https://stsfutures.com/ 2026-07-23 https://stsfutures.com/about 2026-07-23 https://stsfutures.com/our-strategies 2026-07-23 https://stsfutures.com/nq-futures-signals 2026-08-05 https://stsfutures.com/pricing 2026-07-23 https://stsfutures.com/research 2026-07-23 https://stsfutures.com/tools/prop-firm-drawdown-calculator https://stsfutures.com/help 2026-07-23 https://stsfutures.com/status 2026-07-23 https://stsfutures.com/tearsheet.html 2026-08-05 https://stsfutures.com/learn/strategy-eligibility-per-account 2026-08-05 https://stsfutures.com/img/prop-eligibility-sub-share.svg Horizontal bar chart of each strategy's share of our backtested NQ book's net profit, with trade counts. VWAP Short 32.4% on 409 trades, Trend 29.4% on 945 trades, Overnight 17.5 percent on 793 trades, Opening Range Break 16.3% on 1,282 trades, Intraday Trend 4.3% on 71 trades. The Overnight bar is marked in blue as the strategy whose eligibility turns on how each firm defines a trading session. https://stsfutures.com/img/prop-eligibility-session-window.svg Timeline of the futures trading day in Eastern Time, running from 6:00 PM ET across midnight to 5:00 PM ET the following afternoon, with the axis broken at 15:45 so the closing times stay readable. A green bar at the top shows our overnight position open from 18:15 to 08:30. Below it three shaded bars show each firm's session window, each starting at the 6:00 PM open and ending at its own close: Topstep at 16:10 ET, which is 3:10 PM CT, Take Profit Trader at 16:55 ET, Apex at 16:59 ET. The green overnight bar is repeated inside every firm's bar and sits entirely within all three, nowhere near an end. A red dashed vertical line marks our 16:45 ET end-of-day exit; it falls to the right of where Topstep's bar stops, and to the left of where Take Profit Trader's and Apex's bars stop. A note under the Topstep row records that Topstep's hours table permits the hold while Topstep's own FAQ answers No. https://stsfutures.com/img/prop-eligibility-exit-clock.svg Bar chart of when our 3,500 backtested trades close, in 30-minute buckets across the futures trading day from 6:00 PM ET to 5:00 PM ET. Two peaks dominate: 685 trades close in the 08:30 ET bucket and 1,214 close in the 16:30 ET bucket. Vertical dashed lines mark Topstep's flatten at 4:10 PM ET and Take Profit Trader's auto-close at 4:55 PM ET. The largest bucket falls between the two lines. https://stsfutures.com/img/prop-eligibility-giveback.svg Histogram of all 1,591 winning trades in our backtested book, grouped by how much of the trade's peak unrealized gain it still held at exit, in ten-percent bands from 0-10% up to 90-100%. The bars trend upward from left to right, and the five left-hand bars, covering the 31.8% of winners that kept under half their peak, are drawn in red with diagonal hatching; the five right-hand bars are solid green. A blue dashed vertical line stands at the median winner, which keeps 69.5% of its peak. https://stsfutures.com/learn/getting-paid-vs-getting-funded 2026-08-05 https://stsfutures.com/img/prop-payout-two-legs-2026-08.svg Horizontal stacked bar chart with six rows, three prop products at one micro and the same three at three micros. Each bar has a grey left segment for the evaluation stage and a blue right segment for the funded stage before any money is withdrawable. At one micro the segments are Apex 50K EOD 438 then 294 days, Apex 50K Intraday 688 then 307, Take Profit Trader 425 then 224. At three micros they are 50 then 65, 42.5 then 91, and 33 then 26. In four of the six rows the blue funded segment is a substantial share of the bar, and in two it is longer than the grey evaluation segment. https://stsfutures.com/img/prop-payout-eval-vs-paid-2026-08.svg Horizontal bar chart with six rows, one per micro multiplier from 1 to 6. Each row holds two bars measured on the same 0 to 100 percent scale: an upper grey bar for the share of 2,537 simulated starts that passed the evaluation, and a shorter lower blue bar for the share that reached a first requestable payout. The grey bars read 89.5, 41.1, 39.4, 35.5, 31.8 and 30.1 percent going down the rows. The blue bars read 78.8, 18.5, 16.4, 11.8, 9.4 and 7.3 percent. The blue bar is shorter than the grey bar in every row, and the gap between them widens as the multiplier rises. A separate right-hand column of numbers, on a different base, gives the share of funded accounts that never produced a payout: 11.9, 54.9, 58.5, 66.8, 70.4 and 75.9 percent. https://stsfutures.com/img/prop-payout-consistency-cost-2026-08.svg Horizontal bar chart with six rows, one per micro multiplier from 1 to 6. Each row holds two bars on the