LIVE FORWARD RESULTS SINCE JANUARY 2024 · 2.0 PRODUCTION TRACKING SINCE MARCH 2026
Every strategy. Tracked daily. Published monthly.
The full ATS 2.0 stack, forward tested with actual executed trades in live market conditions and updated after each month closes. Profit curves, month by month numbers, and downloadable daily P&L and trade log files for every configuration. Backtests reach back to January 2024. Losing months included.
This page is educational. Nothing here is financial, investment, or trading advice, and nothing here is a recommendation to buy, sell, or allocate capital in any specific way. Futures trading involves substantial risk of loss and is not suitable for all investors. Past performance, simulated or actual, does not guarantee future results. Conduct your own analysis and consult a qualified financial professional before making trading decisions.
Jan 2024 · Zeus enters live forward testing · TradingView / NinjaTrader
Jun 2025 · Underlying strategy engines testing begins
Mar 2026 · 2.0 production strategy tracking begins
NT / TV legacy algos running throughout
Live forward results since January 2024. The legacy Zeus algos have traded on TradingView and NinjaTrader without interruption since then, and they are still running. The 2.0 strategies were built on the Zeus engine and others, applying lessons learned from those live years, and entered production tracking in March 2026.
Backtest months
26
Forward test months
6
Forward tracked configs
9
Stack P&L, as tracked
+$1,811,704
The chart combines all 9 forward tracked configurations at their listed contract sizes in one continuous curve: the simulated 2.0 backtest through February 2026 flows into actual forward trading results from March 2026 at the magenta rule, and the population is identical across the whole span. The underlying strategy engines began testing in June 2025. Every configuration is in the matrix and strategy sections below. Data through the last completed month; updated 2026-09-14.
THESE RESULTS ARE BASED ON SIMULATED OR HYPOTHETICAL PERFORMANCE RESULTS THAT HAVE CERTAIN INHERENT LIMITATIONS. UNLIKE THE RESULTS SHOWN IN AN ACTUAL PERFORMANCE RECORD, THESE RESULTS DO NOT REPRESENT ACTUAL TRADING. ALSO, BECAUSE THESE TRADES HAVE NOT ACTUALLY BEEN EXECUTED, THESE RESULTS MAY HAVE UNDER-OR OVER-COMPENSATED FOR THE IMPACT, IF ANY, OF CERTAIN MARKET FACTORS, SUCH AS LACK OF LIQUIDITY. SIMULATED OR HYPOTHETICAL TRADING PROGRAMS IN GENERAL ARE ALSO SUBJECT TO THE FACT THAT THEY ARE DESIGNED WITH THE BENEFIT OF HINDSIGHT. NO REPRESENTATION IS BEING MADE THAT ANY ACCOUNT WILL OR IS LIKELY TO ACHIEVE PROFITS OR LOSSES SIMILAR TO THESE BEING SHOWN.
PAST PERFORMANCE IS NOT NECESSARILY INDICATIVE OF FUTURE RESULTS.
2026 month by month
Completed months only; the current month is published after it closes. Every figure is colored by outcome, blue for profit and orange for loss. January and February are backtest months, tagged in the header. Live forward tracking began March 1, 2026. Losing months stay on the board; that is the point.
All figures are P&L in USD at each configuration's listed contract size, blue for profit and orange for loss. January and February come from the simulated backtest record for every configuration (tagged in the header), as does every month of the three default configurations, which are published on their backtest record. March onward is actual forward trading results for the other nine. A dash means no tracked result for that cell. Row totals sum the months shown. The Master Stack row combines the nine forward tracked configurations; the three default rows are not part of it.
