Der Hund

NQ ● flat overnight ● live testing 24/7

Born from this week's audit: we retired a sleeve after proving its backtest booked fills that never happened — then re-validated the underlying idea (intraday trend-pullback continuation, the real edge inside 'OTE' minus the Fibonacci myth) with honest fills only: stop checked before target, no same-bar target fills, slippage-robust to four ticks. It survived hard: 11,881 trades over 7.4 years, profitable every single year 2019-2026, max drawdown $24k, long and short sides both significant, uncorrelated to the rest of the book. High cadence (~6 trades/day on 5-minute structure) means execution quality matters — which is exactly why the live paper record is the proof that counts, and why its backfill keeps the ugly June (−$17.7k, fully recovered) instead of hiding it. Entry on the pullback limit, stop past the leg origin, 2R target, flat by the close.

Impulse + pullback (limit) entry
Honest fills by construction
2R target · leg-origin stop
Intraday, flat overnight

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

read this first

Paper record. You can lose more than you paid us. These curves are paper-traded on our own data — no customer account has traded them. Part of the record before each sleeve shipped is a backfilled replay, tagged bf. Past results, simulated or live, predict nothing: several strategies on this site were killed by their own out-of-sample data, and we publish those too. Futures are leveraged and nothing here is investment advice.

All five points in full

These are paper records, not client money — Every live track record on this site is paper-traded on our own market data. No customer account has traded these strategies. Costs are charged on every fill, but a paper fill and a real one are not the same thing.
The record starts 1 June 2026, and part of it is backfilled — Rows dated before a sleeve actually shipped were reconstructed by replaying our archived tick data through the same code. They carry a bf tag wherever they appear. That is a replay, not a forward test — treat it as the weaker evidence it is.
Past results predict nothing — Not the backtest, not the live paper record, not the Sharpe ratio. A strategy that worked for two months can stop working the day you buy it, and several on this site have been killed by their own out-of-sample data. We publish those too.
You can lose everything you put in — Futures are leveraged. A single NQ contract moves $20 per point, and a bad day can exceed your margin. Losses are not capped at what you paid us — they are capped by your account balance, and then by your broker calling you.
This is not advice — We publish signals. We do not know your account, your risk or your circumstances, and nothing here is a recommendation to buy or sell. Buying a strategy does not make it suitable for you, and we are not in a position to judge whether it is.
If you switch on auto-execution, orders are placed without you — Renting signals places no orders at all. But if you separately link a broker account and activate a strategy on it, our engine polls that strategy every minute and moves your position to match — no confirmation, no second look, including while you are asleep. That is a standing instruction you give per strategy and per account, and you can withdraw it at any time from the dashboard. Until you do, it keeps trading.

Track record

Backtest

Backtest 2019-03-01 → 2026-08-10 · 7.4y — lookahead-free, fills on real trade prints only, 1 contract incl. commission + slippage

Returns

Net P&L+$787,326

Annualized P&L+$105,763

Profit factor1.18

Expectancy / trade+$66

Risk-adjusted

Sharpe2.47

Sortino4.25

Calmar3.49

Recovery factor25.96

Drawdown & risk

Max drawdown−$30,334

Worst trade−$7,282

Max consec. losses16

Trade stats

Trades11881

Win rate44%

Avg trades / mo133

Payoff ratio1.50

Avg win+$973

Avg loss−$647

Live paper-trading

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

Live · since 2026-06-01

Net P&L+$12,415

Trades250

Win rate45.6%

Profit factor1.07

Expectancy / trade+$50

Max drawdown−$27,965

Date	Side	Entry	Exit	P&L	Reason
2026-08-1214:45 ET	LONG	29911.13	29889.75	−$452	loss
2026-08-1210:35 ET	SHORT	29899.5	29852.5	+$926	eod
2026-08-1113:35 ET	SHORT	29619.88	29637.75	−$372	eod
2026-08-1016:40 ET	SHORT	29759.25	29764.25	−$105	hold
2026-08-1015:45 ET	LONG	29767.38	29740.5	−$542	loss
2026-08-1014:45 ET	SHORT	29773.62	29757.5	+$318	hold
2026-08-1013:05 ET	SHORT	29794.12	29782.25	+$233	hold
2026-08-1012:30 ET	LONG	29794.62	29739.75	−$1,102	loss
2026-08-1011:50 ET	SHORT	29835.62	29753.5	+$1,638	hold
2026-08-1010:50 ET	LONG	29797.25	29767	−$610	hold
2026-08-0715:00 ET	SHORT	29738.5	29765.5	−$545	loss
2026-08-0712:45 ET	SHORT	29772	29681.25	+$1,811	hold
2026-08-0712:20 ET	LONG	29757.62	29727.5	−$607	hold
2026-08-0710:25 ET	SHORT	29747.12	29851.5	−$2,092	loss
2026-08-0615:55 ET	SHORT	29522.62	29504.25	+$363	hold
2026-08-0615:50 ET	SHORT	29528.62	29504.25	+$483	hold
2026-08-0615:35 ET	SHORT	29529.75	29504.25	+$506	hold
2026-08-0615:30 ET	SHORT	29533.38	29504.25	+$578	hold
2026-08-0614:30 ET	LONG	29532.88	29492.75	−$807	loss
2026-08-0613:40 ET	LONG	29503.5	29509.5	+$116	hold

Live results are paper-traded on real tickstream market data, one NQ contract, with each sleeve's own commission and slippage charged on every fill — between $9 and $24.50 round turn depending on how it exits. Every record runs from 1 June 2026. Rows dated before the sleeve itself shipped are a backfill and carry a bf tag wherever they surface in the trade table; everything from the launch date on was traded forward.

Rebuilt 31 July 2026. The whole record was re-derived from our own archived tick path: every session the archive covers end to end was replayed through the agent's unmodified production code — the backfilled portion included, so it is no longer backtest output but the same code run over recorded prints. That corrected fills which had been booked at the trigger level instead of at the price that actually printed; on gap opens the difference reached 470 points. Sessions the archive cannot cover end to end keep their rows as recorded, because deleting a real trade over a hole in our recorder would flatter the record. On the sessions used as the control, the replay reproduces the live rows to the cent.

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.