NQ 9:45 opening-range breakout with a breakeven trail (futures)
Trade the break of Nasdaq futures' first 15 minutes, and move the stop to breakeven once the trade is working.
What they did
Agenticks, an AI strategy-builder company, posted backtests of an NQ opening-range breakout on 15-minute bars: the range is the 9:30–9:45 ET bar, with a breakeven trailing stop. A second test only took breakouts in the direction of the VWAP trend. The posts don't give the full entry, target or trail rules.
How it went
Agenticks' claims (NQ 15m, $100K, net of costs): breakeven-trail version +257.5% (Nov 2020 – Sep 2026), max drawdown 21.7%, 52.85% win rate, profit factor 1.18. VWAP-trend version +243.1% (Jul 2021 – Oct 2026), max drawdown 29.2%, profit factor 1.19. The same company also posted an MNQ 5-minute ORB with a VWAP trend that lost 26.9% (2016–2026, max drawdown 62.7%).
Sources:
Worth knowing
- A profit factor around 1.2 is a thin edge. Small changes in slippage or commissions can erase it.
- The 5-minute MNQ version lost money, so the result depends heavily on the bar size and period chosen.
- Full rules aren't published in the posts. The prompt below fills the gaps with placeholders you must choose.
- Agenticks sells a strategy builder, so treat these as vendor backtests. NQ futures are leveraged: one NQ point is $20, one MNQ point $2. Start with MNQ on paper.
The prompt
Futures day-trading rule on [MNQ (micro) / NQ], paper account only. Times are ET.
1. Opening range: the high and low of the 9:30–9:45 AM bar.
2. Optional trend filter: only take longs if price is above session VWAP, shorts only if below [on / off].
3. Entry: after 9:45, on the first [15-min close / tick] beyond the range high (long) or range low (short), propose [1] contract. One trade per day, no re-entries.
4. Initial stop: [the opposite side of the range / the range midpoint].
5. Breakeven trail: once the trade is up [1x the range height / X points], move the stop to the entry price.
6. Target: [2x the range height / none, hold to close].
7. Flat by [3:50 PM ET] no matter what.
Skip days with [FOMC / CPI / early close].
Log range high/low, entry, stop moves, exit and P/L in points and dollars. Every Friday report win rate, profit factor and max drawdown.
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.