same 0 to 800 day scale: an upper blue bar for median calendar days to a first payout with the 50 percent consistency gate enforced, and a lower grey bar for the same run with the gate ignored. The pairs are close in length in every row. Blue reads 762, 108.5, 196, 61, 55 and 46.5 days; grey reads 759, 94, 158, 49.5, 45.5 and 36 days. A note beside each row label gives the gap the gate cost: 3, 14.5, 38, 11.5, 9.5 and 10.5 days. A right-hand column gives the share of starts that reached a payout with the gate on then off: 78.8 and 78.8, 18.5 and 19.2, 16.4 and 17.1, 11.8 and 12.1, 9.4 and 10.0, 7.3 and 7.5 percent. https://stsfutures.com/learn/fastest-route-to-a-first-payout 2026-08-05 https://stsfutures.com/img/prop-first-payout-qualifying-funnel-2026-08.svg Three stacked horizontal bars on one shared day-count scale, each a subset of the one above it. The top grey bar is the full width and reads 2,537 exit days in the 15-year book. The middle mid-grey bar is a little under half as wide and reads 1,181 days with a positive net, 46.6 percent of exit days. The bottom blue bar is much shorter, roughly one eighth the width of the top bar, and reads 331 days clearing 250 dollars net, 28.0 percent of the profitable days. The steep drop from the middle bar to the bottom bar is the visual point. https://stsfutures.com/img/prop-first-payout-speed-2026-08.svg Horizontal bar chart of median calendar days from opening an Apex 50K EOD evaluation to a requestable first payout, at six position sizes. One micro is a long blue bar at 762 days, two micros 108.5, three micros 196, four micros 61, five micros 55, six micros 46.5. A right-hand column shows the share of starts that ever reached a payout, falling from 78.8 percent at one micro to 7.3 percent at six micros as the bars get shorter. https://stsfutures.com/img/prop-first-payout-by-firm-2026-08.svg Grouped horizontal bar chart of median calendar days to a first requestable payout, split into two panels with two different stated scales. Panel 1 covers one micro on a scale to 1,100 days: Apex 50K EOD 762, Apex 50K Intraday 1,024, Take Profit Trader 647. Panel 2 covers two to six micros on a much shorter scale to 220 days, so its bars are not comparable to panel 1. At two micros the bars read 108.5, 144 and 109 days; at three micros 196, 159 and 55; at four micros 61, 76 and 46.5; at five micros 55, 57 and 37; at six micros 46.5, 50 and 27. The Take Profit Trader bar is the shortest in every group except two micros. https://stsfutures.com/img/prop-first-payout-attainment-2026-08.svg Grouped vertical bar chart with six groups, one per micro multiplier from 1 to 6, and three bars per group labelled EOD, Intraday and TPT beneath each bar. Every bar is the share of the same 2,537 simulated starts that ever reached a first payout, so all eighteen are comparable. At one micro the bars are tall: 78.8, 56.5 and 70.0 percent. Every group after that is far shorter: 18.5, 14.3 and 22.7 at two micros; 16.4, 7.8 and 16.8 at three; 11.8, 7.1 and 12.8 at four; 9.4, 4.8 and 10.4 at five; 7.3, 4.6 and 9.0 at six. The Apex EOD bar is taller than the Apex Intraday bar in all six groups, and the whole chart steps down sharply from the first group to the second. https://stsfutures.com/learn/the-optimal-contract-multiplier 2026-08-05 https://stsfutures.com/img/prop-multiplier-qualifying-share-2026-08.svg Grouped vertical bar chart with eight groups along the horizontal axis at micro multipliers 1, 2, 3, 4, 5, 6, 8 and 10, and three bars per group labelled 150 dollars, 200 dollars and 250 dollars beneath each bar. Every bar is the share of the book's 1,181 profitable days that clear that dollar threshold, so the whole chart is in one unit. The 150 dollar series rises 41.8, 59.1, 69.5, 75.1, 79.7, 82.2, 86.6, 89.8 percent. The 200 dollar series rises 32.8, 52.9, 61.3, 69.5, 73.6, 78.1, 82.2, 85.5 percent. The 250 dollar series rises 28.0, 46.8, 56.3, 62.6, 69.5, 72.4, 79.0, 82.2 percent. All three series climb at every step from left to right, steeply at first and then flattening, and within each group the 250 dollar bar is always the shortest. https://stsfutures.com/img/prop-multiplier-frontier-2026-08.svg Line chart with two series plotted against a micro multiplier from 1 to 6 on the horizontal axis and a percentage scale from 0 to 100 on the vertical. A grey dashed line rises from 28 percent at one micro to 72.4 percent at six micros, labelled profitable days that clear the 250 dollar threshold. A solid blue line falls steeply from 78.8 percent at one micro to 18.5 percent at two and then gradually down to 7.3 percent at six, labelled starts reaching