System 9 - Lapis
ROC Momentum with Volume Confirmation
A swing trading system for NQ futures on 60-minute bars. Combines Rate of Change momentum, EMA trend strength, volume surge detection, and MACD confirmation for high-probability swing entries.
Key Features
- Rate of Change (ROC) momentum analysis
- EMA trend strength confirmation
- Volume surge detection filter
- MACD multi-factor confirmation
- Separate long/short parameter optimization
- Multi-day position holding for swing trades
Core Technical Components
ROC Momentum System
Rate of change for momentum detection
- •ROC measures price momentum over lookback period
- •Threshold crossings trigger signals
- •Identifies acceleration in price movement
- •Separate parameters for long and short
EMA Trend Filter
Trend direction confirmation
- •Price position relative to EMA
- •Ensures alignment with prevailing trend
- •Different EMA periods for optimization
Volume Surge Detection
Volume spike confirmation
- •Volume compared to moving average
- •Surge threshold for entry validation
- •Confirms institutional participation
- •Filters low-conviction moves
MACD Confirmation
Additional momentum validation
- •MACD histogram direction
- •Signal line relationship
- •Multi-factor entry confirmation
Trade Execution Logic
Entry Requirements
Long Entry
- →ROC above bullish momentum threshold
- →Close above EMA trend filter
- →Volume surge detected (above average)
- →MACD confirms bullish momentum
Short Entry
- →ROC below bearish momentum threshold
- →Close below EMA trend filter
- →Volume surge detected (above average)
- →MACD confirms bearish momentum
Exit Scenarios
- Percentage-based profit target
- Percentage-based stop loss
- Separate parameters for long and short trades
- Positions held until target or 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.