CBDR Compass on Micro Nasdaq-100 (MNQ)
Should you use it?
RecommendedYes — this is one to use
This set passed every test in the sweep on MNQ: it meets the brief in NinjaTrader, holds up out of sample and survived the walk-forward check. Start in simulation all the same.
- Stayed profitable going forward at 4 of 4 walk-forward cut-offs.
- Would have been picked in advance at only 3 of 4 cut-offs — the edge was found with the whole period in view.
One of the 9 bots chosen to run together in a single account — trading the whole session, 15:55 flatten.
Recommended set
MNQ · 5-minute bars · Both · Continuation at ±1 SD, CBDR window 16:00–20:00 ET · full session with the 15:55 flatten · 128-tick (32 pt, $64) stop · target at the CBDR level
Net profit
+$5,377
1 MNQ contract · after commission
Profit factor
1.32
$1.32 won per $1 lost
Max drawdown
$822
net / drawdown 6.5 : 1
Win rate
38%
423 trades · 0.8 per day
Per month
+$212
largest loss −$66
One contract · NinjaTrader 8 Strategy Analyzer, Aug 2024 – Sep 2026, after commission.
What the numbers say
- It meets the brief. Target: profit factor above 1.0 and at least 3 : 1 net profit to max drawdown. Result (NT8 Strategy Analyzer, with the “NinjaTrader Brokerage Free” commission template): PF 1.32 and 6.5 : 1 on 423 trades.
- Profitable in every calendar year of the test (2024: +$795, 2025: +$3,692, 2026: +$966); 20 of 26 months positive; best 2025-04 (+$1,367), worst 2026-08 (−$458).
- Long / short split. Longs +$1,819 on 212 trades, shorts +$3,558 on 211.
- Exposure. Average 57 minutes in the market, 0.8 trades per session; every trade closed within the Globex session it was opened in (15 at the 15:55 flatten, 2 at the 17:00 session close), nothing carried across the 17:00 break or a roll — but note that overnight entries are held through the night session.
- Walk-forward. The in-sample winner failed forward at 4 of 4 cut-offs. The recommended set was positive forward at 4 of 4 cut-offs (forward PF 1.18–1.39, net/DD 1.2–5.3) and would have passed the in-sample gate at 3 of 4 of them — a consistent forward record.
- Plateau. 24 of 72 stop/target cells in the same family pass PF > 1 and net/DD ≥ 3 over the full period — a narrow ridge.
- Verified. The replica behind the sweep matched NT8’s trade count on the validation window (22 vs 22); headline figures come from NT8’s own engine.
Set it up in NinjaTrader
Add ToredaCbdrSdStrategy to a MNQ 5-minute chart (or the Strategy Analyzer) and change only these inputs — everything else stays at the strategy default:
| Input | Value | Note |
|---|---|---|
| Data series | MNQ, 5 Minute, Last | Front-month contract; NT8 merge policy “MergeBackAdjusted” supplies the history. |
| Mode (CBDR Strategy) | Continuation | Default Fade. A close through the ±k SD level is followed toward the next level; one attempt per side per window. |
| Trigger Level | 1 | Default 2 (k = 1–4 SD of the range). |
| Direction | Both | Longs 212 / shorts 211 trades. |
| Start Hour / Start Minute | 16 / 0 | Default 16 / 0 (America/New_York, pinned in the strategy). |
| End Hour / End Minute | 20 / 0 | Default 20 / 0. |
| Stop Unit / Stop Ticks (Risk) | Ticks / 128 | 32 MNQ points = $64 per contract before slippage. |
| Target Unit / Target Ticks (Risk) | Ticks / 22 (unused) | The strategy targets the CBDR high/low (Fade) or the next SD level (Continuation) for every trade; leave the default. |
| Use Breakeven / Use Trail | false / false | |
| Use Time Window (Session) | false | Whole ETH session. |
| Use Flatten Time / Flatten | true / 15:55 | Default. |
| Max Trades Per Day | 0 | 0 = unlimited. |
| Analyzer: order fill resolution | High, 1 Minute | Matches the runs in this report; commission template “NinjaTrader Brokerage Free” (≈ $1.90 per round turn). |
1 contract vs 3 contracts
One position at a time, so size scales cleanly: the ratios stay the same and every dollar figure is three times larger.
