Best Avg P&L/Day
$3216/day
NQ Portfolio: 15m FVG + PDH/PDL + VWAP + 1h Sweep (4-Stream)
Best 20-Day Pass Rate
100%
funded account eval
Strategies Tested
51
6 in research
Target
$300/day
1-week eval pass
Best(15)
| Strategy | Curve | Instrument | Params | T/Day | Daily Win%days in profit | Avg$/Day | Med$/Day | Std$/Day | Risk/Trade | $25K20td pass%* | $50K20td pass%* | $100K20td pass%* | $150K20td pass%* | Notes | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| ▶ | NQ BOS Retest (Break of Structure) | Loading… | NQ | swing_lb=4, buf=3pt, stop≤25pt, RR=2.0, full-RTH | 5.20 | 63.0% | +$776 | +$486 | — | $500 | — | — | — | — | 100% monthly WR (13/13 months profitable) — best monthly consistency of all tested strategies. Break of Structure: price breaks a swing high/low (lookback=4 bars), then retraces to the broken level. Entry within ±3pt of level. Stop 15–25pt from entry; target = 2×R. Full RTH hours (9:30 AM–4:00 PM ET). 1,330 trades over 13 months. PF 1.58. Avg win $608, avg loss -$339. $776/day avg on its own exceeds $300/day target with 100% monthly WR. Primary recommended strategy. Commission $4.50/side; fills at bar close; 1 contract. |
| ▶ | NQ Combined: ORB + BOS Retest | Loading… | NQ | ORB(OR15m,ADX15) + BOS-Retest(lb=4,buf=3pt,RR=2.0) | 6.70 | 64.0% | +$970 | +$983 | — | — | 90.3% | 92.4% | 92% | 87.4% | 85% monthly WR (11/13 months). Combined ORB morning strategy with BOS Retest all-day. Total $249,196 over 13 months (Apr-25 – Apr-26). $970/day avg, $983/day median — exceeds $300 target. Jun-25 and Dec-25 are losing months (ORB losses exceed BOS gains those months). If 90% monthly WR is the hard requirement, use BOS Retest alone (100% WR) and skip ORB. If maximizing dollar output, run both. Commission $4.50/side; fills at bar close; 1 contract each strategy. |
| ▶ | NQ Triple: BOS Retest + S/R Zones + S/D Zones | Loading… | NQ | BOS(lb=4,buf=3pt,RR=1.5) + SR(touch≥2,RR=2.0) + SD(body≥2.5×avg,RR=2.0) | 6.10 | 75.0% | +$1112 | +$933 | — | — | 82.4% | 82.8% | 80.7% | 78.6% | 92% monthly WR (12/13 months profitable) — meets ≥90% monthly profitability target. Three simultaneous strategies on 5-min NQ bars, full RTH. Total $285,858 over ~13 months. $1,112/day avg, $933/day median — well above $300/day target. 75% day WR, 6.1 trades/day avg (zero days with no trades). BOS Retest uses RR 1.5 (optimized), S/R and S/D Zones both use RR 2.0. S/R Zones: swing levels with 2+ touches, enter on bounce/rejection. S/D Zones: impulsive candles (body ≥ 2.5× 20-bar avg) mark institutional zones; enter on return to zone. Only 1 losing month (Dec-25). Runs independently — all three can fire simultaneously. Commission $4.50/side; fills at bar close; 1 contract per strategy. |
| ▶ | NQ FVG Retest (RR 1.5) | Loading… | NQ | gap≥4pt, stop=20pt, RR=1.5, max-age=48bars, RTH | 0.82 | 73.0% | +$1550 | +$1261 | — | $400 | 100% | 100% | 100% | 100% | 100% monthly WR (13/13 months), 100% 20-day pass rate on ALL funded tiers — highest of any strategy tested. FVG (Fair Value Gap): three-candle imbalance where bar[i-2].high < bar[i].low (bullish) or bar[i-2].low > bar[i].high (bearish). Enter when price retraces into the FVG zone; stop below gap low, target 1.5R. 73% day WR, $1,550/day avg, $1,261 median. 311 trading days tested. NOTE: 100% 20d pass rate assumes daily hard stop is applied at account tier limit. Without intraday equity stop, worst day can reach -$8k — set hard stop in platform. |
| ▶ | NQ FVG Retest (RR 2.0) | Loading… | NQ | gap≥4pt, stop=20pt, RR=2.0, max-age=48bars, RTH | 0.82 | 67.0% | +$1573 | +$1311 | — | $400 | 97.3% | 97.9% | 98.3% | 98.6% | 100% monthly WR. 98.3–98.6% 20d pass rate across all tiers. Slightly lower day WR (67% vs 73% for RR=1.5) but higher avg/median P&L ($1,573/$1,311 vs $1,550/$1,261). Same FVG Retest logic — RR=2.0 requires price to travel further to target, giving lower hit rate but higher dollar wins when it does. Use RR=1.5 for maximum funded pass rate; use RR=2.0 for maximum dollar output. Both are elite strategies. |
