Trend NQ
An early-session long momentum model designed to capture confirmed bullish continuation in Nasdaq 100 futures. It waits for sufficient upside momentum before entering - only after the market has demonstrated genuine strength. The edge comes from combining price confirmation with volatility-aware position sizing. The result is a disciplined trend-following approach: wait for strength, confirm the move, size based on current conditions, and let the session trend develop while respecting strict risk limits.
Key Characteristics
- Confirmation-based entry - no prediction, only reaction to proven strength
- Volatility-aware contract sizing adapts to market conditions
- Classic trend-following profile: low win rate, large average winners
- Strongest performance during sustained trending regimes
Backtest Performance (2012–2026)
Equity Curve
Trade Analysis
Opening Range Break Long
Built around the opening range, this strategy lets the market form an initial range from 9:30 to 9:45 AM ET, then looks for a bullish continuation setup after that range is confirmed. Running on 5-minute candles, the model works with confirmed candle closes rather than guessing inside unfinished bars. Instead of trying to predict the first move of the day, it waits for structure to form and then trades the breakout with conviction.
Key Characteristics
- Defined 15-minute opening range (9:30–9:45 ET) as the reference structure
- 5-minute candle confirmation - no intrabar noise
- Near coin-flip win rate with positive expectancy from larger average wins
- Consistent upward equity curve across multiple market regimes
Backtest Performance (2012–2026)
Equity Curve
Trade Analysis
Opening Range Break Short
The bearish counterpart to the Opening Range Break Long - but not a simple mirror. It lets the market form the opening range from 9:30 to 9:45 AM ET, then looks for confirmed downside continuation after that range is established. Running on 5-minute candles, the model uses confirmed candle-close data instead of reacting to unfinished intrabar movement. The asymmetric payoff profile means fewer wins, but significantly larger average gains per winning trade.
Key Characteristics
- Not a mirror of the long ORB - independently calibrated for short-side dynamics
- Asymmetric payoff: lower win rate offset by larger average winners
- 5-minute candle confirmation eliminates noise-driven entries
- Strong acceleration in equity curve post-2018
Backtest Performance (2012–2026)
Equity Curve
Trade Analysis
Trend Short
An intraday downside model built to capture controlled weakness during the regular session. This is not an opening range strategy and it does not try to short every red candle. Instead, it looks for a defined bearish condition and uses VWAP-based exit logic to get out if the short thesis loses structure. The result is a highly selective strategy that only trades when conditions align precisely.
Key Characteristics
- VWAP-based exit logic - exits if the short loses structural support
- Highly selective: fewest trades of all 6 strategies (447 total)
- Not ORB-based - operates independently of the opening range
- ~2:1 reward-to-risk ratio with strong post-2017 acceleration
Backtest Performance (2012–2026)
Equity Curve
Trade Analysis
Universal Trend
A broader intraday trend-following model built to capture cleaner continuation moves after the opening noise has settled. Unlike the ORB strategies, it is not focused on the first 15-minute range. Instead, it looks for a stronger trend environment during the main session using regime confirmation, VWAP-based structure, and ATR-based risk management. The tightest average loss of all strategies in the portfolio.
Key Characteristics
- Regime confirmation filters - only trades when trend environment is strong
- VWAP-based structure for entry timing and trend validation
- ATR-based risk management adapts stops to current volatility
- Tightest average loss (-0.26%) of all 6 strategies
Backtest Performance (2012–2026)
Equity Curve
Trade Analysis
Overnight Trend
The edge comes from separating overnight behavior from daytime behavior - the market moves differently when liquidity, participants, and volatility conditions change outside normal hours. This strategy uses the daily trend for direction, enters during the overnight session, exits before the regular session begins, and keeps contract sizing conservative unless volatility conditions are clean enough to scale. It adds diversification to the full system without relying on the same opening-range or intraday momentum logic.
Key Characteristics
- Only strategy operating in the overnight (Globex) session
- Highest win rate in the portfolio (53.74%) - unique among the 6 strategies
- Most active strategy: 3,277 total trades across the backtest period
- Adds true session diversification - uncorrelated to daytime models
Backtest Performance (2012–2026)
Equity Curve
Trade Analysis
All 6 Strategies. One System.
The STS portfolio is built to combine multiple strategy edges into one cleaner system. Instead of relying on a single setup, each strategy is designed to contribute in a different way - some capture trend continuation, some focus on opening range movement, some target short-side weakness, and others fill specific time-of-day or overnight opportunities.
Combined portfolio equity curve — all 6 strategies, 2012 to 2026. Source: TradingView backtests.
P&L distribution and win/loss breakdown across all 8,117 combined trades.
Why 6 Strategies?
No single strategy works in every market condition. By combining long and short models, opening range and trend-following logic, daytime and overnight sessions - the portfolio smooths out drawdowns and captures opportunity across different regimes. The result is a more consistent equity curve than any individual strategy can produce alone.
Disclaimer: All performance data shown is from TradingView backtests and represents hypothetical results. Past performance is not indicative of future results. Trading futures involves substantial risk of loss and is not suitable for all investors. These strategies are provided for informational purposes only and do not constitute financial advice. See our Risk Disclosure for full details.