Research archive
NQ research, with the sample size shown.
New York session behavior, prop-firm rules, backtesting and risk. Written from my own journaled sessions.
VWAP on NQ Futures: Using It as Context, Not a Signal
VWAP trading NQ futures: how I use the volume-weighted average price as session context for bias and location, not as a standalone entry signal.
Read →Backtest Sample Size: How Many Trades Before You Trust a Result?
Backtest sample size decides whether a result is edge or noise. How many trades I need before trusting a setup, and why 20 wins prove little.
Read →The Math of Drawdown Recovery: Why Losses Cost More Than They Look
Drawdown recovery math explained: why a 20% loss needs a 25% gain, how risk per trade shapes recovery, and what it means for prop firm traders.
Read →Stop-Loss Placement on NQ: Structure, Volatility, and Account Math
How to place stop losses on NQ futures using structure and volatility, not fixed points.
Read →The London-New York Overlap: What NQ's First Hours Actually Look Like
The London-New York session overlap concentrates NQ's volatility into a few morning hours. What that means for entries, patience, and risk.
Read →Opening Range Breakout on NQ: What a Real Journal Says About the First Hour
An opening range breakout on NQ trades the first hour's high or low. What the setup is, why it fails, and what my NY-session journal shows.
Read →The Prop Firm Consistency Rule: What It Is and How to Trade Around It
The prop firm consistency rule caps how much of your profit can come from one day. What it measures, why one big day traps you, how I trade around it.
Read →Trailing Drawdown Explained: How Prop Firm Accounts Actually Track Your Balance
How the trailing drawdown on a prop firm account really works — end-of-day vs intraday, why you can breach on a green day, and the one number I track.
Read →Signs of Overtrading Futures: How to Know When You've Crossed the Line
The signs of overtrading futures — from journal entries you can't explain to size creep after losses — plus the weekly check I use to catch it.
Read →Order Flow vs Price Action: Do You Need Both to Trade NQ?
Order flow vs price action for NQ traders: what each lens shows, where they overlap, and how I combine them without overcomplicating a chart.
Read →Max Daily Loss Rules: Why They Matter More Than Your Win Rate
A max daily loss trading rule stops one bad session from wrecking your month, and it matters more than win rate.
Read →NY Session Killzones for NQ: What the Data Actually Shows
NY session killzone trading on NQ: what daily data shows about timing, patience, and session structure.
Read →Prop Firm Payout Rules Explained: What Traders Get Wrong
Prop firm payout rules explained: profit splits, consistency ratios, and timing that trip up funded traders.
Read →Revenge Trading: How to Recognize and Stop It Before It Costs You
How to spot revenge trading before it drains your account, with the process metrics that actually catch it.
Read →Risk of Ruin: Why Position Sizing Matters More Than Win Rate
Risk of ruin trading explained: why position sizing, not win rate, determines whether a trading edge survives a losing streak.
Read →How to Backtest a Trading Strategy Without Fooling Yourself
How to backtest a trading strategy honestly: baselines, sample size, and avoiding p-hacking traps.
Read →Cumulative Delta (CDV) Explained: Reading Order Flow Without the Hype
What cumulative delta trading actually measures, why divergence isn't a standalone signal, and how it fits a real process.
Read →Trading NQ on News Days: How Macro Events Change NQ Behavior
Why trading NQ on news days breaks the normal playbook: volatility spikes, false breaks, and why patient entries beat the first reaction.
Read →How to Journal Your Trades (The Template I Actually Use)
A field-tested trading journal template: what to log, what to skip, and how to turn rows into rules.
Read →NQ Point Value, Tick Size & Position Sizing Explained
NQ point value, tick size, and how to convert stop distance into correct position size on NQ vs MNQ.
Read →Process Win Rate vs Outcome Win Rate: The Metric That Matters
Process vs outcome trading: why grading execution, not just wins, is the metric that actually improves discipline.
Read →NQ vs NAS100 Difference: What Actually Matters When You Trade the Nasdaq
NQ futures vs NAS100 CFD: pricing, cost, leverage, and regulatory differences that actually affect Nasdaq traders.
Read →How I Passed The5%ers Evaluation 3 Times: Honest Lessons
How I passed The5%ers evaluation 3x: honest risk rules for how to pass prop firm evaluation.
Read →How to Build a Pre-Market Trading Plan for Nasdaq-100
A practical pre-market trading plan for NQ: structure, bias, invalidation, and why patience beats reacting at the open.
Read →Best Time of Day to Trade NQ Futures (Data From a Real Journal)
When is the best time to trade NQ futures? What 77+ documented trades taught me about session timing, the NY open, and why patience pays.
Read →Why Most Traders Lose in the First 10 Minutes of the NY Open
Why trading the first 10 minutes after market open is riskier than it looks, based on real NQ journal data and a patient alternative.
Read →Educational research only — not financial advice. Want this every morning for your instruments? See services →