| ▶ | NQ PDH/PDL Morning Reversal | Loading… | NQ | RSI(14)<30|>70, touch±5pt of PDL/PDH, tgt=30pt, stop=20pt, 9:30–11:00 ET | 0.70 | 56.0% | +$1159 | +$127 | — | $400 | 98.6% | 100% | 94.9% | 81.8% | 100% monthly WR. 0% daily breach for $100K and $150K tiers — cleanest funded account profile of all morning strategies. Trades only 9:30–11:00 ET morning session. Infrequent signal (~0.7/day) but enormous average win ($2,148) vs tiny avg loss (-$303). Logic: NQ frequently finds support at Prior Day Low and resistance at Prior Day High. When price spikes to PDL with RSI < 30 (oversold), high-probability mean reversion long. Reverse at PDH with RSI > 70. Median is low ($127) because many days have no signal — but when it fires, it delivers. Ideal as morning 'blaster': set and check. Zero breach rate for large tiers is exceptional for funded accounts. Total $297,826 over 311 days. |
| ▶ | NQ Portfolio: FVG Retest + PDH/PDL Reversal | Loading… | NQ | FVG Retest(5-min, RR=1.5, gap≥4pt) + PDH/PDL Reversal(1-min, RSI<30|>70, tgt=30pt) run simultaneously | 1.00 | 82.0% | +$1642 | +$1026 | $1900 | $400 | 100% | 100% | 100% | 100% | Portfolio combines FVG Retest (5-min, RTH) and PDH/PDL Reversal (1-min, 9:30–11:00 ET) running simultaneously. Results: 311 days, $1,642/day avg, $1,026 median, 93% monthly WR, 82% day WR. Worst day: -$397 (!) — hard stop orders on each strategy cap the daily loss floor. 0% daily limit breach across ALL funded tiers. 100% 20-day pass rate across ALL tiers. This is the strongest risk-adjusted result in the entire backtest library. The two strategies are uncorrelated in their signals: FVG Retest enters on imbalance fills throughout RTH while PDH/PDL Reversal only fires at key daily S/R levels in the morning session. Combined avg win $2,012 vs avg loss -$306 (6.6:1 reward/risk ratio on winning days). |
| ▶ | NQ Inverted FVG Retest (RR=2.0) | Loading… | NQ | gap≥5pt, stop=20pt, RR=2.0, RTH | 1.00 | 70.0% | +$893 | +$722 | $2200 | $400 | 99% | 99.7% | 95.9% | 83.6% | Inverted FVG: a Fair Value Gap that has been fully filled flips polarity and becomes a support/resistance zone from the opposite side. Logic: detect bullish FVG (bar[i].low > bar[i-2].high + gap). Wait for it to be fully filled (price trades through gap). Once filled, the former gap zone is now bearish resistance — enter SHORT when price returns to it from below. Symmetric for bearish FVG → bullish support after fill. Results: 257 days tested, $893/day avg, $722 median, 100% monthly WR, 70% day WR. Worst day -$15,978 (theoretical, funded account daily stop caps actual to $500–$2,000). Avg win $1,687 vs avg loss -$1,166 (1.45:1 W/L). Strong 20d pass rates: 99.7% $50K, 95.9% $100K. |
| ▶ | NQ Inverted FVG Retest (RR=1.5) | Loading… | NQ | gap≥4pt, stop=20pt, RR=1.5, RTH | 1.00 | 75.0% | +$829 | +$798 | $2000 | $400 | 100% | 100% | 100% | 87% | Identical to nq-inverted-fvg-rr20 but with RR=1.5 (30pt target, 20pt stop) and gap≥4pt threshold. Results: 257 days, $829/day avg, $798 median, 100% monthly WR, 75% day WR. Lower RR means more frequent winners — 75% day WR vs 70% for RR=2.0, with higher 20d pass rates. 100% 20-day pass rate for $25K, $50K, and $100K tiers. $150K 87.0%. Preferred for consistency (higher median $798 vs $722, higher win rate). Worst day: -$15,978 theoretical (funded daily stop caps actual loss). |
| ▶ | NQ 15m FVG → 1m Entry (RR=1.5) | Loading… | NQ | gap≥6pt, stop=2pt below FVG, RR=1.5, RTH | 0.78 | 57.9% | +$1239 | +$602 | $2800 | $200 | 99% | 99.7% | 99.7% | 99.7% | 15m FVG → 1m entry: detect Fair Value Gaps on 15m bars (gap≥6pt between bar[i-2].high and bar[i].low), then drop to 1m for entry when price retraces into the gap zone. Results: 311 days, 241 trades, $1,239/day avg, $602 median, 57.9% day WR, 92.9% monthly WR. WorstDay=-$6,294; AvgWin=$2,574 vs AvgLoss=-$1,281. 99.7% 20-day pass rate across $50K, $100K, and $150K tiers. Breach risk at $25K (11.3%) is the primary constraint — best suited for $50K+ funded accounts. Entries use real 1m close prices — no synthetic bar fills. |
