Research
Contract-specific studies — what worked, what didn't, and the numbers that settled it. Cross-contract methodology essays live in /research.
MN HOLD-SIDE — the midnight-open hold day
On ~33% of MNQ sessions, price never crosses the NY midnight open after 09:30. A four-step investigation — filter, target, entry, confluence — that produced a +55 pt/trade tier-1 setup and a bonus/penalty layer that lifted 16 other models in the suite.
OB midpoint reversion — the 10:30–11:30 trade on range days
A live strategy layered on the 09:30–10:30 opening-range box. Four signals (MidShort / MidLong / FlipShort / FlipLong), order-of-formation FSM, and a four-part backtest (faithful replay + stop sweep + entry-cutoff sweep + breakeven sweep) across 1,370 sessions. Ship config: MidLong + FlipShort only, MN_INACTIVE only, cutoff 11:30, OB-extreme stop, TOWARD-VWAP gate on MidLong. +19.4 pts/trade across ~154 trades/year.
ORB break sweep — what actually happens after the 9:30-9:45 range breaks
Eight opening-range break variants, 1,370 MNQ sessions, two questions: (1) does a fixed 25-pt target make sense, (2) does waiting for a retest add edge. The answers are no and yes — with a +2.17 pts/trade setup.
AMD Power-of-3 Early Pull — walk-away
We set out to build a Strategy #8 around early-London AMD entries. The thesis was wrong, the inverse was real but 80% oracle-driven, and the live-safe residue was too thin to ship as a standalone. What we kept: Model 26 LON MOMENTUM BULL and a kill-switch.
Triple-Filter Trend Day — retired
We built it, it was our flagship strategy pick, and then attribution revealed the zone-bias DN filter was inverted across all 5 years. Retired after ~$3k drawdown since 2024.
Inside Day Breakout — busted
A popular 79% inside-day-breakout claim from trading-education corners. We ran it on 5 years of NQ and found inside-day setups are *worse* than regular-day breaks of prior H/L. No model shipped.
Touch rate ≠ close direction — the audit that demoted three Tier 1s in 24 hours
Three flagship signals fired at 80%+ for years. An audit against the right metric — close-direction at RTH, not excursion-touch — demoted two to Tier 2 magnets and killed a third entirely. The methodology bug, the fixes, and the rule of thumb.
Fade-the-failure — the counter-direction trade that never existed
Intuition says a failed signal reverses. We tested it across HRR 07:30 and 08:09 setups. Movement post-failure is a coin flip; occasionally it's still directional the original way. No counter-direction edge anywhere. Decay, don't flip.