Minute-resolution intraday system on a leveraged Nasdaq ETF
Backtest results · hypothetical, not live
Macro-event risk overlay
Performance
Detail
Results from a single backtest on QuantConnect. Costs and slippage modeled per the strategy's deployment specification.
About
A one-minute intraday system on the leveraged Nasdaq ETF. The core trade is an intraday breakout managed with a tight trailing stop, with hard liquidation at the session close. The system never carries a position overnight.
Layered on top of the core, a small set of deterministic event-day rules controls when the strategy is allowed to take new positions and at what size, reducing exposure on the sessions where the trade has historically been most punished.
Two versions are shown side by side. The original version has been running in live simulation since early 2025, returning +15% since February. The interventions version adds the event-day overlay around scheduled macro releases.