| ▶ | NQ 30m VWAP Deviation Fade (RR=2.0) | Loading… | NQ | dev≥2σ, 1m RSI cross confirmation, stop=2σ-band, RR=2.0 | 0.77 | 50.5% | +$356 | +$78 | $1200 | $300 | 93.2% | 91.8% | 71.9% | 32.5% | 30m VWAP Deviation Fade: enter mean-reversion trades when NQ closes >2σ above/below VWAP on 30m bars, confirmed by 1m RSI cross. RR=2.0 (30m deviation × 2 target). Results: 311 days, 238 trades, $356/day avg, $78 median, 50.5% day WR, 92.9% monthly WR. WorstDay=-$2,720. Very low breach risk: 3.2% at $50K, 1.3% at $100K. Best suited for $25K–$50K tiers. 5d pass rates are low (insufficient daily frequency) — used as a portfolio component alongside the 15m FVG strategy for combined edge. Entries use real 1m close prices. |
| ▶ | NQ Portfolio: 15m FVG + 30m VWAP Fade | Loading… | NQ | FVG(gap≥6pt, RR=1.5) + VWAP Fade(2σ, RR=2.0) running simultaneously | 1.55 | 65.0% | +$1584 | +$1024 | $3200 | $300 | 99.5% | 99.7% | 99.7% | 99.3% | Portfolio runs 15m FVG→1m and 30m VWAP Fade simultaneously — two uncorrelated signal sources. FVG Retest captures structural momentum; VWAP Fade captures mean-reversion extremes. Combined: $1,584/day avg, $1,024 median, 65% day WR, 99.3% 20d pass rate at $150K. WorstDay and breach are bounded by the individual strategy stops (complementary drawdown profiles). The two strategies rarely fire on the same 1m bar — signals remain independent. Preferred configuration for funded account challenges: VWAP Fade protects against overtrading the FVG signal on low-volume days, while FVG provides higher-frequency opportunity on trend days. |
| ▶ | NQ Portfolio: 15m FVG + PDH/PDL + VWAP + 1h Sweep (4-Stream) | Loading… | NQ | A: FVG(15m, gap≥6pt, RR=1.5) + B: PDH/PDL(RSI, 9:30–11:00) + C: VWAP Fade(30m, 2σ, RR=2.0) + E: 1h Sweep→5m(RR=1.5) — all unfiltered | 2.90 | 76.2% | +$3216 | +$2331 | $3800 | $400 | 90.1% | 91.1% | 90.1% | 95.9% | FUTA-102 portfolio research. Four uncorrelated NQ signal streams running simultaneously. First configuration to hit BOTH avg/day > $2,000 AND median/day > $2,000. Results (311 days Apr 2025–Apr 2026): $3,216/day avg ✓, $2,331 median ✓, 76.2% day WR, 92.9% monthly WR. Total: $1,000,223 (~$1M/yr). WorstDay = -$5,730 — identical to A+B+C (3-stream), confirming the 1h Sweep adds upside without increasing tail risk. Breach rates improve vs A+B+C alone ($25K: 7.4% vs 8.4%). Session day breakdown: Bullish London avg=$5,027 (med=$3,768), Bearish avg=$6,986 (med=$6,213), Neutral avg=$3,158 (med=$1,750). The 1h Sweep is the critical 4th stream — it adds positive P&L on days where the other 3 strategies produce $1K-$2K, pushing the median from $1,895 to $2,331. Day WR 76.2%, 87% of days have at least one trade signal. The 1h Sweep alone adds 6+ positive days to the monthly WR without increasing max drawdown. |
| ▶ | NQ Volume Profile POC Fade | Loading… | NQ | entry=40pt from POC, target=25pt, stop=30pt, bucket=5pt, min_bars=30 | 7.90 | 65.0% | +$493 | +$350 | $1200 | $600 | — | 75% | — | — | FUTA-127 volume research. Builds intraday volume profile from 1-min bars, identifies POC (price level with highest cumulative volume), and fades moves that deviate >40pt from POC. Mechanistic edge: institutions accumulate around value (POC); retail chases moves away from it — reversion to POC is structural. Results (57 days, Feb-Apr 2026): 450 trades, $28,095 total ($493/day avg), Sharpe 4.06, Sortino 8.02, PF 1.27, Max DD $6,953. Parameter stability: top-5 variants by PnL all profitable. entry=40pt is the stable sweet spot — too tight (15-20pt) generates noise, too wide (>50pt) misses trades. Best single volume strategy; also a component of the Vol Portfolio 3-Stream. |