a first payout. The two lines cross between one and two micros and diverge afterwards. https://stsfutures.com/img/prop-multiplier-caps-vs-floor-2026-08.svg Line chart on a horizontal axis of micro multiplier from 1 to 20 and a vertical percentage scale from 0 to 80. A solid blue line with round markers falls very steeply from 78.8 percent at one micro to 18.5 percent at two, then declines gently through 16.4, 11.8 and 9.4 to 7.3 percent at six micros, where it stops. The area to the right of six micros is empty and labelled as not simulated, with no line drawn through it. Three grey dashed vertical markers stand in that empty region at 13, 16 and 20 micros, labelled as the Apex, Topstep and Take Profit Trader published contract caps. All three markers sit far to the right of the point where the blue line has already collapsed. 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 Horizontal bar chart of one-micro bust rate across 2,540 start dates by 50k product: TopStep 9.0%, Apex/MFFU end-of-day breakeven 9.3%, Apex intraday PA and MFFU Rapid funded 16.4%, Apex EOD evaluation on Rithmic 20.6%, MFFU Builder $1,500 30.1%, Apex intraday evaluation on Rithmic 43.0%, any Apex evaluation on Tradovate 99.6%. Lock point and platform, not brand, drive the spread. https://stsfutures.com/img/prop-convergence-bust-2026-07.svg First-bust trade number, fund-at-inception at one micro: the seven-product $2,000 end-of-day cluster all bust at trade #513 on 2013-09-09, the $2,000 intraday products at trade #507 on 2013-08-29, the MFFU Builder $1,500 add-on earliest at #446, and the legacy $2,500 floor not until trade #2179 on 2020-03-25. https://stsfutures.com/img/prop-floor-width-sweep-2026-07.svg Floor-width sweep: at fund-at-inception one micro, a $2,000 trailing floor busts at trade #513 in 2013, while $2,100 end-of-day and $2,200 intraday are the first widths that clear the 2013 stretch and carry through to 2020. The legacy $2,500 carries to trade #2179 in 2020. The $500 cut from $2,500 to $2,000 moves the failure forward by seven years. https://stsfutures.com/learn/nq-signals-free-trial-what-7-days-proves 2026-07-08 https://stsfutures.com/img/nq-signals-free-trial-what-7-days-proves-week-vs-record-dark.svg A short 7-day trade sequence dips net-negative, shown above the full 15-year STS record: net $1,112,232 over 3,500 trades, 45.5% win rate, 1.55 profit factor, 1.86 to 1 payoff, worst losing streak 14 in a row, max dollar drawdown $51,836 (4.3% of peak), max percentage drawdown 20.4%, t-stat clears the 3.0 significance hurdle. The week is a random slice of the long curve. https://stsfutures.com/learn/our-worst-losing-streak 2026-07-08 https://stsfutures.com/img/our-worst-losing-streak-14-in-a-row-dark.svg 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, the ugly numbers: worst streak 14 trades, largest loss $15,628, max dollar drawdown $51,836 (4.3% of peak), max percentage drawdown 20.4%, win rate 45.5%. https://stsfutures.com/img/our-worst-losing-streak-drawdown-band-dark.svg Monte Carlo drawdown band from 10,000 reshuffles of the 3,500 backtested trades. The backtested $51,836 drawdown sits at the 72nd percentile, right of the median. The median reshuffled maximum drawdown is $45,379, and the 95th percentile is $67,838, with paths extending deeper to the right. https://stsfutures.com/learn/how-to-build-a-profitable-nq-strategy 2026-07-17 https://stsfutures.com/img/tstat-lift-2026-07.svg 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 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 Return per dollar of max drawdown for the STS NQ book versus its subs. S5 Overnight $9.7, S6 IntradayTrend $5.5, S1 Trend $11.5, S3 Short $12.7 as the best single sub, and the combined book at $21.5, about 1.7 times the best sub. https://stsfutures.com/img/mc-drawdown-band-2026-07.svg Monte-Carlo drawdown band from 10,000 trade-order reshuffles of the STS NQ book. Backtested max drawdown $51,836 sits at the 72nd percentile, above the median. The median reshuffled drawdown is about $45,379 and the 95th percentile is about $67,838. https://stsfutures.com/img/per-era-profit-factor-2026-07.svg 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/learn/nq-market-open-trend-strategy 2026-07-07 https://stsfutures.com/img/nq-open-profit-share-by-hour-2026-07.svg Bar chart of share of book profit by ET entry hour across 3,500 NQ trades. The 9 ET open bar towers at 60.1 percent ($669k) in blue. The 18 ET overnight reopen is second at 17.5 percent ($195k) in green. Hours 11, 10 and 14 ET are grey at 6.4, 6.1 and 4.7 percent, and 15, 13 and 12 ET trail at 2.1, 1.8 and 1.2 