Algorithms / NQ Intraday
NQ · intradayNQ Intraday Algo
An intraday algorithm for Nasdaq-100 futures. It trades during the New York session and is always flat before the close, so nothing is held overnight.
+63.8%Net return, 5 years
−8.3%Max drawdown
1.13Sharpe
1.64Sortino
1.26Calmar
1.20Profit factor
Backtest, net of estimated commissions and slippage. Hypothetical performance has inherent limitations. $100,000 account, 1% risk per trade, Oct 2021 – Oct 2026.
Account balance, $100,000 startOct 2021 – Oct 2026
Drawdown from the last highworst −8.3%
Returns
- Total return
- +63.8%
- Per year (CAGR)
- +10.4%
- Net profit
- $63,791
- Best month
- +5.7%
- Worst month
- −4.1%
- Positive months
- 64%
Risk
- Max drawdown
- −8.3%
- Max drawdown ($)
- −$10,876
- Average drawdown
- −2.7%
- Longest drawdown
- 275 days
- Volatility (yearly)
- 9.9%
- Worst day
- −1.0%
Ratios
- Sharpe
- 1.13
- Sortino
- 1.64
- Calmar
- 1.26
- Recovery factor
- 5.87
- Profit factor
- 1.20
- Payoff (win ÷ loss)
- 0.92
Trades
- Trades
- 794
- Trades per year
- 159
- Win rate
- 56.7%
- Average win
- $845
- Average loss
- −$923
- Longest losing streak
- 6 trades
Year by year.
| Algorithm | 2021* | 2022 | 2023 | 2024 | 2025 | 2026* |
|---|---|---|---|---|---|---|
| NQ Intraday Algo | +6.0% | +8.7% | +3.5% | +15.1% | +11.8% | +6.7% |
* 2021 covers Oct–Dec, 2026 covers Jan–Oct. Backtest, net of estimated commissions and slippage. Hypothetical performance has inherent limitations.
Month by month.
| Year | Jan | Feb | Mar | Apr | May | Jun | Jul | Aug | Sep | Oct | Nov | Dec |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
| 2021 | +1.5% | +3.5% | ||||||||||
| 2022 | −4.1% | +1.0% | +0.2% | −0.4% | +1.8% | −2.1% | +4.9% | +2.5% | +0.1% | +3.0% | +0.3% | +1.5% |
| 2023 | +1.7% | −1.1% | −1.5% | +0.2% | +0.1% | +1.1% | −1.1% | −3.8% | −0.2% | +2.4% | +4.7% | +1.2% |
| 2024 | +4.8% | +0.6% | +0.9% | +1.8% | +0.5% | +1.5% | −1.7% | +4.7% | −3.3% | −0.7% | +3.9% | +1.4% |
| 2025 | −2.5% | +3.2% | +2.3% | +1.8% | +4.7% | −1.0% | −1.9% | +1.1% | +1.3% | +2.8% | +0.2% | −0.5% |
| 2026 | +4.0% | −0.7% | −0.6% | +5.7% | +1.1% | −0.2% | −2.6% | −1.7% | +2.4% | −0.4% |
At a glance.
- StyleIntraday, flat every night
- MarketNasdaq-100 futures
- ContractsNQ or MNQ (micro)
- PlatformsNinjaTrader 8, MultiCharts, MetaTrader 5, Local API
After you buy.
- Message usThe chat opens with your order written out.
- PayWe agree payment in the chat; you pay us directly.
- SetupWe install it on your VPS on a call with you.
- TutorialWe send the password to your platform's tutorial.
- MaintenanceUpdates, contract rolls and fixes, ongoing.