System 6 - Sapphire
Multi-Layer DMI Momentum with RSI Confirmation
A day trading system for NQ futures on 30-minute bars that requires alignment across four DMI timeframes combined with RSI momentum and ADX trend strength filtering. Uses day-specific parameters optimized for each weekday with separate long and short configurations.
Key Features
- Day-specific parameters for all 5 weekdays (Mon-Fri)
- Four-layer DMI confirmation requirement
- RSI momentum threshold filtering
- ADX trend strength validation
- Separate long/short parameter optimization
- Percentage-based profit targets and stop losses
Core Technical Components
Four-Layer DMI System
Requires directional alignment across 4 different DMI periods
- •DMI calculated at 4 different lengths (e.g., 8, 50, 110, 190 periods)
- •Long: All 4 DMI+ must be > DMI- simultaneously
- •Short: All 4 DMI- must be > DMI+ simultaneously
- •Filters out weak or conflicting trend signals
RSI Momentum Filter
Confirms directional momentum before entry
- •Long: RSI must be above threshold (e.g., 62)
- •Short: RSI must be below threshold (e.g., 22)
- •Different RSI periods for long vs short setups
- •Day-specific thresholds for optimization
ADX Trend Strength
Validates sufficient trend strength for entry
- •ADX must exceed minimum threshold
- •Separate ADX settings for long and short
- •Day-specific ADX parameters
- •Filters choppy, non-trending conditions
Trade Execution Logic
Entry Requirements
Long Entry
- →RSI above long threshold (day-specific)
- →All 4 DMI+ > DMI- (multi-timeframe alignment)
- →ADX above minimum threshold
- →Within trading window (day-specific start/end times)
Short Entry
- →RSI below short threshold (day-specific)
- →All 4 DMI- > DMI+ (multi-timeframe alignment)
- →ADX above minimum threshold
- →Within trading window (day-specific start/end times)
Exit Scenarios
- Percentage-based profit target (day-specific, e.g., 0.7-1.5%)
- Percentage-based stop loss (day-specific, e.g., 0.2-0.4%)
- Time-based exit at session end (day-specific exit times)
- All positions closed before overnight
View Actual Trading Results
Explore System 6 - Sapphire 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.