Reddit Futures Strategy Mining
2.03M Reddit posts & comments from 9 futures-trading subreddits, distilled into verified strategy cards under a strict anti-fabrication contract. Updated 2026-07-17.
2,030,405
posts + comments archived
5,201
candidate threads after filtering
2,088
threads fully extracted so far
1,386
strategy cards drafted
46
cards fully verified (below)
Read this first. These cards describe what Reddit
authors claim — extraction fidelity is verified (every fact traces to an exact quote,
checked mechanically and by an independent AI reviewer), but the strategies themselves are
not backtested by us yet, not TV-verified, and not endorsements. Claimed
win rates are the authors' claims, nothing more.
Verified strategy cards (46)
Ranked by thread engagement × backtestability × documentation quality. "Countertested" = another Redditor posted a negative backtest in-thread (visible in the card, not hidden).
| rank | method | family | engine | doc quality | author-claimed results | OUR engine test (2019–26) | pushback |
|---|---|---|---|---|---|---|---|
| #1 | First-40-Minute 9EMA Continuation FuturesTrading · thread ↗ |
TREND | full | medium | 69%; 44% | MES $-107,589 n=6042, 23.6% win MNQ $-53,879 n=6230, 24.1% win |
9 |
| #2 | ADX-crossover trend strategy (S&P 500, hourly) algotrading · thread ↗ |
TREND | full | medium | Poor win rate but high R:R makes up for it; annual return is 6.20% | not testable ADX(hourly) crossover has no engine primitive and the method holds positions overnight / m |
16 countertested |
| #3 | Basic 15-min AAPL Opening Range Breakout Daytrading · thread ↗ |
ORB | full | high | 67% | MES $-2,206 n=275, 42.9% win MNQ $-451 n=172, 34.9% win proxy |
8 |
| #4 | Bookmap Liquidity-Absorption Setup Daytrading · thread ↗ |
novel | partial | low | around 64% | not testable Bookmap liquidity-absorption / iceberg / order-book-imbalance orderflow primitives are abs |
7 |
| #5 | 5-min ORB + FVG Daytrading · thread ↗ |
ORB | partial | low | nearly $20K across prop accounts | MES $-3,893 n=266, 42.5% win MGC $-2,774 n=379, 46.2% win MNQ $-2,502 n=163, 27.6% win |
17 |
| #6 | 15m ORB Daytrading · thread ↗ |
ORB | partial | medium | >65% | MES $-5,291 n=699, 39.8% win MNQ $-1,160 n=527, 29.8% win |
17 |
| #7 | 9/19 EMA Touch-Retest Scalping Daytrading · thread ↗ |
EMAPB | partial | low | 10 wins, 1 BE, 2 losses | MES $-61,046 n=3975, 26.6% win MNQ $-34,984 n=3997, 25.4% win |
45 countertested |
| #9 | Supply-and-Demand 200 EMA Retest Daytrading · thread ↗ |
EMAPB | partial | low | over 85% | not testable The core is a supply/demand zone built from 'huge/impulsive' momentum candles plus an EXAC |
8 countertested |
| #10 | 5-Minute ORB with liquidity displacement and FVG stop Daytrading · thread ↗ |
ORB | partial | medium | 53.9% | MES $-5,032 n=644, 42.7% win MNQ $-1,943 n=488, 33.2% win |
7 |
| #11 | PD-array liquidity-sweep/FVG model Daytrading · thread ↗ |
ICT | partial | low | 40-50% | MES $-632 n=17, 29.4% win MNQ $651 n=24, 37.5% win |
7 countertested |
| #12 | Trend-following 21 EMA reversal-bar rules Daytrading · thread ↗ |
EMAPB | partial | low | over 85% | not testable Tick-chart execution (ES 2000-tick / NQ 1000-tick) with NO stated stop rule and a discreti |
12 |
| #13 | 15min ORB with 15min 200 SMA filter Daytrading · thread ↗ |
