Counterweight

MNQ 15:30 PM Fade
MNQLIVE-VALIDATED
MNQ · 15:30 ET — the late-day fade, flat by 15:55
$55,300on a $5,000 drawdown · best window 11.06× return on drawdown
Return on drawdown · what a dollar of pain buys 11.06×

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: $4.0k net ÷ $400 max drawdown = 11.06×. Slide your drawdown budget — the projection scales with it, and so does the pain.

NOT BUILT FOR THIS SIZE The deepest published max drawdown ($1,400, full record) exceeds a $1k budget — this sizing would not have survived the sample. Some systems are not meant to run this small.
THIN CUSHION The deepest published drawdown ($1,400, full record) is more than half this budget — one bad stretch uses most of your room. A drawdown budget of $2.5k historically returned ~$27,650 over the best window. Over the full record, $11,650. Past results, not a forecast.
RECOMMENDED SIZE The smallest budget that clears the deepest published drawdown ($1,400, full record). A drawdown budget of $5k historically returned ~$55,300 over the best window. Over the full record, $23,300. Past results, not a forecast.
A drawdown budget of $10k historically returned ~$110,600 over the best window. Over the full record, $46,600. Past results, not a forecast.
A drawdown budget of $25k historically returned ~$276,500 over the best window. Over the full record, $116,500. Past results, not a forecast.
A drawdown budget of $50k historically returned ~$553,000 over the best window. Over the full record, $233,000. Past results, not a forecast.

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

Strategy Tester — Counterweight validated run · commissions + slippage modeled
Equity $6.5k Drawdown -$1.4k Full record · 659 closed trades · 2024-01-02 → 2026-08-26
$0$2.5k$5.0kJan 24Jun 24Nov 24Apr 25Oct 25Mar 26Aug 26 02 Jan 24 · $11410 Jan 24 · $7419 Jan 24 · -$8029 Jan 24 · -$9206 Feb 24 · -$18414 Feb 24 · -$10623 Feb 24 · $4404 Mar 24 · -$1812 Mar 24 · $22020 Mar 24 · $60028 Mar 24 · $36008 Apr 24 · $34916 Apr 24 · $49024 Apr 24 · $35702 May 24 · $75310 May 24 · $66220 May 24 · $65829 May 24 · $76306 Jun 24 · $33014 Jun 24 · $36425 Jun 24 · $68605 Jul 24 · $62815 Jul 24 · $72923 Jul 24 · $1,23331 Jul 24 · $1,15608 Aug 24 · $1,23316 Aug 24 · $1,28726 Aug 24 · $1,27304 Sep 24 · $1,06212 Sep 24 · $91320 Sep 24 · $1,14430 Sep 24 · $1,31108 Oct 24 · $1,46416 Oct 24 · $1,47424 Oct 24 · $1,49101 Nov 24 · $1,32011 Nov 24 · $1,28619 Nov 24 · $1,00427 Nov 24 · $1,11009 Dec 24 · $1,08217 Dec 24 · $1,35627 Dec 24 · $1,24707 Jan 25 · $1,41816 Jan 25 · $1,83627 Jan 25 · $1,64804 Feb 25 · $1,98212 Feb 25 · $2,23521 Feb 25 · $2,12603 Mar 25 · $2,04211 Mar 25 · $2,75219 Mar 25 · $2,69627 Mar 25 · $3,14604 Apr 25 · $3,54414 Apr 25 · $3,81523 Apr 25 · $3,90001 May 25 · $3,90209 May 25 · $4,12219 May 25 · $4,60228 May 25 · $4,86105 Jun 25 · $5,00313 Jun 25 · $4,93824 Jun 25 · $5,15402 Jul 25 · $5,17014 Jul 25 · $5,13222 Jul 25 · $5,00230 Jul 25 · $5,12407 Aug 25 · $5,05015 Aug 25 · $4,95325 Aug 25 · $4,77003 Sep 25 · $4,90911 Sep 25 · $4,99019 Sep 25 · $4,97229 Sep 25 · $5,04807 Oct 25 · $4,90715 Oct 25 · $5,08023 Oct 25 · $5,23431 Oct 25 · $5,69410 Nov 25 · $5,42818 Nov 25 · $5,27326 Nov 25 · $5,09608 Dec 25 · $5,20816 Dec 25 · $4,93926 Dec 25 · $4,77206 Jan 26 · $4,80814 Jan 26 · $4,80023 Jan 26 · $4,88402 Feb 26 · $4,87610 Feb 26 · $4,59419 Feb 26 · $4,77427 Feb 26 · $4,82909 Mar 26 · $4,67817 Mar 26 · $4,61625 Mar 26 · $4,64802 Apr 26 · $4,31613 Apr 26 · $4,61821 Apr 26 · $4,88129 Apr 26 · $4,91807 May 26 · $5,23015 May 26 · $5,31426 May 26 · $5,24203 Jun 26 · $4,91611 Jun 26 · $5,23022 Jun 26 · $5,25030 Jun 26 · $5,40109 Jul 26 · $5,64817 Jul 26 · $5,87327 Jul 26 · $6,30504 Aug 26 · $6,15012 Aug 26 · $6,06620 Aug 26 · $6,23426 Aug 26 · $6,487
Net profit$4.0k
Total trades142
Profitable55.6%
Profit factor2.04
Max drawdown$0.4k
Avg trade$29

Curve: the full record. Figures: best window · 02 Dec 2024 - 30 Jun 2025.

