An algorithmic strategy built for NQ and MNQ futures that identifies high-probability reversals at structural price levels — automatically, every session.
Oracle maps the structural skeleton of the NQ market every day — Previous Day High/Low, Weekly High/Low, Monthly extremes, and Friday Close. It waits for price to return to these levels and then demands confirmation before acting.
No chasing. No guessing. Every entry requires a qualifying candlestick pattern at a defined structural level, within an active trading session, with risk pre-calculated before the candle closes.
Results from the optimised configuration — 21 March 2025 to 21 March 2026 on MNQM2026 at 3 contracts, 1-minute chart.
| Total P&L | +$4,825.50 |
| Win Rate | 66.9% |
| Profit Factor | 1.731 |
| Total Trades | 136 |
| Max Drawdown | $831 (0.08%) |
| Avg Winning Trade | +$125.50 |
| Avg Losing Trade | -$146.60 |
| Max Win Streak | 8 |
| Max Loss Streak | 5 |
| Period | Mar 2025 — Mar 2026 |
| Thursday | 72.7% WR · +$1,920 |
| Friday | 67.9% WR · +$1,587 |
| 03:00–05:00 London | 67.3% WR · +$1,733 |
| 09:00 NY Open | 65.5% WR · +$1,475 |
| Tuesday | Disabled — consistent underperformer |
| Best Month | January 2026 · +$942 |
| Contracts | 3 MNQ ($6/point) |
| Instrument | CME Micro E-mini NQ |
| Timeframe | 1-minute chart |
| Live forward test | In progress from Mar 2026 |
Every version of Oracle is released only after a 4-week live forward test. No features ship until the data supports them. The roadmap is frozen until each test completes.
Full documentation, live strategy files, and the complete development history — all open.