ORB | partial | medium | around 43% profit; +8% to +10% in good months; -1% to -4% in bad months | MES $-3,952 n=590, 43.9% win MNQ $-1,099 n=481, 33.5% win |
9 |
| #14 | 15m 9EMA trend-continuation retest Daytrading · thread ↗ |
EMAPB | partial | low | 74.91%; $18,419.36 profit | MES $-82,681 n=4779, 42.9% win MNQ $-39,302 n=4959, 39.9% win |
1 |
| #15 | 5-minute ORB FuturesTrading · thread ↗ |
ORB | partial | low | $1,630; $4,700 | MES $-3,893 n=266, 42.5% win MGC $-2,774 n=379, 46.2% win MNQ $-2,502 n=163, 27.6% win |
9 |
| #16 | 5-minute ORB with imbalance confirmation Daytrading · thread ↗ |
ORB | partial | low | 51%; just over $75,000; trade expectancy around $325 per trade | MES $-5,032 n=644, 42.7% win MNQ $-1,943 n=488, 33.2% win |
11 |
| #17 | ORB breakout with Fibonacci pullback entry Daytrading · thread ↗ |
ORBP | partial | medium | best being almost 80% and worst in the last year anyways, being 68%; 64%; a consistent 10- | MES $-819 n=439, 42.4% win MGC $-1,686 n=279, 39.8% win MNQ $198 n=290, 29.0% win |
9 |
| #18 | 15-minute ORB with reversal branch Daytrading · thread ↗ |
ORB | partial | low | $20,000 in payouts | MES $-642 n=586, 44.7% win MNQ $-803 n=447, 29.8% win |
7 |
| #19 | 30-Second Opening-Range Reference Daytrading · thread ↗ |
ORB | partial | low | about 62-65% probability of playing out on any given day | not testable The method is literally a 30-SECOND opening-range reference; the engine's smallest opening |
5 |
| #20 | 5-Min ORB + FVG Daytrading · thread ↗ |
ORB | partial | low | 75%; $21,305 net PnL; avg win $1,638; worst day -$470 | MES $-3,893 n=266, 42.5% win MNQ $-2,502 n=163, 27.6% win |
6 countertested |
| #21 | Bollinger-Band Reversion at the 0.618 Retracement Daytrading · thread ↗ |
VWMR | partial | high | +12% net (already after fees); Backtesting EV of 0.63 across 84 trades; total 53R for the | not testable A 30-minute Bollinger-Band (20/2 & 30/2) reversion with a 0.618-Fib limit fill, a wick-bas |
13 |
| #22 | Liquidity sweep / SMT inversion setup Daytrading · thread ↗ |
SWEEP | partial | low | $2-5k/month consistently | MES $-445 n=22, 27.3% win MNQ $-405 n=29, 34.5% win |
1 |
| #23 | 15m ORB / 5m Retest Limit Entry FuturesTrading · thread ↗ |
ORB | partial | medium | a little over 50% | MES $-2,298 n=586, 46.1% win MNQ $-2,307 n=447, 32.4% win |
0 |
| #24 | MNQ Opening Range Breakout with SMA200 trend filter Daytrading · thread ↗ |
ORB | partial | high | Sharpe ≈ 1.4 Max DD ≈ −11%; Sharpe ≈ 1.10 Max DD ≈ −13% | not testable The position exits at the NEXT session open if TP/SL are not hit — an overnight hold. Bind |
3 |
| #25 | 15 Minute ORB & VWAP Daytrading · thread ↗ |
ORBP | partial | low | +$258.94 with 3 micros | MES $-2,155 n=293, 46.4% win MNQ $-1,368 n=168, 33.9% win |
10 |
| #26 | ORB + Slow MA (VWMA 60) FuturesTrading · thread ↗ |
ORB | partial | medium | 3 trades 3 wins | MES $-3,148 n=590, 41.4% win MNQ $-743 n=481, 31.4% win |
0 |
| #27 | Open Range Breakout strategy (ORB) Daytrading · thread ↗ |
ORB | partial | low | 79% | MES $-5,291 n=699, 39.8% win MNQ $-1,160 n=527, 29.8% win |
2 |
| #28 | 1 minute scalping FuturesTrading · thread ↗ |
SWEEP | partial | low | no losers today | not testable The entry is a prior-red/green-candle low/high sweep with a buy-stop above the sweeping ca |
