svg?v=20260730-r1 Bar chart of net profit by year for the NQ book from 2011 to 2026, with a zero line. Three red bars below zero mark the only losing years: 2011 at minus 3,649 dollars, 2012 at minus 240 dollars and 2013 at minus 2,899 dollars, all labeled. Every other year is a green bar above zero, growing from a few thousand dollars in the early years to 281,973 dollars in 2025. A red callout box notes the worst losing streak of 14 trades in a row for minus 7,412 dollars, August 26 to September 30, 2015, equal to 0.67 percent of net. https://stsfutures.com/learn/combine-reset-math 2026-07-06 https://stsfutures.com/img/combine-reset-attempts-dist-2026-07.svg?v=20260730-r1 Bar chart of how many combine attempts it takes to get funded on the TopStep $50k account at one micro, where each attempt passes 59.8% of the time. 59.8% of traders are funded on attempt one, 24.0% on attempt two, 9.7% on attempt three, 3.9% on attempt four, and 2.6% need five or more. Cumulatively 83.8% are funded by the second attempt and 93.5% by the third. The median is one attempt, p90 is three, mean is 1.67. Geometric from the backtested 15-year NQ book, TopStep standard path, rules 2026-07-03, hypothetical. https://stsfutures.com/img/combine-reset-cost-by-size-2026-07.svg?v=20260730-r1 Bar chart: median all-in cost to pass the TopStep $50k combine by contract size, with the 90th-percentile cost marked above each bar. One micro passes 60% per attempt and costs a median $443 all-in, p90 $786. Two micros pass 30% per attempt yet cost a median $345, p90 $639, the cheapest of the three. Three micros pass 18% per attempt and cost $394, p90 $835. Trade-shuffle Monte-Carlo over the backtested 15-year NQ book, TopStep standard path, rules captured 2026-07-03, hypothetical. https://stsfutures.com/img/combine-reset-attempt-months-2026-07.svg?v=20260730-r1 Bar chart of the median whole months of fees it takes to get funded on the $50k combine, counting every attempt, by contract size, on the backtested 15-year NQ book. One micro bills a median 6 fee-months, two micros 4, three micros 5. An arrow marks that stepping from one micro to two micros cuts 2 fee-months off the whole journey. Since TopStep bills by the whole month, shorter failed attempts dodge fees, which is why two micros costs less despite passing half as often. Trade-shuffle Monte-Carlo, TopStep standard path, rules 2026-07-03, hypothetical. https://stsfutures.com/img/combine-reset-cost-ci-2026-07.svg?v=20260730-r1 Dot-and-whisker chart of median all-in cost to pass the $50k combine with a 95% confidence band from 1,000 streak-preserving resampled histories. One micro: median $443, band $394 to $492. Two micros: median $345, band $296 to $394. The two-micro band's top, $394, sits at the one-micro band's bottom and below the one-micro median of $443, marked with a dashed reference line, so the bands barely overlap. Two micros beat one micro on median cost in 99% of resampled histories. Moving-block bootstrap, 20-trade blocks, hypothetical. https://stsfutures.com/img/combine-reset-cost-by-account-2026-07.svg?v=20260730-r1 Combo chart: median all-in cost to get funded (green bars) versus per-attempt pass rate (blue dots on a right axis) for the TopStep $50k, $100k and $150k combines at one micro per signal. The $50k account passes 59.8% per attempt and costs a median $443. The $100k passes 81.5% and costs $1,139. The $150k passes 94.0% and costs $3,134. Pass rate climbs with account size while cost climbs far faster. Backtested 15-year NQ book, TopStep standard path, rules 2026-07-03, hypothetical. https://stsfutures.com/learn/cost-of-skipping-trades 2026-07-06 https://stsfutures.com/img/skip-rules-pnl-given-up-2026-07.svg?v=20260730-r1 Horizontal bar chart of profit given up by five loss-avoidance rules on the STS NQ book, against the $1,107,329 baseline of taking every signal. Skip the week after a losing week gives up $524,079 (47.3% of net, 15 of 37 monster trades missed). Skip the next trade after one loss gives up $398,277 (36.0%, 13 of 37 monsters). Skip after two losses in a row gives up $215,526 (19.5%, 6 monsters). Skip the rest of the day after a loss gives up $161,569 (14.6%, 3 monsters). Skip after three losses in a row gives up $31,288 (2.8%, 4 monsters). Every bar is a loss versus taking every signal. https://stsfutures.com/img/streaks-are-ordinary-2026-07.svg?v=20260730-r1 Bar chart comparing the longest losing streak in the STS NQ book against what random chance predicts. Our actual worst streak was 14 losses in a row, from 2015-08-26 to 2015-09-30, costing $7,412 or 0.67% of net. The longest run pure chance deals at a 45.5% win rate is around 12 to 13, and 14 or longer appears in about a quarter of random orderings. A runs test returns z of plus 1.65 with p of 0.098, showing 1,783 runs versus 1,734 expected, meaning losses do not cluster more than random. https://stsfutures.com/img/trade-after-a-loss-2026-07.svg?v=20260730-r1 Grouped bar chart of the very next trade split by what came before it, for the STS NQ book. After a loss the next trade wins 46.7% of the time and averages $375 net. After a win the next trade wins 43.9% and averages $248. Across all trades the win rate is 45.5% and the average is $317. The trade after a loss is the best of the three groups on both measures. https://stsfutures.com/img/tail-carries-the-book-2026-07.svg?v=20260730-r1 Two stacked bars for the STS NQ book. The left bar, share of trades, shows the 37 monster winners are just 1.06% of the 3,496 trades, a thin sliver above the other 3,459 trades. The right bar, share of net profit, shows those same 37 monsters carry 57.2% of the net, $633,219, while everything else is 42.8%, $474,110. A call-out notes the skip-after-one-loss rule benches 13 of the 37 monster winners. A monster is a trade with net of $10,952.70 or more, the book's 99th-percentile trade. https://stsfutures.com/img/skip-cost-by-sub-2026-07.svg?v=20260730-r1 Horizontal bar chart splitting the $398,277 skip-after-one-loss cost across the STS book's five active strategies. The trend engine gives up $130,859, 32.9% of the total, which is 42.0% of that strategy's own net. Short gives up $92,392, 23.2%. The overnight trend model gives up $83,856, 21.1%. The universal sub gives up $56,701, 14.2%, which is more than that sub's entire $47,858 net. Long ORB gives up $34,470, 8.7%, despite being skipped the most at 538 trades. The short ORB sub gives up nothing because it has no trades in the book. https://stsfutures.com/learn/how-long-drawdowns-last 2026-07-29 https://stsfutures.com/img/dd-recovery-distribution-2026-07.svg?v=20260730-r1 Bar chart of how long our NQ book's drawdowns took to recover, 229 recovered episodes from 2011 to 2026. 123 episodes (54%) recovered in 7 days or fewer, 74 (32%) in 8 to 30 days, 22 (10%) in 31 to 90 days, 7 (3%) in 91 to 180 days, 2 (1%) in 181 to 365 days, and 1 (0.4%) took over 365 days. The distribution is heavily front-loaded: most drawdowns clear fast, a thin tail runs long. https://stsfutures.com/img/dd-stability-band-2026-07.svg?v=20260730-r1 Stability of three recovery-time numbers across 2,000 block-resampled 15-year histories of our NQ book. The median recovery point is 7 days with a 95% band of 6 to 9 days. The p95 recovery point is 79 days with a 95% band of about 75 to 160 days, roughly eleven to twenty-three weeks. The worst underwater stretch point is 1,175 days, and a stretch of 180 days or more shows up in 99% of resampled histories. The middle barely moves; the p95 and the long tail carry real uncertainty. https://stsfutures.com/img/dd-depth-vs-duration-2026-07.svg?v=20260730-r1 Two panels of drawdown episodes in the STS NQ book, drawn as separate populations that are not ranked against one another. The upper panel is the live running record: its deepest dip in dollars