ToE Nasdaq
- Experts
- Version: 1.1
- Activations: 5
Theory of Edge: Nasdaq 100 Trading Algorithm
One expert, 20 independent intraday strategies on the Nasdaq (NAS100 / US100 / USTEC).
Nothing here is invented by an optimizer. Every strategy starts from a market behaviour documented in published research (arXiv, SSRN): noise-area breakout, intraday momentum, early-session continuation, overnight range position, gap fill, VWAP pullback, volatility squeeze and others. The search only tuned a few settings of each one (timing, entry, stop, exit) for the Nasdaq 100. If a behaviour had no published, structural reason to exist, it was not used.
The 20 strategies
Each one has its own logic, session, entry, stop and exit, and all 20 run inside one EA. Asian, European and US hours, long and short, breakout, reversion and momentum. They are not variations of one system: the correlation of their daily results is close to zero (average 0.02, see the matrix in the screenshots). Every strategy can be switched on or off in the inputs.
How they were selected
- Walk-forward matrix: each strategy was built on alternating in-sample / out-of-sample blocks across 2020-2026 (the shaded bands on the curve) and kept only if it held up on the periods it never saw.
- Monte Carlo on the whole portfolio, 1,000 runs, two methods: bootstrap (sessions resampled with replacement) and resample + skip (10% of the sessions dropped as well). The drawdown to plan for comes from there, not from the single backtest.
- Prop-firm style drawdown checks on the whole portfolio.
- The 20 were then combined for low correlation, so they do not lose on the same days.
What the EA does
- Every strategy trades its own position with its own magic number, sends its stop with every entry, and is flat before the end of its session.
- One true / false input per strategy, named after its logic (for example "Noise area US", "Squeeze US 15"): switch off what you do not want to run.
- USD news filter (optional): no new entry around high-impact USD events, hours before / after adjustable (default 2 / 2).
- Lot size: fixed, or automatic (default 0.01 per 1,000 of balance, adjustable).
Requirements
- NAS100 (or your broker's Nasdaq 100 CFD: US100, USTEC...), M1 chart, hedging account.
- Server time: set ServerMinusChicago (8 for brokers on New York + 7, the usual GMT+2 / GMT+3 servers).
- Backtest on "Every tick based on real ticks". The news filter only works on a live or demo account: the economic calendar is not available in the Strategy Tester.