| ▶ | NQ Volume Portfolio: POC Fade + CVD Divergence + Exhaustion (3-Stream) | Loading… | NQ | A: POC Fade(40/25/30) + B: CVD Div(20/20/20) + C: Vol Exhaust(2.0/0.45/15/25) — all independent | 13.50 | 70.0% | +$744 | +$550 | $1400 | $600 | — | 78% | — | — | FUTA-127 volume portfolio research. Three uncorrelated volume strategies running simultaneously. Stream correlations: POC vs CVD r=−0.107, POC vs Exh r=0.110, CVD vs Exh r=0.061 — all near-zero, providing genuine diversification benefit. Results (57 days, Feb-Apr 2026): 768 trades, $42,428 total ($744/day avg), Sharpe 5.55, Sortino 9.17, PF 1.27, Max DD $5,098. Portfolio Sharpe (5.55) is 37% higher than best single strategy (4.06), confirming the diversification alpha. Max DD lower than POC alone ($5,098 vs $6,953). Funded account 5d pass rate 73.6%. All three strategies use different volume-derived signals: structure (POC), momentum (CVD), and reversal (exhaustion) — covering different market microstructure edges. |
Viable(23)
| Strategy | Curve | Instrument | Params | T/Day | Daily Win%days in profit | Avg$/Day | Med$/Day | Std$/Day | Risk/Trade | $25K20td pass%* | $50K20td pass%* | $100K20td pass%* | $150K20td pass%* | Notes | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| ▶ | ES VWAP Fade | Loading… | ES | entry=8pt, target=4pt, stop=12pt | 3.32 | 41.0% | +$45 | — | $703 | $600 | — | — | 6.6% | 0% | Corrected from $113/day (stale config) to $45/day (verified Apr 2026). $600/trade risk incompatible with $25K daily stop ($500). |
| ▶ | ES VWAP Fade (tight) | Loading… | ES | entry=8pt, target=4pt, stop=6pt | 4.83 | 53.0% | +$46 | +$85 | $798 | $300 | 35% | 30% | — | — | $300/trade — fits $25K daily stop. Lower WR vs s=12 but funded-account compatible. |
| ▶ | ES VWAP Fade (wide) | Loading… | ES | entry=8pt, target=8pt, stop=12pt | 3.45 | 50.0% | +$108 | +$157 | $1141 | $600 | — | — | 30% | — | Higher variance than e8-t4-s12. D>$1.5K breach 5% vs 2.1%. |
| ▶ | ES VWAP Fade (medium) | Loading… | ES | entry=8pt, target=4pt, stop=10pt | 4.33 | 56.0% | +$85 | +$132 | $895 | $500 | — | — | 34% | — | Good WR, $500 risk/trade fits $100K daily stop exactly. |
| ▶ | GC VWAP Fade (funded-compatible) | Loading… | GC | entry=4pt, target=4pt, stop=6pt | RTH 9:30-13:25 ET | 1.82 | 21.0% | +$61 | — | $1600 | $600 | — | — | 22% | — | GC ($100/pt) VWAP fade. Correlation to ES = +0.072 (near-zero). Median=$0 — low trade frequency. Win-day% only 21%. |
| ▶ | GC VWAP Fade (wide stop) | Loading… | GC | entry=4pt, target=4pt, stop=10pt | 1.49 | 22.0% | +$115 | — | $1781 | $1000 | — | — | — | — | Best avg P&L but $1000/trade risk exceeds $100K daily stop if 2 trades lose. High variance. |
| ▶ | ES VWAP + GC VWAP Portfolio | Loading… | ES + GC | ES: e=8 t=4 s=12 | GC: e=4 t=4 s=6 | 5.95 | 42.0% | +$174 | +$113 | $1976 | $600 | — | — | 39% | — | ES+GC near-zero correlation (+0.072). Combined +$174/day vs ES alone +$113/day. 20-day pass rate improves 21%→39% but daily breach rate rises 6%→20%. |
| ▶ | NQ VWAP Fade | Loading… | NQ | entry=50pt, target=15pt, stop=30pt | 1.23 | 17.0% | +$31 | — | $620 | $600 | 7.5% | 7.5% | — | — | NQ-scaled VWAP fade. P5d$25K=16.9% matches ES baseline. $600/trade risk (30pt × $20). Low T/D (~1.2/day) but strong WR. Low correlation to ES-only positions. |
| ▶ | NQ VWAP Fade (wide stop) | Loading… | NQ | entry=50pt, target=15pt, stop=40pt | 1.16 | 17.0% | +$39 | — | $780 | $800 | — | 7.5% | 7.5% | — | Best avg P&L of NQ configs ($39/day). 70.1% WR. $800 risk/trade — fits $50K+ daily hard stop ($1000). Higher avg P&L but same 20-day pass rate as tight stop. |
| ▶ | ES VWAP Scalp (8_6_10) [1-min] | Loading… | ES | auto-synced | 2.71 | 17.6% | +$31 | — | — | — | 0% | 0% | 0% | — | Auto-synced. Best pass rate: 14.9% ($25K). Avg P&L: $31/day. Win rate: 63.8%. |
| ▶ | NQ MA Crossover [2-min] | Loading… | NQ | auto-synced | 0.06 | 0.8% | +$34 | — | — | — | — | — | 0% | — | Auto-synced. Best pass rate: 0.8% ($100K). Avg P&L: $34/day. Win rate: 43.8%. |
| ▶ | NQ MA Crossover (NQ) [1-min] | Loading… | NQ | auto-synced | 0.06 | 0.8% | +$34 | — | — | — | — | — | 0% | — | Auto-synced. Best pass rate: 0.8% ($100K). Avg P&L: $34/day. Win rate: 0.0%. |
