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Strategy
The strategy is a long-short system that trades NQ futures during the regular trading hours. It has been optimized in TradeStation via EasyLanguage since 2010. The results factor in $2.6 commission / fee per contract as well as $10 of slippage per trade.
The strategy made $600K trading just 1 NQ contract since 2018
Average profit by month varies from $1K to $13K. January, March and April are the best months while November is the worst.
Since 2018, there have been only a few down months
The strategy made money in both bull and bear markets
The strategy max drawdown is $14K
Average winning trade is $1300
Average losing trade is $500
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