The Pendulum

MNQ 13:00 Confirmed Fade
MNQLIVE-VALIDATED
MNQ · 13:00 ET — the early-afternoon confirmed fade
$81,300on a $5,000 drawdown · best window 16.26× return on drawdown
Return on drawdown · what a dollar of pain buys 16.26×

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: $9.9k net ÷ $600 max drawdown = 16.26×. Slide your drawdown budget — the projection scales with it, and so does the pain.

THIN CUSHION The deepest published drawdown ($1,000, full record) is more than half this budget — one bad stretch uses most of your room. A drawdown budget of $1k historically returned ~$16,260 over the best window. Over the full record, $11,010. Past results, not a forecast.
RECOMMENDED SIZE The smallest budget that clears the deepest published drawdown ($1,000, full record). A drawdown budget of $2.5k historically returned ~$40,650 over the best window. Over the full record, $27,525. Past results, not a forecast.
A drawdown budget of $5k historically returned ~$81,300 over the best window. Over the full record, $55,050. Past results, not a forecast.
A drawdown budget of $10k historically returned ~$162,600 over the best window. Over the full record, $110,100. Past results, not a forecast.
A drawdown budget of $25k historically returned ~$406,500 over the best window. Over the full record, $275,250. Past results, not a forecast.
A drawdown budget of $50k historically returned ~$813,000 over the best window. Over the full record, $550,500. Past results, not a forecast.

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

Strategy Tester — The Pendulum validated run · commissions + slippage modeled
Equity $11k Drawdown -$965 Full record · 498 closed trades · 2025-01-27 → 2026-08-24
$0$5.0k$10kJan 25May 25Aug 25Nov 25Feb 26May 26Aug 26 27 Jan 25 · $4028 Jan 25 · $19030 Jan 25 · $2231 Jan 25 · -$15206 Feb 25 · $5711 Feb 25 · $10312 Feb 25 · $16814 Feb 25 · $24418 Feb 25 · $39120 Feb 25 · $54224 Feb 25 · $50826 Feb 25 · $28427 Feb 25 · $30804 Mar 25 · -$2205 Mar 25 · -$40707 Mar 25 · -$25312 Mar 25 · -$1714 Mar 25 · $20117 Mar 25 · $26819 Mar 25 · $46620 Mar 25 · $73124 Mar 25 · $86626 Mar 25 · $77528 Mar 25 · $94231 Mar 25 · $66302 Apr 25 · $65604 Apr 25 · $26011 Apr 25 · $77416 Apr 25 · $97021 Apr 25 · $96622 Apr 25 · $1,08925 Apr 25 · $1,19429 Apr 25 · $1,26405 May 25 · $1,38807 May 25 · $1,03112 May 25 · $1,01614 May 25 · $1,10619 May 25 · $1,09620 May 25 · $1,04023 May 25 · $1,18629 May 25 · $1,27130 May 25 · $94806 Jun 25 · $87609 Jun 25 · $79811 Jun 25 · $79613 Jun 25 · $72817 Jun 25 · $74023 Jun 25 · $79024 Jun 25 · $82626 Jun 25 · $93601 Jul 25 · $71602 Jul 25 · $83611 Jul 25 · $86914 Jul 25 · $95616 Jul 25 · $1,08018 Jul 25 · $1,12924 Jul 25 · $1,31425 Jul 25 · $1,41731 Jul 25 · $1,44604 Aug 25 · $1,48407 Aug 25 · $1,58811 Aug 25 · $1,20213 Aug 25 · $1,18614 Aug 25 · $1,27418 Aug 25 · $1,26720 Aug 25 · $1,24822 Aug 25 · $1,30026 Aug 25 · $1,07627 Aug 25 · $1,17605 Sep 25 · $1,16315 Sep 25 · $1,20816 Sep 25 · $1,28018 Sep 25 · $1,10019 Sep 25 · $1,04823 Sep 25 · $1,06826 Sep 25 · $1,06101 Oct 25 · $1,24007 Oct 25 · $1,24410 Oct 25 · $1,10820 Oct 25 · $1,24824 Oct 25 · $1,32429 Oct 25 · $1,52804 Nov 25 · $1,41905 Nov 25 · $1,36907 Nov 25 · $1,51011 Nov 25 · $1,37412 Nov 25 · $1,49817 Nov 25 · $1,41218 Nov 25 · $1,63424 Nov 25 · $1,84625 Nov 25 · $1,97404 Dec 25 · $2,04611 Dec 25 · $1,99416 Dec 25 · $2,16519 Dec 25 · $2,05826 Dec 25 · $2,12629 Dec 25 · $1,91105 Jan 26 · $2,03406 Jan 26 · $1,86208 Jan 26 · $1,81112 Jan 26 · $1,96414 Jan 26 · $2,09616 Jan 26 · $2,29222 Jan 26 · $2,31626 Jan 26 · $2,42228 Jan 26 · $2,68930 Jan 26 · $2,72002 Feb 26 · $2,88004 Feb 26 · $3,07405 Feb 26 · $3,43809 Feb 26 · $3,53812 Feb 26 · $3,66118 Feb 26 · $3,60219 Feb 26 · $3,54625 Feb 26 · $3,64702 Mar 26 · $3,75204 Mar 26 · $3,77705 Mar 26 · $3,68411 Mar 26 · $4,18013 Mar 26 · $4,41018 Mar 26 · $4,54823 Mar 26 · $4,81601 Apr 26 · $4,57807 Apr 26 · $4,45009 Apr 26 · $4,33413 Apr 26 · $4,48416 Apr 26 · $4,57817 Apr 26 · $4,74423 Apr 26 · $4,98424 Apr 26 · $5,03428 Apr 26 · $4,87129 Apr 26 · $4,82204 May 26 · $4,88907 May 26 · $5,11208 May 26 · $5,34013 May 26 · $5,49014 May 26 · $5,62618 May 26 · $5,73819 May 26 · $5,71122 May 26 · $5,91528 May 26 · $6,01001 Jun 26 · $6,35603 Jun 26 · $6,50505 Jun 26 · $6,27410 Jun 26 · $6,27012 Jun 26 · $6,34616 Jun 26 · $6,48822 Jun 26 · $6,73825 Jun 26 · $7,61026 Jun 26 · $8,14230 Jun 26 · $8,27601 Jul 26 · $8,48006 Jul 26 · $8,83207 Jul 26 · $9,16813 Jul 26 · $9,34014 Jul 26 · $9,33620 Jul 26 · $9,56422 Jul 26 · $9,64228 Jul 26 · $9,74029 Jul 26 · $10,03231 Jul 26 · $10,16107 Aug 26 · $10,15811 Aug 26 · $10,36613 Aug 26 · $10,45819 Aug 26 · $10,48521 Aug 26 · $10,67824 Aug 26 · $10,626
Net profit$9.9k
Total trades348
Profitable82.5%
Profit factor2.64
Max drawdown$0.6k
Avg trade$29

Curve: the full record. Figures: best window · 01 Jul 2025 - 24 Aug 2026.

Performance summary: best window vs full 2024+ window
MetricBest windowFull record
Net profit$9.9k$10.6k
Total closed trades348498
Percent profitable82.5%77.5%
Profit factor2.642.00
Max drawdown$0.6k$1.0k
Avg per trade$29$21
Return on max drawdown16.2611.01
RoDD per month1.180.58
Months in window1419
Every closed trade in the validated record, newest first, with a running account ledger
#DayEntryExitNet P&LAccount
49824 Aug 2629145.7529097.75$-97.50$10,625.50
49724 Aug 2629145.7529169.0$45.00$10,723.00
49621 Aug 2629372.7529414.0$81.00$10,678.00
49521 Aug 2629372.7529405.0$63.00$10,597.00
49419 Aug 2629534.7529560.0$49.00$10,534.00
49319 Aug 2629534.7529548.25$25.50$10,485.00
49218 Aug 2629595.029581.25$-58.00$10,459.50
49113 Aug 2630238.7530208.25$59.50$10,517.50
49013 Aug 2630238.7530222.5$31.00$10,458.00
48912 Aug 2629892.7529913.75$40.50$10,427.00
48812 Aug 2629892.7529904.0$21.00$10,386.50
48711 Aug 2629571.7529613.25$81.50$10,365.50
48611 Aug 2629571.7529594.0$43.00$10,284.00
48507 Aug 2629710.2529752.25$82.50$10,241.00
48407 Aug 2629710.2529737.25$52.50$10,158.50
48304 Aug 2629835.029864.25$-120.00$10,106.00
48203 Aug 2628896.7528879.75$65.00$10,226.00
48131 Jul 2628435.2528410.0$49.00$10,161.00
48031 Jul 2628435.2528398.25$72.50$10,112.00
47930 Jul 2628221.7528219.25$7.00$10,039.50
47829 Jul 2627740.7527644.75$190.50$10,032.50
47729 Jul 2627740.7527689.5$101.00$9,842.00
47628 Jul 2627955.027956.25$1.00$9,741.00
47528 Jul 2627955.027994.25$77.00$9,740.00
47423 Jul 2628673.2528677.5$-20.00$9,663.00
47322 Jul 2629298.529319.75$41.00$9,683.00
47222 Jul 2629298.529310.0$21.50$9,642.00
47121 Jul 2629327.2529346.75$37.50$9,620.50
47021 Jul 2629327.2529337.75$19.50$9,583.00
46920 Jul 2628921.2528973.0$102.00$9,563.50
46820 Jul 2628921.2528949.0$54.00$9,461.50
46716 Jul 2629201.7529220.25$71.00$9,407.50
46614 Jul 2629809.029836.75$54.00$9,336.50
46514 Jul 2629809.029823.75$28.00$9,282.50
46413 Jul 2629507.029465.25$-85.00$9,254.50
46313 Jul 2629507.029533.25$51.00$9,339.50
46208 Jul 2629329.529369.5$78.50$9,288.50
46108 Jul 2629329.529351.0$41.50$9,210.00
