Algorithmic breakout and fade strategies for Micro E-mini futures. Built on proprietary session-based methodology, backtested over 1 year of data.
Two complementary strategies that exploit the most statistically significant price structure of the trading session.
When price breaks a key session range with momentum, the strategy enters in the direction of the breakout with dynamic take-profits scaled to the day's volatility.
On range-bound days, the strategy fades false breakouts at key session levels — entering against the move when price fails to sustain beyond the range.
Take-profits, stop-losses, and position sizing all scale dynamically based on the day's session range — wider ranges get wider targets, tighter ranges get tighter stops.
I spent years learning market structure, order flow, volume profile, and market profile — backtesting setups and studying price action down to the tick. The edge was real — the numbers proved it. But when it came time to execute live, something always got in the way.
Moving stops. Closing winners too early. Revenge trading after a loss. Skipping entries because “this one feels different.” The account didn't bleed from bad strategy — it bled from bad decisions made in the heat of the moment.
Sound familiar? You're not alone. Studies show that over 80% of retail traders lose money — and the number one reason isn't a lack of knowledge. It's the inability to execute consistently when emotions take over.
No coding required. Import the strategy into NinjaTrader and you're live.
Select the strategy file or subscribe for signals and ongoing updates.
Import the strategy file into NinjaTrader 8. Full setup guide included.
Apply to MES or MNQ charts and let the strategy manage entries, exits, and risk.
Backtested on 1 year of 5-minute data. No curve-fitting, no cherry-picking. MES results based on 11 contracts, MNQ on 5 contracts.
I have confidence in this strategy because I built it, traded it, tested it, and coded it from the ground up. I know its edge. I know its numbers. And I know that losses are part of the process — when they happen, I take them and move on, because I trust the data.
But here's what I need you to think about honestly:
If you hit 3 consecutive losses in your first week — and it will happen eventually — how will you react?
Will you trust the process and let the strategy do its job? Or will you turn it off, blame the system, and feel like you wasted your money?
Will you stick with it through a drawdown, knowing the backtested and forward-tested data shows this is normal? Or will you panic at the first sign of red?
No strategy wins every trade. Not this one, not any one. What makes a strategy profitable is consistency over hundreds of trades — letting the edge play out over time. The math only works if you let it work.
I'm not here to sell you a dream. I'm selling a tool that has a proven, data-backed edge. But that edge is worthless if you don't have the discipline to trust it through the inevitable rough patches.
If you can commit to that — to trusting the data over your emotions — then this strategy will do the rest. That's exactly what it was built for.
“In life, death is the only certainty — yet we don't spend our days paralyzed by its inevitability. We live. Trading is no different. Losses are guaranteed — but they are not the end of the story. The traders who succeed are the ones who accept the loss, trust their edge, and keep moving forward.”
Watch the strategy execute in real-time on a NinjaTrader replay session. No manual intervention — just the bot doing its job.
Recorded from NinjaTrader 8 Market Replay. Strategy executes entries, exits, and risk management automatically.
Each strategy works independently, or combine them for coverage across trend and range days.
The core breakout strategy for MES & MNQ with optimized settings and full documentation.
The complete package — both strategies plus premium support, priority updates, and exclusive extras.
The fade strategy for range-bound days. Longs only on MES, both directions on MNQ.
NinjaTrader 8 (free edition works). You'll need a data feed for MES and/or MNQ futures — any NinjaTrader-compatible broker or data provider will work (e.g., NinjaTrader Brokerage, AMP, Tradovate).
The strategy is provided as a compiled file to protect the proprietary logic. You get full control over the settings and parameters — entry filters, stop-loss modes, take-profit levels, position sizing — but the underlying code is not exposed. Think of it as a professional tool: you configure it to your preferences without needing to touch the code.
Optimized for MES (Micro E-mini S&P 500) and MNQ (Micro E-mini Nasdaq 100) on 5-minute charts. The methodology can be adapted to other futures, but the provided settings are tuned specifically for these two instruments.
With micro contracts, you can start with as little as $2,000–$5,000 in margin depending on your broker. The strategy trades 1 contract by default — you scale at your own pace.
Due to the digital nature of the product, refunds are handled on a case-by-case basis. If you encounter technical issues preventing you from using the strategy, we'll work with you to resolve them or issue a refund within 14 days of purchase.
No. All performance data shown is from backtesting and simulated trading. Past results do not guarantee future performance. Futures trading involves substantial risk of loss and is not suitable for all investors. Only trade with capital you can afford to lose.
Join traders using data-driven strategies built on real market structure.
Get Started TodayFutures trading involves substantial risk of loss and is not appropriate for all investors. You should carefully consider whether trading is suitable for you in light of your financial condition. Only risk capital — money you can afford to lose — should be used for trading.
All performance data shown on this website is based on backtesting and simulated trading results. Past performance, whether actual or indicated by historical simulations, is not indicative of future results. There is no guarantee that the strategies will produce the same results in live trading conditions.
The strategies and information provided on this website are for educational and informational purposes only and should not be construed as investment advice, financial advice, or a recommendation to buy or sell any financial instrument. You should consult with a qualified financial advisor before making any trading decisions.
TwinEdge Trading is not a registered investment advisor, broker-dealer, or financial planner. By purchasing and using our products, you acknowledge that you understand the risks involved in futures trading and accept full responsibility for your trading decisions and outcomes.