Daybreak
NQ ● flat overnight ● live testing 24/7A reader-submitted spec that survived our full validation battery — unchanged. Daybreak trades the break of the 30-minute opening range high on the Nasdaq-100, long only, one trade per day: stop 2.25× the range, target 0.75×, flat by 17:00 ET (no overnight risk). Seven years of backtest: positive every calendar year including 2022, profit factor 1.32, Sharpe 1.6 — and it beats two placebo controls with identical exits, so it isn't just index drift. The wide stop is hit on only ~7% of trades; the daily cutoff is the risk engine. Live since July 2026 — the backtest runs alongside the growing live forward test.
- 30-min opening range breakout
- Long only · 1 trade/day
- SL 2.25×OR / TP 0.75×OR
- Flat 17:00 ET
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 20190301 → 20260227 · NaNy — 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 |
|---|---|---|---|---|---|
| 2026-07-28 | LONG | 27735.5 | 27805.44 | +$1,385 | win |
| 2026-07-22 | LONG | 29277.75 | 29100 | −$3,579 | time |
| 2026-07-21 | LONG | 29246.5 | 29361.81 | +$2,292 | win |
| 2026-07-14 | LONG | 29816 | 29805 | −$244 | time |
| 2026-07-13 | LONG | 29737.5 | 29465.75 | −$5,459 | time |
| 2026-07-10 | LONG | 29968.75 | 30068.5 | +$1,971 | time |
| 2026-07-09 | LONG | 29931.5 | 29937.75 | +$101 | time |
| 2026-07-08 | LONG | 29399.25 | 29412 | +$231 | time |
| 2026-07-06 | LONG | 30009.25 | 29960 | −$1,009 | time |
| 2026-06-29 | LONG | 29840.5 | 30052.75 | +$4,236 | win |
| 2026-06-26 | LONG | 29465.25 | 29677.5 | +$4,236 | win |
| 2026-06-24 | LONG | 29842 | 30051.44 | +$4,180 | win |
| 2026-06-19 | LONG | 30696.25 | 30647 | −$1,004 | time |
| 2026-06-15 | LONG | 30497.75 | 30530 | +$626 | time |
| 2026-06-08 | LONG | 29584.5 | 29435.25 | −$3,004 | time |
| 2026-06-04 | LONG | 30365 | 30497.56 | +$2,642 | win |
| 2026-06-02 | LONG | 30605.25 | 30741 | +$2,706 | win |
| 2026-06-01 | LONG | 30468.25 | 30589.19 | +$2,410 | win |
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.