46007 Jul 2629511.2529560.75$97.50$9,168.50
45907 Jul 2629511.2529542.75$61.50$9,071.00
45806 Jul 2629923.030012.5$177.50$9,009.50
45706 Jul 2629923.029990.75$134.00$8,832.00
45602 Jul 2629496.7529424.75$142.50$8,698.00
45502 Jul 2629496.7529458.25$75.50$8,555.50
45401 Jul 2630228.7530179.0$98.00$8,480.00
45301 Jul 2630228.7530202.25$51.50$8,382.00
45230 Jun 2630520.530548.5$54.50$8,330.50
45130 Jun 2630520.530535.5$28.50$8,276.00
45029 Jun 2630020.030010.0$18.50$8,247.50
44929 Jun 2630020.029975.5$87.50$8,229.00
44826 Jun 2629578.7529658.75$158.50$8,141.50
44726 Jun 2629578.7529621.5$84.00$7,983.00
44625 Jun 2629858.529713.25$289.00$7,899.00
44525 Jun 2629858.529750.5$214.50$7,610.00
44424 Jun 2629405.029544.0$553.00$7,395.50
44322 Jun 2630612.7530559.5$105.00$6,842.50
44222 Jun 2630612.7530584.25$55.50$6,737.50
44117 Jun 2630422.2530358.0$127.00$6,682.00
44017 Jun 2630422.2530388.0$67.00$6,555.00
43916 Jun 2630446.7530480.0$65.00$6,488.00
43816 Jun 2630446.7530464.75$34.50$6,423.00
43715 Jun 2630894.530883.25$42.00$6,388.50
43612 Jun 2629940.029941.25$1.00$6,346.50
43512 Jun 2629940.029977.75$74.00$6,345.50
43410 Jun 2628900.028901.25$1.00$6,271.50
43310 Jun 2628900.028901.25$1.00$6,270.50
43209 Jun 2629209.529210.0$-2.50$6,269.50
43109 Jun 2629209.529210.0$-2.50$6,272.00
43005 Jun 2629653.029569.75$-168.00$6,274.50
42905 Jun 2629653.029569.75$-168.00$6,442.50
42803 Jun 2630821.2530874.75$105.50$6,610.50
42703 Jun 2630821.2530850.0$56.00$6,505.00
42602 Jun 2630958.030986.5$55.50$6,449.00
42502 Jun 2630958.030977.5$37.50$6,393.50
42401 Jun 2630938.530853.0$169.50$6,356.00
42301 Jun 2630938.530865.25$145.00$6,186.50
42228 May 2630605.2530621.75$31.50$6,041.50
42128 May 2630605.2530615.25$18.50$6,010.00
42027 May 2630342.530335.25$26.00$5,991.50
41922 May 2629960.029986.0$50.50$5,965.50
41822 May 2629960.029974.0$26.50$5,915.00
41720 May 2629611.7529553.0$116.00$5,888.50
41620 May 2629611.7529580.25$61.50$5,772.50
41519 May 2629383.7529331.0$104.00$5,711.00
41419 May 2629383.7529355.5$55.00$5,607.00
41318 May 2629249.529157.0$-186.50$5,552.00
41218 May 2629249.529157.0$-186.50$5,738.50
41115 May 2629708.029624.0$166.50$5,925.00
41015 May 2629708.029641.25$132.00$5,758.50
40914 May 2629950.2529951.5$1.00$5,626.50
40814 May 2629950.2529985.0$68.00$5,625.50
40713 May 2629793.529759.0$67.50$5,557.50
40613 May 2629793.529775.0$35.50$5,490.00
40511 May 2629668.529706.5$74.50$5,454.50
40411 May 2629668.529689.0$39.50$5,380.00
40308 May 2629598.029552.0$90.50$5,340.50
40208 May 2629598.029573.25$48.00$5,250.00
40107 May 2628937.528983.5$90.50$5,202.00
40007 May 2628937.528962.25$48.00$5,111.50
39905 May 2628461.028411.75$97.00$5,063.50
39805 May 2628461.028421.5$77.50$4,966.50
39704 May 2628059.528055.75$12.00$4,889.00
39601 May 2628150.028131.25$36.00$4,877.00
39501 May 2628150.028140.0$18.50$4,841.00
39429 Apr 2627517.7527481.75$70.50$4,822.50
39329 Apr 2627517.7527498.5$37.00$4,752.00
39228 Apr 2627420.2527497.5$-156.00$4,715.00
39128 Apr 2627420.2527497.5$-156.00$4,871.00
39027 Apr 2627711.027723.0$-25.50$5,027.00
38927 Apr 2627711.027701.25$18.00$5,052.50
38824 Apr 2627690.7527707.75$32.50$5,034.50
38724 Apr 2627690.7527700.0$17.00$5,002.00
38623 Apr 2627191.2527192.5$1.00$4,985.00
38523 Apr 2627191.2527262.0$140.00$4,984.00
38421 Apr 2626897.526913.0$29.50$4,844.00
38321 Apr 2626897.526933.75$71.00$4,814.50
38217 Apr 2627095.027123.0$54.50$4,743.50
38117 Apr 2627095.027123.5$55.50$4,689.00
38016 Apr 2626731.526760.25$56.00$4,633.50
