Full results

The complete results.

640 trades. One systematic approach to the 9:30 open.

97.2%
Win rate
622 winners
18 losers
Gross profit · 2 NQ
+$75,960
Before commissions
Long trades
97.2%
310 of 319 won
Short trades
97.2%
312 of 321 won
Total trades
640
2 per day by default
Max consecutive winners
182
Profit factor
7.02
Average time in trade
1.1 min
Winning trades
622
of 640

Win / loss distribution

622 winners
622 winning trades
18 losing trades

*Live trading results. Gross profit before commissions. View disclosures →

Hypothetical backtest

Six years of history.

2,599 simulated trades from January 2020 to October 2026, with commission and slippage included.

Cumulative net profit · 2 NQ
+$379,090
Hypothetical, after commission and slippage
Jan 2020 – Oct 2026
Long / short profit
$194K / $185K
Profits from both directions
Profit factor
7.95
After commission
Average trade
+$146
After commission
Total trades
2,599
About 1.5 per trading day
Win rate
98.96%
2,572 winners · 27 losers
Profit per month
+$4,674
Average, after commission

How this was tested

  • NinjaTrader 8 Strategy Analyzer, NQ futures, 1-minute bars, 2 contracts.
  • January 1, 2020 to October 4, 2026, using SOVREN's current rules and settings.
  • Commission of $11.52 per round trip and slippage on every trade.
  • Profit targets fill only when price trades through them, not when it merely touches.

HYPOTHETICAL OR SIMULATED PERFORMANCE RESULTS HAVE CERTAIN LIMITATIONS. UNLIKE AN ACTUAL PERFORMANCE RECORD, SIMULATED RESULTS DO NOT REPRESENT ACTUAL TRADING. ALSO, SINCE THE TRADES HAVE NOT BEEN EXECUTED, THE RESULTS MAY HAVE UNDER-OR-OVER COMPENSATED FOR THE IMPACT, IF ANY, OF CERTAIN MARKET FACTORS, SUCH AS LACK OF LIQUIDITY. SIMULATED 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 PROFIT OR LOSSES SIMILAR TO THOSE SHOWN.

Backtest results are hypothetical and are not the live results shown above. View disclosures →