percent. https://stsfutures.com/img/nq-open-profit-vs-winrate-2026-07.svg 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 60.1 percent yet the lowest win rate at 38.4 percent. Win rate climbs across the day to 58.0 percent at 15 ET and 56.4 percent at 18 ET, while profit shares stay small. https://stsfutures.com/img/nq-open-who-owns-9et-2026-07.svg Horizontal bar chart splitting the 9 ET open hour's $668,772 net profit by strategy. S1 Trend owns 49.0 percent ($328k) from 945 trades in green. S3 Short owns 32.9 percent ($220k) from just 187 trades in red. S2 L-ORB owns only 15.6 percent ($104k) despite 444 trades in blue. S6 Universal owns 2.5 percent ($17k) from 19 trades in amber. https://stsfutures.com/img/nq-open-bootstrap-band-2026-07.svg Bootstrap confidence band for the 9 ET open-hour profit. The historical point estimate marker sits at $668,772. The green band spans the 2.5th percentile at about $446k to the 97.5th percentile at about $925k. 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 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 1.06, Sortino 1.76, 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 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 Monte Carlo of the NQ overnight sub: historical net $194,333, median reshuffle $195,918, and 2.5th-percentile floor $89,444, still strongly positive. https://stsfutures.com/img/nq-overnight-strategy-yearly-pnl-2026-07.svg 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 Horizontal bar chart of profit concentration in our 15-year NQ book. The top 1% of trades, 35 of 3,500, made 56.1% of net profit. The top 1% of days, 25 of 2,540, made 45.3%. The other 99% of trades made 43.9% combined. A few trades carry the whole book. https://stsfutures.com/img/consistency-tail-one-sub.svg 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. https://stsfutures.com/img/consistency-window-shrinks.svg 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 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 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 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 2026-07-06 https://stsfutures.com/img/drift-table-before-after-2026-07.svg 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; max drawdown 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 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%, max drawdown +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 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 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 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. Both dollar figures are correct on their capture date, but only the script lets you check the current number yourself. https://stsfutures.com/learn/invite-only-tradingview-scripts 2026-07-06 https://stsfutures.com/img/invite-only-truth-table-2026-07.svg 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 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 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 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, you 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 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 Scorecard of the STS NQ book the invite-only script plots, recomputed from the 3,500-trade export: 5 systematic NQ strategies run as one book; 3,500 trades in the published record; $1,112,232 net P&L backtested 2011 to 2026; 45.5% win rate across the full record; 1.55 profit factor (gross win over gross loss); 15-year backtest window from August 2011 to August 2026. https://stsfutures.com/learn/nq-account-size-reality-check 2026-07-06 https://stsfutures.com/img/nq-sub-attribution-tornado-2026-07.svg 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 Heatmap: probability that the 15-year Monte Carlo maximum drawdown exceeds the account, by position size (1 micro up to full mini scale) and starting capital ($10k, $25k, $50k, $100k, $165k). Cells run green at low risk to red where the drawdown outruns the account. Full mini scale on $25k is 100% red; on $50k it is 33.3%; on $100k it is 0.1%. One micro is safe from $10k up. 10,000 trade-shuffle Monte Carlo paths on the backtested 3,500-trade v8 book, 2011 to 2026. https://stsfutures.com/img/nq-mc-dd-distribution-2026-07.svg Histogram of the worst peak-to-trough drawdown across 10,000 reshuffles of the 3,500-trade book at full mini scale. The mass peaks around $40k to $50k. A dashed amber line marks the backtested $51,836 drawdown right of centre (72nd percentile), a blue line marks the $45,379 median reshuffle at the peak of the distribution, and a red line marks the $67,838 95%-case out in the right tail. The realized