is $57,531, which is 4.70% of the $1,222,887.90 peak it fell from; it peaked 2026-06-15 and reached its low 2026-07-20, and it is STILL OPEN, so it has no recovery date, no measured length, and no bar is drawn for it. The lower panel is the dated 2026-07-02 backtest export, and the calendar-day axis applies to those rows only. Inside that export, the deepest dip in dollars is $29,014, which is 3.2% of the $910,170 peak it fell from; it peaked 2025-06-03, made its low 2025-07-10, and is drawn as a 62 day bar. The deepest dip as a percent of its own peak in that export is $20,757, shallower in dollars than the $29,014 dip, and 20.3% of the $102,145 peak it fell from; it is drawn as a 1,175 day bar. Within those export rows the bars measure time and not depth, so the shallower dollar dip is drawn as the longer bar. https://stsfutures.com/img/dd-sub-attribution-2026-07.svg?v=20260730-r1 Net loss by strategy sub over the 788-day slide to the bottom of the 1,175-day drawdown. The long-breakout model lost $11,828, which is 57% of the $20,757 hole. The overnight trend sub lost $5,142 (25%), the short sub $3,388 (16%), the trend sub $255 (1%), and the universal sub $144 (1%). One sub dug most of the hole; there was no single blow-up. https://stsfutures.com/img/dd-percentile-ladder-2026-07.svg?v=20260730-r1 Recovery-time percentile ladder for our NQ book's 229 recovered drawdowns. The median (p50) recovery was 7 days, the p90 was 46 days, the p95 was 79 days, about eleven weeks, and the worst on record was 1,175 days from July 2011 to October 2014. Bar length is days underwater on a square-root scale. The p95 of 79 days is the case to budget for, not the 7-day median. https://stsfutures.com/learn/nq-es-correlation 2026-06-18 https://stsfutures.com/img/nq-es-rolling-correlation-2026-06.svg?v=20260730-r1 Line chart titled 15 years of NQ-ES rolling correlation, trailing 60 sessions, 2011 to May 2025. The line mostly sits between 0.85 and 0.99, dips to its lowest point of 0.64 in calm June 2017, and climbs to its highest point of 0.99 in the May 2025 selloff. A reference line marks 0.90, and 67 percent of all sessions sit at or above it. The correlation rises toward 1.0 in stressed periods. https://stsfutures.com/img/nq-es-same-book-on-es-2026-06-18.svg?v=20260730-r1 https://stsfutures.com/learn/how-to-read-nq-es-daily-bias 2026-07-17 https://stsfutures.com/img/nq-day-map-2026-06-11.svg?v=20260730-r1 Bar chart titled a map of the NQ day: share of net profit by entry hour for 3,496 NQ trades, 2011 to 2026. The 9 ET cash-open hour is by far the tallest at 58.9 percent of profit and the 18 ET overnight reopen is second at 17.6 percent, while the midday hours from 10 ET to 15 ET each hold under 10 percent. The two highlighted windows together hold about 76.5 percent of profit. https://stsfutures.com/img/nq-es-range-ruler-2026-06.svg?v=20260730-r1 Two-panel bar chart titled a normal day measured: average daily range of NQ versus ES from 2011 to May 2025. The top panel in points shows NQ at 137 points and ES at 36 points. The bottom panel in dollars per contract shows NQ at 2,750 dollars and ES at 1,815 dollars. NQ is 3.8 times ES in points but only 1.5 times in dollars. https://stsfutures.com/learn/nq-es-average-daily-range 2026-06-13 https://stsfutures.com/img/nq-range-expansion-2026-06.svg?v=20260730-r1 Bar chart: one NQ contract average daily range from calm years to wild years, 2011 to May 2025. 2017 calmest year $966 (1.0x baseline), 2019 $1,960 (2.0x), full 15-year average $2,750 (2.8x), 2020 $4,780 (4.9x), 2022 $6,690 (6.9x), last 12 months $7,186 (7.4x). Range expands about sevenfold from calm to wild. https://stsfutures.com/img/nq-range-stop-multiple-2026-06.svg?v=20260730-r1 Horizontal bar chart: NQ average daily range expressed as a multiple of our book's $1,040 average losing trade. 