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The shelf · The morning move · E-mini Nasdaq-100

Does the morning move work on NQ? Eighteen years, tested

Passed
90 /100

The rule as it ran

Anchored move, fade or follow. Run on NQ, the E-mini Nasdaq-100.

anchor 800; signal 930; threshold 0.4; exit 1015; anchor_ref open; mode fade; sides Both

One trade a day, the first signal in the window, on one-minute bars, with one tick of slippage each way and commission. Trades dated 2023 or later are the seen era; the years before decide the verdict. Tested September 15, 2026, under SHELF-01.

709trades, 18.6 years
$113,297net after costs, $160 a trade
15 / 5,000coin flips that matched or beat it on the years before 2023
12 of 15years before 2023 that made money
46 monthslongest wait for a new equity high
17.0 ticksa side, where the rule reaches zero

It is real and it is slow: 46 months without a new high is in the record, so size to the drought, not to the win.

That is what the record says about the rule as written. It is not what next year says.

Test your version, freeOn the form, $49Change a setting, the market or the exit, in a sentence. The first run is free and read back to you line by line before it runs; the form runs it tonight for $49. Published either way.room for one contract $32,992
The morning move on NQ, chart equityThe morning move on NQ, chart nullThe morning move on NQ, chart years
The engine's report, in full
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THINRIDGE ENGINE REPORT  -  SCORED UNDER PROTOCOL v1.1
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SCOPE: Scored under Protocol v1.1 on FirstRate 1-min unadjusted via Thinridge engine. Intake testimony: NOT received (rule tested as locked). Contamination map sworn: no (seen era as declared or by archive date). Human review of reconciliation residue: NO.

1. THE RULE AS LOCKED
   family      : A - The morning move
   as you locked it:
     The morning move, at the settings the door shows before anyone touches them (SHELF-01 v1.1): anchor 800; signal 930; threshold 0.4; exit 1015; anchor_ref open; mode fade; sides Both
     seen era from 2023, the split the six teardowns were scored on
   as the engine read it:
   exit model  : time only
   filter      : none
   lineage     : #1
   bars        : one-minute (every signal, fill and exit is on the one-minute series)
   entries     : one trade a day, the first qualifying signal in the window
   history     : 18.6 years, seen era = 2023 onward (declared by submitter, not sworn)
               : trades dated 2023 or later are the seen era; trades before 2023 are the unseen era, and the unseen era decides the verdict

2. VERDICT
   SCORE   : 90 / 100
   VERDICT : VALIDATED
   Pillars : I=5  II=21  III=18  IV=11  V=20  VI=15

3. RESULT
   Trades 709   Net $113,297.20   Per trade $159.80
   Seen era (2023+): 155 trades, $49,604.00
   Unseen era    : 554 trades, $63,693.20
   Win rate 54.0%  (383 of 709 trades closed above zero after costs)
   Exits by type: time 709

4. THE NULL (random-side twins, 5000 seeds)
   Full window  p = 0.0014  (7 / 5000)
   Unseen era   p = 0.0030  (15 / 5000)   <- governs
   Lineage-adjusted p (variant #1) = 0.0030

5. ERA CONSISTENCY (unseen calendar years as windows)
   Years 15   profitable 12   WF efficiency (PF unseen/seen) 1.00
   Largest year 2022 = 44.7% of unseen-era net
   By year (unseen): 2008 $5,541.60  2009 $1,243.80  2010 $1,555.40  2011 -$1,680.00  2012 $765.80  2013 $148.80  2014 $1,412.20  2015 $6,101.00  2016 $3,198.60  2017 -$135.20  2018 $4,170.80  2019 $469.40  2020 $22,969.20  2021 -$10,547.60  2022 $28,479.40

6. COST STRESS (re-simulated)
   1 tick $113,297.20   2 ticks $106,207.20   3 ticks $99,117.20
   Net/gross at 1 tick 91.8%   PF at 2x friction 1.37   Breakeven 17.0 ticks/side

7. FRAGILITY (bootstrap x5000)
   Full   CI $27,067.20 .. $202,492.20   P(net>0) 0.9972
   Unseen CI $12,788.20 .. $118,338.20   P(net>0) 0.9924
   DD95/actual 1.65x   Top trade 20.6%   Top-5 42.2%

8. SENSITIVITY (+-10% on primary trigger)
   Plateau retention 115%   Sign flip no   Parameters 4

9. LIVABILITY (no points; could a person have held this?)
   Longest stretch without a new equity high: 46 months (ending 2014-09)
   Rolling 12-month windows negative: 22% of 213   Worst 12 months: -$10,547.60 (ending 2021-12)
   Max drawdown $19,938.00   Median year $3,198.60   Years of median to recoup the drawdown: 6.2
   Share of all profit from the best two years: 45%

10. CODE OFFER
   [x] validated
   [x] unseen_p_adj_le_0.05
   [x] unseen_ci_excludes_zero
   [x] breakeven_ge_4_ticks
   [x] top_trade_le_25pct
   => OFFERED: standalone Python of this rule accompanies this report.

11. SCORING LINES
   II: Sharpe retention 0.91 (per-trade) -> 15; absolute OOS -> 6
   III: windows profitable 0.8 -> 8; efficiency 1.0 -> 8; window concentration -> 2
   IV: null p 0.003 (5000 seeds) -> 8; DD95/BT 1.65 -> 2; top trade 0.206 -> 1
   V: retention@1x 0.918 -> 12; PF@2x 1.37 -> 8
   VI: plateau 1.15 -> 8; parsimony 4 -> 4; sign flip False -> 3

12. THE AUTOPSY (where the money came from and went; the rule as it ran, no new try)
   Exits: time 709, $113,297.20
   On the books, unseen era (net $63,693.20): 10:00 $61,993.20  11:00 $63,693.20  12:00 $63,693.20  13:00 $63,693.20  14:00 $63,693.20  15:00 $63,693.20
   Eras: unseen $63,693.20, seen $49,604.00 (44% of the net); largest unseen year 2022 = 45% of the unseen net
   Plateau: 115% retained on a 10% nudge; sign flip no
   Drought: 46 months without a new high (ending 2014-09); median year $3,198.60; years of median to recoup 6.2

   Longest wait for a new equity high: 46 months, median year $3,198.60.
   No next run is pointed at: no single change is pointed at; the verdict stands as written.

13. IF YOU TRADE THIS BY EYE
   It is real and it is slow: 46 months without a new high is in the record, so size to the drought, not to the win.
   That is what the record says about the rule as written. It is not what next year says.

WHAT THIS CANNOT TELL YOU: the score assumes this rule walked in
once (see lineage) and that your development did not touch the
unseen era. Neither was sworn. A Thinridge audit exists to take
that testimony. Not investment advice. No guarantee of future
results. Statistical analysis of a mechanical rule as submitted.
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Raw market data: FirstRate Data (firstratedata.com). Statistical analysis of a mechanical rule as written; not advice.