Tested by BacktestingMax

ICT Power of 3 (AMD) backtest on NQ, ES and gold futures

Does the ICT Power of 3 (AMD) strategy work on NQ and ES futures?

No, not reliably. We ran 10 backtests from 2020 to 2025, after trading costs: 5 futures markets, each on 5-minute and 15-minute charts. With our standard rules, 4 of the 10 made money, and only 2 made money in both 2020–2023 and 2024–2025. Power of 3, also called AMD, is a day-trading idea from ICT (The Inner Circle Trader, a trading teacher). In the Asian session, price moves sideways (accumulation). Then, usually in the London session, it moves fast past the midnight open, the price at 00:00 New York time (manipulation). ICT teaches that this move is a trap, and that New York then moves price the other way (distribution). Our standard rules buy when price is below the midnight open and a candle closes above a recent swing high (a small peak). They sell in the opposite case. MNQ, the micro (small) NQ contract, made +11.2% of the account on the 5-minute chart and lost 19.1% on the 15-minute chart. MES, the micro ES contract, made +22.0% on the 15-minute chart and lost 57.5% on the 5-minute chart. And the London move was not usually a trap. On the days our rules bought, the price at 16:00 was above the midnight open on 44.5% of them, compared with 52.6% of all trading days.

10 backtests 2020–2025 Trading costs included Tested 26 October 2026

Made money

4

of 10 tests, with the standard rules

Made money in both periods

2

2020–2023 and again 2024–2025

Best backtest

+46%

YM (Dow futures), 15-minute chart: account growth 2020–2025

Take-profit at the previous day's high or low

1

tests made money in both periods, compared with 2 with the standard rules

Made money in both periods

• MNQ (Micro Nasdaq 100), 5-minute
• YM (Dow futures), 15-minute

The results

Results on every market

Each box shows one backtest of the Power of 3 (AMD) with the standard rules, from 2020 to 2025, after trading costs: the % result, and a small chart of the account balance. The solid line is the account balance and the dashed line is the starting balance. Green results made money; red results lost money. Under each result: whether it made money in both 2020–2023 and 2024–2025, or passed all four of our checks (see "How a test passes" further down).

The account balance

The best test and the middle test

What we found

What the 10 backtests show

1. With the standard rules, 4 of the 10 tests made money from 2020 to 2025, after trading costs. Three were on the 15-minute chart: YM (+45.6%), MES (+22.0%) and RTY (+18.6%). The fourth was MNQ on the 5-minute chart (+11.2%). The profit factor (the money won divided by the money lost) was between 0.81 and 1.07, so even the best test won only $1.07 for every $1 it lost. Only 2 tests made money in both 2020–2023 and 2024–2025: MNQ on the 5-minute chart (+5.4% and +5.5%) and YM on the 15-minute chart (+1.2% and +43.9%). Most of YM's gain came from one year: in 2025 alone, the account grew 37.3%. Gold (MGC) lost 75.8% on the 5-minute chart and 70.2% on the 15-minute chart, and it lost money even before trading costs. On MES's 5-minute chart, the trades made $26,948 before costs but paid $55,720 in costs. A typical MES trade needed 14 micro contracts, and every contract pays the spread and a commission.

2. The setup was not rare. Depending on the test, our rules found a setup on 96.7% to 99.9% of the 1,496 trading days. On the 5-minute charts, half of the trades opened by 02:40 New York time, 40 minutes after ICT's London window starts. On the 15-minute charts, half opened by 04:15 or 04:30, depending on the market. One of the changes we tried only trades after price has gone past the Asian range, the highest and lowest price from 20:00 to 00:00. Even then, there was a setup on 89.8% to 99.4% of the days. So with these rules, a Power of 3 setup is not a rare event: it comes on almost every trading day.

3. After a buy setup, the Power of 3 expects two things. The lowest price since 00:00 should stay the low of the day, and New York should carry price back above the midnight open. In our test, neither happened most of the time. In 82.0% of the 6,573 buy trades, price went below that low again before 16:00, whether or not the trade was still open. In 84.9% of the 7,338 sell trades, price went above the highest price since 00:00 again. After a buy setup, the price at 16:00 was above the midnight open on 44.5% of the days. Over all trading days, it was above the open 52.6% of the time. After a sell setup, it finished below the open on 39.4% of the days, compared with 47.2% of all days. This was true on all 5 markets (see the table below). So in our test, a move past the midnight open was more often the start of the day's real move than a trap.