2017 calm day 0.9x ($966), full 15-year 2.6x ($2,750), 2020 4.6x ($4,780), 2022 wild day 6.4x ($6,690), last 12 months 6.9x ($7,186). A calm day holds about one stop of room, a day in a wild year about six and a half, and the last 12 months about seven. https://stsfutures.com/learn/nq-vs-mnq 2026-07-29 https://stsfutures.com/img/nq-vs-mnq-cost-percent-2026-07.svg?v=20260730-r1 Bar chart: round-turn fee as a share of our $317 average trade, for the same dollar exposure. One NQ costs $4.10, which is 1.3% of the trade. Ten MNQ matching that exposure costs $41.00, which is 12.9% of the trade, about ten times heavier. https://stsfutures.com/img/nq-vs-mnq-dollar-risk-ladder-2026-07.svg?v=20260730-r1 Bar chart of drawdown in dollars, NQ mini against MNQ micro, the micro bar being exactly one tenth of the mini bar at all three rungs drawn. The two populations are drawn in separate stacked frames, one above the other, each with its own baseline, and the two frames share one dollar scale, so bar heights may be read across them. What differs is what the bars are: one realized episode above, a modeled reshuffle band below. Upper frame, Population A, the dated 2026-07-02 backtest export of 3,496 trades: one rung, the 29,014 dollar deepest episode of that export on NQ, with one tenth of that on MNQ. Lower frame, Population B, the live running record through 2026-07-27 of 3,511 trades: two rungs, the reshuffle median at 46,000 dollars on NQ against 4,600 on MNQ, and the reshuffle 95th percentile at 69,000 dollars on NQ against 6,900 on MNQ. The Population B rungs are modeled percentiles of 10,000 reshuffled orderings rounded up to the nearest thousand. A note records that the live 57,531 dollar episode began 2026-06-15, was still open on 2026-07-27, and is not drawn or bounded here. https://stsfutures.com/learn/expect-worse-drawdown-than-backtest 2026-07-29 https://stsfutures.com/img/mc-drawdown-distribution-2026-07.svg?v=20260730-r1 Distribution of the deepest peak-to-trough depth reached inside each reshuffled ordering of the STS NQ book, in dollars, 1 to 3 contract volatility-scaled. Main panel, the live running record, 3,511 closed trades through 2026-07-27 and 10,000 reshuffles: the observed bars peak in the $40,000 to $42,500 bin, the median sits further right at $45,311 and the 95th percentile at $68,250, and a single marker at $57,531 for the still-open episode sits in the right shoulder near the 84th percentile, so about 16 orderings in 100 fell further. A separate inset panel, titled for the dated 2026-07-02 backtest export and its 3,496 trades, shows that population reshuffling to a median of $42,832 and a 95th percentile of $63,255. The two populations are never drawn on the same axis. https://stsfutures.com/img/mc-drawdown-three-numbers-2026-07.svg?v=20260730-r1 Bar chart of three drawdown figures from one population, the dated 2026-07-02 backtest export of the NQ book, 1 to 3 contracts scaled by volatility: the $29,014 deepest episode of that export, which is 3.2% of the $910,170 peak it fell from; the reshuffle median of $42,832; and the reshuffle 95th percentile of $63,255. The two reshuffle figures are percentiles of the deepest depth reached inside each of 10,000 reshuffled orderings of that same export, so all three bars share one population and one basis. A note records that the tear-sheet figure is the smallest of the three, that it is one episode and not a ceiling, and that the live running record is a separate population carrying its own still-open $57,531 episode. https://stsfutures.com/learn/are-futures-trading-signals-worth-it 2026-07-29 https://stsfutures.com/img/signals-worth-it-proof-checklist-2026-06.svg?v=20260730-r1 Checklist table: eight proof checks a futures signal buyer should demand, next to the value the STS NQ book reports for each, taken from the dated 2026-07-02 backtest export. Backtested track record 15 years; every trade visible 3,496; drawdown disclosed in full, the 29,014 dollar deepest episode