drawdown was rougher than about 72% of the reshuffled orderings. https://stsfutures.com/img/nq-micro-scaling-p95-2026-07.svg Horizontal bar chart of the 95%-case Monte Carlo max drawdown by position size: 1 micro $6,784, 2 micros $13,568, 3 micros $20,351, 5 micros $33,919, full mini scale $67,838. Each bar is annotated with how often it exceeds a $10k account (0.1%, 33.3%, 92.9%, 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. https://stsfutures.com/img/nq-micro-capacity-ladder-2026-07.svg Horizontal bar chart of the maximum number of MNQ micros each account can carry at the 95% rule (hold at least $6,500 per micro): $10k holds 1 micro, $25k holds 3, $50k holds 7, $100k holds 15 (one mini plus five), $165k holds 25 (two minis plus five). A dashed reference line marks 10 micros equals 1 mini, so a full mini only fits at about $63k and up. https://stsfutures.com/img/nq-iid-vs-block-bootstrap-2026-07.svg Grouped bar chart comparing full-book Monte Carlo max drawdown two ways: the iid trade-shuffle we publish (median $45,379, p95 $67,838, p99 $80,992) against a streak-preserving moving-block bootstrap, whose bars sit lower at every percentile and are shown unlabelled because their exact values are not reproducible to our standard. Preserving the real loss-clustering shrinks the drawdown rather than deepening it. The published $67,838 p95 buffer is the conservative one. https://stsfutures.com/learn/how-to-audit-a-trading-track-record 2026-07-06 https://stsfutures.com/img/audit-scorecard-2026-07.svg Audit scorecard table with seven rows, each a check to demand from any trading track record next to the STS NQ book's own number and grade. Row 1 sample size, bar 200-plus trades multi-year, ours 3,500 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 51,836 dollars equal to 4.7 percent of net or 4.3 percent of the peak it fell from or 52 percent of a 100k account, PASS. Row 6 planning drawdown, bar quoted from a reshuffle not a single path, ours backtested at the 72nd percentile with a 95th-percentile reshuffle near 68 percent of a 100k account, PASS. Row 7 losing periods shown, bar negative years and months published, ours 3 down years and 63 down months, PASS. https://stsfutures.com/img/per-strategy-tstat-2026-07.svg 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 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 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 Horizontal bar chart showing the identical 51,836 dollar worst-dollar drawdown expressed as three different percentages against three different denominators. Green bar, 4.7 percent of final net profit of 1,112,232 dollars, labeled flattering. Blue bar, 4.3 percent of the 1,216,816 dollar equity peak it fell from. Red bar, 51.8 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. https://stsfutures.com/img/drawdown-confidence-band-2026-07.svg Confidence-band chart of max drawdown as a percent of a 100,000 dollar account. A blue marker sits at the backtested 51,836 dollars, 52 percent of the account, labeled backtested. A red simple reshuffle band runs from a 45 percent median to a 68 percent bad case, with the backtested marker inside it at the 72nd percentile. A green streak-preserving block-reshuffle band sits entirely below the red one, drawn unlabelled because its exact values are not reproducible to our standard. https://stsfutures.com/img/losing-periods-2026-07.svg 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 4,889 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 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 Bar chart: median all-in cost to pass the TopStep $50k combine by contract size, with the p90 unlucky-case 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 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 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 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 Horizontal bar chart of profit given up by five loss-avoidance rules on the STS NQ book, against the $1,112,232 baseline of taking every signal. Skip the week after a losing week gives up $529,630 (47.6% of net, 17 of 40 monster trades missed). Skip the next trade after one loss gives up $404,046 (36.3%, 15 of 40 monsters). Skip after two losses in a row gives up $213,748 (19.2%, 6 monsters). Skip the rest of the day after a loss gives up $165,364 (14.9%, 3 monsters). Skip after three losses in a row gives up $19,437 (1.7%, 4 monsters). Every bar is a loss versus taking every signal. https://stsfutures.com/img/streaks-are-ordinary-2026-07.svg 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 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 46.8% of the time and averages $380 net. After a win the next trade wins 43.9% and averages $243. Across all trades the win rate is 45.5% and the average is $318. 