A 15-minute execution algorithm for Nasdaq-100 futures. Designed for broader regime coverage with longer-held positions and a wider structural stop cap.
15-minute execution · MNQ / NQ futures · Five-contract scale-out
Forty-two consecutive months of Nasdaq-100 futures data on fifteen-minute execution bars, tested with a calibrated slippage model (RTH 0.50pt, ETH 1.00pt, news event wideners). The period spans four calendar years (2022 partial Jul–Dec, 2023, 2024, 2025) and covers the 2022 bear phase, the 2023–2024 recovery, and the 2025 grind higher — a single mechanical ruleset applied across three distinct market regimes. Starting capital was $50,000.
The Scalper runs on 15-minute execution bars, roughly 7½× the bar size of the Ultra Scalper. Lower signal frequency, longer average holding times, and broader price swings inside each bar. The 15-minute timeframe was selected to capture structural moves that last tens of minutes to several hours — the tempo most retail discretionary traders actually operate at — without the signal churn of sub-5-minute execution.
The backtest window runs from July 2022 through December 2025 — forty-two consecutive months that span three distinct Nasdaq-100 regimes: the 2022 bear phase, the 2023–2024 recovery, and the 2025 grind higher. A single mechanical ruleset was applied across all three regimes with no refitting. This is the opposite of a single-year overfit — the same rules had to work in a falling market, a recovering market, and a trending market.
The Scalper uses a 175-point maximum structural stop, compared to the Ultra Scalper's 50-point cap. The wider cap is not a loosening of risk — it is a direct consequence of the 15-minute timeframe. A 15-minute bar covers roughly 7½× the price range of a 2-minute bar, so the natural structural swing distance the stop must survive is proportionally larger. Tightening the stop below that natural swing distance would produce a stream of premature exits that reject otherwise-valid trades. The 175-point cap sizes the stop to the timeframe, not the other way around.
The Scalper inherits the same architectural primitives the Ultra Scalper was built on: a High-Conviction filter with two hard gates, a higher-timeframe bias consensus, and the order flow override logic. These gates exist in code, not configuration — they are architectural, not tunable. The full derivation and validation history of each gate is documented on the methodology page. No Ultra Scalper statistics are restated here: the Scalper is evaluated strictly on its own 42-month backtest.
Every entry fires with five contracts split across four roles. C1 (1 contract) is the canary — an early, time-bounded exit that validates direction and locks in base-rate profit. C2 (1 contract) targets the nearest structural swing. C3 (2 contracts) is the delayed runner with an ATR trailing stop. C4 (1 contract) is the extended runner for longer-timeframe moves. On the 15-minute timeframe, the runners (C3 + C4) are held materially longer than on the 2-minute timeframe — that longer hold is what produces the Scalper's $687 average winner against its $233 average loser, a roughly 3:1 realized reward-to-risk.