The operational backbone of modern retail trading.

“Long NQ when price retraces into a bullish fair value gap left by displacement in the 10am New York hour. Stop below the gap, target the previous day's high.”

↓compiledcompiled

↓validatedvalidated

• ▽lookahead: clear
• ▲session clock: window pinned to UTC; New York moves an hour twice a year
• ▽overfitting risk: clear

↓Suggested fix: pin the window to the New York clock

Lemnal proposes this change to the spec. Applying it rewrites the spec, resolves the check and re-runs the sample backtest.

 market    NQ front_month, 1m
−window    14:00-15:00 UTC
+window    10:00-11:00 America/New_York

↓backtestedbacktested

Sample result, 2021 to 2024, 1-minute.

Example 1 of 3: NQ silver bullet. compiled, one session-clock warning; sample backtest +18.6% per year. Pinning the window to New York time drops 45 trades that never fell inside the killzone, and the return falls to +13.9%.

sample output: illustrative, not a real backtest.