Wednesday, May 27, 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.

9 trades on NQ, 2 winners

Day's net

−$9,785

All strategies, after costs

Trades

9

2 won, 7 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 +0.58%Nasdaq-100 +1.76%

S&P 500 and Nasdaq close at new records, lifted by tech rally: Live updates
A broad technology rally that pushed the Nasdaq-100 to a record close is the main driver behind NQ futures gains that day.
CNBC
Iran and US agree plan for 60-day ceasefire extension after latest attacks
Easing fears of a wider US-Iran conflict reduced risk aversion, supporting both ES and NQ futures through the session.
The Spokesman-Review
Oil prices fall more than 5% after Rubio says U.S. will give Iran talks 'every chance to succeed'
A sharp drop in oil prices eased inflation worries, adding to the risk-on tone that lifted ES and NQ 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 → 10:38 · Stop
−$1,535
−76.25 pts
Day & Night Relay
short NQ · 10:30 → 10:38 · Stop
−$1,540
−76.50 pts
Flow Against Breadth
short NQ · 10:30 → 10:41 · Stop
−$2,050
−102.00 pts
Global Confluence
short NQ · 10:30 → 10:41 · Stop
−$2,050
−102.00 pts
Triple Relative Strength
short NQ · 10:30 → 12:45 · Stop
−$2,485
−123.75 pts
Crude Crosscurrent
long NQ · 10:30 → 16:00 · Time exit
+$2,600
+130.50 pts
Late-Morning Momentum
short NQ · 11:00 → 15:38 · Stop
−$2,480
−123.50 pts
Breadth Rotation
short NQ · 12:30 → 13:00 · Time exit
+$45
+2.75 pts
Day & Night Relay
short NQ · 15:00 → 09:30 · Time exit
−$290
−14.00 pts

Strategy	Trade	In → out (ET)	Exit	Points	Net
Breadth Rotation	short NQ	10:30 → 10:38	Stop	−76.25	−$1,535
Day & Night Relay	short NQ	10:30 → 10:38	Stop	−76.50	−$1,540
Flow Against Breadth	short NQ	10:30 → 10:41	Stop	−102.00	−$2,050
Global Confluence	short NQ	10:30 → 10:41	Stop	−102.00	−$2,050
Triple Relative Strength	short NQ	10:30 → 12:45	Stop	−123.75	−$2,485
Crude Crosscurrent	long NQ	10:30 → 16:00	Time exit	+130.50	+$2,600
Late-Morning Momentum	short NQ	11:00 → 15:38	Stop	−123.50	−$2,480
Breadth Rotation	short NQ	12:30 → 13:00	Time exit	+2.75	+$45
Day & Night Relay	short NQ	15:00 → 09:30	Time exit	−14.00	−$290

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).