37916 Apr 2626731.526747.0$29.50$4,577.50
37814 Apr 2626230.7526211.0$38.00$4,548.00
37714 Apr 2626230.7526216.75$26.50$4,510.00
37613 Apr 2625719.2525699.25$38.50$4,483.50
37513 Apr 2625719.2525708.5$20.00$4,445.00
37409 Apr 2625543.7525497.5$91.00$4,425.00
37309 Apr 2625543.7525519.0$48.00$4,334.00
37208 Apr 2625405.2525307.5$-197.00$4,286.00
37108 Apr 2625405.2525422.25$32.50$4,483.00
37007 Apr 2624477.024512.75$70.00$4,450.50
36907 Apr 2624477.024496.25$37.00$4,380.50
36801 Apr 2624602.024485.25$-235.00$4,343.50
36701 Apr 2624602.024485.25$-235.00$4,578.50
36631 Mar 2624170.524211.75$-84.00$4,813.50
36531 Mar 2624170.524129.25$81.00$4,897.50
36423 Mar 2624609.024666.25$113.00$4,816.50
36323 Mar 2624609.024648.25$77.00$4,703.50
36218 Mar 2625149.2525109.25$78.50$4,626.50
36118 Mar 2625149.2525127.75$41.50$4,548.00
36017 Mar 2625281.2525313.75$63.50$4,506.50
35917 Mar 2625281.2525298.75$33.50$4,443.00
35813 Mar 2624969.524922.0$93.50$4,409.50
35713 Mar 2624969.524944.0$49.50$4,316.00
35611 Mar 2625436.025480.0$86.50$4,266.50
35511 Mar 2625436.025507.75$142.00$4,180.00
35409 Mar 2625103.7525201.25$193.50$4,038.00
35309 Mar 2625103.7525184.75$160.50$3,844.50
35205 Mar 2625401.7525501.5$-201.00$3,684.00
35105 Mar 2625401.7525367.75$66.50$3,885.00
35004 Mar 2625659.025680.5$41.50$3,818.50
34904 Mar 2625659.025671.25$23.00$3,777.00
34803 Mar 2625301.525300.25$1.00$3,754.00
34703 Mar 2625301.525300.25$1.00$3,753.00
34602 Mar 2625538.2525566.5$55.00$3,752.00
34502 Mar 2625538.2525553.25$28.50$3,697.00
34425 Feb 2625846.025857.5$21.50$3,668.50
34325 Feb 2625846.025852.25$11.00$3,647.00
34224 Feb 2625542.525572.5$58.50$3,636.00
34124 Feb 2625542.525558.75$31.00$3,577.50
34019 Feb 2625345.525298.0$93.50$3,546.50
33919 Feb 2625345.525320.0$49.50$3,453.00
33818 Feb 2625582.525483.75$-199.00$3,403.50
33718 Feb 2625582.525483.75$-199.00$3,602.50
33613 Feb 2625478.2525431.5$92.00$3,801.50
33513 Feb 2625478.2525453.25$48.50$3,709.50
33412 Feb 2625401.025399.75$1.00$3,661.00
33312 Feb 2625401.025367.5$65.50$3,660.00
33209 Feb 2625845.525874.25$56.00$3,594.50
33109 Feb 2625845.525861.0$29.50$3,538.50
33006 Feb 2625594.2525618.5$47.00$3,509.00
32906 Feb 2625594.2525607.25$24.50$3,462.00
32805 Feb 2625240.525307.0$131.50$3,437.50
32705 Feb 2625240.525276.25$70.00$3,306.00
32604 Feb 2625439.7525357.75$162.50$3,236.00
32504 Feb 2625439.7525386.25$105.50$3,073.50
32403 Feb 2625819.025820.25$1.00$2,968.00
32303 Feb 2625819.025863.0$86.50$2,967.00
32202 Feb 2626428.2526438.5$19.00$2,880.50
32102 Feb 2626428.2526434.0$10.00$2,861.50
32030 Jan 2626133.7526200.25$131.50$2,851.50
31930 Jan 2626133.7526181.75$94.50$2,720.00
31829 Jan 2626377.526447.5$-141.50$2,625.50
31729 Jan 2626377.526337.75$78.00$2,767.00
31628 Jan 2626697.7526642.25$109.50$2,689.00
31528 Jan 2626697.7526654.5$85.00$2,579.50
31427 Jan 2626598.2526579.5$72.00$2,494.50
31326 Jan 2626408.2526389.75$35.50$2,422.50
31226 Jan 2626408.2526398.25$18.50$2,387.00
31122 Jan 2626187.2526214.5$53.00$2,368.50
31022 Jan 2626187.2526202.0$28.00$2,315.50
30921 Jan 2626041.526042.0$-2.50$2,287.50
30821 Jan 2626041.526042.0$-2.50$2,290.00
30716 Jan 2626222.526180.25$83.00$2,292.50
30616 Jan 2626222.526197.5$48.50$2,209.50
30514 Jan 2626002.025968.75$65.00$2,161.00
30414 Jan 2626002.025984.0$34.50$2,096.00
30313 Jan 2626407.526374.75$64.00$2,061.50
30213 Jan 2626407.526390.0$33.50$1,997.50
30112 Jan 2626503.026482.5$39.50$1,964.00
30012 Jan 2626503.026491.75$21.00$1,924.50
