Spring Break for Nasdaq 100: settings file, and the lot size behind the published results

This post carries the Nasdaq 100 settings file for Spring Break. The file is attached at the bottom of the post. It also states exactly what lot size the published results were run at, because that is not the size this file is set to.

The file is set to 0.1 lots. The published results were run at 0.8 lots.

This is the one thing to take away from the post. The screenshots and figures on the product page were produced at 0.8 lots on a 10,000 USD account. The attached file is set to 0.1 lots, which is an eighth of that. If you load it and compare what you see against the published figures, the numbers will not match, and the file is not faulty.

Both sizes have been run on the same history, with the same settings otherwise, so the difference is measurable rather than estimated:

• 0.8 lots: net result 11,062.03, maximal balance drawdown 714.89, profit factor 1.90, 246 trades.
• 0.1 lots: net result 1,382.75, maximal balance drawdown 89.35, profit factor 1.90, 246 trades.

The two runs take the same 246 trades and return the same profit factor. Everything denominated in money scales by eight, in both directions: the result is eight times smaller and so is the drawdown. Lot size here is a decision about how much of the account one trade is allowed to move, and it is yours to make rather than the file's.

The file ships at 0.1 rather than 0.8 deliberately. 0.8 lots on 10,000 USD is not a conservative size, and a settings file that arrives already set to it would be making that choice on your behalf before you had seen the strategy trade.

What the file changes

Three values differ from the defaults the product ships with. Everything else in the file is the shipped default.

• BarLotSize and BeachLotSize, from 0.01 to 0.1. These are the lot sizes for the two trade types.
• MaxStopRiskPercent, from 5.0 to 0, which switches off the stop risk cap. There is a section on this below.

Conditions of the published test

Taken from the tester report itself rather than from notes, so that anyone repeating the test can match the conditions:

• Symbol NAS100 on the M1 timeframe.
• Period 2025.09.01 to 2026.09.21.
• Initial deposit 10,000.00 USD.
• Broker: Black Bull Group Limited, trading as BlackBull Markets.
• Leverage 1:100.
• History quality 100 per cent, 372,339 bars, 1,489,036 ticks.

Nasdaq 100 is quoted under different symbol names by different brokers, and contract size and tick value differ with it. A result produced on one broker's Nasdaq symbol does not carry across to another's unchanged, whatever the settings file says.

Set your broker clock before you trade it

The file contains BrokerToNYOffset, set to -7. That is the offset for the broker the test was run on, and it is almost certainly wrong for yours. The strategy works from session times, so an incorrect offset moves every session boundary and the EA will be doing the right thing at the wrong hour. The value is the number of hours your broker's server clock sits ahead of New York time. Check it against your own server time and correct it first.

The stop risk cap is switched off in this file

MaxStopRiskPercent normally pulls a stop in when the money that stop risks exceeds that share of account equity. It exists because the lot size is not always the EA's to choose: every sizing path ends at the broker's minimum lot, so on a small enough account a single trade can carry a stop risking far more than intended, with no smaller size available to express it.

At 0 the cap is off, and stops sit exactly where the strategy puts them whatever they risk. On the tested account the cap never engages at these sizes anyway. At 0.8 lots, a run with the cap at 5 and a run with it at 0 returned the same net result, the same profit factor and the same 246 trades, so switching it off changed nothing. At 0.1 lots one stop risks eight times less money against the same account, so the cap sits further still from engaging.

Where it would make a difference is on an account too small to express the strategy's own stop, and if you raise the lot size later you will be raising it with the protection switched off. If you do that, consider setting it back to 5 first.

One behaviour in the file cannot be switched back

On netting accounts the EA holds one position per symbol at a time. There is no input for this because the previous behaviour was a fault rather than a choice: netting merges every entry into a single position, so the position limits could never bind and entries stacked up behind each other. Hedging accounts are unaffected.

How to load it

Open the EA's properties on a chart, choose Load in the Inputs tab, and select the file. The header of the file is comment lines, which the terminal ignores, so it can be read in a text editor first and that is worth doing.

Risk warning

Trading futures, CFDs and leveraged products carries a substantial risk of loss and is not suitable for every investor. You can lose more than your initial deposit. Past performance, including every figure in this post, is historical and is not a reliable indicator of future results. The figures above come from a backtest over a single period on one broker's data, and a backtest is not a forward result.

Always test on a demo account first, for long enough to see the strategy trade in conditions you did not choose, before putting any money at risk. Nothing in this post is financial advice or a recommendation to trade, and no result is promised or implied.