Introduction: My Intraday NASDAQ Futures Trading

[Lukas]

Hello everyone. I'd like to introduce myself and get straight to what I trade, how I trade it, and what you can realistically expect — including the things I can't promise yet.

About me

I've been following the markets for roughly 14 years. In that time I've worked through everything from discretionary trading to where I am today: longterm consistent trading system with no involvements in individual trades after they enter the market. Not because the algorithm is smarter than I am, but because it doesn't have bad days, doesn't try to take revenge on the market after a loss, and doesn't stop trading after a losing streak — which are precisely the three things that used to cost me the most money.

What I trade

Instrument: NASDAQ 100 futures — E-mini (NQ).

Style: strictly intraday. Trading session 08:30–14:30 Chicago time, with all positions force-closed at 14:30 every day. No overnight positions, no weekend exposure, no holding through news events.

Platform: Sierra Chart, with a custom strategy written in ACSIL (C++) for order management. Entries, stop losses, exits and position sizing — all fully automated. The signals logic is manual and I am working on automation that could be done sooner or later.

How the system works

Without giving away specific parameters: the system looks for volume spikes — bars where volume substantially exceeds its short-term average. A bar like that tells you something happened: either someone large stepped in, or someone large capitulated.

Every trade has a predefined stop loss and target with a 2:1 reward-to-risk ratio. Part of the position is closed at target, the remainder moves to break-even and runs with a trailing stop. Risk per trade is a fixed percentage of the account.

The statistics — and what they actually mean

Now has been tested across 10 consecutive contract periods traded live, 12/2023 – 06/2026 (31 months, 357 trading days).

Average win / average loss 2.58 : 1
Average month +5%
Best month +15.8%
Worst month −8.1%
Maximum drawdown −15.7%
Profitable periods 9 of 10
Return / max drawdown ratio 8.7