29908 Jan 2626120.2526167.25$92.50$1,903.50
29808 Jan 2626120.2526145.25$48.50$1,811.00
29707 Jan 2626451.026393.0$-117.50$1,762.50
29607 Jan 2626451.026461.0$18.50$1,880.00
29506 Jan 2626274.7526333.0$-118.00$1,861.50
29406 Jan 2626274.7526333.0$-118.00$1,979.50
29305 Jan 2626090.026122.5$63.50$2,097.50
29205 Jan 2626090.026107.5$33.50$2,034.00
29102 Jan 2625815.025845.0$58.50$2,000.50
29002 Jan 2625815.025831.25$31.00$1,942.00
28929 Dec 2526209.526266.5$-115.50$1,911.00
28829 Dec 2526209.526266.5$-115.50$2,026.50
28726 Dec 2526376.7526385.75$16.50$2,142.00
28626 Dec 2526376.7526381.75$8.50$2,125.50
28522 Dec 2526192.526210.0$33.50$2,117.00
28422 Dec 2526192.526205.75$25.00$2,083.50
28319 Dec 2526073.7526090.5$32.00$2,058.50
28219 Dec 2526073.7526082.75$16.50$2,026.50
28116 Dec 2525741.025817.75$-155.00$2,010.00
28016 Dec 2525741.025718.25$44.00$2,165.00
27915 Dec 2525918.7525876.25$83.50$2,121.00
27815 Dec 2525918.7525896.0$44.00$2,037.50
27711 Dec 2526442.7526468.75$-107.00$1,993.50
27610 Dec 2526392.2526411.0$36.00$2,100.50
27510 Dec 2526392.2526402.25$18.50$2,064.50
27404 Dec 2526380.2526382.75$-13.00$2,046.00
27301 Dec 2526242.026213.25$56.00$2,059.00
27201 Dec 2526242.026226.5$29.50$2,003.00
27125 Nov 2525774.7525749.0$50.00$1,973.50
27025 Nov 2525774.7525760.75$26.50$1,923.50
26924 Nov 2525667.525693.75$51.00$1,897.00
26824 Nov 2525667.525681.5$26.50$1,846.00
26719 Nov 2525347.7525409.0$121.00$1,819.50
26619 Nov 2525347.7525380.5$64.00$1,698.50
26518 Nov 2525477.7525523.0$89.00$1,634.50
26418 Nov 2525477.7525503.25$49.50$1,545.50
26317 Nov 2525772.7525729.75$84.50$1,496.00
26217 Nov 2525772.7525749.75$44.50$1,411.50
26113 Nov 2525859.525775.25$-170.00$1,367.00
26013 Nov 2525859.525880.0$39.50$1,537.00
25912 Nov 2526373.2526348.25$48.50$1,497.50
25812 Nov 2526373.2526359.75$25.50$1,449.00
25711 Nov 2526400.026374.75$49.00$1,423.50
25611 Nov 2526400.026386.5$25.50$1,374.50
25510 Nov 2526427.7526467.5$-162.00$1,349.00
25407 Nov 2525685.525684.25$1.00$1,511.00
25307 Nov 2525685.525615.25$139.00$1,510.00
25206 Nov 2526157.526156.25$1.00$1,371.00
25106 Nov 2526157.526156.25$1.00$1,370.00
25005 Nov 2526592.2526563.75$55.50$1,369.00
24905 Nov 2526592.2526569.5$44.00$1,313.50
24804 Nov 2526387.2526313.25$-149.50$1,269.50
24704 Nov 2526387.2526313.25$-149.50$1,419.00
24603 Nov 2526891.526905.75$27.00$1,568.50
24503 Nov 2526891.526899.25$14.00$1,541.50
24429 Oct 2527020.7527010.0$20.00$1,527.50
24329 Oct 2527020.7527015.0$10.00$1,507.50
24228 Oct 2526951.7526907.75$173.00$1,497.50
24124 Oct 2526293.526305.25$22.00$1,324.50
24024 Oct 2526293.526299.75$11.00$1,302.50
23920 Oct 2526097.7526075.5$43.00$1,291.50
23820 Oct 2526097.7526085.75$22.50$1,248.50
23713 Oct 2525651.7525691.0$77.00$1,226.00
23613 Oct 2525651.7525673.0$41.00$1,149.00
23510 Oct 2525447.525498.25$-103.00$1,108.00
23410 Oct 2525447.525498.25$-103.00$1,211.00
23307 Oct 2525821.525785.75$70.00$1,314.00
23207 Oct 2525821.525802.25$37.00$1,244.00
23106 Oct 2525934.025932.75$-8.00$1,207.00
23003 Oct 2525762.025756.5$-25.00$1,215.00
22901 Oct 2525776.525751.75$96.00$1,240.00
22829 Sep 2525595.025567.0$54.50$1,144.00
22729 Sep 2525595.025580.0$28.50$1,089.50
22626 Sep 2525471.025484.25$-28.00$1,061.00
22526 Sep 2525471.025458.75$23.00$1,089.00
22423 Sep 2525582.2525581.75$-2.50$1,066.00
22323 Sep 2525582.2525581.75$-2.50$1,068.50
22222 Sep 2525733.025741.5$15.50$1,071.00
22122 Sep 2525733.025737.75$8.00$1,055.50
22019 Sep 2525554.2525569.5$29.00$1,047.50
