MNQ/Selective intraday
Bell to Bell Select
A selective intraday strategy for Micro E-mini Nasdaq-100 futures. It takes about one trade a week during US regular hours, sends a stop-loss order with every entry, and is flat before the 16:00 ET close.
- Market
- MNQ. Add MNQ contracts to trade more size
- Pace
- About one trade a week
- Hours
- US regular hours only
- Every trade
- A stop-loss order at entry
- Size
- Your base size, or twice it on some trades
- Positions
- One at a time
- Needs
- NinjaTrader Order Flow+
On your chart
What you'll see, in order
Once it's on, it runs by itself: it waits, trades and goes flat on its own. The exact rules and settings are proprietary. This is the behavior you'll see, and the limits fixed in the code.
- Waits
On most days nothing meets its rules, and it doesn't trade.
- Enters
When a setup qualifies during US regular hours, it enters in that direction at your base size, or at twice it on some trades.
- Protects
A stop-loss order goes in with every entry, as a real order.
- Exits
At its stop, when its rules end the trade, or before the 16:00 ET close.
- Flat
It never holds a position overnight and never has more than one trade on.
Hypothetical results
MNQ · Dec 2023 to Oct 2026 · 1 MNQ base, 2 on some trades, no compounding · 0.5 point ($1) a contract a round trip deducted · default preset
Most recent trade
Long. Loss, −$121 at 1 MNQ
The day of its most recent trade in the research data, drawn as a simplified price path with the entry and the exit marked. No prices, times or levels are shown, and it is not to scale. Some trades lose.
Last three active sessions
- LongLoss−$121at 1 MNQ
- ShortLoss−$121at 1 MNQ
- ShortWin+$427at 1 MNQ
Net at the size shown, after the research costs. Newest first: the first is the trade drawn above. No dates are shown.
The two presets
| Standard | One-lot | |
|---|---|---|
| Size | base, twice it on some trades | base on every trade |
| Profit factor (before / from Jul 2025) | 4.10 (3.33 / 5.09) | 3.24 (2.76 / 3.93) |
| Net at a base of 1 MNQ | $11,470 | $7,982 |
| Average a month | $363 | $253 |
| Largest drawdown, closed trades | $356 | $388 |
| Largest drawdown, open trades marked | $455 | $410 |
| Worst trade | −$242 | −$121 |
| Worst day, open trades marked | −$252 | −$186 |
| Average trade | $86.89 | $60.47 |
| Winning trades | 48.5% | 48.5% |
Both presets take the same trades. Figures with open trades marked come from a day-by-day replay of the same trades.
Weak spots
- Short history. It was tested from Dec 2023 only: 132 trades. That's too few to tell a lasting edge from a good stretch.
- A best-case backtest. An independent review of an earlier version expected live results below its backtest. Expect the same here.
- Low costs assumed. The test deducts 0.5 point a contract a round trip, half or less of what the other Bell to Bell strategies assume. Higher costs lower every figure.
- MNQ only. It showed no edge on S&P 500 or Russell 2000 micro futures, and running it on an NQ chart tested worse. It runs on an MNQ chart. To trade more size, add MNQ contracts.
- A stop isn't a guarantee. In a fast market a stop can fill well past its price.
How it was tested
- Data: MNQ market data from NinjaTrader, Dec 2023 to Oct 2026, Eastern time. Sessions with incomplete data were left out.
- Costs: 0.5 point ($1) a contract a round trip.
- Size: a base of 1 MNQ and 2 on some trades, no compounding.
- Code check: the strategy file reproduced the research simulator trade for trade, for every preset.
- NinjaTrader check: on NinjaTrader chart runs in Sep and Oct 2026, every trade the research data covered matched, apart from one contract-roll day.
Hypothetical performanceCFTC Rule 4.41 · NFA Rule 2-29
These results are based on simulated or hypothetical performance results that have certain inherent limitations. Unlike the results shown in an actual performance record, these results do not represent actual trading. Also, because these trades have not actually been executed, these results may have under- or over-compensated for the impact, if any, of certain market factors, such as lack of liquidity. Simulated or hypothetical trading programs in general are also subject to the fact that they are designed with the benefit of hindsight. No representation is being made that any account will or is likely to achieve profits or losses similar to these being shown.
HYPOTHETICAL PERFORMANCE RESULTS HAVE MANY INHERENT LIMITATIONS, SOME OF WHICH ARE DESCRIBED BELOW. NO REPRESENTATION IS BEING MADE THAT ANY ACCOUNT WILL OR IS LIKELY TO ACHIEVE PROFITS OR LOSSES SIMILAR TO THOSE SHOWN. IN FACT, THERE ARE FREQUENTLY SHARP DIFFERENCES BETWEEN HYPOTHETICAL PERFORMANCE RESULTS AND THE ACTUAL RESULTS SUBSEQUENTLY ACHIEVED BY ANY PARTICULAR TRADING PROGRAM.