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 Two stacked bars for the STS NQ book. The left bar, share of trades, shows the 40 monster winners are just 1.14% of the 3,500 trades, a thin sliver above the other 3,460 trades. The right bar, share of net profit, shows those same 40 monsters carry 61.1% of the net, $679,726, while everything else is 38.9%, $432,507. A call-out notes the skip-after-one-loss rule benches 15 of the 40 monster winners. A monster is a trade with net of $10,952.70 or more. https://stsfutures.com/img/skip-cost-by-sub-2026-07.svg 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 2026-07-06 https://stsfutures.com/img/dd-recovery-distribution-2026-07.svg 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 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 1,154 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 Comparison of two drawdown episodes in our NQ book. The deepest dollar drawdown was $51,836, which is 4.3% of the peak it fell from, and it cleared in 50 days during June to August 2026. The longest underwater was a shallower $20,573 dip that ran 1,154 days from August 2011 to October 2014. The bar lengths show days underwater: the shallower dip stayed underwater more than twenty times longer than the deeper one. https://stsfutures.com/img/dd-sub-attribution-2026-07.svg Net loss by strategy sub over the 788-day slide to the bottom of the 1,154-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 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 1,154 days from August 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-annual-correlation-2026-08.svg Bar chart of NQ-ES daily-return correlation for each calendar year from 2011 through May 2025. Most bars sit between 0.86 and 0.98. The 2017 bar is the shortest at 0.79 and is highlighted in blue and labeled calmest year. The 2022 bar is highlighted in blue at 0.97 and labeled bear market. The 2025 bar, partial through May, is the tallest at 0.98. No year falls below 0.79. https://stsfutures.com/img/nq-es-rolling-correlation-2026-06.svg 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 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 Bar chart titled a map of the NQ day: share of net profit by entry hour for 3,500 NQ trades, 2011 to 2026. The 9 ET cash-open hour is by far the tallest at 60.1 percent of profit and the 18 ET overnight reopen is second at 17.5 percent, while the midday hours from 10 ET to 15 ET each hold under 10 percent. The two highlighted windows together hold about 77.6 percent of profit. https://stsfutures.com/img/nq-es-range-ruler-2026-06.svg 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 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 Horizontal bar chart: NQ average daily range expressed as a multiple of our book's $1,067 average losing trade. 2017 calm day 0.9x ($966), full 15-year 2.6x ($2,750), 2020 4.5x ($4,780), 2022 wild day 6.3x ($6,690), last 12 months 6.7x ($7,186). A calm day holds about one stop of room, a wild day about six. https://stsfutures.com/learn/nq-vs-mnq 2026-07-17 https://stsfutures.com/img/nq-vs-mnq-ten-to-one-2026-08.svg Chart titled one NQ equals exactly ten MNQ. Three rows, each pairing a long grey NQ bar with a blue MNQ bar one tenth its length. One point: 20.00 dollars on NQ against 2.00 dollars on MNQ. One tick of 0.25: 5.00 dollars against 0.50 dollars. A 100-point move: 2,000 dollars against 200 dollars. https://stsfutures.com/img/nq-vs-mnq-cost-percent-2026-07.svg Bar chart: round-turn fee as a share of our $318 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 Grouped bar chart: drawdown in dollars per contract, NQ versus MNQ. Worst 15-year dip $51,836 on NQ versus $5,184 on MNQ. Typical reshuffled run (modeled) $46,000 versus $4,600. One-in-twenty run (modeled) $68,000 versus $6,800. The micro is one tenth at every level. https://stsfutures.com/learn/expect-worse-drawdown-than-backtest 2026-07-09 https://stsfutures.com/img/mc-drawdown-distribution-2026-07.svg Distribution chart of Monte-Carlo drawdowns for our NQ book, 10,000 reshuffles of 3,500 trades, in dollars for the book as it traded. The backtest max drawdown of $51,836 sits at the 72nd percentile, above the middle. The middle 90% of reshuffled drawdowns runs from $33k (p5) to $68k (p95), with a median of $45k. About 72 of every 100 shuffled paths drew down less than the backtest did. https://stsfutures.com/img/mc-drawdown-three-numbers-2026-07.svg Bar chart comparing