21919 Sep 2525554.2525562.5$15.00$1,018.50
21818 Sep 2525494.7525447.0$-97.00$1,003.50
21718 Sep 2525494.7525447.0$-97.00$1,100.50
21617 Sep 2525158.025204.0$-93.50$1,197.50
21517 Sep 2525158.025151.75$11.00$1,291.00
21416 Sep 2525297.2525282.25$28.50$1,280.00
21316 Sep 2525297.2525288.0$17.00$1,251.50
21215 Sep 2525254.525268.25$26.00$1,234.50
21115 Sep 2525254.525262.0$13.50$1,208.50
21012 Sep 2525090.2525101.5$21.00$1,195.00
20912 Sep 2525090.2525096.5$11.00$1,174.00
20805 Sep 2524656.2524678.25$-45.50$1,163.00
20705 Sep 2524656.2524635.5$40.00$1,208.50
20603 Sep 2524460.524461.75$-8.00$1,168.50
20527 Aug 2524580.024595.25$29.00$1,176.50
20427 Aug 2524580.024588.25$15.00$1,147.50
20326 Aug 2524497.2524526.25$56.50$1,132.50
20226 Aug 2524497.2524513.75$31.50$1,076.00
20125 Aug 2524559.524496.25$-128.00$1,044.50
20025 Aug 2524559.524496.25$-128.00$1,172.50
19922 Aug 2524596.524545.5$100.50$1,300.50
19822 Aug 2524596.524566.0$59.50$1,200.00
19720 Aug 2524276.524329.75$-108.00$1,140.50
19620 Aug 2524276.524329.75$-108.00$1,248.50
19519 Aug 2524439.524469.5$58.50$1,356.50
19419 Aug 2524439.524455.75$31.00$1,298.00
19318 Aug 2524768.7524785.25$-69.00$1,267.00
19215 Aug 2524787.7524808.75$40.50$1,336.00
19115 Aug 2524787.7524799.0$21.00$1,295.50
19014 Aug 2524957.524943.75$26.00$1,274.50
18914 Aug 2524957.524950.0$13.50$1,248.50
18813 Aug 2524929.024903.5$49.50$1,235.00
18713 Aug 2524929.024915.25$26.00$1,185.50
18612 Aug 2524903.024929.25$-54.00$1,159.50
18512 Aug 2524903.024896.5$11.50$1,213.50
18411 Aug 2524725.7524663.0$-127.00$1,202.00
18311 Aug 2524725.7524663.0$-127.00$1,329.00
18207 Aug 2524414.024349.0$-131.50$1,456.00
18107 Aug 2524414.024438.25$47.00$1,587.50
18005 Aug 2524190.524171.0$37.50$1,540.50
17905 Aug 2524190.524180.0$19.50$1,503.00
17804 Aug 2524281.2524267.5$26.00$1,483.50
17704 Aug 2524281.2524273.75$13.50$1,457.50
17631 Jul 2524403.7524403.25$-2.50$1,444.00
17531 Jul 2524403.7524403.25$-2.50$1,446.50
17430 Jul 2524519.024530.25$21.00$1,449.00
17330 Jul 2524519.024525.25$11.00$1,428.00
17225 Jul 2524432.2524443.25$20.50$1,417.00
17125 Jul 2524432.2524439.5$13.00$1,396.50
17024 Jul 2524414.524379.25$69.00$1,383.50
16924 Jul 2524414.524395.5$36.50$1,314.50
16822 Jul 2524235.524195.0$79.50$1,278.00
16722 Jul 2524235.524200.0$69.50$1,198.50
16618 Jul 2524206.024221.75$-33.00$1,129.00
16518 Jul 2524206.024189.0$32.50$1,162.00
16416 Jul 2524024.024049.75$50.00$1,129.50
16316 Jul 2524024.024038.0$26.50$1,079.50
16215 Jul 2524084.7524117.25$63.50$1,053.00
16115 Jul 2524084.7524102.25$33.50$989.50
16014 Jul 2524051.524036.25$29.00$956.00
15914 Jul 2524051.524043.25$15.00$927.00
15811 Jul 2523983.2524005.5$43.00$912.00
15711 Jul 2523983.2523995.25$22.50$869.00
15608 Jul 2523891.7523887.75$-9.50$846.50
15508 Jul 2523891.7523902.5$20.00$856.00
15402 Jul 2523817.7523836.25$35.50$836.00
15302 Jul 2523817.7523828.5$20.00$800.50
15201 Jul 2523745.523712.75$64.00$780.50
15101 Jul 2523745.523728.0$33.50$716.50
15027 Jun 2523765.523703.0$-126.50$683.00
14927 Jun 2523765.523703.0$-126.50$809.50
14826 Jun 2523660.523647.5$49.00$936.00
14725 Jun 2523447.7523427.25$39.50$887.00
14625 Jun 2523447.7523436.5$21.00$847.50
14524 Jun 2523408.2523394.5$26.00$826.50
14424 Jun 2523408.2523400.75$13.50$800.50
14323 Jun 2523031.2523031.75$-2.50$787.00
14223 Jun 2523031.2523031.75$-2.50$789.50
14118 Jun 2523006.7523024.75$34.50$792.00
14018 Jun 2523006.7523016.5$18.00$757.50
13917 Jun 2522978.022968.5$-41.00$739.50
13816 Jun 2523140.2523158.0$34.00$780.50
