NQ 15-minute New York ORB with a 50-EMA trend filter (vendor backtest)
Trade breakouts of the first 15 minutes of the New York session on Nasdaq futures, only in the direction of the 50 EMA.
What they did
Agenticks, an AI backtesting platform, posted a New York opening-range breakout on NQ 15-minute bars from October 2021 to March 2026, with a $100K account and costs included. Trades are only taken in the direction of the 50-period EMA.
How it went
Agenticks' claims: +265.4% net, max drawdown 22.4%, win rate 48.3%, profit factor 1.19. They label it 'backtest, not live'.
Sources:
Worth knowing
- This is a vendor promoting its own platform, so treat it as marketing until you reproduce it.
- Profit factor 1.19 is thin. Futures slippage at the open can easily eat it.
- Stop and target rules aren't spelled out in the post. The [blanks] are ours.
- One NQ contract is a lot of risk for a small account. Consider MNQ (micro) on paper.
The prompt
Trade [MNQ / NQ] futures on 15-minute bars. Session: New York, 9:30–16:00 ET.
1. Opening range = high and low of the 9:30–9:45 bar.
2. Trend filter: the 50-period EMA on 15-minute bars. Longs only if the close is above it, shorts only if below.
3. Entry: on the first 15-minute close beyond the range in the trend's direction, propose [1] contract at the next bar.
4. Stop: [the opposite side of the opening range]. Target: [2]x the risk, or exit at [15:45 ET].
5. Max [1] trade per day.
Log each day's range, EMA side, signal, fill, exit and P/L after $[2.50] per contract per side plus [1] tick slippage.
SAFETY DEFAULTS (keep unless you deliberately change them):
- Use the PAPER trading account only. Never touch a live account.
- Before every order, show me: symbol, side, size, order type, limit price, stop, and the rule that triggered it. Then WAIT for my "approve".
- Hard limits: max [$500] per trade, max [3] open positions, stop all trading for the day after a loss of [$300].
- Log every signal, decision and fill to [a running log / spreadsheet] with timestamps.To go fully autonomous: (1) run on paper for at least [4–8 weeks] or [30+ trades]; (2) delete the 'WAIT for my approve' line and keep the hard limits; (3) switch to live keys or account. On Robinhood, turn off trade approvals in your agent settings, but note that some orders can still require in-app approval or acknowledging a pre-trade alert, so unattended execution isn't guaranteed for every order. On IBKR, standard AI Integration asks for approval on every order. Its new Autonomous Trading mode (eligible individual non-margin accounts, after 10 approved trades) lets the AI trade a funded AI Partition without per-order approval. Never remove the daily loss limit.