u/MalefactorX ·
Reddit — r/algotrading
· July 01, 2026 at 19:09
· ⬆ 20 pts
· 💬 66 comments
| View on Reddit ↗
AI Summary
Summary
The author presents backtest results for a hyperscalper strategy on NQ futures, claiming a 145% return in 5 months with an extraordinary Sharpe ratio of 11.92.
Thesis: The strategy is quantifiable and can be automated for scalping NQ contracts; manual testing was successful, but automation is desired.
Quality assessment: This is speculative noise. The backtest lacks realistic costs, commissions, and slippage. Top comments highlight fatal flaws (unrealistic Sharpe, fee erosion), making the results unreliable for real trading.
Score20
Comments66
Upvote %65%
▶ Full Post Text
This is only 5 months of multiple timeframe backtesting on NQ VS Spy. The early data and backtests I am still using Claude connected to my IBKR account to draw in data and reference points.
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Trading Start Date: 2026-01-07
End Date: 2026-06-30
Period Run: 174 days (\\\~5 months)
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Starting Capital: $10,000.00
Final Equity: $24,565.00
Total Return: 145.65%
SPY Benchmark: 8.29%
CAGR: 559.67%
Win Rate: 42.37%
Biggest Win: 0.56% per trade
Biggest Loss: -0.19% per trade
Average P&L: 0.1278% per trade
Avg Holding Time: 0.2 hours (\\\~12 min)
Max Drawdown: -5.77%
Sharpe Ratio: 11.92
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Total Trades: 1,140
Long Trades: 568
Short Trades: 572
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This is going to be a hyperscalper bot and the backtest is modeled using a singe NQ contract per trade.
How does this look so far, does anything stand out that might need adjusting before I do a forward test on a Sim?
**Clarification** - The strategy has been successfully tested in manual trading on NQ last year, I just want to automate it since it is very quantifiable and translatable to a bot.