MNQ New York Breakout · Version 1.0 · Live since 07 Jun 2026
Actual live performance. Reference account: $100,000 · strategy risk setting: 0.15% per trade (approximately $150 target risk at reference equity). Max recorded drawdown of $791.52 equals 0.79% of reference capital. The risk setting is a position-sizing input, not a guaranteed maximum loss; realised results can differ because of execution, slippage, market movement and strategy exit behaviour. The 120-day report window can advance even when no trade occurs on the final calendar day.
Profit Factor (PF) compares gross winning trades with gross losing trades; above 1.0 means gains exceeded losses over that measured sample. Out-of-sample (OOS) means the frozen configuration was evaluated on historical data excluded from development. Maximum drawdown is the largest peak-to-trough decline in the recorded trade-equity sequence.
Strategy Health monitors statistical and behavioural evidence. It does not prevent losses, guarantee future performance or ensure customer results match the MM Systematic record.
The current actual-live record contains 20 trades. That is a limited sample and should not be treated as statistically conclusive evidence of future performance.
MM Systematic publishes the available live record, including unfavourable periods, rather than waiting for a selectively favourable sample before displaying results. Evidence will continue to be updated as the frozen strategy accumulates trades.
Report window: 09 May 2026–05 Sep 2026. The complete trade ledger includes entry/exit prices, timestamps, contracts and direction for every live trade in the window.
Updated 05 Sep 2026. The record is maintained through the MM Systematic governance platform rather than relying on the platform's limited report-history window.
OOS data was excluded from development but remains hypothetical historical performance, not actual trading.
| Entry timestamp | Direction | Contracts | Entry price | Exit timestamp | Exit price | P/L USD |
|---|---|---|---|---|---|---|
| 04/09/2026 15:56 | Short | 1.0 | 29523.0 | 04/09/2026 16:38 | 29500.25 | $44.72 |
| 03/09/2026 16:05 | Long | 1.0 | 29442.25 | 03/09/2026 16:30 | 29537.5 | $189.72 |
| 02/09/2026 15:24 | Long | 1.0 | 29172.0 | 02/09/2026 15:55 | 29128.5 | $-87.78 |
| 31/08/2026 15:10 | Short | 1.0 | 29378.0 | 31/08/2026 15:20 | 29418.5 | $-81.78 |
| 28/08/2026 15:15 | Short | 1.0 | 29538.25 | 28/08/2026 15:25 | 29649.0 | $-222.28 |
| 27/08/2026 16:29 | Short | 1.0 | 29579.0 | 27/08/2026 16:51 | 29554.25 | $48.72 |
| 22/07/2026 16:10 | Long | 1.0 | 29290.25 | 22/07/2026 16:45 | 29289.5 | $-2.28 |
| 20/07/2026 15:18:02 | Short | 1.0 | 28946.25 | 20/07/2026 15:30:00 | 29030.25 | $-168.78 |
| 16/07/2026 19:25:01 | Long | 1.0 | 29292.0 | 16/07/2026 19:35:00 | 29241.75 | $-101.28 |
| 15/07/2026 15:25:29 | Short | 1.0 | 29657.25 | 15/07/2026 15:30:00 | 29723.0 | $-132.28 |
The downloadable report above contains the complete live trade record for the 120-day window. P/L values are the NinjaTrader Profit values stored by the governance platform and already reflect commission; the commission audit field is not subtracted a second time. Slippage is included in the published validation assumptions.
MNQ-NY-BO v1.0 trades breakouts from the early New York-session range on Micro E-mini Nasdaq-100 futures. It uses predefined market and order-flow rules to confirm entries, size positions and manage exits, and is limited to one trade per session under its frozen v1.0 configuration.
No discretionary trade calls. No customer optimization of the frozen signal logic.
It does not promise a fixed return or eliminate normal losing trades and drawdowns. Customer results can differ from MM Systematic evidence because of data, connection quality, fills, slippage, platform state and customer-controlled risk settings.
MM Systematic was founded by Marcello Maravolo, an engineer and systematic futures trader. MNQ-NY-BO is released and monitored under the same validation and Strategy Health framework described throughout this site.
Learn about MM Systematic →The commercial strategy will use locked and hidden signal/trade-management parameters. Customer-accessible controls will be limited to approved operational and risk settings.
Visit NinjaTrader →Risk Disclosure: Futures and forex trading contains substantial risk and is not for every investor. An investor could potentially lose all or more than the initial investment. Risk capital is money that can be lost without jeopardizing one's financial security or lifestyle. Only risk capital should be used for trading and only those with sufficient risk capital should consider trading. Past performance is not necessarily indicative of future results.
CFTC Hypothetical Performance Disclosure: Hypothetical performance results have many inherent limitations, some of which are described below. No representation is being made that any account will or is likely to achieve profits or losses similar to those shown; in fact, there are frequently sharp differences between hypothetical performance results and the actual results subsequently achieved by any particular trading program. One of the limitations of hypothetical performance results is that they are generally prepared with the benefit of hindsight. In addition, hypothetical trading does not involve financial risk, and no hypothetical trading record can completely account for the impact of financial risk of actual trading. For example, the ability to withstand losses or to adhere to a particular trading program in spite of trading losses are material points which can also adversely affect actual trading results. There are numerous other factors related to the markets in general or to the implementation of any specific trading program which cannot be fully accounted for in the preparation of hypothetical performance results and all which can adversely affect trading results.
NinjaTrader® trademark notice: NinjaTrader® is a registered trademark of NinjaTrader Group, LLC. No NinjaTrader company has any affiliation with the owner, developer, or provider of the products or services described herein, or any interest, ownership or otherwise, in any such product or service, or endorses, recommends or approves any such product or service.
Review the approved customer guide before installation. It explains the NinjaTrader 8.1.5.0+ requirement, 7-day software trial, recommended Sim101-first commissioning, required MNQ/tick/Bid-Ask volumetric data and Order Flow VWAP functionality, and the customer-adjustable Risk Percent control.