THESE RESULTS ARE BASED ON SIMULATED OR HYPOTHETICAL PERFORMANCE RESULTS THAT HAVE CERTAIN INHERENT LIMITATIONS. UNLIKE THE RESULTS SHOWN IN AN ACTUAL PERFORMANCE RECORD, THESE RESULTS DO NOT REPRESENT ACTUAL TRADING. ALSO, BECAUSE THESE TRADES HAVE NOT ACTUALLY BEEN EXECUTED, THESE RESULTS MAY HAVE UNDER-OR OVER-COMPENSATED FOR THE IMPACT, IF ANY, OF CERTAIN MARKET FACTORS, SUCH AS LACK OF LIQUIDITY. SIMULATED OR HYPOTHETICAL TRADING PROGRAMS IN GENERAL ARE ALSO SUBJECT TO THE FACT THAT THEY ARE DESIGNED WITH THE BENEFIT OF HINDSIGHT. NO REPRESENTATION IS BEING MADE THAT ANY ACCOUNT WILL OR IS LIKELY TO ACHIEVE PROFITS OR LOSSES SIMILAR TO THESE BEING SHOWN.
PAST PERFORMANCE IS NOT NECESSARILY INDICATIVE OF FUTURE RESULTS.
Stacks
A stack is a fixed basket of configurations traded together in one account at listed contract sizes. Two are introduced here: a ratio stack, which anchors on one sleeve and adds diversifying sleeves at fixed contract ratios, and a diversified stack, which spreads the account across three instruments and three engines. Each stack's record is the sum of its components' daily P&L at those sizes, with a micro contract counted as one tenth of a mini; no compounding, no reinvestment, and no sizing changes inside the window.
The simulated account size shown with each stack is four times the stack's maximum backtest drawdown, rounded. It exists only to express the return figure as a percentage; it is not a recommended account size or a margin figure, and the return would be different at any other size. Every figure in this section, the return percentages included, is subject to the disclosure at the end of the section: past performance, simulated or actual, is not necessarily indicative of future results, and nothing here is a projection or a promise of what an account will earn.
A ratio stack anchors on one sleeve and adds two diversifying sleeves at fixed contract ratios; the ratios can scale up together but not down. Tier H is the entry tier of the QLiquidity anchored ladder: three micro NQ on the QLiquidity Config B settings, two micro ES on the Omega ES sleeve, and one full RTY on the Omega RTY sleeve. Every component runs on ATS 2.0, so the stack carries both records: a simulated backtest from January 2024 and actual forward results from March 2026.
Component
Execution
Size
QLiquidity NQ · Config B
ATS 2.0
3 MNQ
Omega ES sleeve
ATS 2.0, default settings
2 MES
Omega RTY sleeve
ATS 2.0, default settings
1 RTY
Simulated account size $30,000 · account level daily loss limit $9,000. Both records: simulated backtest January 2024 through February 2026, actual forward results from March 2026, every component present on both sides of the switchover.
Backtest · Jan 2024 to Feb 2026
Net P&L
+$112,379
Max drawdown
-$4,995
Sharpe
5.06
Profit factor
2.50
Best month
+$12,873
Worst month
-$948
2026 live forward results · Mar to Aug 2026
Net P&L
+$35,604
Max drawdown
-$3,721
Sharpe
6.01
Profit factor
3.37
Green days
70%
Best month
+$12,663
Worst month
-$2
Trading days
113
Return on $30,000 simulated account
+119%
Read the return figure with care. It is stated on a simulated account size of $30,000, chosen after the fact as four times the stack's maximum backtest drawdown; at any other account size the percentage is different, and a larger drawdown than the backtest produced would have required a larger account. The backtest portion of this record is simulated; the forward portion is actual results over a short window. Past performance, simulated or actual, is not necessarily indicative of future results and does not guarantee them. Futures trading involves substantial risk of loss and is not suitable for all investors.
A diversified stack spreads one account across three instruments and three engines with a weighted 1 : 5 : 3 contract ratio. Sentinel-X pairs two NinjaTrader executed strategies, Bear-1 on NQ and QPilot on RTY, with the Omega ES sleeve on ATS 2.0 at three contracts. Two of the three components have no ATS 2.0 replay, so this stack is published on its actual forward record only, tracked daily since March 2026.
Component
Execution
Size
Bear-1 NQ
NinjaTrader execution
1 NQ
QPilot RTY
NinjaTrader execution
5 RTY
Omega ES sleeve
ATS 2.0, default settings
3 ES
Simulated account size $54,000. Actual forward record only, tracked daily since March 2026; no backtest is drawn because two components have no ATS 2.0 replay.
