Systematic NQ futures strategy. PF 1.45 across 16 years. 14 consecutive positive years (2012–2025). Verify it yourself on TradingView.
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Daniel Frank — founder, SaneSignals. Entrepreneur since 2013, running businesses across affiliate marketing, prop trading, and algorithmic development. Trading since 2017, building systematic NQ strategies since 2023. Active prop firm trader with $28,000+ in payouts in a single month. Building systematic trading tools because he trades them himself. Based in Bulgaria.
A rule-based systematic strategy and probability indicator for NQ futures traders. No discretion. No Discord. No black box.
NQ Edge+ is a rule-based strategy that enters long positions when specific momentum, volatility, and market-structure conditions align. It exits when statistical targets are reached or risk thresholds are hit. ~12 signals per month. Average hold 22 hours. It can go days without a signal — inactivity is by design, not a bug.
Three strategy variants. Same underlying entry logic. The scaling variants add a second contract to winning trades after confirmation — giving more exposure to winners without adding entries.
All three variants included in every subscription. Choose one, switch between them, or run them in parallel on different accounts.
All figures: Jan 2010 – Sep 2026 (TradingView export of 2026-10-02). $3.40 commission per round trip. Zero slippage. Per single NQ contract ($20/pt). For MNQ ($2/pt), divide all dollar figures by 10. L1 and L2 add a second contract to winning trades after confirmation — TradingView counts each scale-in as a separate trade.
Strategy equity versus buy-and-hold. The vertical marker at October 2025 shows where the strategy rules were frozen (September 2025) — everything to the right is an out-of-sample backtest on data the rules never saw.
Data from TradingView Strategy Tester. Load the strategy yourself to verify every trade.
All 2,373 trades. Entry time, exit type, P&L, and MAE for every trade since 2010. Free. No fluff.
Two moments that separated the strategy from buy-and-hold, and the last 12 months as they actually were.
The strategy doesn't predict crashes. It participates selectively — and selective participation means you're not fully exposed when the market reverses.
The NQ Edge+ Cone Indicator projects 2,334 historical trades onto your active position in real time. It works on any timeframe — 15m for strategy alignment, or 5m/1m for scalping and intraday context.
The expanding cone — green through yellow, orange, red — is built from 2,334 historical NQ trades. The shape shows the statistical spread of price action from entry. Updated every bar, so you see how your current position compares to history in real time.
TP1 hit rate: 88% on high-confidence signals. See probability before you decide whether to take profit.
Win rate, confidence level, profit zone, hard stop, emergency exit. Everything you need to manage the trade, in one panel — without leaving the chart.
ICT concepts, volume profile, VWAP, market structure — the probability overlay adds statistical context without replacing your framework. See historical win rates and MAE zones overlaid on your own analysis.
The indicator shows probability zones and statistical context. It does not expose entry/exit logic or strategy parameters.
The indicator works independently — ICT traders, prop firm traders, and anyone who trades NQ can use it with their existing strategy.
Explore the full indicatorStart the 14-day trial. We send TradingView invite access within minutes. No app to install, no API keys to configure.
The strategy and Cone indicator load as Pine Script. Your chart, your broker connection, your rules.
TradingView alerts fire on signal entry and exit. The Cone shows you probability context in real time.
No black box. No Telegram group. No middleman. You see every signal, every probability zone, every trade.
Nasdaq had its strongest run in history — AI, cloud, post-COVID tech boom. The strategy captured roughly 86% of its 16-year dollar profit from that six-year window.
That's the design working as intended. In high-volatility trending regimes, the strategy compounds aggressively. In low-volatility chop, it preserves capital and grinds. The edge exists across all periods — the magnitude scales with market conditions. For context: roughly 65% of NQ's own total return since 2010 came from that same six-year window.
Preserved capital. Modest gains. No year lost more than $1,158 per contract.
Protection when it matters most. Divergence from buy-and-hold peaks exactly when exposure hurts the most.
Aggressive gains in favorable conditions. This is where ~86% of the 16-year profit was made.
