Daytrading In Nasdaq Futures

Daytrading in futures can indeed be very profitable! This impressive edge uses a simple logic, and withstood the market turmoil of 2018. As you see, the slope of the curve even rose with increased levels of volatility!  

Edge Details

Market:

Nasdaq 100

Security:

NQ.D

Access Level:

Gold

Profit Factor: 1.97

Avg. Trade: $190

Win Percent: 62%

Trades: 290

A Closer Look

This edge indeed is impressive! Ever since 2006, it has managed to perform through market crashes and market turmoil. We discovered it a few years ago, and since then it has continued to make new highs.

And the rate has even accelerated throughout 2018/2019!

Daytrading Nasdaq

Daytrading Nasdaq

Actually, this edge could nearly be traded right away, given its simplicity and long track record. However, with one more filter it could become even better. Feel free to experiment on your own!

The number of trades can be adjusted by changing the input values!

The edge is composed of:

  1. An Indicator
  2. A Volatility Filter
  3. An End of Day Exit

1. An Indicator

The indicator that’s used is the core of the edge. Once it signals a buy, we enter right at the opening of the day.

2. A Volatility Filter

This edge works best when volatility is high! That’s why it performed so well during the volatile period of 2018!

3. End of Day Exit

Exiting by the end of the day has proven to work very well with this edge, so that’s what we use!

Can I Trade It Right Away?

This edge has performed for a few years in out of sample, which is a good indication that it will continue to deliver going forward.

However, we would encourage you to run your robustness testing procedures before trading any edge! Especially since you probably want to experiment with adding more filters, since the logic is so simple!

Logic