NQ RMI Reclaim
Buys (or sells) the recovery after the Relative Momentum Index swings to an extreme and reclaims its 30 / 70 level, inside the shared NQ trend filters.
Last validated: 2026-10-16 (baseline; weekly cadence starts after launch) · Validation status: Flagged — Single timeframe (15m only); year 1 PF only 1.11; 49 trades.
1 full-size NQ contract. Test window 2024-09-23 to 2026-09-23 (2 years). Slippage 4 ticks per order, $2.50 commission per contract per side ($5 round trip); $100k account. 4-tick slippage per side = NQ $20, ES $50, GC $40 before commission.
Plain-English rules
- Market
- Nasdaq-100 E-mini (NQ)
- Timeframe
- 15m — 15m only — 30m drawdown over the cap, 5m weak, 1h too few trades
- Direction
- Per the script notes: reclaim of the 30 / 70 levels (long and short)
- Style
- Mean reversion
- Frequency
- about 25 trades a year
- In stacks
- —
- Relative Momentum Index: an RSI computed on 5-bar momentum rather than 1-bar change. A signal fires when it reclaims the 30 level (long) or the 70 level (short), per the script note ('RMI reclaim 30/70 with EMA trend').
- It sits behind the shared NQ trend gate (EMA-100 and ADX/DI), so trade counts are low — 49 trades in two years.
- Exits, filters and session limits follow the shared NQ wrapper. The written rules document gives the exact settings.
- Shared NQ filters: Regular session only; entries from 20 min after the open to 14:30 ET; long and short, one position at a time, max 2 trades/day; trend and volatility filters must agree (price vs 100-EMA and its slope, ADX(14) ≥ 18 with DI agreeing, ATR(14) ≥ 10 pts); initial stop 2.2×ATR then a 2.8×ATR trailing stop; flat at 16:00 ET.
Summary of the rules. The full parameter-level rules document is delivered to subscribers (documents only — no code).
Equity curve & drawdown
Year-by-year
| Period | Net | PF | Trades |
|---|---|---|---|
| Year 1 (exits to 2025-08-31) | $2,255 | 1.11 | 26 |
| Year 2 (from 2025-09-01) | $46,640 | 4.44 | 23 |
95% of the 2-year profit came in year 2. Year 1 = exits 2024-09-23 to 2025-09-22; year 2 = exits 2025-09-23 to 2026-09-23 (saved trade list clipped to the window: 49 trades, +$48,895, PF 2.43; closed-trade DD $11,020). Per TV4REAL's NQ/GC stack files.
Recent form
Last 3 months (exits 2026-06-24 to 2026-09-23): 6 trades, +$5,435, PF 2.00.
Robustness
Robustness checks not run. Only 15m passes: 30m breaks the drawdown cap, 5m PF 1.06, 1h has 9 trades.
Other timeframes
| Timeframe | Net | PF | Win % | Trades | Max DD | Result |
|---|---|---|---|---|---|---|
| 30m | — | — | — | — | $17,600 | drawdown over the cap |
| 5m | — | 1.06 | — | — | — | fails |
| 1h | — | — | — | 9 | — | too few trades |
Flags for this strategy
- FRAGILE (Tier B). Single timeframe (15m only); only 49 trades.
- Year 1 was nearly flat (PF 1.11 — below the 1.15 check); about 95% of profit came in year 2.
- No trade since 2026-08-28. Recent form is mixed: 6 trades +$5,435 (PF 2.00) in the last 3 months, but an earlier review cut off at 2026-07-11 showed 5 trades at PF 0.55.
- 84% of its entry days are also DPO entry days; it overlaps Connors only 9–10%.
- Rules summary comes from the script note; the exact settings are in the rules document.