Institutional-grade automated trading system for MNQ (Micro Nasdaq-100 Futures). Multi-timeframe structure analysis with a 2-contract scale-out execution strategy, governed by a backtested High-Conviction Filter.
Config D — 6/6 months profitable | PF 1.59 | 68.1% WR | $14,544 total PnL | 1.7% max DD
Browse the interactive visualizations at GitHub Pages:
- Forensic Trade Dashboard — Canvas-based chart with trade overlays, stop/target levels, regime and HTF subpanes, sortable trade table with filters
- OOS Validation Report — 6-month out-of-sample validation with monthly equity curves, rolling PF/WR, regime distribution, drawdown analysis
HTF Bars (1D/4H/1H/30m/15m/5m) → HTF Bias Engine → Directional Gate
Exec Bars (2m) → Feature Engine → Signal Aggregator → HC Filter → Risk → Executor
High-Conviction Filter (3 hard gates):
- Signal score ≥ 0.75
- Stop distance ≤ 30 points
- TP1 = stop × 1.5 R:R