2026 live forward results · Mar to Aug 2026
Net P&L
+$82,632
Max drawdown
-$12,802
Sharpe
3.84
Profit factor
1.85
Green days
66%
Best month
+$27,565
Worst month
+$4,727
Trading days
129
Return on $54,000 simulated account
+153%
Read the return figure with care. It is stated on a simulated account size of $54,000, chosen after the fact as four times the stack's maximum backtest drawdown; at any other account size the percentage is different, and a larger drawdown than the backtest produced would have required a larger account. The record is actual results over a short window. Past performance, simulated or actual, is not necessarily indicative of future results and does not guarantee them. Futures trading involves substantial risk of loss and is not suitable for all investors.
Forward test months
+$14,416
Mar
+$7,152
Apr
+$10,144
May
+$27,565
Jun
+$18,628
Jul
+$4,727
Aug
THESE RESULTS ARE BASED ON SIMULATED OR HYPOTHETICAL PERFORMANCE RESULTS THAT HAVE CERTAIN INHERENT LIMITATIONS. UNLIKE THE RESULTS SHOWN IN AN ACTUAL PERFORMANCE RECORD, THESE RESULTS DO NOT REPRESENT ACTUAL TRADING. ALSO, BECAUSE THESE TRADES HAVE NOT ACTUALLY BEEN EXECUTED, THESE RESULTS MAY HAVE UNDER-OR OVER-COMPENSATED FOR THE IMPACT, IF ANY, OF CERTAIN MARKET FACTORS, SUCH AS LACK OF LIQUIDITY. SIMULATED OR HYPOTHETICAL TRADING PROGRAMS IN GENERAL ARE ALSO SUBJECT TO THE FACT THAT THEY ARE DESIGNED WITH THE BENEFIT OF HINDSIGHT. NO REPRESENTATION IS BEING MADE THAT ANY ACCOUNT WILL OR IS LIKELY TO ACHIEVE PROFITS OR LOSSES SIMILAR TO THESE BEING SHOWN.
PAST PERFORMANCE IS NOT NECESSARILY INDICATIVE OF FUTURE RESULTS.
Omega Stack
Four strategies in one. The Omega sleeves trade NQ, ES, RTY, and YM as a single diversified stack, momentum driven day trading built on the Zeus architecture, with each sleeve tuned to its own instrument. Omega is published as a stack only.
Four strategies in one: both records are composites of the four Omega sleeves (NQ · ES · RTY · YM).
Backtest · Jan 2024 to Feb 2026
Net P&L
+$256,344
Max drawdown
-$8,263
Sharpe
4.56
Best month
+$31,878
Worst month
-$3,806
Forward test · Mar to Aug 2026
Net P&L
+$20,639
Max drawdown
-$15,474
Best month
+$12,910
Worst month
-$12,750
Green days
54%
Forward test months
+$7,604
Mar
+$6,570
Apr
-$12,750
May
+$4,528
Jun
+$12,910
Jul
+$1,777
Aug
THESE RESULTS ARE BASED ON SIMULATED OR HYPOTHETICAL PERFORMANCE RESULTS THAT HAVE CERTAIN INHERENT LIMITATIONS. UNLIKE THE RESULTS SHOWN IN AN ACTUAL PERFORMANCE RECORD, THESE RESULTS DO NOT REPRESENT ACTUAL TRADING. ALSO, BECAUSE THESE TRADES HAVE NOT ACTUALLY BEEN EXECUTED, THESE RESULTS MAY HAVE UNDER-OR OVER-COMPENSATED FOR THE IMPACT, IF ANY, OF CERTAIN MARKET FACTORS, SUCH AS LACK OF LIQUIDITY. SIMULATED OR HYPOTHETICAL TRADING PROGRAMS IN GENERAL ARE ALSO SUBJECT TO THE FACT THAT THEY ARE DESIGNED WITH THE BENEFIT OF HINDSIGHT. NO REPRESENTATION IS BEING MADE THAT ANY ACCOUNT WILL OR IS LIKELY TO ACHIEVE PROFITS OR LOSSES SIMILAR TO THESE BEING SHOWN.
PAST PERFORMANCE IS NOT NECESSARILY INDICATIVE OF FUTURE RESULTS.
