Backdraft

NQ ● flat overnight ● live testing 24/7

When options dealers are net short gamma, their hedging chases price instead of leaning against it — moves get amplified rather than damped. Backdraft reads the direction of the first fifteen minutes after the New York open and, only on those short-gamma days (prior-day QQQ net GEX below zero, computed from our own live option-chain feed), follows it to the close. No stop, no target, one trade a day, flat overnight — and deliberately flat whenever gamma is positive. Honest disclosure up front: this is a regime sleeve. The seven-year backtest was dormant-to-negative in 2019–21, then printed five straight green years once the short-gamma era began in 2022 (67–68% win rate in 2025–26, t=2.6 overall, max drawdown $94k). If the regime leaves, so does the edge — the live record will show it either way. Uncorrelated to every other sleeve on this board (+0.07…+0.16).

Prior-EOD net GEX < 0 gate
09:30→09:45 direction read
Hold to the 16:00 close
1 trade/day · flat overnight

Signals

$100/mo

Daily bias + exact execution plan via API
Live event feed (entries, scale-outs, exits)
Dashboard view + one URL for Claude/LLM use
Cancel anytime

Full source code

$9,999 one-time

Complete strategy source (Rust) incl. the model
Backtest harness + parameters
Own it, run it, modify it — no lock-in
Delivered within 24h to your account email

read this first

Paper record. You can lose more than you paid us. These curves are paper-traded on our own data — no customer account has traded them. Part of the record before each sleeve shipped is a backfilled replay, tagged bf. Past results, simulated or live, predict nothing: several strategies on this site were killed by their own out-of-sample data, and we publish those too. Futures are leveraged and nothing here is investment advice.

All five points in full

These are paper records, not client money — Every live track record on this site is paper-traded on our own market data. No customer account has traded these strategies. Costs are charged on every fill, but a paper fill and a real one are not the same thing.
The record starts 1 June 2026, and part of it is backfilled — Rows dated before a sleeve actually shipped were reconstructed by replaying our archived tick data through the same code. They carry a bf tag wherever they appear. That is a replay, not a forward test — treat it as the weaker evidence it is.
Past results predict nothing — Not the backtest, not the live paper record, not the Sharpe ratio. A strategy that worked for two months can stop working the day you buy it, and several on this site have been killed by their own out-of-sample data. We publish those too.
You can lose everything you put in — Futures are leveraged. A single NQ contract moves $20 per point, and a bad day can exceed your margin. Losses are not capped at what you paid us — they are capped by your account balance, and then by your broker calling you.
This is not advice — We publish signals. We do not know your account, your risk or your circumstances, and nothing here is a recommendation to buy or sell. Buying a strategy does not make it suitable for you, and we are not in a position to judge whether it is.
If you switch on auto-execution, orders are placed without you — Renting signals places no orders at all. But if you separately link a broker account and activate a strategy on it, our engine polls that strategy every minute and moves your position to match — no confirmation, no second look, including while you are asleep. That is a standing instruction you give per strategy and per account, and you can withdraw it at any time from the dashboard. Until you do, it keeps trading.

Track record

Backtest

Backtest 2019-03-08 → 2026-02-27 · 7y — lookahead-free, fills on real trade prints only, 1 contract incl. commission + slippage

Returns

Net P&L+$292,573

Annualized P&L+$41,940

Profit factor1.27

Expectancy / trade+$323

Risk-adjusted

Sharpe0.97

Sortino1.52

Calmar0.45

Recovery factor3.12

Drawdown & risk

Max drawdown−$93,657

Worst trade−$21,484

Max consec. losses8

Trade stats

Trades906

Win rate54.5%

Avg trades / mo10.82

Payoff ratio1.06

Avg win+$2,766

Avg loss−$2,606

Live paper-trading

Live paper-trading on tickstream data since 2026-06-01

Live · since 2026-06-01

Net P&L+$12,608

Trades16

Win rate68.8%

Profit factor1.68

Expectancy / trade+$788

Max drawdown−$16,099

Date	Side	Entry	Exit	P&L	Reason
2026-08-06	LONG	29458	29496.75	+$751	moc
2026-07-30	LONG	27976.75	28228.75	+$5,016	moc
2026-07-27	SHORT	28455	28192.75	+$5,221	moc
2026-07-24	SHORT	28483.25	28283.75	+$3,966	moc
2026-07-23	LONG	28855.25	28614.25	−$4,845	moc
2026-07-21	SHORT	29144.5	29311.75	−$3,370	moc
2026-07-20	LONG	29177.75	28784.75	−$7,885	moc
2026-07-16	SHORT	29316.5	29217	+$1,966	moc
2026-07-14	SHORT	29752.75	29786	−$690	moc
2026-07-09	LONG	29859.25	29948.5	+$1,761	moc
2026-07-08	LONG	29349.5	29457.25	+$2,131	moc
2026-07-06bf	LONG	29917	29961.5	+$866	moc
2026-06-29bf	LONG	29786	30040.25	+$5,061	moc
2026-06-26bf	SHORT	29343.5	29435.25	−$1,860	moc
2026-06-24bf	SHORT	29662.5	29485	+$3,526	moc
2026-06-08bf	SHORT	29516	29465	+$996	moc

Live results are paper-traded on real tickstream market data, one NQ contract, with each sleeve's own commission and slippage charged on every fill — between $9 and $24.50 round turn depending on how it exits. Every record runs from 1 June 2026. Rows dated before the sleeve itself shipped are a backfill and carry a bf tag wherever they surface in the trade table; everything from the launch date on was traded forward.

Rebuilt 31 July 2026. The whole record was re-derived from our own archived tick path: every session the archive covers end to end was replayed through the agent's unmodified production code — the backfilled portion included, so it is no longer backtest output but the same code run over recorded prints. That corrected fills which had been booked at the trigger level instead of at the price that actually printed; on gap opens the difference reached 470 points. Sessions the archive cannot cover end to end keep their rows as recorded, because deleting a real trade over a hole in our recorder would flatter the record. On the sessions used as the control, the replay reproduces the live rows to the cent.

The backtest is lookahead-free: weekly CFTC data is anchored on its actual publication day and fills are simulated on real trade prints only — the live agent runs the identical model. Past performance, simulated or live, does not guarantee future results. Not financial advice.