Riptide Day
NQ ● flat overnight ● live testing 24/7The intraday version of Riptide: the same dealer-gamma fade, but it enters at the session open and exits at the close — flat overnight, no gap risk, prop-desk friendly. You give up the overnight slice of the reversal (≈⅓), keeping ~$227k of the ~$360k seven-year edge in exchange for never carrying a position across the close. Same negative-gamma regime, vol-targeted, capped at one contract. Live since June 2026.
- Dealer gamma exposure (GEX)
- Mean-reversion fade
- Intraday, flat 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 2019-03-01 → 2026-06-16 · 7.3y — lookahead-free, fills on real trade prints only, 1 contract incl. commission + slippageLive paper-trading
Live paper-trading on tickstream data since 2026-06-25| Date | Side | Entry | Exit | P&L | Reason |
|---|---|---|---|---|---|
| 2026-07-27 | FLAT | — | — | +$0 | daily |
| 2026-07-26 | FLAT | — | — | +$0 | daily |
| 2026-07-24 | LONG | — | — | −$3,851 | daily |
| 2026-07-23 | LONG | — | — | −$1,449 | daily |
| 2026-07-22 | FLAT | — | — | +$0 | daily |
| 2026-07-21 | SHORT | — | — | −$1,303 | daily |
| 2026-07-20 | SHORT | — | — | +$1,193 | daily |
| 2026-07-19 | LONG | — | — | +$15 | daily |
| 2026-07-17 | LONG | — | — | −$530 | daily |
| 2026-07-16 | LONG | — | — | −$1,232 | daily |
| 2026-07-15 | FLAT | — | — | +$0 | daily |
| 2026-07-14 | LONG | — | — | −$117 | daily |
| 2026-07-13 | FLAT | — | — | +$0 | daily |
| 2026-07-10 | FLAT | — | — | +$0 | daily |
| 2026-07-09 | SHORT | — | — | −$971 | daily |
| 2026-07-08 | LONG | — | — | +$1,219 | daily |
| 2026-07-07 | FLAT | — | — | +$0 | daily |
| 2026-07-06 | FLAT | — | — | +$0 | daily |
| 2026-07-05 | SHORT | — | — | −$1 | daily |
| 2026-07-03 | LONG | — | — | −$5 | 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.