QLiquidity
Orderflow and liquidity driven NQ execution. Development used data reaching back to 2022, and a manual trading version of the strategy has been traded since early 2023. Two custom configurations with different aggression profiles, plus the out of the box default.
QLiquidity charts reach further back than the rest of the page: the replay starts May 2022, where the archived daily settings record begins. A manual trading version has been traded since early 2023.
Developed on data reaching back to 2022; a manual trading version has been traded since early 2023. The replay starts May 2022, where the archived daily settings record begins.
Developed on data reaching back to 2022; a manual trading version has been traded since early 2023. The replay starts May 2022, where the archived daily settings record begins.
Developed on data reaching back to 2022; a manual trading version has been traded since early 2023. The replay starts May 2022, where the archived daily settings record begins. Out of the box settings, forward running since March 2026 like the rest of the stack. Published on its simulated backtest record.
Backtest · May 2022 to Aug 2026
Net P&L
+$490,919
Max drawdown
-$27,718
Sharpe
3.32
Best month
+$31,055
Worst month
-$10,647
THESE RESULTS ARE BASED ON SIMULATED OR HYPOTHETICAL PERFORMANCE RESULTS THAT HAVE CERTAIN INHERENT LIMITATIONS. UNLIKE THE RESULTS SHOWN IN AN ACTUAL PERFORMANCE RECORD, THESE RESULTS DO NOT REPRESENT ACTUAL TRADING. ALSO, BECAUSE THESE TRADES HAVE NOT ACTUALLY BEEN EXECUTED, THESE RESULTS MAY HAVE UNDER-OR OVER-COMPENSATED FOR THE IMPACT, IF ANY, OF CERTAIN MARKET FACTORS, SUCH AS LACK OF LIQUIDITY. SIMULATED OR HYPOTHETICAL TRADING PROGRAMS IN GENERAL ARE ALSO SUBJECT TO THE FACT THAT THEY ARE DESIGNED WITH THE BENEFIT OF HINDSIGHT. NO REPRESENTATION IS BEING MADE THAT ANY ACCOUNT WILL OR IS LIKELY TO ACHIEVE PROFITS OR LOSSES SIMILAR TO THESE BEING SHOWN.
PAST PERFORMANCE IS NOT NECESSARILY INDICATIVE OF FUTURE RESULTS.
Poseidon
Structure based NQ day trading built on the Zeus architecture. Rebound mode trades snap-backs at stretched levels. The custom configuration runs the full model with dynamic sizing.
Out of the box settings, forward running since March 2026. Published on its simulated backtest record.
Backtest · Jan 2024 to Aug 2026
Net P&L
+$100,109
Max drawdown
-$18,560
Sharpe
2.11
Best month
+$10,405
Worst month
-$12,396
THESE RESULTS ARE BASED ON SIMULATED OR HYPOTHETICAL PERFORMANCE RESULTS THAT HAVE CERTAIN INHERENT LIMITATIONS. UNLIKE THE RESULTS SHOWN IN AN ACTUAL PERFORMANCE RECORD, THESE RESULTS DO NOT REPRESENT ACTUAL TRADING. ALSO, BECAUSE THESE TRADES HAVE NOT ACTUALLY BEEN EXECUTED, THESE RESULTS MAY HAVE UNDER-OR OVER-COMPENSATED FOR THE IMPACT, IF ANY, OF CERTAIN MARKET FACTORS, SUCH AS LACK OF LIQUIDITY. SIMULATED OR HYPOTHETICAL TRADING PROGRAMS IN GENERAL ARE ALSO SUBJECT TO THE FACT THAT THEY ARE DESIGNED WITH THE BENEFIT OF HINDSIGHT. NO REPRESENTATION IS BEING MADE THAT ANY ACCOUNT WILL OR IS LIKELY TO ACHIEVE PROFITS OR LOSSES SIMILAR TO THESE BEING SHOWN.
PAST PERFORMANCE IS NOT NECESSARILY INDICATIVE OF FUTURE RESULTS.
QORB
Opening range breakout on NQ with confidence gating and a daily loss limit. Two custom configurations with different exit and sizing profiles.
