E-mini Nasdaq 100 (NQ)

TRACKINGMODEL FROZEN ✓Out-of-sample validated ✓Sector surface ✓QUOTE 16:59 ET

last quote 29387.75 · as of 01:53 ET (Yahoo tick 2026-08-21T20:59:59.000Z)

Measured odds. No trade calls. what this means →

FOXALGO / NQ CANDLESTICK

TRACKING15m DELAYED MARKET DATALAST 29387.75

NQ · CURRENT SESSION · 15m

Prior Day High/Low Prior Week High/Low Prior Month High/Low

View as table

level	price	P(touch)	status
+0.25 ATR	29507.12	73.8%	not touched yet
-0.25 ATR	29268.38	70.3%	not touched yet
+0.50 ATR	29626.49	48.8%	not touched yet
-0.50 ATR	29149.01	47.8%	not touched yet
+0.75 ATR	29745.86	29.9%	not touched yet
-0.75 ATR	29029.64	31.6%	not touched yet
+1.00 ATR	29865.23	17.7%	not touched yet
-1.00 ATR	28910.27	20.6%	not touched yet
+1.50 ATR	30103.97	5.7%	not touched yet
-1.50 ATR	28671.53	8.4%	not touched yet

today's range so far

319.00

high 29539.00 / low 29220.00 · n=68 bars

position in today's range

52.6%

0% = today's low so far, 100% = today's high so far — descriptive, not a signal

change from open

+25.75

open 29362.00

What's happening now

Regime of the day

Realized range so far / ATR(14) = 0.668 → narrow (n = 11,559)

narrow < 0.826, typical < 1.313, else wide — based on a partial-session window (68 bars). See methodology.

FOXALGO / NQ INSTRUMENT 02

Next hour

distance (ATR)	P(touch up, next 60m)	P(touch down, next 60m)	n
0.1	66.6%	63.7%	11,559
0.25	30.7%	32.4%	11,559
0.5	6.6%	9.3%	11,559

Measured from the 990-minute mark (minutes since 09:30 ET), next 60 minutes.

Touch ladder

Levels at ±0.25 / 0.5 / 0.75 / 1 / 1.5 ATR from the last quote, with p(touch by close).

FOXALGO / NQ INSTRUMENT 01

NQ · P(touch by close)

distance (ATR)	up level	P(touch by close) up	down level	P(touch by close) down	n
0.25	29507.12	73.8%	29268.38	70.3%	11,490
0.5	29626.49	48.8%	29149.01	47.8%	11,490
0.75	29745.86	29.9%	29029.64	31.6%	11,490
1	29865.23	17.7%	28910.27	20.6%	11,490
1.5	30103.97	5.7%	28671.53	8.4%	11,490

Brackets

What-if take-profit / stop-loss combinations, long side, 0 minutes after the open. Not a recommendation.

TP	SL	P(TP first)	P(SL first)	P(neither)	n
0.5 ATR	0.25 ATR	33.1%	63.8%	3.1%	10,217
0.5 ATR	0.5 ATR	46.5%	43.4%	10.2%	10,217
1 ATR	0.5 ATR	21.3%	51.0%	27.7%	10,217

See full brackets page for more combinations.

Track record — wins & losses

Calibration for E-mini Nasdaq 100

index futures

MAE: 0.73 pp · n = 67,669,080

0-20%

predicted 6.7% · realized 6.6% · n = 33,012,676

20-40%

predicted 28.6% · realized 28.3% · n = 10,690,116

40-60%

predicted 47.0% · realized 46.4% · n = 7,698,743

60-80%

predicted 69.1% · realized 68.5% · n = 9,505,767

80-100%

predicted 85.6% · realized 85.2% · n = 6,761,778

Per-sector breakdown, not per-symbol — the source data does not carry a per-symbol (e.g. ES vs NQ, or AAPL vs MSFT) calibration split, only per-sector/scope. 20-point-percentage bins (coarser than the 10pp futures/fx/stocks breakdown above) to keep per-sector cells sampled. Stocks: historical period 2020-2026, these 12 names selected ex-post (survivorship) — calibration applies to these names, not a random stock.

Recent wins & losses (backtested reconstruction)

Backtested reconstruction from historical daily bars — NOT frozen predictions. The frozen live record starts at launch (see below). Shown chronologically, wins and losses both — no cherry-picking.

date	level (open + 0.5 ATR)	P(touch)	result
2026-08-07	29869.89	48.8%	not touched ✗
2026-08-10	30204.45	48.8%	not touched ✗
2026-08-11	30103.46	48.8%	not touched ✗
2026-08-12	29995.39	48.8%	touched ✓
2026-08-13	30145.76	48.8%	touched ✓
2026-08-14	30530.39	48.8%	not touched ✗
2026-08-17	30469.29	48.8%	not touched ✗
2026-08-18	30364.29	48.8%	not touched ✗
2026-08-19	29840.60	48.8%	not touched ✗
2026-08-20	29805.92	48.8%	not touched ✗

Live frozen record

date	level	predicted p	outcome	price at freeze	realized high/low
2026-08-21	+0.5 ATR → 29681.71	39.7%	not touched	29500.75	29488.75 / 29220
2026-08-21	-0.5 ATR → 29319.79	40.6%	touched	29500.75	29488.75 / 29220
2026-08-20	+0.5 ATR → 29564.73	39.7%	not touched	29370.25	29460 / 29202.75
2026-08-20	-0.5 ATR → 29175.77	40.6%	not touched	29370.25	29460 / 29202.75
2026-08-19	+0.5 ATR → 29895.93	39.7%	not touched	29697.25	29667.25 / 29375.75
2026-08-19	-0.5 ATR → 29498.57	40.6%	touched	29697.25	29667.25 / 29375.75
2026-08-18	+0.5 ATR → 29907.47	39.7%	not touched	29690	29769.75 / 29514
2026-08-18	-0.5 ATR → 29472.53	40.6%	not touched	29690	29769.75 / 29514
2026-08-17	+0.5 ATR → 30445.10	39.7%	not touched	30218.5	30287.5 / 30066.5
2026-08-17	-0.5 ATR → 29991.90	40.6%	not touched	30218.5	30287.5 / 30066.5
2026-08-14	+0.5 ATR → 30483.52	39.7%	not touched	30241.75	30280.5 / 30028.5
2026-08-14	-0.5 ATR → 29999.98	40.6%	not touched	30241.75	30280.5 / 30028.5
2026-08-13	+0.5 ATR → 30153.09	39.7%	touched	29911	30272.75 / 29863.5
2026-08-13	-0.5 ATR → 29668.91	40.6%	not touched	29911	30272.75 / 29863.5
2026-08-12	+0.5 ATR → 30242.88	39.7%	not touched	29991.25	30001.75 / 29818.5
2026-08-12	-0.5 ATR → 29739.62	40.6%	not touched	29991.25	30001.75 / 29818.5
2026-08-11	+0.5 ATR → 30088.36	39.7%	not touched	29838.75	29842.5 / 29533.5
2026-08-11	-0.5 ATR → 29589.14	40.6%	touched	29838.75	29842.5 / 29533.5
2026-08-10	+0.5 ATR → 30059.62	39.7%	not touched	29805.75	29900 / 29718.75
2026-08-10	-0.5 ATR → 29551.88	40.6%	not touched	29805.75	29900 / 29718.75

See all verified findings →