NQ Supertrend Flip
Rides a trend after the Supertrend line flips direction and the bigger-trend and strength filters agree.
Last validated: 2026-10-16 (baseline; weekly cadence starts after launch) · Validation status: Pass — Passes the bar on 1h; year 1 PF 2.53 and year 2 PF 2.18 both clear 1.15.
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
- 1h — only 1h meets the drawdown bar
- Direction
- Long & short
- Style
- Trend following
- Frequency
- about 22 trades a year
- In stacks
- NQ Stack, All-Instrument Stack
- Supertrend with ATR period 10 and factor 3.0. Long when it flips from bearish to bullish and the filters allow longs; short on the reverse flip.
- Exits: shared stop and trailing stop, the opposite Supertrend flip, or flat at 16:00 ET.
- 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) | $22,905 | 2.53 | 27 |
| Year 2 (from 2025-09-01) | $12,495 | 2.18 | 18 |
35% 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: 45 trades, +$35,400, PF 2.39; closed-trade DD $6,675). Per TV4REAL's NQ/GC stack files.
Recent form
Last 3 months (exits 2026-06-24 to 2026-09-23): 2 trades, +$1,260, PF 1.87.
Robustness
Robustness checks not run. Profitable on all four timeframes but only 1h meets the drawdown cap.
Other timeframes
| Timeframe | Net | PF | Win % | Trades | Max DD | Result |
|---|---|---|---|---|---|---|
| 15m | +$40,635 | 1.45 | — | 107 | $17,577.50 | drawdown over the cap |
| 30m | +$24,480 | 1.43 | — | 67 | $22,657.50 | drawdown over the cap |
| 5m | +$4,135 | 1.02 | — | — | $31,072.50 | fails |
Flags for this strategy
- Only 1h meets the drawdown bar (15m/30m/5m do not).
- 45 trades is a small sample.
- No trade after 2026-07-15, so its last-3-months contribution is just 2 trades.
- Never trades on the same day as Connors in this window (0% entry-day overlap) — a small-sample observation, not a guarantee.
- Different script from the older 'Supertrend ATR Trail 1h', which failed long-history validation.
- Closed-trade DD from the list is $6,675 vs TradingView's $8,237.50 (intrabar).