/ES · /NQ · /YM · /RTY · Index Futures · Active Leveraged Trading
Zeus trades index futures contracts — primarily E-mini S&P 500 (/ES), E-mini Nasdaq-100 (/NQ), and Dow Jones futures (/YM). This backtest simulates intraday and swing entries using your configured leverage, strategy, and trading hours. Because futures use leverage, both gains and losses are amplified. Results shown are based on 5x leverage and reflect real futures price data with simulated micro-contract sizing.
Futures Backtest NoticeSimulated futures results include leverage effects. A +5% market move becomes a +25% gain at 5x leverage — but a -5% move becomes a -25% loss. Past backtested performance does not guarantee future results. Futures trading carries significant risk of loss.
Initializing...
| Week | Return | Trades | Win Rate | Best Trade | Worst Trade | Max Drawdown |
|---|---|---|---|---|---|---|
| Mar 3–7 | +8.1% | 28 | 68% | +3.4% | -2.1% | -5.2% |
| Mar 10–14 | +3.4% | 31 | 65% | +2.8% | -3.4% | -3.8% |
| Mar 17–21 | -4.2% | 22 | 45% | +1.9% | -4.8% | -9.1% |
| Mar 24–28 | +12.3% | 35 | 71% | +5.2% | -1.8% | -4.4% |
Higher leverage amplifies both gains and losses.
Which futures contracts Zeus is allowed to trade.
Zeus stops trading for the day if this loss threshold is hit.
When Zeus is allowed to open new positions.
Fine-tune the specific technical parameters Zeus uses on futures charts. These settings directly affect trade frequency, entry quality, and risk exposure.
Futures require tighter parameters than stocks due to faster price movement. Defaults are calibrated for 5-minute and 15-minute intraday charts.
Slightly below the standard 30 for futures, which can dip more sharply than stocks. At 28, Zeus waits for a more extreme oversold reading before buying.
72 is appropriate for futures — they can remain overbought longer than stocks during strong trends. Adjust higher if Zeus exits winning trades too early.
The 9-period EMA on a 5-minute futures chart is the standard short-term momentum indicator used by most institutional traders.
The 21-period EMA on a 5-minute chart represents roughly 2 hours of trading. A crossover above this confirms a genuine intraday trend.
Futures move fast — a 2% stop on the underlying means a 10% loss at 5x leverage. Tighter than stocks to prevent large leveraged losses.
A 4% take profit at 5x leverage means a 20% account gain per winning trade. Calibrated for intraday S&P futures moves.
Zeus can hold positions in up to 3 futures contracts simultaneously. Reduces concentration risk across /ES, /NQ, and /YM.
Futures volume surges often precede big moves. A 1.3x filter ensures Zeus only enters during genuinely active market conditions.
After a losing trade, Zeus waits 20 minutes before re-entering. Prevents overtrading during choppy intraday conditions.