Systematic NQ futures signals, with the entire 15-year record public.

Five algorithms trade the Nasdaq-100 as one book. You get every entry and exit the moment it fires, plus our script on your own TradingView chart. You place your own orders: this is not a strategy builder and it does not auto-trade. +1,107.3% net ($1,107,329), 3,496 logged trades, 45.5% win rate, worst percentage drawdown 20.3% of peak equity. The largest dollar drawdown, $29,014, is a separate episode on a different base: these are two different episodes and we never pair them as one figure. Backtested 2011 to 2026, data as of July 2, 2026.

Systematic trading algo, 15 years of data, real-time alerts

You get a dashboard showing our futures strategies' complete track record. Every single trade. Every win and loss. All the stats. No surprises.

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Free NQ Futures Research

Original, reproducible research from our own 15-year, 3,496-trade NQ book. No email required.

What You Get

What it is, what it covers, what it costs, and how signals arrive

STS Futures is a web dashboard that publishes systematic NQ (Nasdaq-100 E-mini) futures signals from a rules-based five-strategy book with 15 years of backtested history behind it. Scope is deliberately narrow: NQ intraday, with ES appearing only as a comparison. We do not cover other markets, because the edge does not generalise to them.

Signals arrive in real time on the dashboard, with no software to install, and Full Access adds the invite-only TradingView script that plots and alerts on your own chart. Start with a free 7-day trial of the alerts and dashboard, no credit card. After the trial, Full Access is $100 per month or $1,000 per year, billed automatically until you cancel, and you can cancel at any time from your account.

Full pricing and the auto-renew terms.

The worst backtested drawdown was $29,014. Budget for about $43,000.

Our worst backtested peak-to-trough loss on the 1 to 3 contract vol-scaled book was $29,014. We do not think you should plan around that figure, because the order our trades happened to fall in was lucky. Reshuffling the same real trades 10,000 times puts $29,014 at the 1st percentile of outcomes: 99% of orderings were worse.

The median reshuffled path drew down about $42,832, and one in twenty exceeded $63,255. So the honest planning number is roughly $43,000 on the 1 to 3 contract vol-scaled book, about a tenth of that per micro, not the $29,014 the history happened to show. Deeper is possible: the 95th percentile is not a ceiling.

So decide with the bigger number, not the smaller one. One in twenty reshuffled orderings lost more than $63,255 before recovering, and the longest the book spent below a previous equity high was 1,175 calendar days. If a drawdown that size or a wait that long would end you, or would make you quit at the bottom, this is not worth your money and we would rather you knew that now.

Three of our 16 years lost money

3 down years, 13 up. A record with no losing years is a record that has been fitted to its own history. Ours are 2011, 2012 and 2013, and the worst of them cost $3,649. The three losing years are also the three smallest years in the book, which is the shape we would expect from an edge that is real but thin early on. It is not the shape of a system that was tuned until the losses disappeared.

Backtested net profit and loss by calendar year, 2011 to 2026, data as of July 2, 2026:

Is the edge decaying? Profit factor by era

Book profit factor across four non-overlapping four-year eras, earliest first: 1.02, 1.20, 1.45, 1.91. It rises. The first era is 1.02, barely above break-even, and we are not going to dress that up: over those four years the book kept about 2 cents of NET profit for every dollar of gross loss (a profit factor of 1.02 is $1.02 of gross profit against $1.00 of gross loss), and it would take very little to push that era under 1.0. What we can say is that the direction since then is up, and that the edge is not fading as the years go on.

Five strategies that barely move together

One system has bad months. Five that do not fail together trade around each other. Average pairwise daily-return correlation across the five subs is 0.11. The one elevated pair is Trend and Opening Range Break at 0.46, which is no surprise: both are morning longs, and they will have bad mornings together. Overnight sits near zero against everything else, so it is the sub carrying the most genuine diversification. Per-strategy figures are on their own standalone 2026-06-17 basis and are not the combined book.

Only one of the five clears our overfit hurdle alone. The book clears the significance bar because diversification is the edge. Our five NQ strategies, explained.

Plan for worse than the backtest

We took the real trades and reshuffled the order they arrived in 10,000 times. Same trades, same wins and losses, different sequence. Median reshuffled drawdown $42,832, which is the middle outcome and not a ceiling. 95th percentile $63,255, so one path in twenty was worse than that. What we actually got was $29,014, the 1st percentile of reshuffles: the history was lucky.

Method, so you can check it rather than take it: 10,000 permutations of the closed trade sequence, a mulberry32 generator with the fixed seed 12345, run on the same export every other figure on this page comes from. A different iteration count is a different answer, not a rounding difference. A permutation of a fixed trade set over the same 15 years estimates ordering luck within the sample; it is not a forecast of future trades.

The drawdowns, before you ask

Most services hide this part. It is the part that decides whether you can actually trade a system. The deepest percentage drop in the backtest was 20.3% of peak equity, an early episode on a small account. The largest dollar drawdown is a separate, later episode of $29,014 on the 1 to 3 contract vol-scaled book, about 3.2% of the much larger peak it fell from. Those are two different events and we never pair them as one figure. The longest stretch underwater, below a previous equity high, ran 1,175 calendar days, and the backtest contains a run of 14 losing trades in a row.

At a 45.5% win rate and a 1.56 profit factor you will sit through long losing streaks, especially in quiet markets. In 2022, when the Nasdaq fell about a third, the book made $95,790.

What would tell us we are wrong

A claim that nothing could disprove is not a claim. Per-era profit factor dropping below 1.0 in any four-year window would mean the book lost money over a full era and we would be publishing a dead edge; the earliest era is already only 1.02, so that is not a distant threshold. A realized drawdown deeper than $63,255 is the point at which we stop treating the drawdown model as adequate and re-derive it. Average pairwise sub-correlation rising materially above 0.11, toward the 0.46 of our most correlated pair, would void the diversification argument this page rests on. Each is checked against the export the figures come from, currently data as of July 2, 2026, and re-checked at every contract roll. If one trips, it goes on this page.

Who this is not for, and what we deliberately do not do

You will lose more often than you win: the backtested win rate is 45.5%, and the book only works because the winners average larger than the losers. The backtest contains 14 losing trades in a row. You need an account that can hold about $43,000 of drawdown at 1 to 3 minis, roughly a tenth of that on micros. Signals fire at specific times, mainly the 9 ET open and the 18 ET overnight session, and if you cannot place an order around those hours you will take a different and smaller subset of the trades than the record on this page.

We do not place orders, we do not connect to your brokerage account, nothing auto-executes, and nobody here vetoes a signal or picks the good ones. The rules fire, and what fires is what you see. That boundary is the product. It also means your fills will not match the backtest exactly.

Hypothetical performance disclosure (CFTC Rule 4.41). These results are based on simulated or hypothetical performance results that have certain inherent limitations. Unlike the results shown in an actual performance record, these results do not represent actual trading. Also, because these trades have not actually been executed, these results may have under-or over-compensated for the impact, if any, of certain market factors, such as lack of liquidity. Simulated or hypothetical trading programs in general are also subject to the fact that they are designed with the benefit of hindsight. No representation is being made that any account will or is likely to achieve profits or losses similar to these being shown.

Past performance is not indicative of future results. Trading futures involves substantial risk of loss.