13716 Jun 2523140.2523150.0$18.00$746.50
13613 Jun 2522968.7522908.5$-122.00$728.50
13513 Jun 2522968.7523000.0$61.00$850.50
13411 Jun 2523106.523104.0$-6.50$789.50
13311 Jun 2523106.523104.0$-6.50$796.00
13210 Jun 2523142.523153.25$-23.00$802.50
13110 Jun 2523142.523127.75$28.00$825.50
13009 Jun 2523055.523077.5$42.50$797.50
12909 Jun 2523055.523067.25$22.00$755.00
12806 Jun 2522983.7523054.25$-142.50$733.00
12706 Jun 2522983.7523054.25$-142.50$875.50
12602 Jun 2522646.022669.75$46.00$1,018.00
12502 Jun 2522646.022658.75$24.00$972.00
12430 May 2522411.7522490.0$-158.00$948.00
12330 May 2522411.7522490.0$-158.00$1,106.00
12229 May 2522568.2522565.5$-7.00$1,264.00
12129 May 2522568.2522565.5$-7.00$1,271.00
12027 May 2522672.022644.75$53.00$1,278.00
11927 May 2522672.022652.0$38.50$1,225.00
11823 May 2522252.2522203.25$96.50$1,186.50
11723 May 2522252.2522226.0$51.00$1,090.00
11622 May 2522398.2522398.75$-1.00$1,039.00
11520 May 2522654.022577.0$-155.50$1,040.00
11420 May 2522654.022666.25$23.00$1,195.50
11319 May 2522692.7522732.0$77.00$1,172.50
11219 May 2522692.7522714.0$41.00$1,095.50
11116 May 2522673.022699.75$-110.00$1,054.50
11014 May 2522533.022563.25$59.00$1,164.50
10914 May 2522533.022551.5$35.50$1,105.50
10813 May 2522506.2522524.75$35.50$1,070.00
10713 May 2522506.2522516.25$18.50$1,034.50
10612 May 2522150.522178.5$-115.00$1,016.00
10508 May 2521491.7521525.25$65.50$1,131.00
10408 May 2521491.7521509.75$34.50$1,065.50
10307 May 2521091.2520995.75$-192.50$1,031.00
10207 May 2521091.2520995.75$-192.50$1,223.50
10105 May 2521321.7521336.25$27.50$1,416.00
10005 May 2521321.7521329.5$14.00$1,388.50
9902 May 2521404.2521441.25$72.50$1,374.50
9802 May 2521404.2521424.0$38.00$1,302.00
9729 Apr 2520866.020866.5$-2.50$1,264.00
9629 Apr 2520866.020866.5$-2.50$1,266.50
9525 Apr 2520720.020681.75$75.00$1,269.00
9425 Apr 2520720.020699.5$39.50$1,194.00
9324 Apr 2520436.520458.75$43.00$1,154.50
9224 Apr 2520436.520448.5$22.50$1,111.50
9122 Apr 2519482.019483.25$1.00$1,089.00
9022 Apr 2519482.019483.25$1.00$1,088.00
8921 Apr 2518927.2518988.5$121.00$1,087.00
8821 Apr 2518927.2518960.0$64.00$966.00
8717 Apr 2519618.2519582.0$-148.00$902.00
8616 Apr 2519796.519755.5$80.50$1,050.00
8516 Apr 2519796.519774.5$42.50$969.50
8414 Apr 2520170.020166.5$11.00$927.00
8311 Apr 2519874.019946.0$142.50$916.00
8211 Apr 2519874.019912.5$75.50$773.50
8108 Apr 2518722.518866.25$286.00$698.00
8008 Apr 2518722.518799.25$152.00$412.00
7904 Apr 2518862.7518765.25$-196.50$260.00
7804 Apr 2518862.7518765.25$-196.50$456.50
7702 Apr 2520881.7520881.25$-2.50$653.00
7602 Apr 2520881.7520881.25$-2.50$655.50
7501 Apr 2520640.7520640.25$-2.50$658.00
7401 Apr 2520640.7520640.25$-2.50$660.50
7331 Mar 2520523.2520606.5$-168.00$663.00
7231 Mar 2520523.2520606.5$-168.00$831.00
7128 Mar 2520654.7520684.25$57.50$999.00
7028 Mar 2520654.7520670.5$30.00$941.50
6927 Mar 2521277.2521231.75$89.50$911.50
6827 Mar 2521277.2521253.0$47.00$822.00
6726 Mar 2521331.7521251.5$-162.00$775.00
6626 Mar 2521331.7521343.75$22.50$937.00
6524 Mar 2521519.2521544.0$48.00$914.50
6424 Mar 2521519.2521532.5$25.00$866.50
6321 Mar 2521047.7521084.25$71.50$841.50
6221 Mar 2521047.7521068.0$39.00$770.00
6120 Mar 2521066.521121.0$107.50$731.00
6020 Mar 2521066.521095.75$57.00$623.50
5919 Mar 2521016.521067.75$101.00$566.50
5819 Mar 2521016.521045.75$57.00$465.50
5718 Mar 2520961.520914.75$92.00$408.50
5618 Mar 2520961.520936.5$48.50$316.50
5517 Mar 2521318.7521319.25$-2.50$268.00
