@_al3x.d5_: #Shouko :: me proyecte #unavozsilenciosa #proyectadas #yo #soyunfracasado

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Tuesday 27 October 2026 13:45:13 GMT
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First candle rule backtest: Casper Trading's 15-minute opening candle strategy tested on 15 years of Nasdaq and S&P 500 futures, every session 2011-2025. His video shows a month where
First candle rule backtest: Casper Trading's 15-minute opening candle strategy tested on 15 years of Nasdaq and S&P 500 futures, every session 2011-2025. His video shows a month where "81% of those 16 trades were winning trades". The rule as he teaches it: mark the high and low of the 9:30-9:45 candle, wait on the 5-minute chart for three candles that leave a gap through that high or low, buy back at the gap with a limit order (sell for a short), stop at the first candle, target 2 to 1. We coded it exactly that way: one trade a day, pattern and fill by 11:00 ET, one contract, $16.50 a round turn. Nasdaq (NQ): 1,912 trades. The target was hit 30.96% of the time. A 2 to 1 target needs 33.3% just to break even. +$31,175 before costs, -$373 after, -$31,921 at double costs. Six winning years, nine losing; 2022 alone made +$27,247. His month: not one of 1,897 runs of 16 trades in a row hit 13 targets. The best did 10. No calendar month with 10 or more trades got to 81%; the best was November 2022 at 58%. A coin picking the side at the same entries hit the target 30.4% of the time. S&P (ES): 1,885 trades, 32.15%, -$9,702.50 net. Same story. What we also ran: entering at the middle of the gap with a big-candle filter made +$17,480 on NQ (310 trades) and lost $12,644 on ES. Re-picking the best of 36 settings every year from 2014 made +$10,504 on NQ over 1,444 out-of-sample trades, about $7 a trade. Not modelled: anything he does by eye. His month's dates are not shown in the video. Takeaway: never trust one good month. Sixteen trades cannot tell you the win rate. Every CME futures trade since 2010 is built into QuantPad. I built this in QuantPad. Link in bio. #QuantPad #backtesting #daytrading #futurestrading #tradingstrategy

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