NQ/MNQ Super Scalper [BACKTEST] — Strategy by Crispigino
By Crispigino
Performance Metrics
- Author: Crispigino
- Symbol: CME_MINI:MNQ1!
- Timeframe: 1 minute
- Net P&L: +5,790.86 USD (+38.72%)
- Win Rate: 70.7%
- Profit Factor: 1.685
- Max Drawdown: 3,140.42 USD (16.18%)
- Total Trades: 273
Description
NQ/MNQ trend-following scalper. 1-min chart, runs all sessions 24/5.6 entry paths — BOS, RE, OB, TRAP, and a high-conviction main signal — all scored through an 8-factor confidence engine (structure, momentum, flow, volume, regime, Hurst, ADF, HTF alignment). Every parameter is dynamic and session-aware. Nothing hardcoded.TP scales per path, per session, per regime. SL is structural with a 3 ATR hard cap. Smart exits monitor 9 patterns and pull the trade if the thesis breaks before TP.No martingale. No grid. No fixed lots. Most bars produce zero signals — entries require real confluence.Backtest — MNQ, 1-min, 1 yr:2,934 trades | 63.7% win ratePF 1.23 | Sharpe 0.51 | Sortino 2.04Pyramiding 20 | $0.62/contract | 2 tick slippageprocess_orders_on_close = falseno barsSince counters. 8 session windows with independent tuning. AER regime detection, Hurst persistence filter, ADF stationarity, HTF veto. Per-path TP multipliers backed by signal×session performance data.Built for NQ/MNQ only. Designed to run alongside a counter-trend companion for full coverage.