Undertow
NQ ● holds overnight ● live testing 24/7Short-term mean reversion on the Nasdaq-100. When the index gets oversold on a short-period RSI, Undertow buys the dip at the close and exits the next close — harvesting the bounce. Long-only, in the market only ~10% of days, built from many small wins (~60% win rate). Validated lookahead-free over seven years: Sharpe ~1.2, with a maximum drawdown about a quarter of buy-and-hold's, and positive every single year — including the 2022 bear, so it isn't just long beta. Uncorrelated to the trend, breakout and gamma sleeves (+0.05) — it's the book's mean-reversion counterweight, cushioning their drawdowns. Live since June 2026 — the seven-year backtest is shown alongside the growing live track record.
- Short-period RSI (oversold)
- Mean-reversion dip-buy
- Exit next close
- Long-only NQ
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 2019-03-06 → 2026-02-05 · 6.9y — lookahead-free, fills on real trade prints only, 1 contract incl. commission + slippageLive paper-trading
Live paper-trading on tickstream data since 2026-06-29| Date | Side | Entry | Exit | P&L | Reason |
|---|---|---|---|---|---|
| 2026-07-27 | FLAT | — | — | −$7 | eod |
| 2026-07-26 | LONG | — | — | +$453 | eod |
| 2026-07-24 | FLAT | — | — | −$7 | eod |
| 2026-07-23 | FLAT | — | — | +$0 | eod |
| 2026-07-22 | FLAT | — | — | +$0 | eod |
| 2026-07-21 | FLAT | — | — | +$0 | eod |
| 2026-07-20 | LONG | — | — | +$338 | eod |
| 2026-07-19 | LONG | — | — | +$70 | eod |
| 2026-07-17 | FLAT | — | — | −$7 | eod |
| 2026-07-16 | FLAT | — | — | +$0 | eod |
| 2026-07-15 | FLAT | — | — | +$0 | eod |
| 2026-07-14 | FLAT | — | — | +$0 | eod |
| 2026-07-13 | FLAT | — | — | +$0 | eod |
| 2026-07-10 | FLAT | — | — | +$0 | eod |
| 2026-07-09 | FLAT | — | — | +$0 | eod |
| 2026-07-08 | FLAT | — | — | +$0 | eod |
| 2026-07-07 | FLAT | — | — | +$0 | eod |
| 2026-07-06 | FLAT | — | — | +$0 | eod |
| 2026-07-05 | FLAT | — | — | +$0 | eod |
| 2026-07-03 | FLAT | — | — | +$0 | 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.