October 5th, 2026
Today was the start of a new week and also the first day of a slight tweak to the strategy.
The biggest change is that I’m now using MES as confirmation for MNQ. I’m keeping both charts side by side and only taking a trade when the two markets are aligned. I think this should help eliminate some of the weaker setups where MNQ might look good on its own but the broader market isn’t really supporting the move.
The other major change is that I’m only trading when price has moved outside the first standard-deviation VWAP band. I’m realizing more and more that trading too close to VWAP usually isn’t worth it. Price tends to bounce around, reverse, chop, and generally do things that make the trade much harder than it needs to be. It wastes time and creates unnecessary stress.
So the new idea is simple: MNQ and MES need to agree, and price needs to be far enough away from VWAP for there to actually be some directional movement.
Day 82 Travel Poster
Today, I only took one trade.
Around 8:35–8:40, price started moving strongly higher. MES and MNQ were aligned, the setup was there, and I entered long. My first contract reached the 1 ATR target, and the runner ended up making around five additional points.
That was it for the day.
There were technically some other opportunities later, but I don’t think I would have wanted to take them. MES spent a lot of the day getting close to its second standard-deviation band, and at that point the risk of a reversal starts increasing. Price did continue higher, so I could have made more money, but that doesn’t necessarily mean those were good trades to take.
One of the rules I’m trying to stick to now is one trade per setup. I don’t want to keep chasing the same move or continually re-entering just because price continues in one direction. Some days that would make more money, but on other days those extra entries are exactly what turn a profitable morning into a losing day.
Interestingly, my previous version of the strategy probably would have performed better today. There were more opportunities under the old rules, although I still would have missed at least one of them. But I also have to remember that days like this aren’t necessarily normal. Today was basically a slow, steady grind higher for most of the session. There weren’t many meaningful pullbacks or reversals. It just kept meandering upward.
That makes the day look easy in hindsight.
What matters more to me is that I’ve been backtesting this newer approach and the results have been very promising. More importantly, it feels much less stressful. I don’t have to constantly interpret what the market is doing. I can put MNQ and MES beside each other, check whether they’re aligned, see where price is relative to VWAP and the EMA structure, and either take the setup or do nothing.
If price is too close to VWAP, too stretched from the relevant levels, or MES isn’t confirming MNQ, I simply don’t trade.
So today closes as a profitable day with only one trade.
Nothing exciting happened, and that’s probably a good thing. The goal now is to continue taking these smaller, higher-quality trades and stop feeling like I need to participate in every move the market makes.
Total Profit: $55.80
MNQ Chart