Technology-driven growth in Nasdaq isn't slowing down. But markets cycle, and another 2022 will happen. The year-by-year table below shows every regime since 2010.
| Year | Base P&L | Cumulative | Regime |
|---|---|---|---|
| 2010 | +$7,299 | $7,299 | Bull |
| 2011 | −$1,158 | $6,141 | Chop |
| 2012 | +$5,268 | $11,409 | Chop |
| 2013 | +$7,029 | $18,438 | Bull |
| 2014 | +$3,242 | $21,680 | Chop |
| 2015 | +$6,017 | $27,697 | Chop |
| 2016 | +$9,594 | $37,291 | Bull |
| 2017 | +$9,658 | $46,949 | Bull |
| 2018 | +$5,890 | $52,839 | Bear |
| 2019 | +$16,874 | $69,714 | Bull |
| 2020 | +$131,327 | $201,040 | Bull |
| 2021 | +$54,697 | $255,738 | Bull |
| 2022 | +$59,037 | $314,775 | Bear |
| 2023 | +$85,106 | $399,881 | Bull |
| 2024 | +$78,572 | $478,453 | Bull |
| 2025 | +$151,241 | $629,694 | Fwd |
| 2026* | +$19,148 | $648,842 | Fwd |
* 2026 is partial (Jan–Jun). All values per single NQ contract ($20/pt). Figures are the verified TradingView trade export — 2,373 trades totaling $648,842, the same file you can download above. L1, L2, and NQ B&H annual breakdowns will be added in a future update.
Every trader's account is different. Enter your capital and risk tolerance — the calculator shows exactly what NQ Edge+ performance looks like at your position size. Prop firm traders: switch to Prop Firm mode to check compatibility.
Enter your account size, risk per trade, and which variant you're trading. The calculator outputs your expected position size, 16-year return projection, and historical max drawdown — in both dollars and percentages.
Enter your capital and risk tolerance to see your personalized results.
Per single NQ contract. The largest peak-to-trough decline across 16 years of backtesting.
The scaling variant takes deeper drawdowns in exchange for more exposure to winning trades.
Most drawdowns recover over the next 5 to 15 signals. Severe drawdowns take longer. None are instant.
The strategy is backtested on 1 NQ contract ($20/pt). MNQ (micro, $2/pt) divides the exposure by 10. Same signals, same timing, one-tenth the dollar risk per contract.
A $50,000 account at 2% risk per trade would run approximately 4 MNQ contracts. Historical max drawdown at that sizing: ~$14,456. Use the calculator for your exact scenario.
Source: CFTC retail forex/futures trader profitability studies and broker disclosures.
Three types of traders get the most from NQ Edge+. Here's who fits, and — just as honestly — who doesn't.
NQ Edge+ holds positions for an average of 22 hours. Most US futures prop firms require intraday flat. The strategy will trigger rule violations on most prop firm accounts regardless of sizing.
The Cone Indicator works independently — if you trade NQ on a prop firm with your own strategy, the probability overlay adds statistical context to your discretionary or intraday trades.
Every claim on this page is backed by documented methodology.
Full 26-year backtest also available (2000–2026) with honest disclosure of poor 2000–2002 performance (strategy applied to a pre-validated regime). The marketing period is the validated post-2010 regime.
Included in every result shown on this page. Real brokerage commissions on CME NQ range from $2.00 to $5.00 round-trip depending on broker and volume. $3.40 is a realistic midpoint.
Industry standard for 15-minute bars on liquid futures. Of the strategy's exits, the majority are take-profit orders executed via limit at the signal close price — these experience zero slippage. Stop-loss exits are market orders and may slip. With conservative 0.50 pts slippage applied to all exits (both TP and SL), the strategy remains robustly profitable across the full 16-year period.
Strategy parameters were fixed across all 16 years — no year-specific optimization. Rolling window validation confirms the edge is not period-specific.
Independent audit confirmed no future data was used in generating signals. The TradingView version you run is the verified, real-time version — validated against the Python research engine at the individual trade level.
Bootstrap simulations validated drawdown distributions across randomized trade sequences. Python and Pine trade lists compared at individual trade level with timestamp correction. Acceptable parity confirmed.
Every number on this page is independently verifiable on TradingView with the same strategy file, same commission setting, same date range. If any figure on this page doesn't match the Strategy Tester, email us and we'll fix it.
It is a trading tool for leveraged NQ futures traders who want a validated system. Nothing more.
barstate.isconfirmed. Entry signals cannot appear or
disappear after the bar closes.
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