Performance summary: best window vs full 2024+ window
MetricBest windowFull record
Net profit$4.0k$6.5k
Total closed trades142659
Percent profitable55.6%51.6%
Profit factor2.041.34
Max drawdown$0.4k$1.4k
Avg per trade$29$10
Return on max drawdown11.064.66
RoDD per month1.600.15
Months in window732
Most recent 600 closed trades of the validated record, newest first, with a running account ledger over the full record
#DayEntryExitNet P&LAccount
65926 Aug 2629337.529300.25$73.00$6,487.00
65825 Aug 2629226.029271.25$89.00$6,414.00
65724 Aug 2629157.7529107.25$99.50$6,325.00
65621 Aug 2629393.029396.25$-8.00$6,225.50
65520 Aug 2629304.2529297.0$13.00$6,233.50
65419 Aug 2629555.529490.0$129.50$6,220.50
65318 Aug 2629599.2529581.75$33.50$6,091.00
65217 Aug 2630094.030073.0$-43.50$6,057.50
65114 Aug 2630095.7530118.5$-47.00$6,101.00
65013 Aug 2630222.530181.0$81.50$6,148.00
64912 Aug 2629867.7529828.75$-79.50$6,066.50
64811 Aug 2629625.029640.0$28.50$6,146.00
64710 Aug 2629781.7529746.25$69.50$6,117.50
64607 Aug 2629810.7529822.75$-25.50$6,048.00
64506 Aug 2629508.2529522.25$26.50$6,073.50
64405 Aug 2629756.7529706.25$-102.50$6,047.00
64304 Aug 2629900.029950.5$-102.50$6,149.50
64203 Aug 2628913.2528881.0$-66.00$6,252.00
64131 Jul 2628474.528525.0$-102.50$6,318.00
64030 Jul 2628243.2528214.75$55.50$6,420.50
63929 Jul 2627711.7527661.25$-102.50$6,365.00
63828 Jul 2628017.2527935.25$162.50$6,467.50
63727 Jul 2628242.7528160.75$162.50$6,305.00
63624 Jul 2628254.028249.0$-11.50$6,142.50
63523 Jul 2628582.7528500.75$162.50$6,154.00
63422 Jul 2629253.029182.25$140.00$5,991.50
63321 Jul 2629293.7529335.0$81.00$5,851.50
63220 Jul 2628856.028805.5$-102.50$5,770.50
63117 Jul 2628796.028831.25$69.00$5,873.00
63016 Jul 2629148.2529097.75$-102.50$5,804.00
62915 Jul 2629643.529702.0$115.50$5,906.50
62814 Jul 2629798.2529805.75$13.50$5,791.00
62713 Jul 2629420.2529484.75$127.50$5,777.50
62610 Jul 2630046.530044.5$2.50$5,650.00
62509 Jul 2629932.2529926.75$-12.50$5,647.50
62408 Jul 2629425.029467.5$-86.50$5,660.00
62307 Jul 2629322.029384.25$123.00$5,746.50
62206 Jul 2630035.529953.5$162.50$5,623.50
62102 Jul 2629421.7529472.25$-102.50$5,461.00
62001 Jul 2630189.2530107.25$162.50$5,563.50
61930 Jun 2630575.030576.25$-4.00$5,401.00
61829 Jun 2630025.530007.25$35.00$5,405.00
61726 Jun 2629452.2529534.25$162.50$5,370.00
61625 Jun 2629683.029632.5$-102.50$5,207.50
61524 Jun 2629384.2529466.25$162.50$5,310.00
61423 Jun 2629711.529661.0$-102.50$5,147.50
61322 Jun 2630552.7530634.75$162.50$5,250.00
61218 Jun 2630688.530770.5$162.50$5,087.50
61117 Jun 2630129.2530078.75$-102.50$4,925.00
61016 Jun 2630445.030394.5$-102.50$5,027.50
60915 Jun 2630832.030834.25$3.00$5,130.00
60812 Jun 2629660.7529610.25$-102.50$5,127.00
60711 Jun 2629423.529474.5$-103.50$5,229.50
60610 Jun 2628547.028629.0$162.50$5,333.00
60509 Jun 2628952.2528870.25$162.50$5,170.50
60408 Jun 2629438.029454.75$32.00$5,008.00
60305 Jun 2629155.029104.5$-102.50$4,976.00
60204 Jun 2630594.030512.0$162.50$5,078.50
60103 Jun 2630635.530647.0$21.50$4,916.00
60002 Jun 2630663.7530707.0$-88.00$4,894.50
59901 Jun 2630625.030574.5$-102.50$4,982.50
59829 May 2630381.2530431.75$-102.50$5,085.00
59728 May 2630306.2530296.5$-21.00$5,187.50
59627 May 2630026.530042.25$-33.00$5,208.50
59526 May 2630052.030102.5$-102.50$5,241.50
59422 May 2629551.529567.75$31.00$5,344.00
59321 May 2629428.2529417.75$-22.50$5,313.00
59220 May 2629340.529359.0$-38.50$5,335.50
59119 May 2628977.7528927.25$-102.50$5,374.00
59018 May 2628923.2529005.25$162.50$5,476.50
58915 May 2629290.2529239.75$-102.50$5,314.00
58814 May 2629699.7529695.75$-9.50$5,416.50
58713 May 2629525.2529473.5$102.00$5,426.00
58612 May 2629046.7529097.25$-102.50$5,324.00
58511 May 2629382.529429.75$93.00$5,426.50
58408 May 2629262.7529315.0$103.00$5,333.50
58307 May 2628612.028694.0$162.50$5,230.50
58206 May 2628693.2528706.25$-27.50$5,068.00
58105 May 2628165.7528116.25$97.50$5,095.50
58004 May 2627779.027751.75$-56.00$4,998.00
57901 May 2627895.527831.0$127.50$5,054.00
