OU Reversion — NQ NY-AM KZ (1h): A LIVE mean-reversion Strategy for NQ
Fade the hourly overshoot in the NY-AM window — highest net of the OU 1h sleeves.
Market: NQ Timeframe: 1-hour Session: NY AM KZ (09:30-11:00 ET)
How it works
On the hourly, when NQ stretches >=3 sigma from an 80-bar mean during the NY-AM kill zone and the trend filter is quiet, fade it back toward value. Fewer, larger trades than the 15m variants.
- Entry: NQ >=3 sigma from the 80-bar mean during 09:30-11:00 ET, ADX < 30.
- 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 | 1.94 |
| System Quality (SQN) | 2.19 |
| Win Rate | 39% |
| Max Drawdown | -2.2% |
| Net Return (1 micro, $50k) | +13% |
| Trades | 84 |
| Years Tested | 10 |
When it works
- Overextended NY opens that snap back
- PF ~1.94 — big winners vs small losers
- Calm-trend hourly backdrop
When it fails
- Trend-day NY opens that keep going
- Low 39% win rate — needs the big reverts
- News-driven momentum inside the window
Why it has an edge
An hourly overshoot in the most-liquid window, where reversion pays asymmetrically.
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.