Bellwether

NQ ● flat overnight ● live testing 24/7

A Kalman filter tracks large-speculator positioning in Nasdaq-100 futures from weekly CFTC COT reports. When positioning drifts hard enough in one direction, Bellwether trades that bias once per day with fixed risk — long and short alike. Backtested lookahead-free on real trade prints and walk-forward validated; the exact model and thresholds stay private — the live track record doesn't.

CFTC COT positioning
Kalman filtering
Walk-forward validated
Fixed-risk intraday execution

Signals

$100/mo

Daily bias + exact execution plan via API
Live event feed (entries, scale-outs, exits)
Dashboard view + one URL for Claude/LLM use
Cancel anytime

Full source code

$9,999 one-time

Complete strategy source (Rust) incl. the model
Backtest harness + parameters
Own it, run it, modify it — no lock-in
Delivered within 24h to your account email

Track record

Backtest

Backtest 2025-03-31 → 2026-02-26 · 0.9y — lookahead-free, fills on real trade prints only, 1 contract incl. commission + slippage

Returns

Net P&L+$21,447

Annualized P&L+$23,595

Profit factor2.00

Expectancy / trade+$100

Risk-adjusted

Sharpe3.69

Sortino6.74

Calmar11.69

Recovery factor10.63

Drawdown & risk

Max drawdown−$2,018

Worst trade−$504

Max consec. losses4

Trade stats

Trades214

Win rate60.3%

Avg trades / mo19.62

Payoff ratio1.32

Avg win+$333

Avg loss−$253

Live paper-trading

Live paper-trading on tickstream data since 2026-06-01

Live · since Jun 2026

Net P&L+$5,825

Trades39

Win rate64.1%

Profit factor3.82

Expectancy / trade+$149

Max drawdown−$1,009

Date	Side	Entry	Exit	P&L	Reason
2026-07-16	LONG	29513.25	29513.25	−$5	BE
2026-07-16	LONG	29513.25	29525.75	+$246	TP_HALF
2026-07-16	LONG	29473.5	29498.5	+$496	TP
2026-07-16	LONG	29473.5	29486	+$246	TP_HALF
2026-07-15	LONG	29955.75	29955.75	−$5	BE
2026-07-15	LONG	29955.75	29968.25	+$246	TP_HALF
2026-07-14	LONG	29786	29786	−$5	BE
2026-07-14	LONG	29786	29798.5	+$246	TP_HALF
2026-07-14	LONG	29811.25	29786.25	−$505	SL
2026-07-13	LONG	29710.25	29735.25	+$496	TP
2026-07-13	LONG	29710.25	29722.75	+$246	TP_HALF
2026-07-03	LONG	29904.5	29904.5	−$5	BE
2026-07-03	LONG	29904.5	29917	+$246	TP_HALF
2026-07-03	LONG	29929.75	29904.75	−$505	SL
2026-07-03	LONG	29928.75	29941.25	+$246	TP_HALF
2026-07-03	LONG	29921.25	29946.25	+$496	TP
2026-07-03	LONG	29921.25	29933.75	+$246	TP_HALF
2026-07-02	LONG	30076.5	30101.5	+$496	TP
2026-07-02	LONG	30076.5	30089	+$246	TP_HALF
2026-07-01	LONG	30188	30188	−$5	BE

Live results are paper-traded on real tickstream market data (1 NQ contract, $4.50 commission, 1-tick slippage). The backtest is lookahead-free: weekly CFTC data is anchored on its actual publication day and fills are simulated on real trade prints only — the live agent runs the identical model. Past performance, simulated or live, does not guarantee future results. Not financial advice.