120-Day Performance Evidence — ACTUAL LIVE TRADING
Report window: 09 May 2026–05 Sep 2026 · Last trade in window: 04 Sep 2026
P/L values are the NinjaTrader Profit values stored by the MM Systematic governance platform and already include commission. The commission field is retained for audit and is not subtracted a second time. Performance reference capital is $100,000 and the strategy risk setting is 0.15% per trade (approximately $150 target risk at reference equity). The $791.52 maximum recorded drawdown equals 0.79% of reference capital. The risk setting is a position-sizing input, not a guaranteed maximum loss; realised losses can differ because of execution, slippage, market movement and strategy exit behaviour.
| Entry | Exit | Direction | Qty | Instrument | Entry px | Exit px | P/L USD | Commission |
|---|---|---|---|---|---|---|---|---|
| 15/06/2026 16:40 | 15/06/2026 16:42 | Short | 1.0 | MNQ 09-26 | 30839.0 | 30841.0 | -4.78 | 0.78 |
| 16/06/2026 15:22 | 16/06/2026 15:48 | Short | 1.0 | MNQ 09-26 | 30719.0 | 30633.5 | 170.22 | 0.78 |
| 22/06/2026 15:12 | 22/06/2026 15:28 | Long | 1.0 | MNQ 09-26 | 30919.25 | 30782.75 | -273.78 | 0.78 |
| 29/06/2026 15:05 | 29/06/2026 15:15 | Short | 1.0 | MNQ 09-26 | 29541.0 | 29324.5 | 432.22 | 0.78 |
| 30/06/2026 15:05 | 30/06/2026 15:40 | Long | 1.0 | MNQ 09-26 | 30384.5 | 30405.75 | 41.72 | 0.78 |
| 01/07/2026 15:17 | 01/07/2026 15:54 | Long | 1.0 | MNQ 09-26 | 30275.75 | 30221.5 | -109.28 | 0.78 |
| 06/07/2026 15:42 | 06/07/2026 15:50 | Long | 1.0 | MNQ 09-26 | 30008.75 | 30043.5 | 68.72 | 0.78 |
| 07/07/2026 15:15 | 07/07/2026 15:35 | Short | 1.0 | MNQ 09-26 | 29343.25 | 29279.75 | 126.22 | 0.78 |
| 10/07/2026 16:10 | 10/07/2026 16:35 | Long | 1.0 | MNQ 09-26 | 29861.25 | 29959.0 | 194.72 | 0.78 |
| 10/07/2026 16:30 | 10/07/2026 16:35 | Long | 1.0 | MNQ 09-26 | 29980.5 | 29959.0 | -43.78 | 0.78 |
| 15/07/2026 15:25:29 | 15/07/2026 15:30:00 | Short | 1.0 | MNQ 09-26 | 29657.25 | 29723.0 | -132.28 | 0.78 |
| 16/07/2026 19:25:01 | 16/07/2026 19:35:00 | Long | 1.0 | MNQ 09-26 | 29292.0 | 29241.75 | -101.28 | 0.78 |
| 20/07/2026 15:18:02 | 20/07/2026 15:30:00 | Short | 1.0 | MNQ 09-26 | 28946.25 | 29030.25 | -168.78 | 0.78 |
| 22/07/2026 16:10 | 22/07/2026 16:45 | Long | 1.0 | MNQ 09-26 | 29290.25 | 29289.5 | -2.28 | 0.78 |
| 27/08/2026 16:29 | 27/08/2026 16:51 | Short | 1.0 | MNQ 09-26 | 29579.0 | 29554.25 | 48.72 | 0.78 |
| 28/08/2026 15:15 | 28/08/2026 15:25 | Short | 1.0 | MNQ 09-26 | 29538.25 | 29649.0 | -222.28 | 0.78 |
| 31/08/2026 15:10 | 31/08/2026 15:20 | Short | 1.0 | MNQ 09-26 | 29378.0 | 29418.5 | -81.78 | 0.78 |
| 02/09/2026 15:24 | 02/09/2026 15:55 | Long | 1.0 | MNQ 09-26 | 29172.0 | 29128.5 | -87.78 | 0.78 |
| 03/09/2026 16:05 | 03/09/2026 16:30 | Long | 1.0 | MNQ 09-26 | 29442.25 | 29537.5 | 189.72 | 0.78 |
| 04/09/2026 15:56 | 04/09/2026 16:38 | Short | 1.0 | MNQ 09-26 | 29523.0 | 29500.25 | 44.72 | 0.78 |
Past performance is not necessarily indicative of future results. Futures trading involves substantial risk of loss.