Thursday, March 12, 2026 Backtest

Backtest: the strategies re-run afterwards over this day's data, never recorded live. It overlaps the research that selected them, so it carries hindsight.

8 trades on NQ, 2 winners

Day's net

−$4,540

All strategies, after costs

Trades

8

2 won, 6 lost

Hypothetical results.

Every figure here is hypothetical: simulated entries and exits from our engine. One contract per strategy, after two ticks a round trip for commission and slippage. Nothing here is advice or a recommendation to trade.

These results are based on simulated or hypothetical performance results that have certain inherent limitations. Unlike the results shown in an actual performance record, these results do not represent actual trading. Also, because these trades have not actually been executed, these results may have under-or over-compensated for the impact, if any, of certain market factors, such as lack of liquidity. Simulated or hypothetical trading programs in general are also subject to the fact that they are designed with the benefit of hindsight. No representation is being made that any account will or is likely to achieve profits or losses similar to these being shown.

The market that day

S&P 500 −1.52%

Three more ships struck in the Persian Gulf as Iran warns of oil prices hitting $200
Fresh attacks on shipping near the Strait of Hormuz sent oil sharply higher, fueling the risk-off selling that pressured ES and NQ.
CNBC
Iran strikes neutralise record IEA reserves release as oil tops $100
Oil extended its surge even after the IEA's biggest-ever reserve release, deepening the inflation worries that pushed stock futures lower.
Euronews
Markets' hopes for Fed interest rate cuts are rapidly fading away
Traders pushed out expectations for Fed rate cuts as oil-driven inflation fears grew, adding another drag on equity futures.
CNBC

News picked by AI from that day’s reporting; links go to the original stories. The trades and figures come straight from our engine.

The trades

Breadth Rotation
short NQ · 10:30 → 10:46 · Stop
−$1,700
−84.50 pts
Day & Night Relay
short NQ · 10:30 → 10:46 · Stop
−$1,770
−88.00 pts
Global Confluence
short NQ · 10:30 → 12:22 · Stop
−$2,355
−117.25 pts
Triple Relative Strength
short NQ · 10:30 → 14:00 · Time exit
−$175
−8.25 pts
Flow Against Breadth
long NQ · 10:30 → 15:30 · Time exit
−$40
−1.50 pts
Crude Crosscurrent
short NQ · 10:30 → 16:00 · Time exit
+$1,230
+62.00 pts
Late-Morning Momentum
short NQ · 11:00 → 15:45 · Time exit
+$730
+37.00 pts
Breadth Rotation
short NQ · 12:30 → 13:00 · Time exit
−$460
−22.50 pts

Strategy	Trade	In → out (ET)	Exit	Points	Net
Breadth Rotation	short NQ	10:30 → 10:46	Stop	−84.50	−$1,700
Day & Night Relay	short NQ	10:30 → 10:46	Stop	−88.00	−$1,770
Global Confluence	short NQ	10:30 → 12:22	Stop	−117.25	−$2,355
Triple Relative Strength	short NQ	10:30 → 14:00	Time exit	−8.25	−$175
Flow Against Breadth	long NQ	10:30 → 15:30	Time exit	−1.50	−$40
Crude Crosscurrent	short NQ	10:30 → 16:00	Time exit	+62.00	+$1,230
Late-Morning Momentum	short NQ	11:00 → 15:45	Time exit	+37.00	+$730
Breadth Rotation	short NQ	12:30 → 13:00	Time exit	−22.50	−$460

How to read it: every strategy enters at the close of a 30-minute bar and leaves at its stop, its target, or its time exit, whichever comes first. Points are the move captured; net is one contract after two ticks of costs (NQ $20 a point, ES $50).