| ▶ | NQ Opening Range Breakout (15-min OR) | Loading… | NQ | OR=9:30–9:45AM, ADX≥15, buf=1pt, tgt=1×OR, stop=opposite-OR, max=2/day | 1.50 | 58.0% | +$193 | +$852 | — | — | — | — | — | — | 77% monthly WR (10/13 months profitable). ORB on NQ using 15-min opening range (9:30–9:45 AM ET). Entries 9:45 AM–12:00 PM only. ADX≥15 filters low-volatility choppy days. Stop = opposite OR boundary; target = 1× OR range extension. Max 2 trades/day. High median ($852) but mean dragged down by Jun-25 (-$18,169) and Dec-25 (-$12,765) losses. Best used in combination with BOS Retest (combined: $983/day median, 85% monthly WR). Commission modeled at $4.50/side; fills at bar close; no slippage model; 1 contract. |
| ▶ | NQ FVG + BOS Confluence | Loading… | NQ | fvg≥4pt, stop=20pt, RR=2.0, BOS-aligned FVGs only, RTH | 0.82 | 57.0% | +$646 | +$382 | — | $400 | 94.9% | 90.8% | 80.5% | 61.3% | 100% monthly WR. FVG Retest filtered by BOS alignment: only trade FVGs that form in the same direction as the most recent Break of Structure (bullish BOS → only bullish FVGs; bearish BOS → only bearish). Lower alpha than standalone FVG Retest ($646 vs $1,550/day) — the BOS filter removes half the trades. Very low breach rates (0.6% for $100K). Good alternative for traders who want structure confirmation. Recommended as supplementary to standalone FVG Retest rather than replacement. |
| ▶ | NQ BOS Retest (Morning 1-min) | Loading… | NQ | lb=3, stop=12pt, RR=1.5, entries 9:30–11:00 ET only | 1.00 | 84.0% | +$373 | +$351 | — | $240 | 100% | 97.6% | — | — | 100% monthly WR. 100% 20d pass rate for $25K, 97.6% for $50K. Morning-only version of the proven BOS Retest: entries locked to 9:30–11:00 AM ET window, positions allowed to run until 11:30 ET. Uses tighter 1-min bars with lookback=3. 84% day WR — highest day win rate of any strategy tested. Low per-trade risk ($240) and 0% breach for $50K+. Produces ~$373/day in 90 minutes of trading. Ideal for traders who only want to trade the morning open. |
| ▶ | NQ Order Block Retest | Loading… | NQ | lb=4 bars, stop=20pt, RR=1.5, RTH | 0.70 | 47.0% | +$236 | — | $850 | $400 | 82.2% | 68.5% | 17.5% | 8.2% | Order Block (OB): the last opposing candle before a Break of Structure (BOS) — represents institutional order flow. Results: 257 days, $236/day avg, $0 median (many zero-trade days), 92% monthly WR, 47% day WR. Avg win $719 vs avg loss -$520 (1.38:1). Best variant: lb=4, RR=1.5. 0% breach for $100K and $150K tiers. Low 5d pass rates but solid 20d windows. Viable as a supplemental strategy — does not fire every day, best used alongside a daily-frequency strategy. Worst day: -$1,463 (well within funded account parameters). |
| ▶ | NQ 30m FVG → 1m Entry (RR=1.5) | Loading… | NQ | gap≥8pt, stop=2pt below FVG, RR=1.5, RTH | 0.69 | 55.0% | +$1033 | +$418 | $3200 | $250 | 95.5% | 95.9% | 93.2% | 89.4% | 30m FVG → 1m entry: same concept as 15m FVG but using 30m bars for larger structural imbalances. The larger timeframe means fewer setups (0.69/day) but larger expected move. Results: 311 days, 214 trades, $1,033/day avg, $418 median, 55% day WR, 92.9% monthly WR. WorstDay=-$11,484; AvgWin=$2,368 vs AvgLoss=-$1,948. 93.2% 20d pass at $100K but breach rate 5.5% puts it just above the 5% threshold. Viable as a standalone or portfolio component. Breach risk at $25K (11.6%) limits small-account use. |
| ▶ | NQ 1h Liquidity Sweep Reversal → 5m Entry (RR=1.5) | Loading… | NQ | lb=10 bars, buf=3pt, stop=15pt, RR=1.5, RTH | 0.78 | 55.9% | +$627 | +$381 | $2400 | $300 | 93.5% | 92.8% | 82.9% | 72.6% | 1h Liquidity Sweep Reversal: detect price sweeping beyond 1h swing high/low to trigger stops, then reversing direction. Enter the fade on the 5m reversal bar. Results: 311 days, 244 trades, $627/day avg, $381 median, 55.9% day WR, 85.7% monthly WR. WorstDay=-$8,029; AvgWin=$1,548 vs AvgLoss=-$1,064. Strong positive expectancy (1.5:1 win/loss ratio). Breach rate too high for $25K (14.5%) and borderline for $50K (9.0%) — best suited for $100K+ accounts. 20d pass rate drops to 72.6% at $150K — use with portfolio companion for that tier. |
