Riptide
NQ ● holds overnight ● live testing 24/7Dealer-gamma mean-reversion on the Nasdaq-100. When options dealers are net short gamma (QQQ net GEX < 0), the index runs ~1.9x more volatile and daily moves overshoot — so Riptide fades the prior day's move into the next session, held close-to-close (it holds overnight to capture the full reversal — ~$360k over 7 years), vol-targeted and capped at one contract; flat in positive gamma. Net gamma is computed from real option open interest, validated against our own live options feed. Uncorrelated to the rest of the line-up; returns are lumpy by design — harvested in the negative-gamma, high-volatility regimes. Prefer no overnight risk? See Riptide Day. Live since June 2026 — the seven-year backtest is shown alongside the growing live track record.
- Dealer gamma exposure (GEX)
- Mean-reversion fade
- Held overnight
- Vol targeting
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
Track record
Backtest
Backtest 2019-04-01 → 2026-02-27 · 6.9y — lookahead-free, fills on real trade prints only, 1 contract incl. commission + slippageLive paper-trading
Live paper-trading on tickstream data since 2026-06-20| Date | Side | Entry | Exit | P&L | Reason |
|---|---|---|---|---|---|
| 2026-08-06 | FLAT | — | — | +$0 | daily |
| 2026-08-05 | FLAT | — | — | +$0 | daily |
| 2026-08-04 | FLAT | — | — | +$0 | daily |
| 2026-08-03 | FLAT | — | — | +$0 | daily |
| 2026-07-31 | FLAT | — | — | +$0 | daily |
| 2026-07-30 | LONG | — | — | +$14,629 | daily |
| 2026-07-28 | LONG | — | — | −$4,599 | daily |
| 2026-07-27 | FLAT | — | — | −$4 | daily |
| 2026-07-26 | FLAT | — | — | +$0 | daily |
| 2026-07-24 | LONG | — | — | −$4,976 | daily |
| 2026-07-23 | LONG | — | — | −$7,644 | daily |
| 2026-07-22 | FLAT | — | — | −$4 | daily |
| 2026-07-21 | SHORT | — | — | −$7,683 | daily |
| 2026-07-20 | SHORT | — | — | −$248 | daily |
| 2026-07-19 | LONG | — | — | +$43 | daily |
| 2026-07-17 | LONG | — | — | −$5,876 | daily |
| 2026-07-16 | LONG | — | — | −$1,940 | daily |
| 2026-07-15 | FLAT | — | — | −$1 | daily |
| 2026-07-14 | LONG | — | — | +$1,277 | daily |
| 2026-07-13 | FLAT | — | — | −$1 | daily |
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.