10 |
| #29 | VWAP liquidity-zone mean reversion Daytrading · thread ↗ |
VWMR | partial | low | approx 52%; $103,750 (Post-tax) | not testable The setup MANDATES an MTF LVN/HVN volume-profile location, CVD divergence, and a custom vo |
10 |
| #30 | 15-Minute MES ORB First-Breakout with 1:1 Target FuturesTrading · thread ↗ |
ORB | full | high | about 60% since last year, probably about 75% since January; about 60% of the time | MES $-5,291 n=699, 39.8% win MNQ $-1,160 n=527, 29.8% win |
1 |
| #31 | RSI Mean-Reversion Scalp (1-min Nifty 50) algotrading · thread ↗ |
novel | partial | low | ~72% win rate; Total P&L positive; Avg win: ₹34, Avg loss: ₹70 | not testable RSI<40-buy / RSI>50-exit thresholds ARE the card's entire entry and exit mechanism, and th |
8 |
| #32 | Standard-deviation trend signal model Daytrading · thread ↗ |
TREND | partial | medium | 68%; 61%; Most losses are close to break even because of the mandatory trailing stop. | not testable Signal is a rolling multi-period (1-168h) std-dev-of-returns percentile threshold with per |
2 |
| #34 | Big-volume-bar EMA/MFI strategy Daytrading · thread ↗ |
EMAPB | partial | medium | 206 of 372 trades; over 50% | not testable The entry trigger is a ~2x big-VOLUME bar confirmed by MFI direction — the engine has no v |
4 |
| #36 | Liquidity-zone Switch reversal and continuation method Daytrading · thread ↗ |
SWEEP | partial | medium | $2,000 > $43,876 | MES $-15,550 n=1527, 42.0% win MNQ $-8,232 n=1332, 40.8% win proxy |
1 |
| #37 | Opening-range breakout with retest Daytrading · thread ↗ |
ORB | partial | medium | 60% win / 40% loss; Made $107 on an AAPL call; lost $200 on a TSLL call; on days the autho | MES $-2,525 n=396, 43.9% win MNQ $-1,824 n=252, 29.0% win proxy |
1 |
| #38 | Failed-breakout support/reclaim setup Daytrading · thread ↗ |
SWEEP | partial | medium | hovers around 67% long term | MES $-3,143 n=575, 40.3% win MNQ $-1,392 n=424, 32.8% win proxy |
2 |
| #39 | Opening Range Breakout Strategy algotrading · thread ↗ |
ORB | full | high | — | MES $-2,206 n=275, 42.9% win MNQ $-451 n=172, 34.9% win |
9 countertested |
| #40 | Standard Error Bands reversal/trend method FuturesTrading · thread ↗ |
VWMR | partial | low | 74% | MNQ $-49 n=2, 0.0% win | 11 |
| #41 | 5min ORB + Retest Daytrading · thread ↗ |
ORB | partial | medium | April had a 33% win rate; most other months around 60 to 80% | MES $-2,525 n=396, 43.9% win MNQ $-1,824 n=252, 29.0% win |
6 |
| #42 | First 5-Minute Candle FVG Reversal-Engulfment Daytrading · thread ↗ |
ICT | full | high | +6.24% average monthly profit; some months lost money, most won; one month had 9 losses in | not testable The method anchors to the first 5-minute candle's (09:30-09:34) high/low range, waits for |
1 |
| #43 | Higher-Timeframe Wick-Zone Rejection Daytrading · thread ↗ |
TREND | partial | low | 50-60% depending on the week; $100k+ in profit for the year | MES $-34,120 n=3464, 44.1% win MNQ $-19,290 n=2944, 41.0% win |
11 |
| #44 | EMA Cross + Opening-Range Retest System Daytrading · thread ↗ |
ORB | partial | low | 100%; about 80% win rate with at least 5% profit margin | MES $-1,799 n=302, 42.1% win MNQ $-601 n=195, 29.7% win proxy |
4 |
| #45 | Trend-following indicator Daytrading · thread ↗ |