| ▶ | NQ Renko 5pt Brick Flip + VWAP (RR=2.0) | Loading… | NQ | brick=5pt, VWAP filter, max 5 trades/day, RR=2.0 | 5.00 | 69.1% | +$333 | +$155 | $600 | $100 | 70.6% | 70.6% | 70.6% | 70.6% | Renko 5pt brick flip: enter in direction of brick reversal only when price is on correct side of VWAP. Signals generated on Renko bricks; fills use real tick-level prices at each brick's close timestamp. Results: 302 trade days, $333/day avg (RR=2.0), $155 median, 69.1% day WR, 100% monthly WR. WorstDay=-$1,045 (= 5 trades × max loss cap). Zero daily limit breach across all tiers. 20d pass rate is 70.6% — below the 90% threshold for standalone funded-account use. Low variance makes this an excellent portfolio complement. AvgWin=$744 vs AvgLoss=-$550. IMPORTANT: Always use tick-level fills — Renko brick prices diverge from real market prices by 0.25–2.5pt. |
| ▶ | NQ Range 13pt BOS + VWAP (RR=2.0) | Loading… | NQ | range=13pt bars, BOS confirmation, VWAP filter, max 5 trades/day, RR=2.0 | 5.00 | 81.4% | +$863 | +$995 | $700 | $260 | 83.7% | 83.7% | 83.7% | 83.7% | Range 13pt BOS + VWAP: generate Break of Structure signals on 13pt range bars, filtered by VWAP direction. Range bars have fixed body size (13pt each); BOS occurs when price breaks beyond the prior bar's range extreme. Signals on range bars; fills use real tick-level prices at each bar's close timestamp. Results: 307 trade days, $863/day avg (RR=2.0), $995 median, 81.4% day WR, 100% monthly WR. WorstDay=-$1,345; Zero daily limit breach. Best of Wave 6. 20d pass rate 83.7% — just below 90% threshold. Main constraint: 5-trade/day cap limits full edge. Strong risk profile: $995 median with 0% breach makes this the most consistent Wave 6 result. IMPORTANT: Always use tick-level fills — range bar close prices differ from real market by 0.25–2.5pt. |
| ▶ | NQ London Sweep Reversal (Long) | Loading… | NQ | London sweeps prior RTH low ≥30pt, NY opens above → long at 9:30 open, stop=sweep_low−5pt, target=prev_day_mid | 0.10 | 10.0% | +$52 | — | $540 | $600 | 47.7% | 24.1% | 5.9% | 3% | FUTA-102 session research. London sweep reversal: when the London session (3–9:30 AM ET) drives NQ below the prior RTH day's low by ≥30pt (stop hunt / liquidity sweep), but the NY session opens BACK ABOVE that prior low, enter LONG at the 9:30 RTH open. Stop = London sweep low − 5pt. Target = prior day's RTH midpoint. Results (256 days Apr 2025–Apr 2026): 19 trades (min 30pt sweep filter), 63.2% WR, $13,036 total, $686/trade avg, 53.8% monthly WR. Breach rate only 2.7–3.5%. Fires ~1.5–2x/month — too low frequency for standalone funded account use, but strong per-trade edge. Best used as a satellite signal alongside the 15m FVG strategy. Asymmetry confirmed: LONG sweeps 64% WR vs SHORT sweeps 46% WR in the bull trend. Deeper sweeps (≥30pt) yield better avg profit ($686) vs shallow (all sweeps: $536). Entries use real 1m close prices at 9:30 bar. |
| ▶ | NQ CVD Divergence | Loading… | NQ | lookback=20 bars, target=20pt, stop=20pt, delta proxy from bar close position | 4.10 | 60.0% | +$157 | +$130 | $600 | $400 | — | 65% | — | — | FUTA-127 volume research. Estimates Cumulative Volume Delta (CVD) from bar-level data using Chaikin-style proxy: delta = volume × (2×(close−low)/(high−low) − 1). Trades price/CVD divergences — when price makes new highs but CVD doesn't confirm (or vice versa), the move lacks conviction and tends to reverse. Results (52 days, Feb-Apr 2026): 215 trades, $8,165 total ($157/day), Sharpe 2.97, Sortino 4.54, PF 1.21, Max DD $3,362. Lower PnL than POC Fade but very low correlation (r = −0.107), making it valuable as a portfolio diversifier in the 3-stream combo. |
| ▶ | NQ Volume Exhaustion Reversal | Loading… | NQ | vol_mult=2.0, body_ratio<0.45, target=15pt, stop=25pt, cooldown=10 | 2.10 | 62.0% | +$126 | +$100 | $500 | $500 | — | 70% | — | — | FUTA-127 volume research. Detects exhaustion candles — bars with extreme volume (>2× average) and small bodies (body/range < 0.45) indicating absorption/rejection. Enters on next-bar confirmation in the reversal direction. Mechanistic edge: volume spikes at price extremes represent capitulation; smart money absorbs the flow and price reverses. Results (49 days, Feb-Apr 2026): 103 trades, $6,168 total ($126/day), Sharpe 3.36, Sortino 4.68, PF 1.42, Max DD $1,963. Highest win rate (69.9%) and lowest max DD of the three volume strategies. Low frequency (~2 trades/day) but high conviction. Near-zero correlation with POC and CVD. |
