OU Reversion — NQ Asia KZ (5m): A LIVE mean-reversion Strategy for NQ
The 5-min NQ Asia fade — dazzling backtest, but only ~1 year of tick history. Watch closely.
Market: NQ Timeframe: 5-min Session: Asia KZ (20:00-24:00 ET)
How it works
On NQ 5m, fade a >=2.5 sigma stretch from a 120-bar mean during the Asian kill zone. The finest resolution of the Asia edge — but built on ~1 year of reconstructed tick data, so treat with caution.
- Entry: NQ >=2.5 sigma from the 120-bar mean during 20:00-24:00 ET, ADX < 20.
- Exit: Revert to the mean; ATR-based stop (1.5x ATR).
- Risk: 0.25% of account per trade, 1 micro.
Backtested performance
NQ — the numbers
| Profit Factor | 7.32 |
| System Quality (SQN) | 6.44 |
| Win Rate | 72% |
| Max Drawdown | -1% |
| Net Return (1 micro, $50k) | +26.7% |
| Trades | 58 |
| Years Tested | 1 |
When it works
- Tight Asian ranges (the recent regime)
- 72% win rate in-sample
- Fine 5m resolution catches quick reverts
When it fails
- Only ~1yr of data — likely single-regime
- Any overnight trend shift
- Numbers will regress toward the 15m version live
Why it has an edge
Promising fine-grained edge — but the eye-popping stats are a short-history artifact until forward-tested.
How we validate it
Every sleeve is backtested on 8+ years of Sierra Chart NQ/ES data with realistic costs (2-tick slippage + $0.74/side commission), sized at 0.25% risk on a $50k account, and stress-tested per calendar year. Micros only (MNQ/MES). The 14 kill-zone sleeves were mined from a 10-year ES+NQ session sweep and are scored by Van Tharp SQN. Signals are tracked live every session.
See this strategy live
This is one of the sleeves running on our automated account right now. Get the exact rules, the full 8-year statistics, and the weekly forward-test results — and see every LIVE strategy on one page.
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Educational content only, not financial advice. Backtested results are hypothetical and do not guarantee future performance. Futures carry substantial risk and most short-term traders lose money. Test on your own data and trade your own plan.