J Strategy, one of our most active automated trading systems for NinjaTrader 8, completed the final two weeks of October 2025 with a solid, balanced performance across multiple markets. System maintained steady profitability through a sequence of directional swings, quick reversals, and strong late-month recoveries. The report period spans 20 to 31 October 2025, and the strategy closed with a total net gain of $10,960.00.

Unlike some earlier periods where volatility concentrated in one or two markets, this cycle was defined by smoother, more distributed activity. The system traded in and out of momentum setups across indices, metals, and energy contracts without large equity swings or erratic days. It was a consistent run — not the highest profit on record, but a performance that reflects the system’s core purpose: capturing structured intraday opportunities while avoiding unnecessary risk.

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Performance Overview

Across the two-week period, J Strategy remained positive on most markets, led by the micro Nasdaq (MNQ) and Nasdaq (NQ) contracts. The account reported consistent gains, with stronger days toward the end of the period that lifted total results to nearly eleven thousand dollars. The system traded across eight instruments — CL, ES, GC, MCL, MES, MGC, MNQ, and NQ — each contributing to a well-diversified balance of exposure.

The best session occurred on 30 October, where momentum alignment across the indices produced a combined result of $6,620.00. Both MNQ and NQ generated synchronized buy-side reversals during that session, creating one of the strongest intraday moves in recent weeks. The following day, 31 October, added another $550.00, reinforcing the uptrend into month’s end.

The strategy’s approach — managing each signal independently while maintaining risk coherence across correlated markets — showed its value in these final days, where volatility increased but remained structured enough for high-confidence entries.

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Market Breakdown

MNQ (Micro Nasdaq): +$5,385.00
The MNQ contract led performance through steady mid- and late-week results. The system captured several multi-hundred-point reversals with controlled exposure. This market continued to reward the algorithm’s shorter-term momentum filters that identify pivot exhaustion and low-volume re-entries.

NQ (Nasdaq): +$4,470.00
NQ delivered some of the largest single-trade wins this cycle. The best contribution came on 20 October, matching MNQ’s strong early-week momentum and adding to the total equity gain. The system handled the following consolidation well, avoiding overtrading and preserving most of the gains.

ES (E-Mini S&P 500): +$900.00
ES traded conservatively, providing steady but modest returns. It had a few clean reversal setups, mostly in the second week, and helped smooth out the overall account curve.

MES (Micro S&P 500): +$875.00
Like ES, MES served as a low-risk counterpart to larger index exposure. Its results reinforced the system’s capital efficiency — smaller contracts contributed consistent profit without increasing drawdown exposure.

GC (Gold): +$300.00
Gold remained quiet for most of the period, occasionally offsetting minor pullbacks in indices. The highlight came on 24 October when GC printed several compact reversals that helped lift total PnL for the session.

MGC (Micro Gold): +$280.00
Micro Gold mirrored GC’s rhythm with smaller gains. As usual, it provided additional confirmation during slower sessions and contributed positively to cumulative results.

CL (Crude Oil): –$600.00
Oil’s performance was subdued. The strategy experienced one or two sharp reversals that didn’t extend, leaving CL slightly negative for the period.

MCL (Micro Crude Oil): –$650.00
The micro contract traded similarly to CL, showing brief volatility bursts without long follow-throughs. Although down for the period, these results stayed within normal operating variance.

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Trading Character

This cycle reflected J Strategy’s balanced nature — moderate trade frequency, smaller drawdowns, and a mix of quick reversals and trend continuations. While there were no outsized days like those occasionally seen in high-volatility weeks, the smooth consistency was notable. Across the 20–31 October window, performance never strayed into extreme territory. Losses were well-controlled, and profitable sessions accumulated gradually rather than through a single breakout move.

The algorithm continues to trade without daily caps or arbitrary stop-trading limits. It allows profitable trades to develop fully and tolerates short-term pullbacks when structure supports continuation potential. This hands-off execution style is key to its repeatability — it reacts to data, not emotion, and remains aligned with its designed ruleset regardless of market noise.

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Conclusion

The final two weeks of October capped off a consistent month for J Strategy. A total profit of $10,960.00 — distributed across eight futures markets — reflects not only the strength of the underlying reversal-momentum logic but also the benefits of diversified exposure. Momentum indices like NQ and MNQ carried most of the gains, while smaller contracts and metals provided balance and confirmation.

It was a steady performance period rather than an explosive one — a reminder that algorithmic consistency and composure across sessions often outperform isolated large spikes. The system stayed within its normal operational range, managing risk automatically and producing another clean, positive report.

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Explore J Strategy

To learn more about J Strategy, view active templates, or review performance archives, visit:
J Strategy – NinjaTrader Automated Strategy