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NQ SingleDay Book
MNQLIVE-VALIDATEDIN-HOUSE BOOK
MNQ · 24h single-position router
23.34×Return on drawdown · best window
Return on drawdown · what a dollar of pain buys 23.34×

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: $18.1k net ÷ $776 max drawdown = 23.34×. Slide your drawdown budget — the projection scales with it, and so does the pain.

THIN CUSHION The published drawdown is more than half this budget — one bad stretch uses most of your room. A drawdown budget of $1k historically returned ~$23,340 over this window (≈$1,459/mo average).
RECOMMENDED SIZE The smallest budget with a full cushion over the published drawdown. A drawdown budget of $2.5k historically returned ~$58,350 over this window (≈$3,647/mo average).
A drawdown budget of $5k historically returned ~$116,700 over this window (≈$7,294/mo average).
A drawdown budget of $10k historically returned ~$233,400 over this window (≈$14,588/mo average).
A drawdown budget of $25k historically returned ~$583,500 over this window (≈$36,469/mo average).
A drawdown budget of $50k historically returned ~$1,167,000 over this window (≈$72,938/mo average).

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

Cumulative net · best window$18.1k
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 Jan 2025 - 03 Apr 2026
RoDD23.34
RoDD/mo1.46
PF1.96
Win59.4%
Net$18.1k
Max DD$776
Trades850
$/trade$21
Months16
FULL 2024+ WINDOWcontext
RoDD7.42
PF1.49
Win56.4%
Net$16.7k
Max DD$2.3k
Trades1,518
$/trade$11
Months28
Daily results calendar

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

What separates this strategy
  • Every position opens and closes inside the same session — nothing held overnight.
  • PF 1.96 across 850 trades: the highest-PF book.

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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