57830 Apr 2627591.527586.25$9.00$4,926.50
57729 Apr 2627310.2527303.5$12.00$4,917.50
57628 Apr 2627186.527172.25$27.00$4,905.50
57527 Apr 2627423.7527439.75$30.50$4,878.50
57424 Apr 2627423.7527432.25$15.50$4,848.00
57323 Apr 2626915.026906.75$15.00$4,832.50
57222 Apr 2627044.027075.0$-63.50$4,817.50
57121 Apr 2626777.026695.0$162.50$4,881.00
57020 Apr 2626727.2526725.25$2.50$4,718.50
56917 Apr 2626778.7526819.25$79.50$4,716.00
56816 Apr 2626445.7526480.0$67.00$4,636.50
56715 Apr 2626335.7526363.75$-57.50$4,569.50
56614 Apr 2625987.7525982.75$8.50$4,627.00
56513 Apr 2625458.025508.5$-102.50$4,618.50
56410 Apr 2625294.525270.5$46.50$4,721.00
56309 Apr 2625223.025247.25$47.00$4,674.50
56208 Apr 2624958.025040.0$162.50$4,627.50
56107 Apr 2624217.7524299.75$162.50$4,465.00
56006 Apr 2624335.2524341.0$-13.00$4,302.50
55902 Apr 2624146.2524196.75$-102.50$4,315.50
55801 Apr 2624234.024192.5$-84.50$4,418.00
55731 Mar 2623881.7523932.25$-102.50$4,502.50
55630 Mar 2623037.523119.5$162.50$4,605.00
55527 Mar 2623331.7523281.25$-102.50$4,442.50
55426 Mar 2623843.023792.5$-102.50$4,545.00
55325 Mar 2624354.524368.75$27.00$4,647.50
55224 Mar 2624266.2524201.5$128.00$4,620.50
55123 Mar 2624473.2524435.5$74.00$4,492.50
55020 Mar 2624060.7524010.25$-102.50$4,418.50
54919 Mar 2624596.7524592.5$7.00$4,521.00
54818 Mar 2624721.524671.0$-102.50$4,514.00
54717 Mar 2625007.025006.0$-3.50$4,616.50
54616 Mar 2624683.024666.25$32.00$4,620.00
54513 Mar 2624376.2524390.5$-30.00$4,588.00
54412 Mar 2624616.024565.5$-102.50$4,618.00
54311 Mar 2624935.2524990.5$109.00$4,720.50
54210 Mar 2624989.024956.75$-66.00$4,611.50
54109 Mar 2624953.025003.5$-102.50$4,677.50
54006 Mar 2624653.2524663.25$18.50$4,780.00
53905 Mar 2624954.025004.5$-102.50$4,761.50
53804 Mar 2625151.525139.75$-25.00$4,864.00
53703 Mar 2624782.7524732.25$-102.50$4,889.00
53602 Mar 2624967.7525049.75$162.50$4,991.50
53527 Feb 2624978.024976.75$1.00$4,829.00
53426 Feb 2625028.525063.0$-70.50$4,828.00
53325 Feb 2625366.525381.75$-32.00$4,898.50
53224 Feb 2624999.525030.0$59.50$4,930.50
53123 Feb 2624707.524723.5$30.50$4,871.00
53020 Feb 2625022.025056.0$66.50$4,840.50
52919 Feb 2624788.024840.25$103.00$4,774.00
52818 Feb 2624876.2524958.25$162.50$4,671.00
52717 Feb 2624774.024752.25$-45.00$4,508.50
52613 Feb 2624766.024784.75$36.00$4,553.50
52512 Feb 2624805.2524754.75$-102.50$4,517.50
52411 Feb 2625285.2525299.0$26.00$4,620.00
52310 Feb 2625253.7525218.75$-71.50$4,594.00
52209 Feb 2625364.7525357.5$-16.00$4,665.50
52106 Feb 2625109.2525159.75$-102.50$4,681.50
52005 Feb 2624637.7524587.25$-102.50$4,784.00
51904 Feb 2625059.025001.5$113.50$4,886.50
51803 Feb 2625329.7525380.25$-102.50$4,773.00
51702 Feb 2625864.7525854.5$-22.00$4,875.50
51630 Jan 2625596.525678.5$162.50$4,897.50
51529 Jan 2625853.525904.0$-102.50$4,735.00
51428 Jan 2626173.7526179.5$-13.00$4,837.50
51327 Jan 2626095.526078.25$33.00$4,850.50
51226 Jan 2625881.525849.0$-66.50$4,817.50
51123 Jan 2625710.7525736.25$49.50$4,884.00
51022 Jan 2625609.525647.0$73.50$4,834.50
50921 Jan 2625485.7525468.0$34.00$4,761.00
50820 Jan 2625130.025130.0$-1.50$4,727.00
50716 Jan 2625711.7525692.75$-39.50$4,728.50
50615 Jan 2625719.7525704.75$-31.50$4,768.00
50514 Jan 2625563.525614.0$-102.50$4,799.50
50413 Jan 2625827.525889.0$121.50$4,902.00
50312 Jan 2625990.525967.25$45.00$4,780.50
50209 Jan 2625966.7525947.25$37.50$4,735.50
50108 Jan 2625675.525692.5$-35.50$4,698.00
50007 Jan 2625860.7525824.25$-74.50$4,733.50
49906 Jan 2625809.7525830.0$-42.00$4,808.00
49805 Jan 2625600.7525568.5$-66.00$4,850.00
49702 Jan 2625431.525370.25$121.00$4,916.00
49631 Dec 2525478.2525496.25$34.50$4,795.00
49530 Dec 2525705.025693.0$-25.50$4,760.50
49429 Dec 2525749.7525742.25$13.50$4,786.00
49326 Dec 2525873.7525863.0$-23.00$4,772.50
49223 Dec 2525797.525811.25$-29.00$4,795.50
49122 Dec 2525689.025692.5$5.50$4,824.50
49019 Dec 2525582.025566.0$30.50$4,819.00
48918 Dec 2525308.2525285.0$-48.00$4,788.50
48817 Dec 2524955.524905.0$-102.50$4,836.50
48716 Dec 2525373.025423.5$-102.50$4,939.00
