Riptide
NQ ● holds overnight ● live testing 24/7Dealer-gamma mean-reversion on the Nasdaq-100. When options dealers are net short gamma (QQQ net GEX < 0), the index runs ~1.9x more volatile and daily moves overshoot — so Riptide fades the prior day's move into the next session, held close-to-close (it holds overnight to capture the full reversal — ~$360k over 7 years), vol-targeted and capped at one contract; flat in positive gamma. Net gamma is computed from real option open interest, validated against our own live options feed. Uncorrelated to the rest of the line-up; returns are lumpy by design — harvested in the negative-gamma, high-volatility regimes. Prefer no overnight risk? See Riptide Day. Live since June 2026 — the seven-year backtest is shown alongside the growing live track record.
- Dealer gamma exposure (GEX)
- Mean-reversion fade
- Held overnight
- Vol targeting
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 2019-04-01 → 2026-02-27 · 6.9y — lookahead-free, fills on real trade prints only, 1 contract incl. commission + slippageLive paper-trading
Live paper-trading on tickstream data since 2026-06-20| Date | Side | Entry | Exit | P&L | Reason |
|---|---|---|---|---|---|
| 2026-07-27 | FLAT | — | — | −$4 | daily |
| 2026-07-26 | FLAT | — | — | +$0 | daily |
| 2026-07-24 | LONG | — | — | −$4,976 | daily |
| 2026-07-23 | LONG | — | — | −$7,644 | daily |
| 2026-07-22 | FLAT | — | — | −$4 | daily |
| 2026-07-21 | SHORT | — | — | −$7,683 | daily |
| 2026-07-20 | SHORT | — | — | −$248 | daily |
| 2026-07-19 | LONG | — | — | +$43 | daily |
| 2026-07-17 | LONG | — | — | −$5,876 | daily |
| 2026-07-16 | LONG | — | — | −$1,940 | daily |
| 2026-07-15 | FLAT | — | — | −$1 | daily |
| 2026-07-14 | LONG | — | — | +$1,277 | daily |
| 2026-07-13 | FLAT | — | — | −$1 | daily |
| 2026-07-10 | FLAT | — | — | +$0 | daily |
| 2026-07-09 | SHORT | — | — | −$1,968 | daily |
| 2026-07-08 | LONG | — | — | +$244 | daily |
| 2026-07-07 | FLAT | — | — | −$1 | daily |
| 2026-07-06 | FLAT | — | — | +$0 | daily |
| 2026-07-05 | SHORT | — | — | −$1 | daily |
| 2026-07-03 | LONG | — | — | +$1,474 | daily |
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.