THESE RESULTS ARE BASED ON SIMULATED OR HYPOTHETICAL PERFORMANCE RESULTS THAT HAVE CERTAIN INHERENT LIMITATIONS. UNLIKE THE RESULTS SHOWN IN AN ACTUAL PERFORMANCE RECORD, THESE RESULTS DO NOT REPRESENT ACTUAL TRADING. ALSO, BECAUSE THESE TRADES HAVE NOT ACTUALLY BEEN EXECUTED, THESE RESULTS MAY HAVE UNDER-OR OVER-COMPENSATED FOR THE IMPACT, IF ANY, OF CERTAIN MARKET FACTORS, SUCH AS LACK OF LIQUIDITY. SIMULATED OR HYPOTHETICAL TRADING PROGRAMS IN GENERAL ARE ALSO SUBJECT TO THE FACT THAT THEY ARE DESIGNED WITH THE BENEFIT OF HINDSIGHT. NO REPRESENTATION IS BEING MADE THAT ANY ACCOUNT WILL OR IS LIKELY TO ACHIEVE PROFITS OR LOSSES SIMILAR TO THESE BEING SHOWN.
PAST PERFORMANCE IS NOT NECESSARILY INDICATIVE OF FUTURE RESULTS.
Zeus
The original architecture, and the longest live record in the stack. Zeus has run live on TradingView and NinjaTrader since January 2024 and never stopped; QZeus 2.0, the production rebuild, began 2.0 based forward testing in June 2025. Omega and Poseidon are built on the Zeus architecture.
The backtest portions of these records are QZeus 2.0 replays of each configuration's legacy preset. QZeus 2.0 entered 2.0 based forward testing in June 2025.
Backtest segment is a QZeus 2.0 replay of the equivalent legacy preset with the Direction Classifier enabled at Low confidence, a 2.0 feature. The forward record ran on TradingView with NinjaTrader execution, without the classifier.
The original QZeus record on NQ, running on TradingView with NinjaTrader execution since January 2024 and still running today. Actual trading record. Through February 2026 the record is the TradingView trade log (downloadable below): martingale ladder sizing from 1 up to 16 contracts, commissions not included. From March 2026 it continues as tracked daily P&L at a 2 contract ladder cap, the same daily tracking used for every other forward record on this page. The record ends the window at its equity high.
NT/TV record · Jan 2024 to Aug 2026
Net P&L
+$141,416
Max drawdown
-$21,888
Sharpe
2.33
Trades, TV log to Feb 2026
328
Best month
+$15,255
Worst month
-$16,002
THESE RESULTS ARE BASED ON SIMULATED OR HYPOTHETICAL PERFORMANCE RESULTS THAT HAVE CERTAIN INHERENT LIMITATIONS. UNLIKE THE RESULTS SHOWN IN AN ACTUAL PERFORMANCE RECORD, THESE RESULTS DO NOT REPRESENT ACTUAL TRADING. ALSO, BECAUSE THESE TRADES HAVE NOT ACTUALLY BEEN EXECUTED, THESE RESULTS MAY HAVE UNDER-OR OVER-COMPENSATED FOR THE IMPACT, IF ANY, OF CERTAIN MARKET FACTORS, SUCH AS LACK OF LIQUIDITY. SIMULATED OR HYPOTHETICAL TRADING PROGRAMS IN GENERAL ARE ALSO SUBJECT TO THE FACT THAT THEY ARE DESIGNED WITH THE BENEFIT OF HINDSIGHT. NO REPRESENTATION IS BEING MADE THAT ANY ACCOUNT WILL OR IS LIKELY TO ACHIEVE PROFITS OR LOSSES SIMILAR TO THESE BEING SHOWN.
PAST PERFORMANCE IS NOT NECESSARILY INDICATIVE OF FUTURE RESULTS.
Advanced strategies
Two strategies in the 2.0 lineup are built for power users. Both expose a deep configuration surface, so results depend on how you set them up. Import a profile, or tune your own.
QPilot 2.0
Automated index futures execution with wide control over sizing, session windows, and exit behavior. Highly configurable, made to be shaped to your own risk profile.
QKronos EVO
The newest strategy on the platform. Timing and risk parameters are fully tunable for traders who want complete control of how it behaves.