of that export shown alongside the still-open 57,531 dollar episode on the live running record; Harvey-Liu t-stat clears the 3.0 bar; Deflated Sharpe clears the 90 percent bar; Probabilistic Sharpe passes; profit factor by 4-year era rising 1.02 to 1.91; beta to NQ 0.20. Every row is marked met. https://stsfutures.com/img/signals-worth-it-tstat-vs-hurdle-2026-06.svg?v=20260730-r1 Chart of the Harvey-Liu t-stat against the real-edge hurdle, with two plotted reference bars on one axis: a coin-flip system at 0.00, labelled no real edge, and the academic hurdle at 3.00, the Harvey-Liu floor for a real edge, marked with a dashed amber line. The STS NQ book is not plotted on that axis. It sits in a separate cell off the axis that has no bar, no baseline and no scale, holding a fixed checkmark glyph and the words greater than 3.0, clears the 3.0 hurdle, over 3,496 trades and 15 years, so the book's t-stat is stated qualitatively and no value can be read off the drawing. https://stsfutures.com/learn/nq-system-tested-every-index 2026-07-29 https://stsfutures.com/img/nq-every-index-money-vs-edge-2026-06.svg?v=20260730-r1 https://stsfutures.com/img/nq-every-index-drawdown-2026-06.svg?v=20260730-r1 Horizontal bar chart of worst drawdown as a share of the starting account for the same system on four markets. NQ 20.3% survivable, YM 43%, RTY 52%, ES 106% which wipes the account. A dashed line marks 100% equals account gone. https://stsfutures.com/learn/is-my-backtest-overfit 2026-07-19 https://stsfutures.com/img/sts-overfit-gauntlet-tstat-2026-06.svg?v=20260730-r1 Bar chart of the Harvey-Liu t-stat for each of our five NQ strategies, standalone backtests 2011 to 2026 on a per-trade basis, against the real-edge hurdle of 3.0 shown as a dashed line. Only Trend at 3.28 clears the hurdle; Overnight 2.93, Long ORB 2.92, Short 2.61, and Intraday 2.54 fall below it. Every t-stat is printed on its bar. https://stsfutures.com/img/sts-overfit-oos-profit-factor-2026-06.svg?v=20260730-r1 Bar chart of out-of-sample profit factor for each of the five NQ strategies, January 2026 to June 2026, with a dashed break-even line at 1.0. All five bars sit above break-even: Trend 1.93, Long ORB 1.46, Short 6.69, Overnight 2.30, Intraday 1.58. Every value is printed on its bar, and all five made money on data the backtest never saw. https://stsfutures.com/learn/best-time-to-trade-nq-futures 2026-07-17 https://stsfutures.com/img/nq-entry-hour-by-system-2026-07.svg?v=20260730-r1 Stacked bar chart of NQ trade counts by entry hour, colored by system. The 9 ET bar totals 2,020 and stacks S1 Trend (944), S2 ORB Long (781), S3 Short (185) and S6 Universal (110). The 18 ET bar totals 796 and is entirely S5 Overnight. Hours 10 through 15 are short bars made of S2 and S3 with some S6 at 10 and 11. https://stsfutures.com/img/nq-money-to-pain-2026-07.svg?v=20260730-r1 Scatter chart of net profit against worst drawdown for four engine-hours. S3 Short at 9 ET is the ringed dot, sitting high on the chart at the shallowest dip of the four; its only label is 12 dollars earned per 1 dollar of drawdown, and the chart prints no dip figure for it, though its dot is placed at about 225,500 net and about 18,500 of dip. S1 Trend 9 ET is furthest right, labelled 316,460 net with a 21,997 dollar dip. S5 Overnight 18 ET is mid-chart, labelled 194,333 net and a 20,073 dollar dip. S2 L-ORB 10 ET sits low-left, labelled roughest with a 27,333 dollar dip, the deepest of the four. https://stsfutures.com/img/nq-net-by-system-2026-07.svg?v=20260730-r1 Horizontal bar chart of net profit by system, ranked. S3 Short leads at $382,003 from only 412 trades ($927 per trade). S1 Trend $316,460 on 944 trades ($335). S2 ORB Long $284,206 on 1,653 trades ($172). S5 Overnight $194,333 on 796 trades ($244). S6 Universal $160,982 on 319 trades ($505). https://stsfutures.com/img/nq-schedule-fit-split-2026-07.svg?v=20260730-r1 Horizontal