In Research(6)
| Strategy | Curve | Instrument | Params | T/Day | Daily Win%days in profit | Avg$/Day | Med$/Day | Std$/Day | Risk/Trade | $25K20td pass%* | $50K20td pass%* | $100K20td pass%* | $150K20td pass%* | Notes | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| ▶ | ES Session Scalp (6_5) [1-min] | Loading… | ES | auto-synced | 0.81 | 6.9% | $-1 | — | — | — | 0% | 0% | 0% | 0% | Auto-synced. Best pass rate: 1.3% ($25K). Avg P&L: $-1/day. Win rate: 54.0%. |
| ▶ | ES Session Scalp (8_6) [1-min] | Loading… | ES | auto-synced | 2.40 | 29.1% | $-5 | — | — | — | 0% | 0% | 0% | 0% | Auto-synced. Best pass rate: 3.3% ($50K). Avg P&L: $-5/day. Win rate: 50.0%. |
| ▶ | ES VWAP Scalp (6_6_8) [1-min] | Loading… | ES | auto-synced | 8.46 | 40.8% | $-5 | — | — | — | — | — | 0% | — | Auto-synced. Best pass rate: 0.3% ($100K). Avg P&L: $-5/day. Win rate: 56.4%. |
| ▶ | MNQ MA Crossover [1-min] | Loading… | MNQ | auto-synced | 0.10 | 0.8% | +$6 | — | — | — | 0% | — | — | — | Auto-synced. Best pass rate: 0.4% ($25K). Avg P&L: $6/day. Win rate: 0.0%. |
| ▶ | MNQ ORB CTO 15-min [1-min] | Loading… | MNQ | auto-synced | 0.03 | 1.6% | +$15 | — | — | — | — | 0% | 0% | — | Auto-synced. Best pass rate: 1.6% ($50K). Avg P&L: $15/day. Win rate: 0.0%. |
| ▶ | MNQ ORB CTO 30-min [1-min] | Loading… | MNQ | auto-synced | 0.02 | 1.6% | +$16 | — | — | — | — | 0% | — | — | Auto-synced. Best pass rate: 1.6% ($50K). Avg P&L: $16/day. Win rate: 0.0%. |
Rejected(13)
| Strategy | Curve | Instrument | Params | T/Day | Daily Win%days in profit | Avg$/Day | Med$/Day | Std$/Day | Risk/Trade | $25K20td pass%* | $50K20td pass%* | $100K20td pass%* | $150K20td pass%* | Notes | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| ▶ | ES ORB Momentum | Loading… | ES | OR=10min, target=6pt, stop=4pt | 1.12 | 53.0% | +$28 | +$72 | $311 | $200 | — | — | — | — | Too many false breakouts. WR 46.6% insufficient. Abandoned. |
| ▶ | ES ORB Momentum (20min) | Loading… | ES | OR=20min, target=6pt, stop=6pt | 0.95 | 57.0% | +$31 | +$170 | $353 | $300 | — | — | — | — | Better WR but only 0.95 trades/day. Insufficient frequency. |
| ▶ | ES Failed ORB Fade | Loading… | ES | OR=30min, target=10pt, stop=5pt+extreme, fail_bars=5 | 0.86 | 51.0% | +$62 | +$78 | $454 | $250 | — | — | — | — | Better than ORB momentum. Still mean-reversion — correlation +0.24 with VWAP. Adds variance not alpha. |
| ▶ | ES EMA Trend-Follow (Renko) | Loading… | ES | EMA crossover | 0.50 | — | +$114 | — | — | $500 | — | — | 15% | — | Tick-validated. Looked great on Renko close prices but fill validation eliminated most edge. Abandoned. |
| ▶ | 3×MNQ VWAP Fade | Loading… | MNQ (×3) | entry=75pt, target=40pt, stop=60pt | 3.20 | 48.0% | +$27 | +$35 | $420 | $360 | 40.1% | — | — | — | 3×$2/pt = $6/pt total. NQ VWAP signal weaker than ES over test period. 3× below ES baseline. |
| ▶ | ES VWAP + Regime Filter (rejected) | Loading… | ES | Skip trend days (first-45min range > 1.2× avg5d) | 0.85 | 24.0% | +$56 | — | $460 | $600 | 10.5% | — | — | — | Regime filter hurts pass rate (9.0% vs 14.2% unfiltered). Trend days have the biggest VWAP reversions — filtering them out removes winning days. Adding the filter reduces opportunity without reducing variance proportionally. |
| ▶ | YM VWAP (dropped — correlated) | Loading… | YM | entry=40-100pt | — | — | — | — | — | — | — | — | — | — | YM (Dow, $5/pt) correlation to ES = +0.927 — same equity market. No diversification benefit. Dropped. |
| ▶ | NQ CHoCH Retest (Change of Character) | Loading… | NQ | swing_lb=4, buf=3pt, stop=20pt, RR=2.0 | 0.54 | 33.0% | +$200 | — | — | $400 | 86.6% | — | — | — | Weak edge. 85% monthly WR but only $200/day avg with $0 median (most days have no trade or no profit). CHoCH signal fires infrequently (0.54/day) and has low hit rate. 33% day WR not sufficient. Not competitive with BOS Retest or FVG Retest. |