TREND | partial | medium | — | MES $-410 n=118, 44.9% win MNQ $-102 n=73, 32.9% win proxy |
5 countertested |
| #46 | Gap-fill setup Daytrading · thread ↗ |
ICT | partial | high | 85.44% (176 Wins / 30 Losses); Total Return: 250.87%; Final Capital: $350,866.96 | not testable Daily-timeframe three-candle gap pattern on SPY, held for multiple days until the close re |
4 |
| #47 | 15-minute ORB with 2-minute volume breakout Daytrading · thread ↗ |
ORB | partial | medium | 17/20 green days | MES $-1,605 n=293, 45.7% win MNQ $-426 n=168, 32.7% win |
6 |
| #48 | noon fib-level reversal FuturesTrading · thread ↗ |
novel | full | medium | made $340 after fees | not testable Trades off custom session Fibonacci extension levels (78/100/161/262) drawn from the sessi |
2 |
| #50 | Volume-and-volatility adjusted momentum reversal algotrading · thread ↗ |
novel | partial | low | around 70% WR | not testable Entry depends on a proprietary Heiken-Ashi volume/ATR 'Volume Signal / FP' indicator print |
6 |
Our engine test — the honest headline
None of the testable methods survived. We mapped every
mechanically-expressible certified card onto our backtest engine (the same one behind the
main leaderboard) and ran 2019–2026 micro-futures data:
2 of 71 books ended net-positive, and both go negative once their best 5 trades are
removed. Authors' claimed 60–85% win rates came out 23–43% when the discretionary parts
were stripped to mechanical rules. Every tested variant is on the main board under a
reddit_ name with its full config. Caveats: our fills are optimistic (results are
if anything flattered); each mapping is the NEAREST engine expression, not the author's exact
method (approximation notes recorded per variant); "not testable" cards had core mechanisms
(orderflow reads, tick charts, overnight holds…) our engine cannot express — absence of a test
is not a verdict on those.How these were verified
- Archive: 180k posts + 1.85M comments (Jan 2024 → Jul 2026) from 9 subreddits, spot-checked against live Reddit (0 mismatches in 100).
- Filter: heuristics + LLM triage narrowed 180k threads to 5,201 method-candidate threads.
- Extraction contract: every field of every card must quote the author verbatim — a 6-round adversarially-reviewed spec; quotes are re-checked character-for-character against the archive by machine.
- Semantic audit: an independent reviewer (GPT-5.6) failed the first extraction wholesale — cards were then repaired and re-reviewed card-by-card until certified. Only certified cards appear above.
- Coverage audit: every one of a thread's comments is classified, so buried methods, criticism, and negative tests can't be silently dropped.
Honesty ledger
- This page covers a partial corpus: 2,088 of 5,201 candidate threads extracted so far (the top-priority tier is complete; the remainder is queued). The extracted set is not a random sample — no corpus-wide statistics should be read off this page.
- The un-verified remainder of drafted cards (1,340) failed or has not yet had the semantic audit — they are quarantined, not published.
- An earlier audit round found ~37% of "no method here" judgments hid a real method — a recall re-pass is queued for the full-corpus run.
- Card content is author claims from Reddit. Nothing here is trading advice; nothing is verified profitable.