Friday, May 22, 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.

6 trades on NQ, 2 winners

Day's net

−$6,330

All strategies, after costs

Trades

6

2 won, 4 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 +0.37%

UMich May final consumer sentiment 44.8 vs 48.2 expected
A much weaker than expected consumer sentiment reading hit near the data release during the morning session, adding volatility to index futures.
InvestingLive
CNBC Daily Open: Dow at all-time high as Iran reviews peace deal
Signs of progress toward a US-Iran peace deal eased oil prices and geopolitical risk, supporting the broader rally that lifted index futures.
CNBC
Stocks making the biggest moves midday: Dell Technologies, HP, Estee Lauder, Generac & more
Sharp double-digit gains in a couple of heavily weighted Nasdaq-100 names helped power tech-related strength in NQ futures during the session.
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

Day & Night Relay
short NQ · 10:30 → 11:03 · Stop
−$2,025
−100.75 pts
Flow Against Breadth
short NQ · 10:30 → 11:17 · Stop
−$2,695
−134.25 pts
Breadth Rotation
long NQ · 10:30 → 13:00 · Time exit
+$2,145
+107.75 pts
Triple Relative Strength
long NQ · 10:30 → 14:00 · Time exit
+$2,285
+114.75 pts
Crude Crosscurrent
long NQ · 10:30 → 16:00 · Time exit
−$230
−11.00 pts
Day & Night Relay
short NQ · 15:00 → 09:30 · Time exit
−$5,810
−290.00 pts

Strategy	Trade	In → out (ET)	Exit	Points	Net
Day & Night Relay	short NQ	10:30 → 11:03	Stop	−100.75	−$2,025
Flow Against Breadth	short NQ	10:30 → 11:17	Stop	−134.25	−$2,695
Breadth Rotation	long NQ	10:30 → 13:00	Time exit	+107.75	+$2,145
Triple Relative Strength	long NQ	10:30 → 14:00	Time exit	+114.75	+$2,285
Crude Crosscurrent	long NQ	10:30 → 16:00	Time exit	−11.00	−$230
Day & Night Relay	short NQ	15:00 → 09:30	Time exit	−290.00	−$5,810

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).