Surge
NQ ● flat overnight ● live testing 24/7A cross-asset breakout. QQQ ATM implied volatility turns out to be a strong forward forecast of how big the Nasdaq-100's next session will be — so on days IV signals an expansion (ATM-IV high vs its own trailing year), Surge trades the break of the prior day's high or low and rides it, stop on the opposite side of that range, exit on the close. Validated lookahead-free over seven years (t≈4.6, Sharpe ~1.75, out-of-sample stable). A breakout driven by options-implied vol rather than price — only lightly correlated to the rest of the book, so it diversifies. Live since June 2026 — the seven-year backtest is shown alongside the growing live track record.
- QQQ implied-vol forecast
- Prior-day range breakout
- Opposite-side stop
- Close (MOC) exit
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 2019-05-30 → 2026-06-16 · 7y — lookahead-free, fills on real trade prints only, 1 contract incl. commission + slippageLive paper-trading
Live paper-trading on tickstream data since 2026-06-01| Date | Side | Entry | Exit | P&L | Reason |
|---|---|---|---|---|---|
| 2026-07-2409:50 ET | SHORT | 28432.5 | 28283.75 | +$2,961 | eod |
| 2026-07-2309:30 ET | SHORT | 29090 | 28614.25 | +$9,501 | eod |
| 2026-07-2109:30 ET | LONG | 29192.5 | 29311.75 | +$2,371 | eod |
| 2026-07-1714:10 ET | SHORT | 29078.5 | 28765 | +$6,256 | eod |
| 2026-07-1609:35 ET | SHORT | 29397 | 29217 | +$3,586 | eod |
| 2026-07-1509:30 ET | LONG | 29895.75 | 29567.5 | −$6,590 | loss |
| 2026-07-1409:30 ET | LONG | 29752.5 | 29786 | +$656 | eod |
| 2026-07-0909:30 ET | LONG | 29500 | 29948.5 | +$8,956 | eod |
| 2026-07-0809:30 ET | SHORT | 29210 | 29457.25 | −$4,960 | eod |
| 2026-07-0209:30 ET | SHORT | 30008.5 | 29566 | +$8,836 | eod |
| 2026-06-3009:30 ET | LONG | 30069.5 | 30505.75 | +$8,711 | eod |
| 2026-06-2909:00 ET | LONG | 29283 | 29283 | −$25 | loss |
| 2026-06-26 | SHORT | 29295.75 | 29283 | +$241 | eod |
| 2026-06-16 | SHORT | 30260.25 | 29986.5 | +$5,471 | eod |
| 2026-06-12 | LONG | 29544.75 | 29677.75 | +$2,656 | eod |
| 2026-06-11 | LONG | 29250.5 | 29433.25 | +$3,651 | eod |
| 2026-06-09 | LONG | 29743.5 | 29331.5 | −$8,245 | stop |
| 2026-06-04 | SHORT | 30477.75 | 30399.5 | +$1,561 | eod |
| 2026-06-02 | LONG | 30693.5 | 30743 | +$986 | eod |
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.