48615 Dec 2525121.025092.5$-58.50$5,041.50
48512 Dec 2525210.2525159.75$-102.50$5,100.00
48411 Dec 2525678.2525690.75$-26.50$5,202.50
48310 Dec 2525836.025825.75$19.00$5,229.00
48209 Dec 2525697.025698.75$2.00$5,210.00
48108 Dec 2525614.7525619.25$-10.50$5,208.00
48005 Dec 2525726.025708.25$-37.00$5,218.50
47904 Dec 2525564.2525605.75$81.50$5,255.50
47803 Dec 2525681.525655.25$51.00$5,174.00
47702 Dec 2525632.7525604.0$56.00$5,123.00
47601 Dec 2525402.025388.5$-28.50$5,067.00
47526 Nov 2525345.525309.75$70.00$5,095.50
47425 Nov 2525047.2525097.75$-102.50$5,025.50
47324 Nov 2524935.7524986.25$-102.50$5,128.00
47221 Nov 2524389.2524338.75$-102.50$5,230.50
47120 Nov 2524292.7524210.75$162.50$5,333.00
47019 Nov 2524771.524822.0$-102.50$5,170.50
46918 Nov 2524694.2524643.75$-102.50$5,273.00
46817 Nov 2524789.024871.0$162.50$5,375.50
46714 Nov 2525140.7525090.25$-102.50$5,213.00
46613 Nov 2525072.525123.0$-102.50$5,315.50
46512 Nov 2525603.025612.5$17.50$5,418.00
46411 Nov 2525659.525646.75$-27.00$5,400.50
46310 Nov 2525709.525760.0$-102.50$5,427.50
46207 Nov 2525054.2525104.75$-102.50$5,530.00
46106 Nov 2525353.7525271.75$162.50$5,632.50
46005 Nov 2525834.025783.5$-102.50$5,470.00
45904 Nov 2525621.2525570.75$-102.50$5,572.50
45803 Nov 2526100.2526091.75$-18.50$5,675.00
45731 Oct 2526085.2526029.5$110.00$5,693.50
45630 Oct 2525928.2525899.5$-59.00$5,583.50
45529 Oct 2526193.7526275.75$162.50$5,642.50
45428 Oct 2526225.026173.5$101.50$5,480.00
45327 Oct 2525927.525967.75$79.00$5,378.50
45224 Oct 2525560.525527.25$65.00$5,299.50
45123 Oct 2525275.2525248.5$-55.00$5,234.50
45022 Oct 2525009.025024.25$-32.00$5,289.50
44921 Oct 2525309.025319.75$20.00$5,321.50
44820 Oct 2525322.2525318.25$-9.50$5,301.50
44717 Oct 2525025.2524990.25$68.50$5,311.00
44616 Oct 2524736.2524818.25$162.50$5,242.50
44515 Oct 2524943.024861.0$162.50$5,080.00
44414 Oct 2524900.7524818.75$162.50$4,917.50
44313 Oct 2524915.024934.0$36.50$4,755.00
44210 Oct 2524532.524482.0$-102.50$4,718.50
44109 Oct 2525264.7525283.0$-38.00$4,821.00
44008 Oct 2525311.2525334.5$-48.00$4,859.00
43907 Oct 2525032.7525052.5$-41.00$4,907.00
43806 Oct 2525223.7525193.5$-62.00$4,948.00
43703 Oct 2525003.524996.75$12.00$5,010.00
43602 Oct 2525120.7525096.5$47.00$4,998.00
43501 Oct 2525023.2525020.0$5.00$4,951.00
43430 Sep 2524861.024911.5$-102.50$4,946.00
43329 Sep 2524808.2524829.25$40.50$5,048.50
43226 Sep 2524725.024721.0$6.50$5,008.00
43125 Sep 2524607.7524623.0$-32.00$5,001.50
43024 Sep 2524723.024733.0$-21.50$5,033.50
42923 Sep 2524803.024835.0$62.50$5,055.00
42822 Sep 2525016.525005.75$20.00$4,992.50
42719 Sep 2524845.524878.75$-68.00$4,972.50
42618 Sep 2524721.7524703.5$-38.00$5,040.50
42517 Sep 2524529.7524489.5$79.00$5,078.50
42416 Sep 2524536.524545.5$-19.50$4,999.50
42315 Sep 2524273.7524292.0$35.00$5,019.00
42212 Sep 2524124.2524126.75$-6.50$4,984.00
42111 Sep 2524032.524027.0$9.50$4,990.50
42010 Sep 2523811.023880.25$137.00$4,981.00
41909 Sep 2523856.023886.0$-61.50$4,844.00
41808 Sep 2523771.023793.0$42.50$4,905.50
41705 Sep 2523682.523671.25$21.00$4,863.00
41604 Sep 2523628.2523661.0$-67.00$4,842.00
41503 Sep 2523354.023436.0$162.50$4,909.00
41402 Sep 2523233.2523283.75$-102.50$4,746.50
41329 Aug 2523462.523438.5$46.50$4,849.00
41228 Aug 2523777.023779.5$-6.50$4,802.50
41127 Aug 2523598.023641.0$84.50$4,809.00
41026 Aug 2523566.7523588.75$-45.50$4,724.50
40925 Aug 2523553.023533.75$-40.00$4,770.00
40822 Aug 2523576.023560.5$-32.50$4,810.00
40721 Aug 2523236.2523232.25$6.50$4,842.50
40620 Aug 2523319.2523346.75$-56.50$4,836.00
40519 Aug 2523460.023450.75$-20.00$4,892.50
40418 Aug 2523791.023810.5$-40.50$4,912.50
40315 Aug 2523808.023799.25$-19.00$4,953.00
40214 Aug 2523928.7523950.5$42.00$4,972.00
40113 Aug 2523936.2523949.25$24.50$4,930.00
40012 Aug 2523923.023942.75$-41.00$4,905.50
39911 Aug 2523662.7523612.25$-102.50$4,946.50
39808 Aug 2523706.523706.0$-0.50$5,049.00
39707 Aug 2523396.523455.25$116.00$5,049.50
39606 Aug 2523430.023413.25$32.00$4,933.50
39505 Aug 2523172.023142.5$-60.50$4,901.50
