Wickline

NQ ● flat overnight ● live testing 24/7

Wickline was born inside a debunk. While testing the viral 'wickless candle' strategy (the one claiming an 88% win rate), our placebo control — retests of ordinary candle lows WITH a wick, in a trend — beat the 'magic' setup by half a million dollars per contract over seven years. So we validated the placebo with the full discipline: trade-through limit fills, real costs, a parameter grid that's a ridge rather than a peak, long AND short sides positive, every calendar year green including 2022, and only +0.2 correlation to Slingshot, its trend-pullback sibling. It trades pullbacks to the last wicked 5-minute candle low (or high) with the EMA-50 trend, one-ATR stop and target, flat by the close. Live since July 2026, unchanged from the validated rules.

Wicked candle-low retest
EMA-50 trend filter
1×ATR stop & target
Intraday, 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 2019-03-01 → 2026-02-27 · 7y — lookahead-free, fills on real trade prints only, 1 contract incl. commission + slippage

Returns

Net P&L+$543,728

Annualized P&L+$77,729

Profit factor1.38

Expectancy / trade+$69

Risk-adjusted

Sharpe4.09

Sortino7.86

Calmar4.03

Recovery factor28.21

Drawdown & risk

Max drawdown−$19,271

Worst trade−$2,819

Max consec. losses10

Trade stats

Trades7846

Win rate59.7%

Avg trades / mo93.47

Payoff ratio0.94

Avg win+$418

Avg loss−$447

Live paper-trading

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

Live · since 2026-06-01

Net P&L−$14,691

Trades502

Win rate49.2%

Profit factor0.93

Expectancy / trade−$29

Max drawdown−$33,717

Date	Side	Entry	Exit	P&L	Reason
2026-10-02	LONG	31063.5	31043.5	−$419	stop
2026-10-02	LONG	31060.5	31079.75	+$376	target
2026-10-02	SHORT	31030.25	31065.75	−$729	stop
2026-10-02	SHORT	31075	31038.73	+$716	target
2026-10-02	SHORT	31097.5	31054.64	+$848	target
2026-10-02	SHORT	31129.25	31079.93	+$977	target
2026-10-02	SHORT	31061.5	31110	−$989	stop
2026-10-01	LONG	30815.5	30772.5	−$879	stop
2026-10-01	LONG	30733.5	30783.14	+$984	target
2026-10-01	LONG	30811.25	30765	−$944	stop
2026-10-01	SHORT	30620.75	30699.75	−$1,599	stop
2026-09-30	LONG	30838	30810.5	−$569	stop
2026-09-30	SHORT	30809.75	30836.75	−$559	stop
2026-09-30	LONG	30838.5	30811	−$569	stop
2026-09-30	LONG	30847	30821.75	−$524	stop
2026-09-30	LONG	30857.5	30834.5	−$479	stop
2026-09-30	LONG	30874.25	30837	−$764	stop
2026-09-30	LONG	30836	30886.75	+$1,006	target
2026-09-29	LONG	30609.25	30617.5	+$146	eod
2026-09-29	LONG	30639.25	30605.5	−$694	stop

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.