Execution performance
A signal is only as good as the fill behind it. The live path has two legs, measured in production: how long the strategy container takes to turn a completed bar into a decision, and how long QuantLynk takes to carry that decision to the broker. The medians below are per bar and per order; the timeline shows the two legs end to end.
Median bar processing
46.95 ms
Median QuantLynk send
122.4 ms
Data received to order at broker
under 200 ms
Bar processing is measured from the moment a bar's data arrives in the strategy container until the strategy has made its decision for that bar: indicators, signals, and trade management, every step in between. QuantLynk send is measured from that decision until QuantLynk has handed the order to the broker. Put together, an order is at the broker within 200 ms of the data being received. Figures are medians measured September 2026; broker acknowledgement and fill time depend on the broker and the exchange and are not included.
Overfitting check
An overfit system memorizes its development data. The backtest looks clean, then the edge decays as soon as real trading starts, because the patterns it learned were noise. This record splits into a development window (January 2024 through February 2026) and a live window (March through August 2026), so the question can be tested directly on the daily P&L of the same seven configurations. If the stack were overfit, the live window would be measurably worse than the window it was built on. It is not.
Live mean daily P&L vs dev
86%
Welch t-test p (means)
0.59
KS test p (distributions)
0.30
Sharpe retained live
76%
Development backtest · Jan 2024 to Feb 2026
Live forward run · Mar to Aug 2026
Business days
564
131
Days traded
530
127
Total P&L
+$1,378,527
+$276,721
Mean daily P&L
+$2,444
+$2,112
Daily std dev
$5,775
$6,557
Sharpe (daily, √252)
6.72
5.11
Winning days
73%
66%
Avg winning day
+$5,022
+$5,273
Profit factor
3.44
2.66
Max drawdown
-$30,304
-$27,830
Both windows are the same seven configurations at their tracked contract sizes, daily P&L zero filled on business days. Sharpe is computed the same way in both columns.
Every contiguous 131 business day window of the development backtest, totaled (434 windows), with the live forward window marked. A record that decayed out of sample would sit in the left tail. The live window lands at the 22nd percentile, below the median and inside the ordinary range of what the development record produced.
Welch's t-test asks whether the live mean daily P&L differs from the development mean. At p = 0.59 there is no detectable difference; the live mean came in at 86% of development. A two-sample Kolmogorov-Smirnov test compares the full shape of the two daily P&L distributions. At p = 0.30, no detectable difference there either. The live window kept 76% of the development Sharpe (5.11 against 6.72). Published studies of backtest overfitting find that strategies tuned to their development data typically give back half or more of their backtest Sharpe once they trade out of sample (Bailey, Borwein, López de Prado and Zhu, 2014; Harvey and Liu, 2015). This stack gave back 24%. Ranked on Sharpe, the live window sits at the 16th percentile of the development windows, below the median and inside the ordinary range.
The match is not perfect, and the mismatches are reported on purpose. Daily volatility ran 14% higher live (Levene test p = 0.36), the share of winning days fell from 73% to 66%, and profit factor fell from 3.44 to 2.66. The daily edge held anyway because live winning days averaged +$5,273 against +$5,022 in development. Fewer, larger wins with the same mean change the texture of the equity curve and leave the edge intact.
Second check, same dates on both records
From March through August 2026 the seven 2.0 native configurations also carry two records over identical dates: the live forward run, tracked day by day, and the backtest engine replayed across the exact same window. Correlating the two daily P&L streams measures whether the engine that produced the development record behaves like live trading.
Daily P&L correlation (r)
0.97
R²
0.93
Shared trading days
127
Total P&L gap
+6.6%
2.0 configurations, identical population in both records: forward +$276,721 vs backtest +$259,590 over the window.
Each dot is one trading day: how the stack scored in the backtest that day (x) against the live forward run (y). Days on the dashed line matched exactly.
Correlation by configuration
Omega Stack
0.81
Poseidon NQ · Custom
0.94
Poseidon NQ · Rebound
0.78
QLiquidity NQ · Config A
0.96
QLiquidity NQ · Config B
0.97
QORB NQ · Config A
0.99
QORB NQ · Config B
0.96
Method: daily P&L from both records, zero filled on days either record did not trade, Pearson correlation across the union of trading days in the shared window. The backtest trade logs covering this window are downloadable on the configuration cards.
