QuantumEdge Indices Engine

QuantumEdge Indices Engine is a momentum strategy for CFD indices on MetaTrader 5. It trades NAS100, US30, US500, GER40, and UK100 on the M5 timeframe. Entries are generated by a rolling z-score on close prices, with ATR-based stops and targets. A daily regime check inverts entry direction when a compressed range coincides with strong directional bias.

The EA does not use grid, martingale, or hedging. One position per symbol. Mechanical exits. Trade events are written to the journal.

Approach
Strategies tuned to a single market regime can underperform when conditions change. This EA includes a daily regime detector that combines two metrics:
• Range expansion: 20-day to 60-day high-low ratio
• Trend strength: cumulative log-return divided by sum of absolute returns over 20 days

When both metrics indicate a compressed range with strong directional bias, the entry direction is inverted. In out-of-sample testing, this rule changed the outcome of one previously losing fold to a positive one.

Trading logic
• Entry signal: rolling 65-bar z-score on M5 close prices, entries fire when |z| ≥ 4.0
• Cooldown: minimum 8 bars between entries
• Time stop: position closed after 60 bars regardless of result
• ATR exits: stop = 2.0 × ATR(14), target = 12.0 × ATR(14)
• Daily regime check: inverts signal direction when the regime detector triggers
• Volatility filter: skips entries when ATR percentile is in the bottom 20% or top 1% of the recent regime

Risk controls
• Daily profit limit: +2% (EA stops trading for the day once reached)
• Daily loss limit: -2% (EA stops trading for the day once reached)
• Equity stop: -15% from high-water mark
• One position per symbol, no stacking
• New York session by default, 09:35-15:30 ET
• Skips first session bars after overnight gaps
• Pauses trading if measured round-trip time exceeds 120 ms

Out-of-sample testing
Walk-forward testing was performed across four 3-month folds spanning Q2 2025 through Q1 2026 on a NAS100, US30, and US500 basket. All four folds returned positive results in aggregate. Each of the three symbols returned positive results in each fold. Parameter neighborhood analysis showed 18 of 300 nearby parameter sets passing all evaluation gates. The EA was also evaluated under elevated transaction-cost assumptions.

These are backtest results from data not used during parameter selection. Past performance is not indicative of future results.

Setup
• Broker: any ECN with tight indices spreads such as IC Markets RAW, Pepperstone Razor, or Plexytrade
• Account type: Hedging or netting
• Minimum deposit: 1,000 USD; recommended 5,000 USD or more
• Leverage: 1:100 minimum
• Risk per trade: 0.25% to 0.50%, adjustable for prop firm rules
• Symbols: NAS100, US30, US500. Override input strings to match your broker symbols (USTEC, US100, SPX500, DJ30, and similar)
• Timeframe: M5
• Virtual private server recommended for continuous operation

Package contents
• Compiled Expert Advisor file
• Three parameter set files for IC Markets RAW, Plexytrade, and prop firm accounts
• Installation and broker-setup notes
• 30 days of post-purchase support via MQL5 messaging
• Updates for the life of the product

Signal
A public performance signal will be published once the strategy has accumulated sufficient forward-tested track record. Subscribers will be notified via the product update feed.

Pricing
Discounted launch pricing. The price increases by 50 USD with every 10 purchases. Final price 1,499 USD. License limit: 250 copies.

Risk disclaimer
Trading CFDs and forex carries risk and may not be suitable for all investors. Past performance, including out-of-sample testing, is not indicative of future results. Test on a demo account first, evaluate over a minimum of 60 days, and never trade with money you cannot afford to lose.

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