three drawdown figures for the same NQ book as it traded, one to three contracts scaled by volatility: the Monte-Carlo median of $45,379, the backtest max of $51,836 (4.3% of the peak it fell from, and 14% above the median), and the Monte-Carlo p95 of $67,838 (31% above the backtest). The tear-sheet number sits in the middle of the three. https://stsfutures.com/learn/are-futures-trading-signals-worth-it 2026-07-02 https://stsfutures.com/img/signals-worth-it-proof-checklist-2026-06.svg Checklist table: eight proof checks a futures signal buyer should demand, with the STS NQ book's value for each. Backtested track record 15 years; every trade visible 3,500; backtested drawdown shown $51,836; 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 Bar chart comparing Harvey-Liu t-stat against the real-edge hurdle. A coin-flip system reads 0.00, the academic hurdle is 3.00 (dashed amber line), and the STS NQ book clears the hurdle, sitting above 3.00, over 3,500 trades and 15 years. https://stsfutures.com/learn/nq-system-tested-every-index 2026-07-09 https://stsfutures.com/img/nq-every-index-money-vs-edge-2026-06.svg https://stsfutures.com/img/nq-every-index-drawdown-2026-06.svg Horizontal bar chart of worst drawdown as a share of the starting account for the same system on four markets. NQ 20.4% survivable, YM 42%, 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 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 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 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 Scatter chart of net profit against worst drawdown for four engine-hours. S3 Short at 9 ET sits far right and high (shallow drawdown), ringed as the best, at 12 dollars earned per dollar of drawdown against a 18,526 dollar dip on 225,458 net. S1 Trend 9 ET is furthest right at 316,460 net with a 21,997 dollar dip. S5 Overnight 18 ET is mid-chart at 194,333 net and a 20,536 dollar dip. S2 L-ORB 10 ET sits low-left, the roughest, 33,458 net against a 27,333 dollar dip. https://stsfutures.com/img/nq-net-by-system-2026-07.svg 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 Horizontal split bar of the book's $1,112,232 net profit by when the entry fires. The blue segment is 82.5 percent, 917,094 dollars, from market-hours entries between 9 and 15 ET. The green segment is 17.5 percent, 195,138 dollars, from the single 6 PM reopen system. https://stsfutures.com/img/nq-profit-share-by-hour-2026-07.svg Bar chart of the share of book profit by entry hour. The 9 ET bar is by far the tallest at 60.1 percent. The 18 ET reopen is second at 17.5 percent in green. Hours 10 through 15 are small, and the 12 and 13 ET midday bars are grey at 1.2 and 1.8 percent. https://stsfutures.com/img/nq-regime-rotation-2026-07.svg 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. 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 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 22.1 for losers, 95th percentile 69.6 versus 119.1. Exact values labeled on every bar. https://stsfutures.com/img/nq-fixed-stop-whatif-2026-06.svg Bar chart with overlaid dots: percentage of the $1,112,232 profit kept (bars) and percentage of winning trades killed (dots) for fixed NQ stops from 10 to 150 price points across 3,500 trades. A 10-point stop keeps 35.6% of profit and kills 43.1% of winners; a 100-point stop keeps 93.6% and kills 1.8%. https://stsfutures.com/img/nq-pct-stop-whatif-2026-06.svg 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 3,500 NQ trades. A 0.5% stop keeps 88.6% of profit, 1% keeps 99.8%, and 2% reaches 100.5%, slightly above the no-stop baseline marked by a dashed line. https://stsfutures.com/learn/our-nq-trading-strategies 2026-07-23 https://stsfutures.com/img/sts-strategy-correlation-2026-06.svg 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 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 2026-08-05 https://stsfutures.com/img/nq-vs-es-daily-range-2026-06.svg 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/img/nq-es-rolling-correlation-2026-06.svg 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-profit-by-hour-2026-06.svg Bar chart titled where the profit comes from, by entry hour in ET, across 3,500 trades from 2011 to 2026. Green bars show profit share: the 9 ET hour towers at 60.1 percent, the 18 ET overnight reopen is second at 17.5 percent, and every other hour sits at 6.4 percent or less. Amber dots show win rate per hour: the 9 ET hour has the lowest at 38.4 percent while quieter hours reach 52 to 58 percent. https://stsfutures.com/img/nq-es-same-book-on-es-2026-06-18.svg 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