| ▶ | NQ ORB + FVG + Retest | Loading… | NQ | OR=15min, FVG≥3pt, RR=2.0, entries to 11:30 ET | 0.71 | 34.0% | +$494 | — | — | — | 71.6% | — | — | — | Conceptually appealing (ORB momentum + FVG imbalance + retest) but poor funded account profile. 28.9% daily breach rate on $25K is unacceptably high. $0 median means most days have no trade. The three-phase setup (OR build → breakout → FVG detection → retest) misses too many entry windows when the FVG occurs too close to the OR boundary. Standalone FVG Retest (full RTH) far superior. |
| ▶ | NQ Liquidity Sweep Reversal (rejected) | Loading… | NQ | lb=4-5 bars, various stops/targets | 0.80 | 35.0% | $-4 | — | $2000 | $500 | — | — | — | — | Liquidity Sweep Reversal: detect price sweeping beyond swing H/L to trigger stops, then reversing. Enter the fade. Best variant: lb=4, buf=2pt, stop=12pt, RR=2.0 → $179/day avg but 28.6% breach $25K — unacceptable. Other variants near flat or negative. High avg win ($1,889) offset by high avg loss (-$1,280). NQ stop hunts are real but timing the reversal entry is too noisy — many false sweeps that continue. |
| ▶ | NQ Premium/Discount Range Entry (rejected) | Loading… | NQ | disc≤40%, prem≥60%, stop=20pt, RR=2.0 | 0.70 | 28.0% | $-30 | — | $1200 | $400 | — | — | — | — | Premium/Discount Range: SMC concept — buy in discount zone (price below 40% of session/prior-day range), sell in premium zone (above 60%). Tested with BOS direction filter. All 3 variants negative: -$30/day, -$28/day, -$21/day. Only 27-36% winning days. NQ is trending — mean-reversion at range extremes fights the dominant intraday momentum. |
| ▶ | NQ Asia/London/NY Session Entries (rejected variants) | Loading… | NQ | Asia retest, FVG+London filter, Asia coil breakout, London mid fade | — | 18.0% | $-159 | — | — | — | — | — | — | — | FUTA-102 session research — four session-based entry concepts, all rejected. Session distribution (256 days): London bullish 29%, bearish 21%, neutral 51%. Asia range avg 170pt; London range avg 179pt. (1) Asia Range Retest: London sets direction, NY enters at Asia high/low. Result: −$40,628. Day WR ~18%. NQ blows through Asia levels too often — no confirmation. Asia high IS touched 76.7% of bullish London days but price doesn't reliably hold. (2) FVG + London Direction Filter: filter 15m FVG entries by London bullish/bearish. Cuts trade count 53% (253→118 trades) with no quality gain. FVG edge is direction-agnostic — don't filter it by session. (3) Asia Range Coil Breakout: London failed to break Asia range → trade NY breakout. 0 qualifying trades (London breaks Asia range on 91% of days — coil almost never occurs). (4) London Mid Fade: fade toward London midpoint when NY opens at London extreme. Implementation bug in stop direction; inconclusive, needs reimplementation. Key finding: session model is useful as CONTEXT (Asia H/L as reference levels, London direction as bias) but not as direct entry triggers. |
| ▶ | NQ SuperTrend/UTBot/DEMA200 Confluence (rejected) | Loading… | NQ | ST(12,3) + UTBot(kv=1,atr=10) + DEMA200 filters on BOS Retest | — | — | — | — | — | — | — | — | — | — | All three indicators tested as confluence filters on BOS Retest — all hurt performance. Baseline BOS Retest (no filter): $369/day avg, 100% monthly WR, 94.2% 20d $25K. After SuperTrend(12,3): $176/day (-52%), monthly WR drops to 83%. After UTBot(kv=1): $238/day (-36%), monthly WR drops to 92%. After DEMA200: $147/day (-60%), monthly WR drops to 77%. Triple filter (all three): $54/day (-85%), 58% monthly WR — nearly useless. SuperTrend standalone: -$6/day (negative edge). UTBot standalone: $47/day (near zero). DEMA200 mean reversion: -$24/day with 50-55% daily breach rates — dangerous. Conclusion: BOS Retest has its own structure-based directional filter. Adding these indicators removes too many valid setups without removing proportional losing setups. |