| 1 contract | 3 contracts | |
|---|---|---|
| Net profit (after commission) | +$5,377 | +$16,130 |
| Gross profit / gross loss | $22,191 / −$16,815 | $66,574 / −$50,444 |
| Commission paid | $804 | $2,411 |
| Profit factor | 1.32 | 1.32 |
| Max drawdown | $822 | $2,465 |
| Net / max drawdown | 6.5 : 1 | 6.5 : 1 |
| Profit per month | +$212 | +$637 |
| Average winner / loser | $140 / −$64 | $419 / −$191 |
| Largest loss | −$66 | −$198 |
| Worst losing streak (12 trades) | −$764 | −$2,293 |
| Risk per trade at the stop | $64 + costs | $192 + costs |
| Suggested risk capital (≈ 3 × max drawdown) | $2,465 | $7,395 |
Year by year
| year | trades | net | PF | win |
|---|---|---|---|---|
| 2024 | 95 | +$795 | 1.22 | 41% |
| 2025 | 207 | +$3,692 | 1.48 | 41% |
| 2026 | 122 | +$966 | 1.18 | 30% |
| in-sample (→ 2025-12-31) | 302 | +$4,487 | 1.40 | net/DD 6.4 |
| out-of-sample (2026) | 122 | +$966 | 1.18 | net/DD 1.2 |
How robust is it?
Walk-forward check
The in-sample winner held up forward at 0 of 4 cut-offs; the recommended set was positive forward at 4 of 4 and would have passed the gate at 3 of 4. That is the strongest evidence in this report.
Monte Carlo
The observed drawdown ($808) sits at the low end of what the same daily results could have produced — 89% of resampled histories draw down further, and 1 in 20 reaches $2,069 or more. The edge is not in doubt in this sample: 0.6% of resampled histories end below zero and the 3 : 1 brief holds in 72% of them. Reordering the same trades (second row) moves the drawdown a lot: the 95th-percentile sequence-risk drawdown is $2,014. Size the account on the 95th-percentile drawdown ($2,069 per contract) plus margin, not on the observed $808, and expect up to 200 trading days without a new equity high.
At the default settings
At its defaults the strategy is mixed across timeframes.
| configuration (defaults) | trades | net | PF | max DD | win |
|---|---|---|---|---|---|
| 2m Both S40t T80t Fade L2 cbdr1600-2000 ETH | 310 | −$2,240 | 0.64 | $2,580 | 7% |
| 3m Both S40t T80t Fade L2 cbdr1600-2000 ETH | 304 | −$620 | 0.90 | $1,355 | 8% |
| 5m Both S40t T80t Fade L2 cbdr1600-2000 ETH | 292 | +$508 | 1.09 | $1,170 | 8% |
| 10m Both S40t T80t Fade L2 cbdr1600-2000 ETH | 258 | −$1,976 | 0.62 | $2,605 | 7% |
| 15m Both S40t T80t Fade L2 cbdr1600-2000 ETH | 253 | −$1,574 | 0.69 | $2,317 | 7% |
| 30m Both S40t T80t Fade L2 cbdr1600-2000 ETH | 235 | −$397 | 0.91 | $2,028 | 9% |
Know before you trade it
- Selection bias. 254,016 configurations were searched; the walk-forward is the only evidence not contaminated by the search. The recommended set passed it.
- Plateau width. 24 of 72 neighbouring stop/target cells pass — the set sits on a narrow ridge; small drifts in volatility could move it off.
- Instrument-specific. Stops and targets are in MNQ ticks; do not transfer them to another instrument — each instrument has its own report.
- Fill assumptions. Both engines fill stops at the stop price and targets on touch; live fills will be worse.
- Two years, one regime. The sample is Aug 2024 → Sep 2026; behaviour in other regimes is untested.
Getting started
- Run it in simulation first with the inputs above and compare the first 100–200 trades against the forward statistics before any live size.
- Do not chase the leaderboard. Re-optimising to whatever tops the in-sample ranking is the procedure the walk-forward check shows failing.
CBDR Compass on other instruments
Backtest results are hypothetical. They were produced with the benefit of hindsight on historical data, do not represent actual trading, and cannot fully account for slippage, liquidity or the emotional pressure of live trading. Past performance is not indicative of future results. This content is for educational purposes only and is not financial advice. Trading futures involves substantial risk of loss. See our risk disclosure for details.