Algo Engine: 18 Strategies, 22 Instances

Automated NQ futures strategies running live across three global sessions

3 Year Backtest

22 Live Instances

+400 pt Cutoff

Trend Following

EMA Crossover

US Asian European

Detects trend shifts when a fast exponential moving average crosses above or below a slow one.

Monitors 8-period and 21-period EMA relationship in real time
Enters long when fast EMA crosses above slow EMA with ATR confirmation
Enters short on the inverse cross with volatility filter
Variant C uses tighter parameters for faster signals; Variant A is slower and more selective

Variant C (US, Asian, Euro)

Fast EMA, tight stops

PnL+2,535

PF1.12

WR38.5%

Variant A (US, Euro)

Slower EMA, wider stops

PnL+1,280

PF1.08

WR36.8%

ADX Trend

Asian Best WR 41.2%

Uses the Average Directional Index to identify and ride strong trending moves during the Asian session.

Computes ADX internally via Wilder's smoothing (14-period)
Only enters when ADX exceeds threshold, confirming a real trend exists
Uses +DI/-DI crossover for directional bias
Session-restricted to Asian hours where it backtested strongest

Variant B (Asian)

ADX threshold 25, Wilder's 14-period

PnL+2,002

PF1.17

WR41.2%

Momentum Continuation

Asian

Catches strong directional moves that continue after an initial impulse, riding momentum into exhaustion.

Identifies impulse bars using volume and range expansion criteria
Waits for a shallow pullback to confirm continuation rather than reversal
Enters in the direction of the impulse once pullback conditions are met
Trails stops aggressively to capture the continuation leg

Variant A (Asian)

Standard momentum filter

PnL+1,129

PF1.12

WR39.1%

Ichimoku Cloud

Asian Best PF 1.21

Applies the full Ichimoku Kinko Hyo system to identify trend direction, support/resistance, and entry timing.

Uses Tenkan-sen/Kijun-sen crossover for signal generation
Confirms entries when price is on the correct side of the Kumo (cloud)
Chikou Span provides additional confirmation of trend strength
Asian-session restricted where its cloud levels align with overnight accumulation zones

Variant B (Asian)

Standard Ichimoku periods (9/26/52)

PnL+795

PF1.21

WR38.7%

Mean Reversion

VWAP Mean Reversion

US Asian

Fades extended moves away from VWAP, betting price returns to the volume-weighted average.

Monitors price deviation from session VWAP in real time
Enters mean reversion trades when deviation exceeds a threshold (measured in ATR)
Uses standard deviation bands around VWAP for precise entry zones
Targets VWAP as the profit objective with defined risk at the extension extreme

Variant C (US, Asian)

Tight deviation threshold

PnL+1,391

PF1.09

WR42.3%

Variant B (US)

Wider deviation, larger targets

PnL+820

PF1.06

WR40.1%

Range Fade

Fades price at session range extremes, betting that boundaries hold rather than break.

Tracks the developing session high and low as a dynamic range
Enters short near session highs and long near session lows
Requires minimum range width before engaging to avoid thin chop
Stops beyond the range extreme; targets the opposite boundary or VWAP

Variant B (US)

Standard range parameters

PnL+920

PF1.05

WR43.8%

Stochastic OB/OS

US Asian

Uses stochastic oscillator overbought/oversold extremes to time mean reversion entries.

Monitors %K and %D stochastic lines for extreme readings (above 80 or below 20)
Enters when stochastic hooks back from an extreme with price confirmation
Requires trending context from higher timeframe to filter chop
Two variants provide different sensitivity levels for different session volatility

Variant A (US, Asian)

Standard periods

PnL+1,464

PF1.08

WR40.5%

Variant B (US)

Faster periods, tighter bands

PnL+680

PF1.05

WR39.2%

RSI Divergence

European

Detects divergence between price action and RSI to catch reversals before they happen.

Compares price swing highs/lows with corresponding RSI readings
Bullish divergence: price makes lower low but RSI makes higher low
Bearish divergence: price makes higher high but RSI makes lower high
European-session restricted where London session reversals are most predictable

Variant C (European)

14-period RSI, swing detection

PnL+412

PF1.03

WR37.4%

Breakout

ORB (Opening Range Breakout)

US 9:33 AM Daily

Captures the first major move of the US session by trading the breakout of the opening 3-minute range.

Records the high and low of the first 3 minutes after the 9:30 AM open
Enters long on a break above the range high, short on a break below the low
Uses ATR-based stops placed beyond the opposite side of the range
One trade per day maximum - designed as an "appointment" play at 9:33 AM ET

Variant C (US)

3-min opening range, single entry

PnL+450

PF1.06

WR44.2%

Initial Balance

US 10:30 AM Daily

Trades the breakout of the first hour's range, a classic Market Profile concept applied to NQ futures.

Records the high and low of the first 60 minutes (9:30-10:30 AM)
Enters on a confirmed break of the Initial Balance range
Directional bias informed by whether IB is balanced or skewed
"Appointment" trade at 10:30 AM ET - one of the most-watched moments in the session

Variant C (US)

60-min IB, breakout confirmation

PnL+675

PF1.10

WR42.7%

Donchian Breakout

US European Best Single Result +2,909

Classic channel breakout strategy that enters when price breaks the highest high or lowest low of a lookback period.

