Period covered: September 22 – October 3, 2025  |  Report type: Bi-Weekly Summary

This bi-weekly report reviews how the J Strategy automated trading system performed across major futures markets during the two-week window. The goal is to give traders a clear, data-driven snapshot of total results, market-level contribution, and day-by-day results—so you can quickly gauge how the strategy behaved under real market conditions.

Headline Results

• Total PnL (two weeks): $7,017.50
• Average per day (10 sessions): $701.75
• Positive vs. negative days: 6 positive / 4 negative
• Best day: September 22, 2025 (+$4,440.00)
• Most challenging day: October 3, 2025 (–$2,015.00)

Across the period, J Strategy finished firmly positive, with gains concentrated in the Nasdaq complex and supportive contributions from precious metals. Equity index pullbacks and a late-period reversal created a few drawdowns, but the aggregate remained decisively green thanks to disciplined execution and diversified market exposure.

Market Contribution (By Instrument)

The Nasdaq 100 group (NQ + MNQ) was the engine of performance, combining for +$6,810.00. Precious metals (GC and MGC) added a healthy +$2,630.00, offering diversification and smoothing equity-led swings. Oil and S&P contracts detracted modestly, but their losses were contained, underscoring the strategy’s risk controls and position-sizing discipline.

Daily Results Summary

J Strategy posted six winning sessions out of ten. The period opened strongly on September 22 (+$4,440.00), followed by solid gains on September 24 (+$3,517.50) and October 2 (+$3,120.00). Smaller green days helped maintain the net uptrend even as the system absorbed a few normal losses—most notably on October 3 (–$2,015.00). The average daily result across the window was $701.75, consistent with the strategy’s focus on steady compounding rather than outsized, high-variance bets.

How the Strategy Behaved

Inside NinjaTrader 8, J Strategy executed its ruleset across multiple instruments and contract sizes (E-mini and Micro), automatically adapting to each market’s volatility and structure. Trend-recognition logic was the primary driver for the Nasdaq complex, while the metals sleeve capitalized on mean-reversion and momentum continuation. Risk was managed using fixed and adaptive exits, with trailing elements that helped lock in gains during favorable moves and cap losses during adverse rotations.

The portfolio effect was clear: when S&P contracts underperformed, Nasdaq and Gold helped carry the aggregate higher. That cross-market balance is a key design choice—supporting robustness across different phases such as trend expansions, mid-range consolidations, and late-day reversals.

Inline Report & Visuals

Key Takeaways

• Totals: Net $7,017.50 over ten sessions; average $701.75/day.
• Best day accuracy: September 22 was the top session at +$4,440.00.
• Leaders: MNQ and NQ drove most of the profit; GC/MGC added stability.
• Drawdowns contained: Losses in MES/ES/CL/MCL were moderate and offset by leaders.
• Execution: Consistent signal processing, adaptive exits, and diversified exposure across indices, metals, and energy.

Learn More About J Strategy

Want to see configuration details, feature list, and licensing options? Visit the product page: J Strategy — NinjaTrader Automated Trader.