Backtest results of my NQ futures VWAP based strategy

u/Known_Grocery4434 · Reddit — r/algotrading · May 28, 2026 at 15:56 · ⬆ 27 pts · 💬 36 comments  | View on Reddit ↗
AI Summary

Summary

  • The author presents backtest results of a VWAP-based strategy on NQ futures from 2020-2024, with a forward walk to May 2026.
  • They note that average loss and average win are very close, and they are currently paper trading the strategy.
  • The post is light on specifics (entry/exit rules, performance metrics) and reads more as a casual observation than a rigorous analysis.
  • Quality assessment: Noise – lacks sufficient detail, backtest methodology, or clear thesis to be considered well-researched DD.
Score 27
Comments 36
Upvote % 89%
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