A systematic NQ futures strategy that reads live order flow inside every volume bar and only trades when institutional conviction is overwhelming. Three locks. One edge.
Every candlestick is a summary. Green means up, red means down. That's all most traders see. But inside every bar is a forensic record — every buyer, every seller, every aggressive order at every price level. The candlestick is the cover. DeltaEdge reads the pages.
DeltaEdge requires three independent confirmations before entry. No single signal is enough. All three must open simultaneously.
While other strategies look at the outside of a candle, DeltaEdge looks inside. Using volumetric bars, the strategy reads bid/ask volume at every price level within each 1,000-tick bar.
The four highlighted rows show aggressive buying at 6.3x, 6.0x, 3.4x, and 3.0x the selling volume.
This isn't retail noise. Large participants are reaching up and taking liquidity at every price level. They're not waiting. They're pushing.
The Point of Control sits at 25068 — the price with the heaviest volume — confirming buyers are holding gains at elevated prices.
Backtested on NQ 100 futures across January–February 2026. Fixed 22-tick target and 140-tick stop on 1,000-tick volumetric bars.
Live simulation since February 17, 2026. Real data, real fills, real slippage. Every trade logged with 56 data points.
DeltaEdge works. The research is about making it prop firm compliant and optimally efficient.
Losses cluster after extended winning streaks. If exhaustion is measurable — declining delta, weakening stacks — we skip the trade that stops out.
67% of winners show MAE under 20 ticks. Losers blow through 100+ immediately. A tighter stop could cut losses without flipping winners.
Every trade logs delta ratio, stack count, POC position, cumulative delta. Which variables correlate with wins? The 56-column dataset will reveal it.
When delta thins and imbalance quality degrades but price still rises — that's exhaustion. If it has a measurable signature, it becomes a filter.
Every trade generates a fingerprint across 56 dimensions. Trade mechanics, order flow, volumetrics, context, and excursion — all logged automatically.
Baseline performance first. Hypotheses from observed patterns. Data collection without changes. Statistical validation. Then — with evidence — implementation.
No premature optimization. No curve fitting. The strategy earns improvements through statistical proof, not storytelling.