RESEARCH ARCHIVE
Daily NQ research notes
A public archive of selected research — bias, key levels, liquidity & macro context.
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 →