Board-facing ranked selection across the three account models. Canonical window 2024-01-01 → 2026-07-16, instrument slippage applied.Generated 7/16/2026 · FUTA-1137
Unconstrained account. Ranked on the canonical databento backtest (2024-01-01 → today, instrument slippage).
Top recommendation: FUTA-1102 Variant A — guardrail-safe 6-leg diversified (one leg per instrument) — combined risk-parity Sharpe 1.64 vs 0.69 avg standalone leg, max pairwise corr 0.31 (reports/futa1102_portfolio_diversification/findings.md). The table below ranks standalone single strategies.
| # | Strategy | Inst | BT Net | $/day | Win% | Green-day% | Tr/d | OOS PS | Trust |
|---|---|---|---|---|---|---|---|---|---|
| 1 | NQ BBKPL5 + EMA Ribbon 1m — 30/90 BE55→+2 Top standalone risk-adjusted single-strategy pick. | NQ | $80,508 | $195 | 43% | 48% | 0.8 | 41.2 | |
| 2 | NQ EMA-XB+ Morning Params FROZEN (project_futa1118); gated on multi-week SIM + CEO promotion before funding. | NQ | $52,070 | $81 | 15% | 50% | 4.7 | 23.3 | |
| 3 | NQ CHoCH×EMA-stack — Asian session (18:00-02:59 ET) | NQ | $63,680 | $99 | 57% | 56% | 3.0 | 24.8 | |
| 4 | MNQ ORB 15-min ADX 75-cap — vol-targeted sizing Highest oosPropScore among economically-material candidates. | MNQ | $104,651 | $171 | 46% | 60% | 1.6 | 62.1 | |
| 5 | NQ Key-Level Breakout R6 Shorter history (253 active days) than peers. | NQ | $37,408 | $148 | 42% | 42% | 0.4 | 22.5 | |
| 6 | GC Volume-Spike Wick-Rejection Fade — NY open (09:30-11:30 ET) Best GC standalone diversifier. | GC | $32,384 | $51 | 46% | 49% | 0.6 | 32.9 | |
| 7 | ES BOS×EMA200 — London+NY session (03:00-11:29 + 09:30-15:50 ET), s37.5 Best ES standalone diversifier (s40 sibling near-identical). | ES | $68,082 | $105 | 62% | 66% | 1.4 | 30.6 | |
| 8 | NQ FVG Continuation Quality (Long) | NQ | $48,432 | $126 | 36% | 38% | 1.7 | 39.4 | |
| 9 | NQ FVG Continuation (Confirm-1) Highest absolute $ total among gate-clearing candidates. | NQ | $90,745 | $141 | 36% | 39% | 2.5 | 20.6 | |
| 10 | NQ FVG Continuation Deepen (Long) Complementary to quality_long, not a superset (per strategies.ts notes). | NQ | $61,632 | $123 | 39% | 42% | 2.2 | 28.7 | |
| 11 | ES FVG Continuation (Long) | ES | $27,732 | $43 | 35% | 43% | 1.8 | 27.1 | |
| 12 | GC MSB×EMA-stack ADX22 — Asia+London RR2.5 (TP25/SL10) Longest track record (764 active days) among GC candidates. | GC | $48,079 | $63 | 39% | 54% | 2.8 | 27.2 |
50k account, $2k max trailing drawdown marked intraday. Ranked on funded-model net cashflow / survival.
No candidate in the evaluated pool (7 new FUTA-1137 strategies + FUTA-1104's bos_stack_asia/green90_2x/3x) clears the STRICT 'gated' route bar (RPP<1, RPFP<=2, positive median) on Apex Intraday at 50k. This mirrors FUTA-1105's finding that funded economics on Apex Intraday favor low-tail-risk/adaptive-stop shapes over raw canonical Sharpe. The ranking below uses the best available non-gated route per strategy (0 full-run blowups preferred, then highest starts_zero_blowup_pct, then median $/mo).
