The Numbers
Since launching live on March 3, 2026, Quanntick's DayTrader algorithm has executed 25 trades on ES/MES futures. 23 wins. 2 losses. A 92% win rate.
This isn't a backtest. These aren't hypothetical fills. These are real orders placed in real brokerage accounts during the cash session, with every entry, exit, stop, and P&L logged and visible to subscribers in real time.
I'm going to walk through exactly how the algorithm works, what drove those results, and — just as importantly — what the two losses looked like, because any system that only shows you winners is hiding something.
How the DayTrader Algorithm Works
The DayTrader (DT) runs exclusively during the US cash session, from 9:30 AM to 3:50 PM Eastern Time. It uses 1-minute bar data streamed in real time from the CME exchange. No overnight positions. No weekend risk. Every trade opens and closes within the same session.
The algorithm looks for specific price action conditions that historically precede short-term directional moves in the S&P 500 futures. When conditions are met, it enters a position and immediately places a protective bracket — a stop loss and a profit target — around the trade. This happens within milliseconds of the entry fill. There is never an unprotected position.
What makes DT different from most day trading systems is its scale-in logic. When a trade moves in our favor, the algorithm adds to the position at predefined levels. This is how we maximize winners — not by holding for larger targets, but by building size as the trade proves itself correct.
The scale levels are calibrated using Mean Adverse Excursion (MAE) analysis. We studied the maximum drawdown of every winning trade to determine the optimal points where adding size has the highest probability of success. The current levels are set at approximately 0.09%, 0.17%, and 0.26% in profit from the initial entry.
The Stop Loss
The stop is set at 0.35% from entry. This number wasn't chosen arbitrarily — it came from analyzing 18 live trades and measuring how far each winning trade moved against us before reversing into profit.
The worst adverse excursion among our winning trades was 22.75 points on ES. Our 0.35% stop sits just beyond that threshold, giving the algorithm enough room to absorb normal noise while cutting losses when the trade thesis is genuinely wrong.
A tighter stop would have clipped several winners. A wider stop would have increased the average loss size without meaningfully improving the win rate. The 0.35% level is the empirically derived sweet spot for this specific strategy.
What the Wins Look Like
Most DT wins follow a similar pattern: the algorithm identifies an entry, gets filled, scales into the position as it moves favorably, and hits the profit target. The average winning trade lasts between 15 minutes and 2 hours.
The beauty of a high win rate system with scale-in logic is that your average winner is substantially larger than your average loser. When you're adding contracts at scale levels 1, 2, and 3, a winning trade with 3 scale-ins produces significantly more profit per contract than a single-contract trade.
This is the often-misunderstood aspect of our approach. It's not just about being right 92% of the time — it's about the asymmetry between how much we make when we're right versus how much we lose when we're wrong.
What the Losses Look Like
Let's talk about the 2 losses, because this is where most systems try to hide.
Both losses hit the stop loss cleanly. The algorithm entered, the market moved against the position beyond the 0.35% threshold, and the stop executed. No slippage surprises, no gap-through events, no "the stop didn't fire" situations.
This is by design. The OCO (One-Cancels-Other) bracket is placed at the broker immediately after entry. Even if our entire system goes offline — server crash, internet outage, power failure — the stop and target orders are sitting at the exchange, waiting. The protection doesn't depend on our infrastructure being online.
The losses were normal-sized and expected. In any trading system, losses are the cost of doing business. What matters is that our losses are contained, predictable, and small relative to our wins.
The Infrastructure Behind the Numbers
Numbers don't mean much if the execution isn't reliable. Here's what's running under the hood:
The DT master algorithm runs on its own dedicated process, separate from our TrendFollower algorithm. It streams real-time 1-minute data from the CME via Databento, processes it through the strategy logic, and communicates with brokers via their APIs.
When the master algorithm takes a trade, a parallel follower distribution system simultaneously places the same trade in all subscriber accounts. This uses multi-threaded execution — all follower orders fire at the same time, not sequentially. Phase 1 screens eligibility in about 50 milliseconds, then Phase 2 executes all orders in parallel.
Every follower gets their own OCO bracket placed immediately after their entry fill. The time between entry and protection is measured in milliseconds.
Position reconciliation runs continuously, comparing the master's position against each follower's actual broker position. If any discrepancy is detected, it's flagged and addressed.
What 23-2 Actually Means
A 92% win rate over 25 trades is a strong start, but let me be direct: 25 trades is not a statistically definitive sample. We believe in this system because it's built on principles that have been validated over much longer timeframes in our TrendFollower algorithm, but the DayTrader's live track record is still young.
What we can say is that the algorithm is performing in line with our backtested expectations. The win rate, the average win size, the average loss size, and the risk/reward ratio are all within the parameters we expected going live.
We're publishing every trade, every day, in real time. Subscribers can watch the algorithm execute, verify fills against their own broker statements, and track performance transparently. Our daily trade recaps are posted automatically on Twitter/X after every trading session.
The goal isn't to convince you with one month of results. It's to show you what consistent, systematic, emotionless execution looks like — and let the track record speak for itself as it grows.
See It For Yourself
If you're curious about how the DayTrader performs, you can paper trade it for free. Watch the signals fire in real time during the cash session. Track the results. Compare them to what you'd do manually.
That's the best way to evaluate any trading system — not by reading about it, but by watching it work.