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.
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.
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.
Both strategies together — breakout for trend days, fade for range days. Complete edge.
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.
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