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The Pendulum

NQ PM Fade
NQLIVE-VALIDATED
NQ · 15:30
8.52×Return on drawdown · best window
Return on drawdown · what a dollar of pain buys 8.52×

RoDD is the metric this catalog is priced on. Profit factor says the engine works; RoDD says what it costs to hold: net profit divided by the worst peak-to-valley drawdown. This system’s window: $71.4k net ÷ $8,400 max drawdown = 8.52×. Slide your drawdown budget — the projection scales with it, and so does the pain.

NOT BUILT FOR THIS SIZE The published max drawdown on this window ($8,400) exceeds a $1k budget — this sizing would not have survived the sample. Some systems are not meant to run this small.
NOT BUILT FOR THIS SIZE The published max drawdown on this window ($8,400) exceeds a $2.5k budget — this sizing would not have survived the sample. Some systems are not meant to run this small.
NOT BUILT FOR THIS SIZE The published max drawdown on this window ($8,400) exceeds a $5k budget — this sizing would not have survived the sample. Some systems are not meant to run this small.
THIN CUSHION The published drawdown is more than half this budget — one bad stretch uses most of your room. A drawdown budget of $10k historically returned ~$85,200 over this window (≈$2,748/mo average).
RECOMMENDED SIZE The smallest budget with a full cushion over the published drawdown. A drawdown budget of $25k historically returned ~$213,000 over this window (≈$6,871/mo average).
A drawdown budget of $50k historically returned ~$426,000 over this window (≈$13,742/mo average).

Linear scaling of the published window; not a projection of future results. See the disclaimer below.

Cumulative net · best window$71.4k
Illustrative equity path fitted to the published best-window stats (net, max drawdown, sample size) — not trade-by-trade equity. X-axis: trade sequence.
BEST WINDOW01 Feb 2024 - 19 Aug 2026
RoDD8.52
RoDD/mo0.27
PF1.33
Win51.7%
Net$71.4k
Max DD$8.4k
Trades633
$/trade$113
Months31
FULL 2024+ WINDOWcontext
RoDD8.52
RoDD/mo0.27
PF1.33
Win51.7%
Net$71.4k
Max DD$8.4k
Trades633
$/trade$113
Months31
Daily results calendar

Awaiting daily P&L export — each trading day fills green or red with its result.

Stress disclosure: the worst week in the sample (April tariff week) cost −$11.3k before the edge recovered. Published because it survived it.

What separates this strategy
  • Audited against its own worst stretch: the April tariff week cost −$11.3k and the edge still closed the sample ahead — no outlier dependence.

All performance figures are backtested or validation-run results shown with commissions and slippage modeled, on the stated window. Backtested performance is hypothetical, does not represent live trading results, and is not a guarantee or projection of future returns. Futures trading involves substantial risk of loss and is not suitable for all investors. Nothing on this site is financial advice. Access provides the strategy tool only; you are responsible for your own trading decisions.

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