THESE RESULTS ARE BASED ON SIMULATED OR HYPOTHETICAL PERFORMANCE RESULTS THAT HAVE CERTAIN INHERENT LIMITATIONS. UNLIKE THE RESULTS SHOWN IN AN ACTUAL PERFORMANCE RECORD, THESE RESULTS DO NOT REPRESENT ACTUAL TRADING. ALSO, BECAUSE THESE TRADES HAVE NOT ACTUALLY BEEN EXECUTED, THESE RESULTS MAY HAVE UNDER-OR OVER-COMPENSATED FOR THE IMPACT, IF ANY, OF CERTAIN MARKET FACTORS, SUCH AS LACK OF LIQUIDITY. SIMULATED OR HYPOTHETICAL TRADING PROGRAMS IN GENERAL ARE ALSO SUBJECT TO THE FACT THAT THEY ARE DESIGNED WITH THE BENEFIT OF HINDSIGHT. NO REPRESENTATION IS BEING MADE THAT ANY ACCOUNT WILL OR IS LIKELY TO ACHIEVE PROFITS OR LOSSES SIMILAR TO THESE BEING SHOWN.
PAST PERFORMANCE IS NOT NECESSARILY INDICATIVE OF FUTURE RESULTS.
How to read these numbers
One timeline, one curve. Each record chart is a single continuous curve. The record behind it combines a backtest, replayed on the same engine that powers customer backtests inside ATS 2.0, with actual forward trading results tracked from March 1, 2026. Backtests are simulated; the forward records are actual executed trades. Backtests cover January 2024 through February 2026, except QLiquidity, whose replay reaches back to May 2022, and Poseidon Rebound, whose replay starts March 2024. Each backtest runs the configuration's own settings, and where a backtest's settings differ from what its forward record ran, the card note says so: the Zeus Intermediate backtest adds the Direction Classifier at Low confidence, a 2.0 feature the TradingView era record did not have. The charts do not split the records visually; the hero chart and the timeline under it mark the switchover and the earlier platform eras, and the chip clusters on the cards give each record's stats separately. Zeus has been forward tested since January 2024, on TradingView and NinjaTrader before QZeus 2.0. Backtest trade logs cover the full window through August 2026, including the months where forward tracking ran in parallel, so the two records can be compared over the same dates.
Blue is profit, orange is loss. Every figure in the month by month table is colored by outcome. The header tags and the table footnote identify which cells come from the simulated backtest record: the January and February months that predate live tracking, and the default configurations awaiting published forward results.
Stacks are sums of their parts. Ratio Tier H and Sentinel-X are combined portfolios: each stack's daily P&L is the sum of its component configurations' daily P&L at the listed weights, with micro contracts counted at one tenth of a mini. Stack records are backtest only, because the full 2.0 component population exists only on the backtest engine; each component's own forward record is on its card. The simulated account size used for stack drawdown context is four times the maximum backtest drawdown, a reporting convention, not a recommendation.
The overfitting check is the proof section. Above this section, the daily P&L of the seven 2.0 native configurations (Omega Stack, Poseidon Custom and Rebound, QLiquidity Config A and B, and QORB Config A and B; Zeus is excluded because its forward record ran on another platform) is tested for out-of-sample decay: development window against live window, plus the live run against the engine replayed over the same dates. The statistical tests and their p-values are shown there, not asserted.
Contract sizing. Daily P&L is tracked at the configuration's listed contract size: 1 lot except where the configuration name says otherwise, such as the Zeus 4 lot ladders. No compounding, no reinvestment.
Settings are copy and paste. Every configuration shown ships as a settings profile that imports into ATS 2.0 with a copy and paste code. No manual parameter entry, and no strategy internals are exposed.
Test on demo first. Run any strategy on a demo account for at least 60 days before trading it live, whether it is new to the community or new to you.
Run the same stack
Every configuration on this page imports into ATS 2.0 in a couple of clicks. Setup takes one onboarding call.
