Local MES/MNQ futures replay tradebooks built from Databento-derived historical bars.
Funded watchlist / strict guard
M1 Active RTH Add-On
A state-routed one-minute MNQ active-RTH sleeve layered onto the Opening Structure + Midday Sweep Guard. It targets faster funded payout timing while keeping the eval-mode risk caveat visible.
Bottom line
This is a useful funded-mode watchlist branch, not the new default automation candidate. It improves frequency from 2.63 to 3.10 trades/week and improves payout timing, but the eval-mode profile still does not beat the stricter anchor on risk-adjusted pass quality.
| Profile | Pass/Payout | Fail | Median | P75 | P95 DD | Verdict |
|---|---|---|---|---|---|---|
| $175 eval risk | 68.7% | 0.8% | 80 weekdays | 98 weekdays | $1,460 | Too slow for the added complexity |
| $200 eval risk | 76.8% | 1.8% | 72 weekdays | 92 weekdays | $1,640 | Balanced evaluation research profile |
| $225 eval risk | 82.5% | 3.2% | 66 weekdays | 86 weekdays | $1,769 | Faster but breach risk is meaningfully higher |
| $125 funded risk | 99.6% | 0.0% | 35 weekdays | 47 weekdays | $850 | Best conservative funded-watchlist setting |
| $150 funded risk | 99.6% | 0.1% | 29 weekdays | 38 weekdays | $969 | Faster funded branch with higher tail drawdown |
Two-phase policy result: the strongest modeled path is not using this add-on as the eval default. It is anchor at $250 eval risk, then M1 Active RTH at $125 funded risk after passing.
Modeled result: 20,000 base paths produced 81.8% pass + payout, 2.3% eval fail, 0.04% funded fail after pass, and 105 median trading days on successful paths. Under miss-every-7 fill stress, pass + payout held at 77.0%.
Plain trader read
What it is trying to do.
The anchor waits for higher-quality opening-structure and midday sweep conditions. This add-on only participates when the base 08:00-09:00 MNQ buy setup appears and ATR ratio is at least 0.85. The purpose is not to scalp constantly; it is to add a controlled extra branch when the strict guard permits it.
Closed-bar signals
One active position
Max 2 trades/day
ATR ratio >= 0.85
+0.10R cost stress
20k MC risk ladder
Robustness read
| Bucket | Trades | Win | Expectancy | PF | Max DD | Net R |
|---|---|---|---|---|---|---|
| Full routed book | 484 | 63.6% | +0.371R | 2.08 | 8.32R | +179.6R |
| Anchor sleeve | 400 | 65.0% | +0.388R | 2.19 | 7.52R | +155.3R |
| M1 add-on sleeve | 84 | 57.1% | +0.289R | 1.68 | 7.28R | +24.3R |
| 2026 holdout | 60 | 83.3% | +0.746R | 5.77 | 1.86R | +44.8R |
Current decision: keep as a funded watchlist/site candidate. Do not mark automation-ready until forward observation logging and paper routing confirm the state-routed add-on can be executed without missed-fill distortion.
Missed-fill stress: with every 7th fill missed plus an extra 0.05R cost, funded $125 still modeled 98.4% payout with 0.1% fail, but eval $200 dropped to 54.7% pass. This is why the page treats it as funded-watchlist research, not a default eval profile.
Kill criteria: remove the add-on if the first 30-50 forward signals show negative expectancy after realistic fills, if daily loss clustering appears, or if the add-on materially worsens the anchor during open-drive chop.
One active position, daily cap, daily stop, daily profit lock, +0.10R cost stress, and missed-fill stress.
Research watchlist. Not sold as live automation and not a funded-account guarantee.