| # | Strategy | Inst | BT Net | $/day | Win% | Green-day% | Tr/d | OOS PS | Route | Med $/mo | Worst mo | Starts+ | 0-BU / BU | Net Σ31 | Trust |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| 1 | NQ BOS×EMA-stack vol1 — Asian session (18:00-02:59 ET) Best balance of $/mo and start-level safety on Apex Intraday 50k. No embedded daily-loss-cap in liveParams (daily_loss_cap=0.0) so this is signal-edge, not a cap crutch. | NQ | $73,636 | $102 | 58% | 56% | 2.7 | 38.1 | ea1_pa0.2_buf1k_ret25 | $274 | -$107 | 92% | 71% / 0 | $8,197 | |
| 2 | NQ Green90 C8 Adaptive ×2 (2 NQ contracts) Higher median $/mo than rank 1 with 100% starts positive, but more resets (12, max-consec 11) than bos_stack_asia. | NQ | $38,074 | $92 | 74% | 46% | 0.6 | — | ea1_pa6µ_ret100 | $366 | $40 | 100% | 68% / 0 | $17,099 | |
| 3 | NQ BOS×EMA-stack vol1 — Asian session (18:00-02:59 ET) HIGH RISK, cited for completeness only: highest $/mo of any Apex-Intraday-50k route in the pool but only 16.1% of the 31 cold-starts finish with zero PA blowups (worst start blew up 8 times before surviving) -- not recommended as a primary pick. | NQ | $73,636 | $102 | 58% | 56% | 2.7 | 38.1 | ea3_pa0.5_buf8k | $621 | $304 | 100% | 16% / 0 | $22,568 | |
| 4 | NQ Green90 C8 Adaptive ×3 (3 NQ contracts) Weak $/mo; the 2x leg dominates the 3x leg on Apex Intraday 50k (matches FUTA-1104's 'prefer 2x over 3x' verdict). | NQ | $57,111 | $139 | 74% | 46% | 0.6 | — | ea1_pa0.4_buf5k_ret50 | $25 | -$109 | 60% | 61% / 0 | $13,867 |
50k account, $2k max end-of-day drawdown, with a -$1,000 max daily loss circuit breaker that flattens all orders/positions intraday.
nq_structbreak_bos_stack_asia is the ONLY strategy in the entire evaluated pool (7 new FUTA-1137 candidates + FUTA-1104's 3 reused strategies) that clears the STRICT 'gated' route bar (RPP<1, RPFP<=2, positive median) anywhere in this study -- and it clears it specifically on Apex EOD 50k. This matches FUTA-1104's own conclusion (Apex EOD is the one cell where 50k gates cleanly for this strategy).
| # | Strategy | Inst | BT Net | $/day | Win% | Green-day% | Tr/d | OOS PS | Route | Med $/mo | Worst mo | Starts+ | 0-BU / BU | Net Σ31 | Trust |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| 1 | NQ BOS×EMA-stack vol1 — Asian session (18:00-02:59 ET) Best-in-class: worst of the 31 monthly cold-starts is STILL POSITIVE (+$130.88/mo). Only gated route in the whole study. Source: reports/futa1104/tier_comparison.csv (reused verbatim, not re-run). | NQ | $73,636 | $102 | 58% | 56% | 2.7 | 38.1 | ea2_pa0.2GATED | $337 | $131 | 100% | 74% / 1 | $9,399 | |
| 2 | NQ Green90 C8 Adaptive ×2 (2 NQ contracts) Highest $/mo among non-gated zero-full-blowup routes on Apex EOD 50k. | NQ | $38,074 | $92 | 74% | 46% | 0.6 | — | ea3_pa0.7_buf1k_ret100 | $417 | $70 | 100% | 45% / 0 | $19,767 | |
| 3 | NQ Green90 C8 Adaptive ×3 (3 NQ contracts) 3x leg trails the 2x leg on Apex EOD 50k too (FUTA-1104's 'prefer 2x' verdict holds here). | NQ | $57,111 | $139 | 74% | 46% | 0.6 | — | ea1_pa1_buf6k_ret25 | $190 | $40 | 100% | 26% / 0 | $18,109 | |
| 4 | NQ CHoCH×EMA-stack — Asian session (18:00-02:59 ET) Weak $/mo but zero full-run blowups and clears the OOS>20 bar; a safe secondary diversifier, not a primary pick. | NQ | $63,524 | $87 | 57% | 56% | 3.0 | 24.8 | ea4_pa5_ret25 | $67 | -$788 | 64% | — / 0 | $9,700 | |
| 5 | ES FVG Continuation (Long) FLAGGED HIGHER RISK: 6 full-run blowups. Included only for completeness (only cross-instrument ES candidate that is net-positive on Apex EOD 50k); not recommended over ranks 1-4. | ES | $30,018 | $50 | 35% | 43% | 1.8 | 27.1 | ea1_pa2_ret50 | $113 | -$240 | 80% | — / 6 | $1,800 |