5417 Mar 2521318.7521319.25$-2.50$270.50
5314 Mar 2521066.021102.75$72.00$273.00
5214 Mar 2521066.021085.75$38.00$201.00
5113 Mar 2520625.020680.25$109.00$163.00
5013 Mar 2520625.020661.25$71.00$54.00
4912 Mar 2521113.7521042.25$141.50$-17.00
4812 Mar 2521113.7521066.25$93.50$-158.50
4707 Mar 2521609.2521608.0$1.00$-252.00
4607 Mar 2521609.2521608.0$1.00$-253.00
4506 Mar 2521610.021560.5$97.50$-254.00
4406 Mar 2521610.021581.5$55.50$-351.50
4305 Mar 2522030.522125.5$-191.50$-407.00
4205 Mar 2522030.522125.5$-191.50$-215.50
4104 Mar 2522044.022044.5$-2.50$-24.00
4004 Mar 2522044.022044.5$-2.50$-21.50
3903 Mar 2522102.7522021.75$-163.50$-19.00
3803 Mar 2522102.7522021.75$-163.50$144.50
3727 Feb 2522524.2522470.25$106.50$308.00
3627 Feb 2522524.2522495.25$56.50$201.50
3526 Feb 2522574.7522505.75$-139.50$145.00
3426 Feb 2522574.7522505.75$-139.50$284.50
3325 Feb 2522624.022557.75$-134.00$424.00
3225 Feb 2522624.022649.5$49.50$558.00
3124 Feb 2523053.2523026.25$52.50$508.50
3024 Feb 2523053.2523036.5$32.00$456.00
2920 Feb 2523487.2523545.25$-117.50$424.00
2820 Feb 2523487.2523470.75$31.50$541.50
2719 Feb 2523668.7523629.0$78.00$510.00
2619 Feb 2523668.7523647.5$41.00$432.00
2518 Feb 2523572.7523607.0$67.00$391.00
2418 Feb 2523572.7523595.25$43.50$324.00
2314 Feb 2523561.023579.75$36.00$280.50
2214 Feb 2523561.023571.0$18.50$244.50
2113 Feb 2523354.023374.0$38.50$226.00
2013 Feb 2523354.023364.75$20.00$187.50
1912 Feb 2523202.023228.75$52.00$167.50
1812 Feb 2523202.023216.25$27.00$115.50
1711 Feb 2523193.023199.5$-14.50$88.50
1611 Feb 2523193.023181.75$21.00$103.00
1510 Feb 2523285.023276.0$16.50$82.00
1410 Feb 2523285.023280.0$8.50$65.50
1306 Feb 2523251.523264.5$-55.00$57.00
1203 Feb 2522878.7522808.25$139.50$112.00
1103 Feb 2522878.7522815.75$124.50$-27.50
1031 Jan 2523045.023044.5$-2.50$-152.00
931 Jan 2523045.023044.5$-2.50$-149.50
830 Jan 2523003.2523087.25$-169.50$-147.00
730 Jan 2523003.2523087.25$-169.50$22.50
629 Jan 2522927.7522926.5$1.00$192.00
529 Jan 2522927.7522926.5$1.00$191.00
428 Jan 2522993.022967.5$49.50$190.00
328 Jan 2522993.022979.25$26.00$140.50
227 Jan 2522610.522572.25$75.00$114.50
127 Jan 2522610.522590.0$39.50$39.50

Every closed trade in the validated record · Newest first · Account is cumulative net from zero.

Trade counts are exit legs - the two-stage exits book two rows per placement, so 348 best-window trades is roughly 174 session placements. The configuration was hand-tuned in Aug 2026 on the same history this record covers.

What separates this strategy
  • Waits for the 13:00 move to confirm against itself, then fades it - one placement a session, two-stage exits.
  • 82.5% best-window wins at a 2.64 profit factor.
Daily results — last 6 months of the record
March 2026+$1,145
MTWTFSS
1284324645−13467893541011228121314314151617971812019202122231902425262728293031−3
April 2026+$9
MTWTFSS
1−4702345671078−164913910111213581464151686171101819202110022231412450252627−828−3122910830
May 2026+$1,219
MTWTFSS
154234125174671388138910111141213103146915298161718−37319159201782122772324252627262850293031
June 2026+$2,289
MTWTFSS
1314293316245−3366789−51021112751314154216100171941819202122160232455325504262422728291063083
July 2026+$1,830
MTWTFSS
11502218345631271598120910111213−341482151671171819201562157226223−202425262728782929230731122
August 2026+$464
MTWTFSS
123654−120567135891011124126213901415161718−5819742021144222324−5225262728293031

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