NQ Volume Zone Oscillator Cross
Volume-flow momentum cross: enters when the share of up-volume versus down-volume swings decisively.
Last validated: 2026-10-16 (baseline; weekly cadence starts after launch) · Validation status: Flagged — Passes only at half size; weak recent months; single strong timeframe.
HALF size (≈5 micro MNQ = 0.5 NQ) — dollar figures approximate (0.5 × the 1-NQ run). Test window 2024-09-23 to 2026-09-23 (2 years). Slippage 4 ticks per order, $2.50 commission per contract per side ($5 round trip); $100k account. 4-tick slippage per side = NQ $20, ES $50, GC $40 before commission.
At 1 full-size NQ contract: net $80,020, max drawdown $23,542.50 (over the $15k cap). Half-size figures above are approximations (0.5× the 1-NQ run); there is no separate TradingView run on file.
Plain-English rules
- Market
- Nasdaq-100 E-mini (NQ)
- Timeframe
- 30m — 15m/1h weak
- Direction
- Long & short
- Style
- Momentum / volume
- Frequency
- about 95 trades a year at 1 NQ — the most active of the set
- In stacks
- NQ Stack
- Volume Zone Oscillator (EMA 14). Long when it crosses up through +5, short when it crosses down through −5, with the shared NQ filters agreeing.
- Exits: shared stop and trailing stop, the oscillator crossing back through the opposite level, or flat at 16:00 ET.
- Shared NQ filters: Regular session only; entries from 20 min after the open to 14:30 ET; long and short, one position at a time, max 2 trades/day; trend and volatility filters must agree (price vs 100-EMA and its slope, ADX(14) ≥ 18 with DI agreeing, ATR(14) ≥ 10 pts); initial stop 2.2×ATR then a 2.8×ATR trailing stop; flat at 16:00 ET.
Summary of the rules. The full parameter-level rules document is delivered to subscribers (documents only — no code).
Equity curve & drawdown
Year-by-year
| Period (half size (0.5× the 1-NQ list)) | Net | PF | Trades |
|---|---|---|---|
| Year 1 (exits to 2025-08-31) | $10,495 | 1.26 | 101 |
| Year 2 (from 2025-09-01) | $29,515 | 1.95 | 89 |
74% of the 2-year profit came in year 2. Year 1 = exits 2024-09-23 to 2025-09-22; year 2 = exits 2025-09-23 to 2026-09-23 (saved trade list clipped to the window: 190 trades, +$40,010, PF 1.56; closed-trade DD $10,348). Per TV4REAL's NQ/GC stack files.
Recent form
Last 3 months (exits 2026-06-24 to 2026-09-23): 26 trades, +$5,702, PF 1.85. An earlier cut (extended list, last 3 months at half size: 24 trades, PF 0.62, −$2,522.) ended on a later date and told a different story — recent form is unstable on small samples.
Robustness
Robustness checks not run. Only 30m is strong.
Other timeframes
| Timeframe | Net | PF | Win % | Trades | Max DD | Result |
|---|---|---|---|---|---|---|
| 15m | +$62,315 | 1.21 | — | — | $29,912.50 | weak (at 1 NQ) |
| 1h | +$26,855 | 1.20 | — | — | $40,922.50 | weak (at 1 NQ) |
| 5m | −$31,730 | — | — | — | — | loses (at 1 NQ) |
Flags for this strategy
- FRAGILE (Tier B). At 1 NQ the max drawdown is $23,542.50 — over the $15k cap; it only fits at half size.
- Half-size dollar figures are approximations, not a separate TradingView run; real micro commissions are proportionally higher.
- Only the 30m timeframe is strong.
- Profit skews to year 2 (about 70%).
- Recent form is unstable: last 3 months to 2026-09-23 PF 1.85 at half size, but an earlier cut (extended list) showed PF 0.62 and a loss.