Ignition

NQ ● flat overnight ● live testing 24/7

Reads 5-min auction structure on the Nasdaq-100 future intraday: a balance/consolidation, then a breakout that HOLDS (acceptance — not a fakeout), taken in open air away from the obvious overnight and prior-day levels (those tend to absorb the move; the edge is where there's no overhead supply). Stop just past the consolidation structure, fixed risk-reward. Validated seven-year, out-of-sample stable and survives realistic costs — and it's uncorrelated to Bellwether and Slipstream (corr ~−0.05), so it's a genuinely diversifying intraday sleeve rather than more of the same. Live since June 2026 — the seven-year backtest is shown alongside the growing live track record.

Intraday auction/balance
Breakout acceptance
Structure stop + fixed R:R
Uncorrelated sleeve

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 2019-03-01 → 2026-06-16 · 7.3y — lookahead-free, fills on real trade prints only, 1 contract incl. commission + slippage

Returns

Net P&L+$170,304

Annualized P&L+$23,350

Profit factor1.08

Expectancy / trade+$43

Risk-adjusted

Sharpe0.55

Sortino0.99

Calmar0.40

Recovery factor2.93

Drawdown & risk

Max drawdown−$58,029

Worst trade−$8,617

Max consec. losses12

Trade stats

Trades3923

Win rate47%

Avg trades / mo44.82

Payoff ratio1.22

Avg win+$1,242

Avg loss−$1,020

Live paper-trading

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

Live · since 2026-06-01

Net P&L−$12,725

Trades40

Win rate50%

Profit factor0.72

Expectancy / trade−$318

Max drawdown−$22,740

Date	Side	Entry	Exit	P&L	Reason
2026-08-0614:30 ET	LONG	29556.5	29493.5	−$1,272	loss
2026-08-0512:10 ET	SHORT	29721	29607	+$2,273	eod
2026-08-0312:15 ET	LONG	28815.5	28901.5	+$1,713	eod
2026-07-3113:25 ET	LONG	28453.75	28402.5	−$1,032	eod
2026-07-3111:35 ET	SHORT	28175	28345.75	−$3,427	loss
2026-07-3011:25 ET	SHORT	28050.5	28246.75	−$3,937	loss
2026-07-2714:05 ET	LONG	28092.5	28192.75	+$1,998	eod
2026-07-2413:15 ET	SHORT	28459.25	28283.75	+$3,503	eod
2026-07-2311:05 ET	SHORT	28567.75	28614.25	−$937	eod
2026-07-2211:20 ET	LONG	29309.75	29172.5	−$2,757	loss
2026-07-2113:05 ET	LONG	29348.75	29311.75	−$747	eod
2026-07-2012:05 ET	LONG	29063	28873	−$3,812	loss
2026-07-1712:05 ET	LONG	28885.75	28765	−$2,422	eod
2026-07-1613:50 ET	SHORT	29257.25	29217	+$798	eod
2026-07-1514:55 ET	SHORT	29624.5	29700.75	−$1,532	eod
2026-07-1412:15 ET	SHORT	29738	29786	−$967	eod
2026-07-1312:30 ET	SHORT	29558	29466.75	+$1,818	eod
2026-07-1013:40 ET	LONG	30063.75	30037.5	−$532	eod
2026-07-0911:35 ET	LONG	29864.25	29948.5	+$1,678	eod
2026-07-0811:25 ET	SHORT	29062	29373.25	−$6,237	loss

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.