39404 Aug 2523267.023289.0$42.50$4,962.00
39301 Aug 2522876.2522926.75$-102.50$4,919.50
39231 Jul 2523378.2523327.75$-102.50$5,022.00
39130 Jul 2523394.7523452.75$114.50$5,124.50
39029 Jul 2523459.023448.25$-23.00$5,010.00
38928 Jul 2523461.7523488.75$-55.50$5,033.00
38825 Jul 2523438.7523414.25$47.50$5,088.50
38724 Jul 2523415.023389.0$50.50$5,041.00
38623 Jul 2523292.523297.75$-12.00$4,990.50
38522 Jul 2523238.023230.5$13.50$5,002.50
38421 Jul 2523369.2523337.75$-64.50$4,989.00
38318 Jul 2523212.023223.5$-24.50$5,053.50
38217 Jul 2523262.023255.0$-15.50$5,078.00
38116 Jul 2523070.7523086.75$-33.50$5,093.50
38015 Jul 2523089.523087.75$-5.00$5,127.00
37914 Jul 2523042.523031.75$-23.00$5,132.00
37811 Jul 2522980.7522974.5$-14.00$5,155.00
37710 Jul 2523029.523010.25$-40.00$5,169.00
37609 Jul 2523036.023053.5$-36.50$5,209.00
37508 Jul 2522890.7522896.75$10.50$5,245.50
37407 Jul 2522848.022881.5$65.50$5,235.00
37302 Jul 2522824.522845.25$40.00$5,169.50
37201 Jul 2522726.2522712.25$-29.50$5,129.50
37130 Jun 2522876.522927.0$-102.50$5,159.00
37027 Jun 2522671.522737.5$130.50$5,261.50
36926 Jun 2522670.7522673.0$-6.00$5,131.00
36825 Jun 2522440.522448.25$-17.00$5,137.00
36724 Jun 2522421.2522414.0$13.00$5,154.00
36623 Jun 2522054.522074.25$-41.00$5,141.00
36520 Jun 2521813.521847.75$67.00$5,182.00
36418 Jun 2521922.2522004.25$162.50$5,115.00
36317 Jun 2521987.021969.5$33.50$4,952.50
36216 Jun 2522165.2522174.25$-19.50$4,919.00
36113 Jun 2521634.2521616.0$-38.00$4,938.50
36012 Jun 2521936.021914.0$-45.50$4,976.50
35911 Jun 2521850.7521882.5$62.00$5,022.00
35810 Jun 2521967.021954.75$23.00$4,960.00
35709 Jun 2521857.021833.5$-48.50$4,937.00
35606 Jun 2521808.7521800.75$-17.50$4,985.50
35505 Jun 2521576.021658.0$162.50$5,003.00
35404 Jun 2521785.021760.75$-50.00$4,840.50
35303 Jun 2521713.2521710.5$-7.00$4,890.50
35202 Jun 2521531.021511.25$38.00$4,897.50
35130 May 2521387.2521413.0$-53.00$4,859.50
35029 May 2521370.7521397.25$51.50$4,912.50
34928 May 2521458.521408.0$-102.50$4,861.00
34827 May 2521437.021456.5$37.50$4,963.50
34723 May 2521014.520964.0$-102.50$4,926.00
34622 May 2521324.521242.5$162.50$5,028.50
34521 May 2521097.2521179.25$162.50$4,866.00
34420 May 2521378.7521430.5$102.00$4,703.50
34319 May 2521459.2521507.0$94.00$4,601.50
34216 May 2521495.2521496.75$-4.50$4,507.50
34115 May 2521320.521402.5$162.50$4,512.00
34014 May 2521355.7521396.0$79.00$4,349.50
33913 May 2521320.2521277.5$84.00$4,270.50
33812 May 2520884.2520917.5$65.00$4,186.50
33709 May 2520156.7520138.5$35.00$4,121.50
33608 May 2520320.2520238.25$162.50$4,086.50
33507 May 2519774.2519856.25$162.50$3,924.00
33406 May 2519947.2519914.25$64.50$3,761.50
33305 May 2520113.7520063.25$-102.50$3,697.00
33202 May 2520222.020171.5$-102.50$3,799.50
33101 May 2520016.519934.5$162.50$3,902.00
33030 Apr 2519478.519529.0$-102.50$3,739.50
32929 Apr 2519649.7519642.5$-16.00$3,842.00
32828 Apr 2519506.519557.0$-102.50$3,858.00
32725 Apr 2519486.7519537.25$-102.50$3,960.50
32624 Apr 2519240.019322.0$162.50$4,063.00
32523 Apr 2518775.018857.0$162.50$3,900.50
32422 Apr 2518272.018322.5$-102.50$3,738.00
32321 Apr 2517777.2517827.75$-102.50$3,840.50
32217 Apr 2518375.2518364.75$-22.50$3,943.00
32116 Apr 2518136.518218.5$162.50$3,965.50
32015 Apr 2518962.518967.75$-12.00$3,803.00
31914 Apr 2519039.2518957.25$162.50$3,815.00
31811 Apr 2518829.018833.5$-10.50$3,652.50
31710 Apr 2518386.018468.0$162.50$3,663.00
31609 Apr 2519148.519199.75$-104.00$3,500.50
31508 Apr 2517270.2517219.75$-102.50$3,604.50
31407 Apr 2517432.7517514.75$162.50$3,707.00
31304 Apr 2517745.017827.0$162.50$3,544.50
31203 Apr 2518727.018718.75$-18.00$3,382.00
31102 Apr 2519694.019776.0$162.50$3,400.00
31001 Apr 2519475.519557.5$162.50$3,237.50
30931 Mar 2519365.519416.0$-102.50$3,075.00
30828 Mar 2519459.7519476.0$31.00$3,177.50
30727 Mar 2520109.2520027.25$162.50$3,146.50
30626 Mar 2520065.7520119.0$105.00$2,984.00
30525 Mar 2520437.020487.5$-102.50$2,879.00
30424 Mar 2520370.2520389.25$-39.50$2,981.50
30321 Mar 2519841.2519923.25$162.50$3,021.00
