J Strategy Performance Update (Mar 9 – Mar 20, 2026)
This report covers the latest performance update for J Strategy during the period March 9 – March 20, 2026. The strategy operated through one of the most active periods of the quarter, including the quad witching week, where multiple derivatives contracts expire simultaneously and market activity typically increases.
During this window, the system traded across multiple futures markets including NQ, ES, GC and their micro equivalents, allowing it to adapt to changing conditions and distribute activity across different instruments.
Performance Overview
Over the reporting period, the strategy closed with a total result of $4,917.50. The strongest session occurred on March 20, delivering $7,925.00 in a single day.
Out of the 10 trading days included in this report, there were 4 positive days and 6 negative days. While the period included several pullback sessions, the stronger days helped offset those declines and maintain overall stability.
Quad witching weeks often bring increased volatility, sudden reversals, and shifts in liquidity. These conditions can lead to mixed daily performance, but also create opportunities for rule-based systems to capture larger directional moves when conditions align.
Market Breakdown
The strategy traded a diversified group of futures markets during this period:
- GC / MGC: $5,410.00 combined
- ES / MES: $1,262.50 combined
- NQ / MNQ: ($1,755.00)
Gold markets were the main contributors during this window, benefiting from strong price movements and increased participation. Index markets provided mixed results, with Nasdaq showing more variability during the period.
Strategy Behavior
J Strategy is designed to execute trades automatically based on predefined rules and market conditions. It focuses on structured entries and consistent execution rather than discretionary decisions.
- Automated execution on NinjaTrader 8
- Multi-market trading capability
- Rule-based entries and exits
- Adaptable to changing volatility conditions
Running multiple markets together allows the strategy to balance performance across different instruments, especially during high-impact periods like quad witching.
Performance Charts
The chart block below shows the full breakdown of the report period including market contribution, daily results, and performance per market.
Performance Summary ()
Market Contribution ()
Sum by Market ()
Result per Day ()
Result per Day / per Market ()
Download J Strategy
J Strategy is available for NinjaTrader 8 and can be configured to trade multiple markets from a single setup depending on your preferences.
All performance reports shown on this website are generated directly from the built-in trade reporting feature of our strategies - "Trade Log". The results reflect actual trades executed in the live market during the stated reporting period. No backtesting, no simulated environments, and no playback data were used in preparing these reports. For the sake of clarity and transparency, the raw trade log data has been transformed into chart format and presented here for better visual appearance on the website, making it easier for traders to review and interpret performance across different markets and dates. These reports are published strictly for informational and educational purposes and should not be considered financial advice or a guarantee of future performance.
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