Indicators & Backtests

NQ around NFP and jobless claims (Jun 2010 – Nov 2026) and every US election back to 1950, applied to the Nov 4, 2026 close after the midterms. First-5-minute NFP moves run about 100 points, claims about 20, and next-2-day direction has no reliable lean. The real midterm effect comes later: the S&P was higher about 3 months out in 89% of midterms and a year out in all 19.

15 recurring 8:30 ET releases — CPI, jobs, PPI, PCE, retail sales, GDP, claims and more — against 600 NQ mornings (Jan 2022 – Sep 2026, 1-minute bars). A snapshot card per release: how far it moves, when the extra volatility fades (by 10:00), how often the first move sticks, and whether the number itself matters (inflation prints are priced within a minute). Plus 392 simple trading rules tested, and none survives a multiple-testing check.

37 FOMC decisions (Jan 2022 – Jul 2026) on 1-minute bars, every day lined up on its own 9:30 open. After-2pm travel runs about 2× the morning (3× on hike days), the first move reverses half the time, the 2pm price gets revisited 84%, and on hike days the extreme prints in the last 30 minutes 9 times in 11. With what futures priced going in and which decisions surprised.

The Thursday and Friday after each of 37 FOMC decisions (Jan 2022 – Jul 2026) on 1-minute bars, split into first hour, midday and power hour, with the eleven hike weeks pulled out. After a hike Thursday gaps down 8 of 11 and the gap holds, the session is red and trending and breaks the Fed-day low, the first hour is the cleanest trade, and Friday bounces but chops. Across all meetings the two days are a coin flip.

279,659 desk scores checked against 216,000 minutes of NQ and ES price (May – Sep 2026). The call matches what the market has just done 71–77% of the time, is a coin flip on what comes next, and changes on the same candle as price. Three parts: is it right about now, how fast it changes, what you can do with it.

NQ 1-minute, Jan 2022 – Apr 2026, 1,100 sessions. What happens when the one-lot crowd and the size players end up on opposite sides. The states resolve OPPOSITE to the intuitive reading — closer to “failed pressure continues” than to “size wins” — and the effect is in the session-cumulative read, not the rolling one. This is the study behind PND Rolling Bucket CVD.

Every NQ trade across 249 sessions (May 2025 – Apr 2026) split into 18 size groups from 1 to 500+ contracts. 1-lots move against price (r = −0.22), 10–19 contracts is the strongest single group, and "2+" beats every big-trade-only filter. Nothing leads price — every group lines up same-minute only. Includes the ATAS "Cumulative Trades" ON/OFF comparison that flips five groups' conclusions, and a divergence test where small selling into big buying called direction 72% of the time.

113,440 signal events across 1,158 NQ sessions (2022–2026), split into three scenarios: candle flips (S1), oscillator zero-crosses (S2), and fresh candle/oscillator agreement (S3). Per-scenario MFE/MAE opportunity, time-of-day percentile tables (S2 opening-hour p90 hits 117 pt), and a month-grouped gallery of every session.

14,926 CVD alignment signals analyzed across 4+ years of NQ tick data. 75.4% hit rate at 10 pts in 20 bars. Time-of-day breakdown, magnitude tiers, stop-survival heatmap, and year-by-year stability.

Full 2022–2026 backtest of the delta-inertia signal with CVD confluence, structural targets, and four sizing tiers. 250 trades · 74% win rate · Recovery Factor 14–34.