Claim check · NQ futures
Nitro Trades CRT backtest on NQ futures: 2,071 first-setup trades on the 15-minute chart, 2016–2026
Summary
The first CRT setup of the New York session, as described by @nitrotrades, tested on NQ futures from 2016-06-01 to 2026-10-07 before costs: on 15-minute candles it took 2,071 trades, won 32.1% and averaged −0.186R (95% interval −0.236 to −0.136). Adding his trend filter and a 1-hour target gave win rates of 31.2% to 35.5% and averages from −0.102R to +0.001R across six cells. Tested by CE Market Solutions (cemarketsolutions.com), a backtesting service for CME futures strategies.
The claim tested
@nitrotrades (Nitro Trades), in a reel posted 2026-06-07.
The first CRT of the New York session that goes with the trend will print. The target is the 1-hour CRT high at 1.5 risk to reward. No win rate is spoken; the on-screen title reads “Insanely High Winrate”.
Rules exactly as tested
- C1 is the previous candle, on 15-minute, 30-minute or 1-hour candles, each run separately.
- C2 sweeps exactly one C1 extreme and closes strictly back inside the C1 range, and C1 and C2 have opposite colours.
- Entry: a stop order at C2’s opposite extreme, live during C3 only.
- Stop: sized so the target is exactly 1.5R. Trades with a stop under 4.00 points are skipped.
- Exit: target, stop, or flat at 16:00 ET.
- FIRST: the first such trade of the day whose C1 opens at or after 09:30 ET and that fills. With a trend label, the first one that goes with the trend.
- Trend labels: T1 is the last two completed 1-hour candles before C1’s open closing higher highs and higher lows (up) or lower lows and lower highs (down). T2 is C2’s close against the 09:30 open.
- Targets: OWN is C1’s unswept extreme. 1H is the last completed 1-hour candle’s extreme, used with 15-minute and 30-minute candles.
- Control: the same bracket on every C1 and C2 pair, with no sweep or close-back-inside needed.
Assumptions where the rules were ambiguous:
- On the minute an order fills, whether that minute’s own stop or target counts is a choice. Mode A is pessimistic, mode B is realistic and mode C is optimistic. Mode B is the headline for the trend cells.
- Candles are clock-aligned. The break-even win rate at a 1.5R target is 40.0%.
Data
- Instrument
- NQ (E-mini Nasdaq-100) futures, 1-minute continuous data, ET
- Date range
- 2016-06-01 to 2026-10-07
- Sample size
- First-setup trades: 2,071 on 15-minute candles, 1,651 on 30-minute and 900 on 1-hour candles
- Costs
- Gross R. No commission or slippage.
- In-sample or out-of-sample
- In-sample, one pass, nothing fitted.
Results
| Candle size | Trades | Win rate (mode A) | Average R, mode A (95% interval) | Average R, mode B | Average R, mode C |
|---|---|---|---|---|---|
| 15 minutes | 2,071 | 32.1% | −0.186 (−0.236 to −0.136) | −0.080 (−0.131 to −0.029) | +0.012 (−0.041 to +0.064) |
| 30 minutes | 1,651 | 30.3% | −0.181 (−0.236 to −0.125) | −0.114 | −0.060 |
| 1 hour | 900 | 28.1% | −0.147 (−0.220 to −0.074) | −0.097 | −0.064 |
| Cell | Trades | Win rate | Average R (95% interval) | Control average R | CRT minus control (95% interval) |
|---|---|---|---|---|---|
| 15 minutes, trend T1 | 1,536 | 33.1% | −0.046 (−0.103 to +0.013) | −0.032 | −0.014 (−0.055 to +0.027) |
| 15 minutes, trend T2 | 1,595 | 34.3% | −0.051 (−0.110 to +0.007) | −0.059 | +0.008 (−0.033 to +0.048) |
| 30 minutes, trend T1 | 913 | 31.2% | −0.102 (−0.176 to −0.026) | −0.080 | −0.022 (−0.069 to +0.025) |
| 30 minutes, trend T2 | 969 | 35.5% | −0.038 (−0.112 to +0.039) | −0.031 | −0.006 (−0.054 to +0.040) |
| 1 hour, trend T1 | 383 | 34.7% | +0.001 (−0.113 to +0.118) | −0.051 | +0.052 (−0.015 to +0.119) |
| 1 hour, trend T2 | 404 | 34.2% | −0.063 (−0.175 to +0.054) | −0.087 | +0.025 (−0.040 to +0.087) |
- Across all 20 first-setup cells with trend labels, none was clearly positive under modes A, B or C; 10 were clearly negative under mode B; the CRT minus control difference included zero in 20 of 20.
- The highest average of the 20 cells was the 1-hour, trend T1 cell at +0.001R.
- The 50 most recent first setups in the 15-minute, T1, 1-hour target cell (2026-06-11 to 2026-10-07): 12 hit the target (+1.5R), 30 stopped out (−1R) and 8 closed at 16:00 between −0.63R and +0.89R, for −10.63R gross. The same cell over all history was 509 wins in 1,536 trades (33.1%), −70.7R gross.
- The 70 most recent first setups in the same cell (2026-04-21 to 2026-10-07): 20 hit the target, 38 stopped out and 12 closed at 16:00, for −6.25R gross. The sample size was raised from 50 to 70 after the 50-trade sample was seen; both are negative.
Questions and answers
How was the Nitro Trades CRT strategy backtested?
On NQ futures 1-minute data from 2016-06-01 to 2026-10-07, for 15-minute, 30-minute and 1-hour candles. C2 must sweep one side of C1 and close back inside, with the opposite colour; a stop order at C2’s opposite extreme enters during C3, with a 1.5R target. Only the first such trade of the New York session each day is taken.
What sample size was used for the CRT test?
2,071 first-setup trades on 15-minute candles, 1,651 on 30-minute candles and 900 on 1-hour candles. With the trend filter and 1-hour target the cells ranged from 383 to 1,595 trades.
What win rate did the first CRT of the New York session have?
On 15-minute candles with no trend filter it won 32.1% of 2,071 trades under the pessimistic scoring mode. The break-even win rate at a 1.5R target is 40.0%.
Did the trend filter change the CRT results?
Win rates were 31.2% to 35.5% and average R ranged from −0.102 to +0.001 across six trend cells, before costs. In all six, the difference from the control bracket included zero.
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