ONE OF THE LIMITATIONS OF HYPOTHETICAL PERFORMANCE RESULTS IS THAT THEY ARE GENERALLY PREPARED WITH THE BENEFIT OF HINDSIGHT. IN ADDITION, HYPOTHETICAL TRADING DOES NOT INVOLVE FINANCIAL RISK, AND NO HYPOTHETICAL TRADING RECORD CAN COMPLETELY ACCOUNT FOR THE IMPACT OF FINANCIAL RISK IN ACTUAL TRADING. FOR EXAMPLE, THE ABILITY TO WITHSTAND LOSSES OR TO ADHERE TO A PARTICULAR TRADING PROGRAM IN SPITE OF TRADING LOSSES ARE MATERIAL POINTS WHICH CAN ALSO ADVERSELY AFFECT ACTUAL TRADING RESULTS. THERE ARE NUMEROUS OTHER FACTORS RELATED TO THE MARKETS IN GENERAL OR TO THE IMPLEMENTATION OF ANY SPECIFIC TRADING PROGRAM WHICH CANNOT BE FULLY ACCOUNTED FOR IN THE PREPARATION OF HYPOTHETICAL PERFORMANCE RESULTS AND ALL OF WHICH CAN ADVERSELY AFFECT ACTUAL TRADING RESULTS.
Prop account check
Try it on a prop account
Pick an account size and your contracts. The backtest is replayed from every start date on that account’s rules: how often it reached the profit target before the drawdown, and how many weeks that took.
On the 50K account at 3 MNQ. With JavaScript on, you can pick another account size and your contracts here.
Drawdown $2,000Profit target $3,000End-of-day trailing, stops at the start + $100
- Hit the drawdown first
- 0%
- Neither within a year
- 0%
- Typical time to pass
- 13 weeks half took 8 to 22 weeks
- Worst drawdown at this size
- $1,365 against the $2,000 drawdown
Hypothetical. The research backtest, after its costs, replayed from each of its 474 start dates, Dec 2023 to Oct 2026, at the size picked (twice it on the trades where it uses twice the base size), on the rules shown: no daily loss limit and no consistency rule, open trades counted at each minute’s worst price, and a run that does neither within 52 weeks counted as neither. Runs from nearby start dates share most of their trades, so they aren’t independent tries. Its test runs only from Dec 2023, so these shares rest on a short history. The worst drawdown is the backtest’s, with open trades marked; one larger than the account’s can still pass when it comes after the floor has stopped rising. Firms’ rules differ and change, so check yours. Its rules were picked after testing many variations, so expect live results below these. None of this is a promise that any account will pass.
Hypothetical performanceCFTC Rule 4.41 · NFA Rule 2-29
These results are based on simulated or hypothetical performance results that have certain inherent limitations. Unlike the results shown in an actual performance record, these results do not represent actual trading. Also, because these trades have not actually been executed, these results may have under- or over-compensated for the impact, if any, of certain market factors, such as lack of liquidity. Simulated or hypothetical trading programs in general are also subject to the fact that they are designed with the benefit of hindsight. No representation is being made that any account will or is likely to achieve profits or losses similar to these being shown.
HYPOTHETICAL PERFORMANCE RESULTS HAVE MANY INHERENT LIMITATIONS, SOME OF WHICH ARE DESCRIBED BELOW. NO REPRESENTATION IS BEING MADE THAT ANY ACCOUNT WILL OR IS LIKELY TO ACHIEVE PROFITS OR LOSSES SIMILAR TO THOSE SHOWN. IN FACT, THERE ARE FREQUENTLY SHARP DIFFERENCES BETWEEN HYPOTHETICAL PERFORMANCE RESULTS AND THE ACTUAL RESULTS SUBSEQUENTLY ACHIEVED BY ANY PARTICULAR TRADING PROGRAM.
ONE OF THE LIMITATIONS OF HYPOTHETICAL PERFORMANCE RESULTS IS THAT THEY ARE GENERALLY PREPARED WITH THE BENEFIT OF HINDSIGHT. IN ADDITION, HYPOTHETICAL TRADING DOES NOT INVOLVE FINANCIAL RISK, AND NO HYPOTHETICAL TRADING RECORD CAN COMPLETELY ACCOUNT FOR THE IMPACT OF FINANCIAL RISK IN ACTUAL TRADING. FOR EXAMPLE, THE ABILITY TO WITHSTAND LOSSES OR TO ADHERE TO A PARTICULAR TRADING PROGRAM IN SPITE OF TRADING LOSSES ARE MATERIAL POINTS WHICH CAN ALSO ADVERSELY AFFECT ACTUAL TRADING RESULTS. THERE ARE NUMEROUS OTHER FACTORS RELATED TO THE MARKETS IN GENERAL OR TO THE IMPLEMENTATION OF ANY SPECIFIC TRADING PROGRAM WHICH CANNOT BE FULLY ACCOUNTED FOR IN THE PREPARATION OF HYPOTHETICAL PERFORMANCE RESULTS AND ALL OF WHICH CAN ADVERSELY AFFECT ACTUAL TRADING RESULTS.
What you control
Your settings
The signal logic is fixed. These are the settings you choose.
| Preset | Standard, or One-lot for the same trades at your base size every time. |
| Size multiplier | Multiplies every size the preset uses. At 2, Standard trades 2 or 4 MNQ. |
| Max contracts | A cap on the size of any single order. |
| Alerts | NinjaTrader alerts on each fill, on or off. |
| Trade log | An optional CSV file of your trades. |
Before you go live
Run Bell to Bell Select on Sim first
Your license key works on NinjaTrader's simulator as well as live accounts. At about one trade a week it takes time to see many trades, so NinjaTrader's Market Replay is a good way to watch more of them.
Bell to Bell Select needs NinjaTrader's Order Flow+, which comes with a NinjaTrader Lifetime license and is a paid add-on with the Free and Monthly plans. Load at least 5 days on its chart.