Automated Nasdaq futures · 3,358 verified trades · 2021–2026
QRS is a fully automated strategy that trades the Nasdaq a few times a day and ends every single day in cash. No charts to watch. No overnight risk. Just rules — tested through five years of real market data, including the year the market fell 33%.
Some perspective
Most people grow money one way: buy, hold, and hope the market goes up. A normal year is around +10%. A great one is +20%. QRS plays a different game — it harvests small, repeatable moves every day, in both directions.
Buy and hold. Fully exposed to every crash, every night, every headline.
The kind of year investors brag about — and can't count on repeating.
Average yearly return per contract unit across the 5-year test — before adding contracts as the account grows.
Where it comes from
QRS didn't come off YouTube. The core engine was brought to us by an ex-hedge-fund manager, and it's anchored to a price benchmark that institutional desks have relied on for decades to move serious money — logic with real long-term data behind it, not a pattern someone spotted last summer. We wrapped that engine in strict exits and a hard no-overnight rule, then audited it the way a fund would.
How it makes money
You don't need a trading background to understand QRS. Three things make it different from investing:
QRS is in and out within hours. Every position is closed by 4:55 PM ET — it never holds through the night, weekends, or holidays. When you're asleep, you're in cash.
Investors need markets to rise. QRS profits from moves up and down. That's how 2022 — when the Nasdaq lost a third of its value — was still a winning year.
Every entry, stop-loss, and profit target is computed by the system before the trade exists. No guessing, no panic, no revenge trades. The same rules ran through all five years.
Trading vs. investing
The real edge
Here's what investors miss: futures scale in units. QRS runs one micro contract per $10,000 of capital. Every time the account grows by $10,000, it adds a contract — and every contract earns independently. Your winnings go straight back to work.
Start with 1 contract on $10k. It averaged +76% a year in testing.
Account reaches $20k → the system now trades 2 contracts. Same trades, double the size.
Repeat. Growth compounds in steps — that's how it snowballs while risk stays proportional.
Projection uses the 5-year backtest average per contract, adding one contract for every $10,000 of equity. The grey bar compounds the same start at +20% per year — a great investing result.
Hypothetical projection based on historical backtest averages. Real results vary year to year and are not guaranteed.
The record
Net return per calendar year, one contract per $10,000 unit, after commissions and slippage. 2022 — the Nasdaq's worst year in over a decade — was one of the system's best.
Validation
Most "profitable systems" are curve-fit to the past and fall apart live. QRS was audited the way a fund would audit it — out-of-sample data, walk-forward analysis, and nine independent stress tests.
10,000 random re-orderings of every trade. The edge survives any sequence of results.
10,000 simulated years. 99.5% finished profitable.
Worse fills on every single trade — even at 4× assumed slippage, still +245% over the test.
Costs doubled on all 3,358 trades. Profit barely moves: +371%.
Delete the top 5% of winners entirely — still +214%. No lucky-outlier dependence.
Randomly skip 20% of all trades, 10,000 times. Probability of losing money: 0.0%.
Begin on the worst possible day of the five years. The system still digs out and compounds.
Loss-cluster odds mapped against account limits at every contract size.
Profitable in both trading sessions, on every weekday, long side and short side.
Prove it yourself
Monte Carlo is simple. History happened in one order — but the future won't repeat that order. So instead of trusting one lucky sequence, the computer takes all 3,358 real trades, shuffles them into thousands of random futures, and replays every single one.
A strategy that only worked because of when things happened falls apart here. A real edge ends green in almost every shuffled future. Run it and see.
Each path resamples the system's real trade history in random order — one micro contract on a $10,000 unit. Green paths end profitable, red paths don't. The bold line is the median run.