Research
Honest futures research for NQ, ES, and GC. Every edge here was tested on 3 years of real 1-minute data with an out-of-sample split and modeled costs — and we publish the setups that failed, not just the ones that worked.
After the NY open, trade the first break of the overnight (Globex 18:00→09:30 ET) high/low — but ONLY when the break agrees with the overnight session's own direction. Stop = ¼ of the overnight range; target 3R.
The pattern: on index futures, continuation beats fade. Every "fade the sweep" setup loses out-of-sample — which is why we publish the ones that don't work, not just the ones that do. See the gap-fill breakdown →
Combine four factors knowable by 09:45 — overnight direction, gap, prior-day body, ORB15. When all four agree (~1 in 3 days), the day closed that way ~68% of the time and the continuation trade made +1.29R (NQ). Below that, direction is a coin-flip — so the read is STAND DOWN. Honest caveat: this is preliminary — a small out-of-sample sample (n≈60, ±~12pp), a conviction/stand-down filter, not yet a graduated edge. A directional bias, not a win rate. The Session Bias Map indicator →
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DAILY COVERAGE
- Daily gap fill probability
- Regime classification
- Volatility context
- Opening range expectation
- Session replay breakdowns
- Macro event setups
- Historical analog analysis
- EDGE Score™ daily read
The daily pre-open briefing publishes via the newsletter; the searchable archive lands here once the Beehiiv integration is wired. Until then, the live read is on the NQ dashboard, and the validated research above is the real, out-of-sample work. We'd rather show you nothing than invent sample articles.
Every stat above is computed from real historical price data with an out-of-sample split — and we publish the setups that fail, not just the ones that work. Market context, not trading advice.