Futures Trading Hours RSI Strategy by TheFuturesPlaybook
By TheFuturesPlaybook
Performance Metrics
- Author: TheFuturesPlaybook
- Symbol: CME_MINI:NQM2025
- Timeframe: 30 minutes
- Net P&L: +52,455.00 USD (+5.25%)
- Win Rate: 61.4%
- Profit Factor: 1.979
- Max Drawdown: 17,165.00 USD (1.70%)
- Total Trades: 57
- Sharpe Ratio: 0.423
Description
Futures Trading Hours RSI StrategyA lightweight, session-filtered RSI strategy designed for equity-index futures (e.g. NQ, ES, YM) on a 30-minute chart. It dynamically enters long when RSI crosses above your oversold threshold and short when RSI crosses below your overbought threshold—but only during regular U.S. trading hours (08:30–15:00 CT, Monday–Friday). All positions are set to close at 15:00 CT to avoid overnight risk, and optional background shading highlights your open longs (green) and shorts (red).⸻Key Features • RSI-based entries: configurable length, oversold, and overbought levels • Session filter: trades only between 08:30–15:00 CT, Monday through Friday • Automatic exit: closes all positions at or after 15:00 CT each day • Visual cues: optional background shading for open long/short positions • Easy customization: adjust length, overSold, overBought, and time offsetsBacktest Performance (NQ Jun 2025, 30 min) • Total P&L: +$10,230 (+1.02%) • Profit Factor: 4.61 • Win Rate: 57.1% (4 wins / 7 trades) • Max Drawdown: $2,215 (0.22%)(Results shown are for illustrative purposes only; past performance does not guarantee future returns.)How to Use 1. Add this script to your 30-minute futures chart. 2. Tweak the RSI parameters and time-zone offset to suit your instrument. 3. Enable “background shading” if you’d like a visual reminder of open positions. 4. Run in paper-trade mode to validate performance before going live.⸻⚠️ Disclaimer: Trading carries risk. Always backtest and paper-trade before using real capital. Adjust position sizing and risk controls to your own tolerance.