Slipstream
NQ ● holds overnight ● live testing 24/7Time-series momentum on the Nasdaq-100 future: long when 60/120/250-day momentum agrees up, flat otherwise, sized inversely to volatility (15% target, capped at 2 contracts), and flattened in high-volatility regimes where trend-following whipsaws (a standard CTA regime filter that lifts its Sharpe ~0.85→0.95). Built to run alongside Bellwether — the two are largely uncorrelated, so together they cut each other's drawdowns. Note: Slipstream is the one sleeve that holds overnight — trend-following's edge is the overnight index drift, so it carries positions across the close (not flat-overnight). Live since June 2026 — the six-year backtest is shown alongside the growing live track record.
- Time-series momentum
- Vol targeting
- High-vol regime gate
- Uncorrelated to Bellwether
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 2020-03-10 → 2026-06-16 · 6.3y — lookahead-free, fills on real trade prints only, 1 contract incl. commission + slippageLive paper-trading
Live paper-trading on tickstream data since 2026-06-01| Date | Side | Entry | Exit | P&L | Reason |
|---|---|---|---|---|---|
| 2026-07-27 | LONG | — | — | −$1,828 | daily |
| 2026-07-26 | LONG | — | — | +$359 | daily |
| 2026-07-24 | FLAT | — | — | −$4 | daily |
| 2026-07-23 | FLAT | — | — | +$0 | daily |
| 2026-07-22 | FLAT | — | — | +$0 | daily |
| 2026-07-21 | FLAT | — | — | +$0 | daily |
| 2026-07-20 | FLAT | — | — | +$0 | daily |
| 2026-07-19 | FLAT | — | — | +$0 | daily |
| 2026-07-17 | FLAT | — | — | +$0 | daily |
| 2026-07-16 | FLAT | — | — | +$0 | daily |
| 2026-07-15 | FLAT | — | — | +$0 | daily |
| 2026-07-14 | FLAT | — | — | +$0 | daily |
| 2026-07-13 | FLAT | — | — | +$0 | daily |
| 2026-07-10 | FLAT | — | — | +$0 | daily |
| 2026-07-09 | FLAT | — | — | +$0 | daily |
| 2026-07-08 | FLAT | — | — | +$0 | daily |
| 2026-07-07 | FLAT | — | — | +$0 | daily |
| 2026-07-06 | FLAT | — | — | +$0 | daily |
| 2026-07-05 | FLAT | — | — | +$0 | daily |
| 2026-07-03 | FLAT | — | — | +$0 | 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.