30220 Mar 2519833.519915.5$162.50$2,858.50
30119 Mar 2519954.7520005.25$-102.50$2,696.00
30018 Mar 2519708.7519693.5$-32.00$2,798.50
29917 Mar 2519916.7519847.0$138.00$2,830.50
29814 Mar 2519668.2519718.75$-102.50$2,692.50
29713 Mar 2519260.2519225.25$68.50$2,795.00
29612 Mar 2519618.519630.25$-25.00$2,726.50
29511 Mar 2519551.019469.0$162.50$2,751.50
29410 Mar 2519434.519516.5$162.50$2,589.00
29307 Mar 2520225.2520143.25$162.50$2,426.50
29206 Mar 2520106.2520055.75$-102.50$2,264.00
29105 Mar 2520689.7520607.75$162.50$2,366.50
29004 Mar 2520671.2520589.25$162.50$2,204.00
28903 Mar 2520381.2520330.75$-102.50$2,041.50
28828 Feb 2520766.2520684.25$162.50$2,144.00
28727 Feb 2520689.2520638.75$-102.50$1,981.50
28626 Feb 2521147.521198.0$-102.50$2,084.00
28525 Feb 2521226.021144.0$162.50$2,186.50
28424 Feb 2521523.2521472.75$-102.50$2,024.00
28321 Feb 2521702.521695.0$-16.50$2,126.50
28220 Feb 2522101.7522133.5$-65.00$2,143.00
28119 Feb 2522219.522249.75$59.00$2,208.00
28018 Feb 2522169.2522209.5$-82.00$2,149.00
27914 Feb 2522185.7522205.5$38.00$2,231.00
27813 Feb 2522084.022104.25$-42.00$2,193.00
27712 Feb 2521814.7521804.5$19.00$2,235.00
27611 Feb 2521810.2521775.75$67.50$2,216.00
27510 Feb 2521863.2521856.0$-16.00$2,148.50
27407 Feb 2521575.521587.75$23.00$2,164.50
27306 Feb 2521791.021873.0$162.50$2,141.50
27205 Feb 2521743.021743.5$-2.50$1,979.00
27104 Feb 2521629.2521679.75$-102.50$1,981.50
27003 Feb 2521458.2521418.5$-81.00$2,084.00
26931 Jan 2521559.2521641.25$162.50$2,165.00
26830 Jan 2521690.021608.0$162.50$2,002.50
26729 Jan 2521584.7521502.75$162.50$1,840.00
26628 Jan 2521615.7521600.5$29.00$1,677.50
26527 Jan 2521176.7521227.25$-102.50$1,648.50
26424 Jan 2521865.2521908.0$84.00$1,751.00
26323 Jan 2521969.522020.0$-102.50$1,667.00
26222 Jan 2522016.022012.0$-9.50$1,769.50
26121 Jan 2521743.521715.5$-57.50$1,779.00
26017 Jan 2521601.521602.75$1.00$1,836.50
25916 Jan 2521330.7521273.25$113.50$1,835.50
25815 Jan 2521439.2521402.75$71.50$1,722.00
25714 Jan 2520835.7520893.0$113.00$1,650.50
25613 Jan 2520884.2520951.25$132.50$1,537.50
25510 Jan 2521011.2521026.0$28.00$1,405.00
25408 Jan 2521347.7521367.5$-41.00$1,377.00
25307 Jan 2521328.2521354.25$50.50$1,418.00
25206 Jan 2521726.521739.25$-27.00$1,367.50
25103 Jan 2521521.7521514.5$13.00$1,394.50
25002 Jan 2521155.521170.25$-31.00$1,381.50
24931 Dec 2421308.2521226.25$162.50$1,412.50
24830 Dec 2421469.021471.25$3.00$1,250.00
24727 Dec 2421649.7521679.0$57.00$1,247.00
24626 Dec 2422047.2522028.75$35.50$1,190.00
24523 Dec 2421707.7521761.25$105.50$1,154.50
24420 Dec 2421652.521602.0$-102.50$1,049.00
24319 Dec 2421489.7521439.25$-102.50$1,151.50
24218 Dec 2421722.7521672.25$-102.50$1,254.00
24117 Dec 2422271.522321.25$98.00$1,356.50
24016 Dec 2422144.7522111.75$64.50$1,258.50
23913 Dec 2421810.521797.5$24.50$1,194.00
23812 Dec 2421654.2521652.5$-5.00$1,169.50
23711 Dec 2421815.2521794.0$41.00$1,174.50
23610 Dec 2421372.2521398.75$51.50$1,133.50
23509 Dec 2421446.2521461.25$28.50$1,082.00
23406 Dec 2421648.7521660.0$21.00$1,053.50
23305 Dec 2421472.7521464.5$-18.00$1,032.50
23204 Dec 2421520.521543.25$-47.00$1,050.50
23103 Dec 2421254.7521276.75$-45.50$1,097.50
23002 Dec 2421235.7521218.25$33.50$1,143.00
22927 Nov 2420799.520810.0$19.50$1,109.50
22826 Nov 2420957.021005.0$94.50$1,090.00
22725 Nov 2420857.2520878.0$-43.00$995.50
22622 Nov 2420823.7520856.5$64.00$1,038.50
22521 Nov 2420868.520831.5$72.50$974.50
22420 Nov 2420654.7520705.25$-102.50$902.00
22319 Nov 2420752.020766.25$27.00$1,004.50
22218 Nov 2420649.7520628.0$-45.00$977.50
22115 Nov 2420480.2520512.25$-65.50$1,022.50
22014 Nov 2421024.020973.5$-102.50$1,088.00
21913 Nov 2421181.021130.5$-102.50$1,190.50
21812 Nov 2421185.021180.75$7.00$1,293.00
21711 Nov 2421192.521191.75$0.00$1,286.00
21608 Nov 2421221.521218.25$-8.00$1,286.00
21507 Nov 2421230.521210.5$38.50$1,294.00
21406 Nov 2420903.020902.0$0.50$1,255.50
21305 Nov 2420330.2520325.0$9.00$1,255.00
21204 Nov 2420118.520082.25$-74.00$1,246.00
21101 Nov 2420157.2520163.0$10.00$1,320.00