split bar of the book's $1,107,329 net profit by when the entry fires. The blue segment is 82.4 percent, 912,191 dollars, from market-hours entries between 9 and 15 ET. The green segment is 17.6 percent, 195,138 dollars, from the single 6 PM reopen system. https://stsfutures.com/img/nq-profit-share-by-hour-2026-07.svg?v=20260730-r1 Bar chart of the share of book profit by entry hour. The 9 ET bar is by far the tallest at 58.9 percent. The 18 ET reopen is second at 17.6 percent in green. Hours 10 through 15 are small, and the 12 and 13 ET midday bars are grey at 1.2 and 1.9 percent. https://stsfutures.com/img/nq-regime-rotation-2026-07.svg?v=20260730-r1 Five small bar panels, one per volatility regime, each showing the 9 ET open's total net in green and the engine that carries it. Trend up plus 162k carried by Trend plus 96k. High-vol up plus 119k carried by Trend plus 96k. Crash plus 104k carried by Short plus 63k, ownership flips from long to short. Chop plus 69k carried by Trend plus 28k. Calm down plus 46k, carried by Short plus 50k, whose bar is drawn taller than the regime total because the other engines were net negative combined in that regime. Every regime is net-positive; blue Trend carries the up moves, red Short takes over in the crash. https://stsfutures.com/learn/nq-stop-loss-how-many-points 2026-07-02 https://stsfutures.com/img/nq-trade-heat-winners-losers-2026-06.svg?v=20260730-r1 Grouped bar chart: adverse excursion in NQ price points per contract for winners versus losers at the 25th, 50th, 75th, 90th and 95th percentiles. Winners take far less heat at every percentile: median 7.9 points versus 21.9 for losers, 95th percentile 68.1 versus 117.6. Exact values labeled on every bar. https://stsfutures.com/img/nq-fixed-stop-whatif-2026-06.svg?v=20260730-r1 Bar chart with overlaid dots: percentage of the $1,107,329 profit kept (bars) and percentage of winning trades killed (dots) for fixed NQ stops from 10 to 150 price points across 3,496 trades. A 10-point stop keeps 33.6% of profit and kills 42.8% of winners; a 100-point stop keeps 91.8% and kills 1.6%. https://stsfutures.com/img/nq-pct-stop-whatif-2026-06.svg?v=20260730-r1 Bar chart with overlaid dots: percentage of profit kept (bars) and winning trades killed (dots) for stops set as a percentage of price, from 0.1% to 3%, across 3,496 NQ trades. A 0.5% stop keeps 87.5% of profit, 1% keeps 99.5%, and 2% reaches 100.5%, slightly above the no-stop baseline marked by a dashed line. https://stsfutures.com/learn/our-nq-trading-strategies 2026-07-29 https://stsfutures.com/img/sts-strategy-correlation-2026-06.svg?v=20260730-r1 Heatmap: daily P&L correlation between the five STS strategies across 2,542 trading days, with the exact value printed in every cell. Average pairwise 0.11. Highest pair: the two early long models, Trend and ORB, at 0.46; next the intraday model with Trend at 0.24 and with the short at 0.18; the overnight model sits between 0.00 and 0.04 against every other strategy. https://stsfutures.com/img/sts-per-era-profit-factor-2026-06.svg?v=20260730-r1 Bar chart of the book's profit factor across four 4-year eras: 1.02 in 2011 to 2014, 1.20 in 2015 to 2018, 1.45 in 2019 to 2022, and 1.91 in 2023 to 2026. Every bar sits above the 1.0 break-even line, and each era is higher than the one before. https://stsfutures.com/learn/nq-vs-es-futures 2026-07-02 https://stsfutures.com/img/nq-vs-es-daily-range-2026-06.svg?v=20260730-r1 Bar chart: NQ vs ES average daily dollar range per contract across five periods, 2011 to May 2025. NQ leads in every period: $2,750 vs $1,815 full period, $7,186 vs $3,735 over the last 12 months, $966 vs $700 in calm 2017. Exact values labeled on each bar; details in the table above. https://stsfutures.com/terms https://stsfutures.com/privacy https://stsfutures.com/refund-policy https://stsfutures.com/disclaimer https://stsfutures.com/risk-disclosure 2026-06-29