Maintains a rolling Donchian channel (highest high / lowest low over N bars)
Enters long when price breaks above the upper channel boundary
Enters short when price breaks below the lower channel boundary
European Variant A produced the single strongest backtest result: +2,909 pts

Variant A (European)

Longer lookback, wider channel

PnL+2,909

PF1.13

WR36.2%

Variant C (US)

Shorter lookback, tighter channel

PnL+945

PF1.09

WR37.8%

Level Break + Retest

European

Waits for price to break a key level, then enter on the retest of that level as new support/resistance.

Monitors PDH, PDL, overnight high/low, and session extremes as key levels
Requires a clean break followed by a pullback that retests the broken level
Enters on the retest with stop beyond the level and target at the next key level
European session exploits London session level breaks effectively

Variant C (European)

Multi-level awareness

PnL+556

PF1.15

WR35.9%

Specialized

Pivot Point Fade

Fades price at classic pivot point levels, expecting them to act as support and resistance.

Computes daily pivot points from prior day close (PDC), high, and low
Monitors S1/S2/R1/R2 levels as fade targets
Enters counter-trend when price reaches a pivot level with exhaustion signals
Requires PDC extraction from NT8 session levels - fixed in the live trade drought patch

Variant A (US)

Standard pivot calculation

PnL+405

PF1.10

WR41.5%

Volume Spike Reversal

Asian Top Asian +2,405

Catches reversals triggered by sudden volume surges that signal exhaustion of the current move.

Detects volume spikes exceeding 2x the rolling volume average
Looks for price rejection (wick/tail) on the spike bar
Enters counter to the spike direction when rejection is confirmed
Asian-session restricted where volume spikes in thin markets are most reliable

Variant B (Asian)

2x volume threshold, wick filter

PnL+2,405

PF1.14

WR39.8%

VWAP Reclaim

European

Enters when price reclaims VWAP from below (long) or loses it from above (short), treating VWAP as a trend pivot.

Tracks whether price is above or below session VWAP
Enters long when price crosses back above VWAP after being below
Enters short when price loses VWAP after holding above
Different from VWAP Mean Reversion: this trades the reclaim, not the deviation

Variant B (European)

VWAP cross with hold confirmation

PnL+1,116

PF1.07

WR38.3%

Trend Pullback

European

Enters on pullbacks within an established trend, buying dips in uptrends and selling rallies in downtrends.

Identifies the dominant trend using EMA slope and swing structure
Waits for a pullback to a defined zone (EMA, Fibonacci, or prior swing)
Enters when the pullback shows signs of resumption (engulfing, hammer, etc.)
European session captures London trend continuations effectively

Variant B (European)

EMA-based pullback zone

PnL+875

PF1.04

WR38.9%

ICT-Based

ICT-Lite

European

A simplified implementation of ICT concepts: Fair Value Gaps, liquidity sweeps, and displacement entries.

Detects Fair Value Gaps (3-candle imbalances) as potential entry zones
Monitors for liquidity sweeps of session highs/lows
Enters on displacement candles that confirm the ICT setup
Observe-only variant (B) runs alongside for research/comparison

Variant B (European)

FVG + displacement, observe-only flag

PnL+481

PF1.09

WR36.5%

MACD Histogram

US Asian

Uses MACD histogram momentum shifts to time entries with the prevailing trend.

Monitors MACD histogram for zero-line crossovers and momentum acceleration
Enters long when histogram turns positive from negative with increasing bars
Enters short on the inverse pattern
Filters with signal line crossover for additional confirmation

Variant A (US, Asian)

Standard MACD (12/26/9)

PnL+2,315

PF1.13

WR37.6%

Daily Scheduled Events

These algos are tied to fixed market events and activate at the same time every session

9:33 AM

ORB (Variant C)
Opening Range Breakout

10:30 AM

Initial Balance (Variant C)
Initial Balance Breakout

All 22 Instances at a Glance

Algo	Variant	Sessions	Best PnL (pts)	PF	WR
EMA Crossover	C	US Asian Euro	+2,535	1.12	38.5%
EMA Crossover	A	US Euro	+1,280	1.08	36.8%
ADX Trend	B	Asian	+2,002	1.17	41.2%
Momentum Cont	A	Asian	+1,129	1.12	39.1%
Ichimoku Cloud	B	Asian	+795	1.21	38.7%
VWAP Mean Rev	C	US Asian	+1,391	1.09	42.3%
VWAP Mean Rev	B	US	+820	1.06	40.1%
Range Fade	B	US	+920	1.05	43.8%
Stochastic OB/OS	A	US Asian	+1,464	1.08	40.5%
Stochastic OB/OS	B	US	+680	1.05	39.2%
RSI Divergence	C	Euro	+412	1.03	37.4%
ORB	C	US	+450	1.06	44.2%
Initial Balance	C	US	+675	1.10	42.7%
Donchian Breakout	A	Euro	+2,909	1.13	36.2%
Donchian Breakout	C	US	+945	1.09	37.8%
Level Break	C	Euro	+556	1.15	35.9%
Pivot Point Fade	A	US	+405	1.10	41.5%
Volume Spike Rev	B	Asian	+2,405	1.14	39.8%
VWAP Reclaim	B	Euro	+1,116	1.07	38.3%
Trend Pullback	B	Euro	+875	1.04	38.9%
ICT-Lite	B	Euro	+481	1.09	36.5%
MACD Histogram	A	US Asian	+2,315	1.13	37.6%

Backtest Disclaimer: All performance figures shown are from a 3-year historical backtest (May 2022 - May 2025) on NQ futures minute data. Past performance does not guarantee future results. These strategies are running live for educational and research purposes only. They do not constitute trading advice or signals. Trading futures involves substantial risk of loss. The +400 point cutoff is per-session over the full 3-year test period.