21031 Oct 2420080.520131.0$-102.50$1,310.00
20930 Oct 2420571.520521.0$-102.50$1,412.50
20829 Oct 2420741.520704.0$73.50$1,515.00
20728 Oct 2420528.520489.25$-80.00$1,441.50
20625 Oct 2420513.520497.5$30.50$1,521.50
20524 Oct 2420389.2520394.0$-11.00$1,491.00
20423 Oct 2420185.020212.25$-56.00$1,502.00
20322 Oct 2420546.7520569.0$43.00$1,558.00
20221 Oct 2420479.020502.25$45.00$1,515.00
20118 Oct 2420490.2520480.0$19.00$1,470.00
20017 Oct 2420381.520371.0$-22.50$1,451.00
19916 Oct 2420348.520348.25$-1.00$1,473.50
19815 Oct 2420295.2520320.25$48.50$1,474.50
19714 Oct 2420637.520635.0$3.50$1,426.00
19611 Oct 2420480.7520463.75$32.50$1,422.50
19510 Oct 2420415.7520431.0$29.00$1,390.00
19409 Oct 2420432.020482.5$-102.50$1,361.00
19308 Oct 2420287.7520316.75$-59.50$1,463.50
19207 Oct 2419996.519991.0$-12.50$1,523.00
19104 Oct 2420195.520230.25$-71.00$1,535.50
19003 Oct 2419923.7519969.0$89.00$1,606.50
18902 Oct 2420046.7520024.0$44.00$1,517.50
18801 Oct 2420037.7519955.75$162.50$1,473.50
18730 Sep 2420154.2520236.25$162.50$1,311.00
18627 Sep 2420241.2520235.25$-13.50$1,148.50
18526 Sep 2420345.020334.5$19.50$1,162.00
18425 Sep 2420182.2520184.0$2.00$1,142.50
18324 Sep 2420152.2520151.25$-3.50$1,140.50
18223 Sep 2420074.520074.0$-0.50$1,144.00
18120 Sep 2420036.520033.75$4.00$1,144.50
18019 Sep 2420108.020085.25$-47.00$1,140.50
17918 Sep 2419743.019661.0$162.50$1,187.50
17817 Sep 2419652.519670.0$33.50$1,025.00
17716 Sep 2419419.7519447.75$54.50$991.50
17613 Sep 2419529.7519542.5$24.00$937.00
17512 Sep 2419447.519431.5$-33.50$913.00
17411 Sep 2419199.019249.5$-102.50$946.50
17310 Sep 2418858.018855.75$3.00$1,049.00
17209 Sep 2418644.7518665.0$-42.00$1,046.00
17106 Sep 2418511.2518446.5$128.00$1,088.00
17005 Sep 2418963.2518912.75$-102.50$960.00
16904 Sep 2418966.2518974.75$15.50$1,062.50
16803 Sep 2419036.018985.5$-102.50$1,047.00
16730 Aug 2419562.7519613.25$-102.50$1,149.50
16629 Aug 2419404.7519392.5$-26.00$1,252.00
16528 Aug 2419455.019443.5$21.50$1,278.00
16427 Aug 2419649.519642.0$-16.50$1,256.50
16326 Aug 2419586.519576.25$19.00$1,273.00
16223 Aug 2419799.519785.5$26.50$1,254.00
16122 Aug 2419582.7519563.5$-40.00$1,227.50
16021 Aug 2419872.019909.0$72.50$1,267.50
15920 Aug 2419824.2519818.25$10.50$1,195.00
15819 Aug 2419784.2519834.75$-102.50$1,184.50
15716 Aug 2419603.019606.25$5.00$1,287.00
15615 Aug 2419582.019570.5$-24.50$1,282.00
15514 Aug 2419059.519141.5$162.50$1,306.50
15413 Aug 2419059.2519088.75$-60.50$1,144.00
15312 Aug 2418621.2518617.0$7.00$1,204.50
15209 Aug 2418608.2518591.25$-35.50$1,197.50
15108 Aug 2418443.018473.25$59.00$1,233.00
15007 Aug 2418091.2518040.75$-102.50$1,174.00
14906 Aug 2418341.7518291.25$-102.50$1,276.50
14805 Aug 2417983.2517932.75$-102.50$1,379.00
14702 Aug 2418551.7518469.75$162.50$1,481.50
14601 Aug 2418977.019059.0$162.50$1,319.00
14531 Jul 2419436.2519486.75$-102.50$1,156.50
14430 Jul 2418936.018997.0$120.50$1,259.00
14329 Jul 2419241.019215.75$-52.00$1,138.50
14226 Jul 2419183.7519133.25$-102.50$1,190.50
14125 Jul 2419216.2519165.75$-102.50$1,293.00
14024 Jul 2419218.2519300.25$162.50$1,395.50
13923 Jul 2419986.019904.0$162.50$1,233.00
13822 Jul 2419995.019994.25$-3.00$1,070.50
13719 Jul 2419767.7519685.75$162.50$1,073.50
13618 Jul 2419824.519906.5$162.50$911.00
13517 Jul 2420055.020021.25$66.00$748.50
13416 Jul 2420578.020600.5$-46.50$682.50
13315 Jul 2420620.520538.5$162.50$729.00
13212 Jul 2420676.2520625.75$-102.50$566.50
13111 Jul 2420435.2520485.75$-102.50$669.00
13010 Jul 2420870.520904.5$66.50$771.50
12909 Jul 2420663.7520669.75$-13.50$705.00
12808 Jul 2420625.020671.25$91.00$718.50
12705 Jul 2420623.2520635.25$22.50$627.50
12602 Jul 2420225.020237.5$-26.50$605.00
12501 Jul 2420007.020057.5$-102.50$631.50
12428 Jun 2419992.019941.5$-102.50$734.00
12327 Jun 2420051.020028.75$43.00$836.50
12226 Jun 2419960.020014.75$108.00$793.50
12125 Jun 2419979.2519959.0$39.00$685.50
12024 Jun 2419831.2519766.75$127.50$646.50
11921 Jun 2419996.7519997.25$-2.50$519.00
11820 Jun 2420031.020049.25$35.00$521.50
