Strategy Update for 23-27 December

Welcome back to The Futures Playbook! We’re excited to showcase our latest strategies for E-mini S&P 500 (ES), E-mini Nasdaq 100 (NQ), Dow Jones E-mini (YM), and Bitcoin (BTC) futures, all updated to focus on the final trading hours of 09:30–11:30 EST. By restricting trades to this active window, each system aims to capture intraday momentum and close positions before midday volatility tapers off. You can easily import these strategies into TradingView, add them to your charts, and set custom alerts. They’re intended as tools to assist with your personal trading plans and risk management, so feel free to adjust parameters as needed.

FP ES Futures Strategy:

This PineScript-based approach for ES pairs trend analysis with volume and volatility spikes. A 7-period EMA dictates when to go long or short, aided by a 10-period SMA of volume and a 14-period ATR for volatility signals. The script employs a fixed 20-tick (5-point) stop loss, transitioning to a trailing stop once the trade achieves 0.75 ATR in profit. In backtests, it delivered a net profit of $6,675 (13.35%), with a strong profit factor of 6.74 and a 70% win rate, all while keeping the maximum drawdown at just 1.21%. This strategy demonstrates how tight risk controls and adaptive trailing can capture substantial intraday moves.

FP YM Strategy:

Tailored for Dow Jones E-mini, this system uses Stochastic RSI (values < 40 or > 60) coupled with volume and volatility spikes. With a fixed 50-tick stop and a 2:1 risk-reward ratio, once a trade reaches 1× ATR in profit, a trailing stop tied to a 14-period EMA helps lock in gains. Over a $50,000 backtest, the FP YM Strategy earned $3,170 (6.34%) net profit, outperforming a buy-and-hold loss of –$3,200. Its profit factor of 1.97, along with a modest 1.72% drawdown, highlights the effectiveness of combining tight trade windows, volume filters, and trailing stops.

FP NQ Strategy:

Focusing on E-mini Nasdaq 100 futures, this script enters trades when Stoch RSI dips below 40 or rises above 60—provided volume or price range spikes confirm momentum. A fixed 50-tick stop (12.5 points) ensures risk is strictly controlled, while an optional ATR-based trailing stop helps capture bigger moves if the trade becomes profitable. Backtesting revealed a 3.19% net profit from $1,595 across 8 trades, significantly beating a buy-and-hold loss of –$15,550. With half of its trades winning and average winners more than twice the size of losers, the strategy demonstrates balanced risk management.

FP BTC Futures Strategy:

Built for Bitcoin futures, this system runs on a 21-period EMA for directional bias and triggers positions when volume or volatility crosses a predefined threshold. Every trade carries a strict 10-tick ($250) stop, switching to a trailing exit once a specified ATR-based profit target is met. In testing, the strategy posted a $14,725 (29.45%) net profit on a $50,000 account, outpacing a buy-and-hold loss of –$3,966. It maintained a 62.5% win rate, with average winning trades nearly double the size of losing trades, further solidifying the value of a strictly enforced stop paired with a trailing exit.

All of these strategies are easy to add to your TradingView workspace, letting you set alerts and modify parameters to match your own tolerance for risk. Our updates underscore the benefits of trading during focused market hours (09:30–11:30 EST) and combining fixed stops, ATR-driven trails, and volume/volatility filters to tackle intraday price swings. Remember to perform your own due diligence, keep an eye on evolving market conditions, and adjust these strategies to suit your style and objectives. Happy trading!

Day Trading Strategy Disclaimer

ALWAYS DO YOUR OWN ANALYSIS. NO ONE CAN PREDICT THE STOCK MARKET, BUT YOU CAN MAKE INFORMED DECISIONS TO INCREASE YOUR CHANCES. IN DAY TRADING: MINDSET AND ATTITUDE BEATS SKILL. CHOOSE THE SCENARIO THAT MEETS YOUR RISK AND STRATEGY AND SECURE THE WIN. NOT EVERYDAY IS A TRADING DAY AND ALWAYS LIVE TO TRADE ANOTHER DAY

The content provided in this blog, including day trading strategies, technical analysis, and market insights, is for informational and educational purposes only. The information should not be construed as financial advice, investment recommendations, or an endorsement of any trading strategy. Trading futures, options, and other financial instruments carries a high level of risk and may not be suitable for all investors. Past performance is not indicative of future results.

You should thoroughly evaluate your financial situation and risk tolerance before engaging in any trading activities. It is advised that you consult with a licensed financial advisor or professional who can provide personalized investment advice tailored to your individual needs.

The author and publisher of this blog do not guarantee the accuracy, completeness, or timeliness of the information and will not be liable for any losses or damages, including, but not limited to, any loss of profit or investment, which may arise directly or indirectly from the use of or reliance on such information. By using this blog, you acknowledge and accept these terms and any inherent risks associated with trading.

Risk Warning: Leveraged trading can result in losses that exceed your initial investment. Please trade responsibly.