M Trader continued its consistent track record through the latest bi-weekly trading period from 27 October to 7 November 2025. Operating across the core futures markets — CL, ES, GC, and NQ — the strategy produced another positive run, closing with a total net result of approximately $29,422.50. This two-week stretch offered a balanced combination of directional momentum and structured reversals, allowing the algorithm to perform efficiently across changing volatility conditions.

Unlike the slower sessions observed earlier in October, this period displayed a return of active movement — particularly in Gold (GC) and Nasdaq (NQ), both of which dominated results. The system maintained stability through a few early drawdowns before accelerating sharply in the second week, reflecting how the M Trader engine adapts dynamically when market tempo shifts back into rhythm.

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Performance Overview

Over the 10 active sessions, M Trader registered 7 positive days and 3 negative days. The best performing day came on 4 November, with a strong $11,057.50 gain — a breakout session dominated by clear momentum setups on the Nasdaq and Gold contracts. The system’s worst day occurred earlier in the period on 30 October, closing at –$3,477.50, which was quickly recovered in the following sessions.

The consistent rhythm of the second week (3–7 November) reinforced how M Trader thrives when volatility re-enters the markets. Each day produced decisive entries, disciplined management, and no loss of structural control — exactly the kind of performance profile designed for this automated system. The average daily gain across the period was roughly $2,942.00, confirming a strong balance between win rate and risk control.

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Market Breakdown

Gold (GC): +$14,100.00
Gold was once again the primary contributor, generating nearly half of the total profit for the period. Volatility spikes and mid-session reversals created ideal trading conditions for M Trader’s algorithmic framework. The largest daily gain in GC occurred on 31 October, adding more than $4,000 after several clean directional sequences. Steady performance continued through early November as GC produced multiple controlled wins without any outsized drawdowns.

Nasdaq (NQ): +$10,545.00
NQ closely followed Gold as the second-best performer. The system capitalized on both morning breakouts and afternoon reversals, particularly during 4 November when the Nasdaq surged through key intraday levels. Even after minor pullbacks on 30 October and 6 November, NQ maintained consistent upward contribution across the rest of the period.

E-Mini S&P (ES): +$4,787.50
ES provided stable, incremental gains throughout the period. It never produced the same explosive moves as NQ or GC but served as an anchor — contributing to overall balance with strong wins on 4 and 7 November. Its smooth performance reflects the system’s precision in identifying directional bias without overtrading.

Crude Oil (CL): –$10.00
CL remained quiet and nearly neutral for this period. While crude’s intraday range narrowed compared with other assets, the algorithm avoided unnecessary exposure, resulting in a flat outcome. This shows the system’s ability to throttle activity when volatility conditions do not justify higher risk.

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Key Trading Sessions

October 28: After a slow start to the week, the algorithm found early rhythm with a gain of $4,127.50, driven by Gold and NQ reversals.
October 30: Temporary setback with a –$3,477.50 result, mostly from extended follow-through trades that didn’t revert as expected.
October 31: Strong recovery day with $5,305.00 profit — Gold and NQ again leading the performance.

November 4: The standout session of the report, adding $11,057.50 in total. Momentum was clean, entries aligned across multiple markets, and trailing management maximized profits efficiently.
November 7: Closed the reporting period on another positive note with $3,870.00 in gains, rounding off a stable and profitable two-week sequence.

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Trading Behavior

M Trader’s hallmark remains its structured execution. Unlike reactive or discretionary systems, it trades only when its multi-layered signal confirmation aligns — price action, volatility context, and direction strength must all meet threshold levels. Once in position, the system allows each trade to reach its natural conclusion. There are no artificial limits on how far a winning trade can go or how deep a loss can stretch inside one setup. This unrestricted logic is why M Trader continues to show high variance in single-day results while still producing a consistent upward curve over time.

The drawdowns seen during late October exemplify this concept: a few open losses were offset by outsized gains days later. The algorithm does not interfere or cut early. It holds until either conditions reverse or the setup’s rules invalidate. This approach allows the full statistical edge of the system to express itself across longer periods — one of the main reasons the 10-day cycle still closed with a near $30k gain despite early setbacks.

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Summary

• Total PnL: $29,422.50
• Markets Traded: CL, ES, GC, NQ
• Best Day: November 4 – $11,057.50
• Worst Day: October 30 – –$3,477.50
• Positive Days: 7 of 10
• Top Market: Gold (GC)

Overall, this bi-weekly period showcased M Trader’s adaptability and precision under real-market conditions. The algorithm captured both trend extensions and reversals efficiently while maintaining control of position size and risk exposure. After a challenging start, the system rebounded with impressive consistency — delivering exactly what it was built to do: automate disciplined execution and extract the most out of every volatility window.

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Explore M Trader

For setup templates, configuration details, or license options, visit:
M Trader – NinjaTrader Automated Strategy