11718 Jun 2420193.2520200.5$13.00$486.50
11617 Jun 2420258.020202.25$110.00$473.50
11514 Jun 2419671.519661.5$18.50$363.50
11413 Jun 2419601.7519617.5$-33.00$345.00
11312 Jun 2419466.2519518.25$102.50$378.00
11211 Jun 2419193.7519232.25$-78.50$275.50
11110 Jun 2419114.519098.25$31.00$354.00
11007 Jun 2419047.7519045.0$-7.00$323.00
10906 Jun 2419064.019061.75$-6.00$330.00
10805 Jun 2419032.2519075.5$-88.00$336.00
10704 Jun 2418668.2518700.0$-65.00$424.00
10603 Jun 2418587.7518621.5$-69.00$489.00
10531 May 2418409.018459.5$-102.50$558.00
10430 May 2418636.018585.5$-102.50$660.50
10329 May 2418848.018797.5$-102.50$763.00
10228 May 2418879.7518913.5$66.00$865.50
10124 May 2418863.2518861.75$-4.50$799.50
10023 May 2418651.7518676.75$48.50$804.00
9922 May 2418741.518765.0$45.50$755.50
9821 May 2418774.518801.5$52.50$710.00
9720 May 2418778.518743.75$68.00$657.50
9617 May 2418629.518625.5$6.50$589.50
9516 May 2418690.2518665.25$-51.50$583.00
9415 May 2418693.7518690.5$5.00$634.50
9314 May 2418418.2518429.0$-23.00$629.50
9213 May 2418287.2518291.25$-9.50$652.50
9110 May 2418260.518266.25$-13.00$662.00
9009 May 2418207.7518201.75$10.50$675.00
8908 May 2418183.518187.0$-8.50$664.50
8807 May 2418199.518205.25$-13.00$673.00
8706 May 2418139.7518190.25$-102.50$686.00
8603 May 2418015.7517997.25$35.50$788.50
8502 May 2417669.017631.25$74.00$753.00
8401 May 2417717.517635.5$162.50$679.00
8330 Apr 2417692.2517641.75$-102.50$516.50
8229 Apr 2417848.017895.0$92.50$619.00
8126 Apr 2417887.517845.75$82.00$526.50
8025 Apr 2417597.517553.0$87.50$444.50
7924 Apr 2417670.017680.0$18.50$357.00
7823 Apr 2417624.7517607.0$-37.00$338.50
7722 Apr 2417389.7517339.25$-102.50$375.50
7619 Apr 2417182.017131.5$-102.50$478.00
7518 Apr 2417561.517538.5$44.50$580.50
7417 Apr 2417656.2517680.0$46.00$536.00
7316 Apr 2417944.2517911.0$65.00$490.00
7215 Apr 2417859.017893.5$67.50$425.00
7112 Apr 2418140.518168.5$54.50$357.50
7011 Apr 2418501.7518497.0$8.00$303.00
6910 Apr 2418181.518200.25$-39.00$295.00
6809 Apr 2418327.018333.75$-15.00$334.00
6708 Apr 2418315.018295.0$38.50$349.00
6605 Apr 2418290.018319.75$58.00$310.50
6504 Apr 2418110.018104.75$-12.00$252.50
6403 Apr 2418334.018356.75$44.00$264.50
6302 Apr 2418306.518336.5$-61.50$220.50
6201 Apr 2418468.518506.5$-77.50$282.00
6128 Mar 2418499.518489.25$19.00$359.50
6027 Mar 2418435.518486.0$-102.50$340.50

Most recent 600 of 659 closed trades (from 27 Mar 24) · every stat, the equity curve and the calendar cover the full record · Newest first · Account is cumulative net from zero.

Priced near the bottom of the catalog for a reason: the full record nets about $10 per trade at one contract (PF 1.34), stretches of it predate the current configuration, and 2026 - the year the configuration was tuned - runs PF 1.31. The best window is genuine; treat this as a low-cost session leg, not a flagship.

What separates this strategy
  • Fades the midday move in the session's last half hour - one placement at 15:30 ET, everything flat by 15:55.
  • PF 2.04 across 142 best-window trades, at the second-lowest price on the board.
Daily results — last 6 months of the record
March 2026$-326
MTWTFSS
121623−1024−255−102618789−10210−661110912−10213−301415163217−418−10219720−1022122237424128252726−10227−10228293016231−102
April 2026+$424
MTWTFSS
1−842−1023456−13716281629471046111213−10214815−581667178018192022116222−64231524162526273028272912309
May 2026+$158
MTWTFSS
1128234−565986−2871628103910119312−1021310214−1015−10216171816219−10220−3821−22223123242526−10227−3328−2129−1023031
June 2026+$316
MTWTFSS
1−1022−8832241625−1026783291621016211−10412−102131415316−10217−102181621920212216223−1022416225−102261622728293530−4
July 2026+$917
MTWTFSS
11622−102345616271238−869−1210211121312814141511616−1021769181920−1022181221402316224−122526271622816229−102305631−102
August 2026+$169
MTWTFSS
123−664−1025−1026267−26891070112812−80138214−47151617−44183419130201321−8222324100258926732728293031

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.

← All strategies