System 9 - Lapis
Multi-Factor Momentum Swing System with Volume Confirmation
A swing trading system for NQ futures on 60-minute bars that combines Rate of Change momentum, dual EMA trend strength, volume surge detection, and MACD confirmation. Features separate optimized parameters for long and short trades with percentage-based risk management.
Key Features
- Smoothed Rate of Change (ROC) momentum indicator
- Dual EMA system for trend strength measurement
- Volume surge detection above moving average
- MACD confirmation with signal line crossover
- Percentage-based profit targets and stop losses
Core Technical Components
Smoothed ROC Momentum
Rate of Change indicator smoothed for reliable signals
- •Long: ROC(43) smoothed over 10 periods
- •Short: ROC(21) smoothed over 4 periods
- •Must be positive/negative and rising/falling
- •Confirms momentum acceleration
Trend Strength Filter
Dual EMA system measures trend direction and strength
- •Long: Fast EMA(9) vs Slow EMA(33)
- •Short: Fast EMA(4) vs Slow EMA(78)
- •Trend strength = (Fast - Slow) / Slow × 100
- •Must be positive/negative and increasing
Volume Surge Detection
Volume must exceed moving average threshold
- •Long: Volume > MA(45) × 1.2
- •Short: Volume > MA(20) × 2.0
- •Confirms institutional participation
- •Filters low-conviction moves
MACD Confirmation
MACD histogram confirms entry timing
- •Long: MACD(11,20,14) above signal line
- •Short: MACD(11,24,15) below signal line
- •Final confirmation before entry
- •Different settings for long vs short
Trade Execution Logic
Entry Requirements
Long Entry
- →Volume > Volume MA(45) × 1.2
- →Smoothed ROC > 0 and rising
- →Trend strength > 0 and rising
- →MACD value > MACD signal line
Short Entry
- →Volume > Volume MA(20) × 2.0
- →Smoothed ROC < 0 and falling
- →Trend strength < 0 and falling
- →MACD value < MACD signal line
Exit Scenarios
- Long: Profit target at entry × 1.022 (+2.2%)
- Long: Stop loss at entry × 0.991 (-0.9%)
- Short: Profit target at entry × 0.989 (-1.1%)
- Short: Stop loss at entry × 1.006 (+0.6%)
- Positions held overnight until target/stop hit
View Actual Trading Results
Explore System 9 - Lapis results with detailed performance charts, comprehensive metrics, and complete trade-by-trade history from actual executions.
Risk Disclaimer
Trading futures involves substantial risk of loss and is not suitable for all investors. Past performance is not indicative of future results. The performance data shown represents historical backtesting and simulation results. Actual trading results may differ significantly. You should carefully consider whether trading is appropriate for you in light of your experience, objectives, financial resources, and other relevant circumstances.