Nasdaq-100 index futures · Quantitative research
Nasdaq analysisfor people whovalue their time.
TeraSystem turns NQ futures price action into rule-based signals, each with entry, stop and target set before the trade. The system watches the session and does the math. You stay focused on your work, and you decide whether to take each trade.
- CME
- NQ · MNQ · ES
- 2010 →
- 1-minute bar history
- Asia → NY
- ICT killzones mapped
- 23 h
- session coverage
The system
From raw ticks to a trade you can explain.
Every signal passes through the same four stages and can be traced back to a strategy version and the exact bar that triggered it.
- 01DATA
Clean market data
One-minute bars for Nasdaq-100 and S&P 500 index futures since 2010, split by session: Asia, London and New York. Contract rolls and daylight-saving changes are handled explicitly.
- 02RULES
Rules with a reason
Signals are built from ICT price-action concepts: liquidity sweeps, fair value gaps, market structure shifts and killzone timing. Every filter has a written rationale.
- 03TEST
Validation before trust
Walk-forward testing, a sealed out-of-sample period and stress scenarios such as gap days, contract rolls and the March 2020 limit-down. Passing a backtest only earns a strategy the next round of testing.
- 04RISK
Risk set before entry
Each signal arrives with entry, stop and target. Position size follows a fixed share of account risk, and a daily loss limit ends trading for the day once it is hit.
Expectancy
Win rate alone does not grow an account.
What matters is win rate and reward-to-risk together, with a small fixed risk on each trade. Move the sliders to see how the three interact.
- Expectancy per trade
- +0.35 R
- Break-even win rate at this R:R
- 33.3%
- Account after 100 trades
- +40.3%
TeraSystem Academy
ICT futures trading, taught from structure to execution.
The system is a tool. The academy will teach the reasoning behind it, so you can read a chart yourself, size every position and know why you are in a trade.
- 1Level 1
Foundations
- NQ and MNQ contracts: 0.25-point ticks, $20 and $2 per point
- Sessions and killzones: Asia, London, New York
- Market structure: swings, BOS and CHoCH
- 2Level 2
Core ICT
- Buy-side and sell-side liquidity, equal highs and lows
- Fair value gaps and inverse FVGs
- Order blocks, breakers and displacement
- 3Level 3
Advanced
- Power of Three: accumulation, manipulation, distribution
- Silver Bullet windows and the Judas swing
- OTE retracements and SMT divergence between NQ and ES
- 4Level 4
Execution & risk
- Position sizing with MNQ for small accounts
- Planning trades by R:R and expectancy
- Replay drills and a written trade journal
Replay drill
Trade a recorded New York open bar by bar on a $50,000 practice account. The drill ends if the balance falls $2,000 below its highest realized level, a trailing rule modeled on prop-firm evaluation accounts.
- 2.5 h
- NY open replay
- $50K
- practice account
- $2K
- trailing drawdown
Why we do this
For people whose time already belongs to work and family.
Most people give their best hours to their work and the rest to the people they care for. Studying markets for hours every night is not realistic, and it should not have to be.
We built TeraSystem to carry that load. The system watches the session and does the math. The academy will teach the reasoning, so every decision stays yours. We aim for slow, careful progress built on small, defined risks. Trading is never a shortcut out of financial pressure, and we will not present it as one.
Small, defined risk
The stop is set before entry, and each trade risks only a small, fixed share of the account.
Fewer, better signals
A few well-defined setups a week are worth more than a screen full of weak ones.
Skills you keep
You learn why each trade exists, so you are never dependent on a black box.
Only money you can afford to lose
Futures are leveraged and losses can come quickly. Rent, living expenses, emergency savings and borrowed money should never be traded.
About TeraSystem
Quantitative research for US index futures.
TeraSystem builds data pipelines, rule-based strategies and validation tools for Nasdaq-100 index futures, and teaches the methods behind them. We publish what we can explain and drop what fails out of sample.
How we work
- Errors are evidence.
- Understand the failure first. Modify second.
- A gap between live and backtest is a clue, not noise.
- Every filter needs a reason.
Talk to us
Questions about the system or the academy?