4. Waiting for New York, and only taking setups from 08:30 to 11:00, helped most on MNQ's 15-minute chart. There, MNQ made +35.6% from 2020 to 2025, compared with a loss of 19.1% with the standard rules. Its max drawdown (the biggest drop of the account from its highest balance) was 18.1%, compared with 41.2%. On YM's 15-minute chart, waiting made +19.3%, less than the +45.6% with the standard rules, but the max drawdown fell from 27.2% to 19.9%. With waiting, MNQ and YM both made money on the 15-minute chart in 2020–2023 and again in 2024–2025. With setups after 08:30, the low (or high) since 00:00 was broken less often. On the 15-minute charts, it was still not broken at 16:00 in 45.2% of the trades, compared with 21.5% with the standard rules. But waiting for New York lost money on MES, gold and RTY on both charts, and MES's 15-minute chart went from +22.0% to −18.7% (see the table below). The stop-loss was also further away, so YM and RTY skipped more days. On the 15-minute chart, YM traded on only 490 days and RTY on 293 days.

The Power of 3 idea, checked

On all 5 markets, price finished on the trade's side of the midnight open less often than on an average day

Each row adds up the trades with our standard rules on the 5-minute and 15-minute charts, from 2020 to 2025, so one day can count twice. After a buy setup, the Power of 3 expects price to stay above its low since 00:00, and after a sell setup, below its high since 00:00. It also expects the day to finish on the trade's side of the midnight open, the price at 00:00 New York time. That means above it after a buy, and below it after a sell. We measure the end of the day at 16:00 New York time, when the stock market closes. 'All days' is every trading day in the test, with or without a setup.

On the 5-minute charts, the low (or high) since 00:00 was still not broken at 16:00 in 11.5% of the trades, and on the 15-minute charts in 21.5%. On a few days, the price at 16:00 was exactly at the midnight open. So on some markets, the two 'All days' columns add up to a little less than 100%.

London or New York

Waiting for New York lowered the max drawdown in 9 of 10 tests, but gave a better result in only 5

Each row is one market and chart, tested both ways, from 2020 to 2025, after trading costs, on an account that started at $50,000. 'Standard rules' takes setups from 02:00 to 11:00 New York time, and 'Wait for New York' only from 08:30 to 11:00. The result is the change in the account, with the number of trades in brackets. The max drawdown is the biggest drop of the account from its highest balance.

Waiting for New York gave fewer trades for two reasons. On many days, no structure shift from 08:30 to 11:00 closed below the midnight open (for a buy) or above it (for a sell). And by 08:30, the stop-loss was further away: on MNQ's 15-minute chart, a median of 62 points, compared with 31.5 with the standard rules. So on YM and RTY, one contract often risked more than 1%, and the day was skipped: 414 days on YM and 580 days on RTY on the 15-minute chart.

The strategy

What the Power of 3 (AMD) is

Power of 3 is a day-trading idea from ICT (The Inner Circle Trader, the online name of the trading teacher Michael Huddleston). Traders also call it AMD, after its three steps: accumulation, manipulation and distribution. ICT starts the trading day at midnight New York time, and he calls the price at 00:00 the midnight open. In accumulation, price moves sideways in a narrow range during the Asian session, before midnight. In manipulation, usually in the London session, price moves fast against the day's real direction, past the midnight open. ICT teaches that this move is a trap: it triggers other traders' stop-loss orders and gets traders to trade in the wrong direction. In distribution, the New York session moves price the other way, in the day's real direction. So on a day traders expect to go up, they buy below the midnight open after London has pushed price down, and they expect New York to carry it higher. Many traders wait for a sign that the move down is over, often a structure shift: a candle closes above a recent swing high. Traders use the Power of 3 on index futures such as NQ (Nasdaq 100 futures) and ES (S&P 500 futures), on gold and on forex. ICT traders describe the three steps in different ways. Our standard rules are a simple version. They do not decide the day's direction in advance. They take the first structure shift that closes below the midnight open (for a buy) or above it (for a sell). 'The rules we tested' lists them exactly. One of the changes we tried adds a simple daily direction.

Midnight open

The opening price of the 00:00 New York candle

Setup window

02:00 to 11:00 New York time. The structure-shift candle must close by 11:00

Structure shift

The first candle that closes above the most recent swing high (buy) or below the most recent swing low (sell). Swings are 3-candle swings on the chart's own candles

Entry

At the next candle's open, only if the structure shift closed below the midnight open (buy) or above it (sell)

Stop-loss

1 tick beyond the lowest price (buy) or the highest price (sell) since 00:00

Take-profit

The previous day's high or low, or 2R, whichever is closer. A trade still open at 16:00 New York time closes then

Previous day

The previous futures trading day, from 18:00 New York time. In our data, it ends at 16:15 for the index futures and at 17:00 for gold

Asian range

The highest and the lowest price from 20:00 to 00:00 New York time. Only one of the changes we tried uses it

Trades per day

1 at most: the first setup

Account and risk

$50,000 at the start, a common size for a prop firm evaluation (the trading test a firm sets before it lets you trade its money). Each trade risks 1% of the account balance at that time, rounded down to whole contracts. On 100 out of 13,911 trades, the stop-loss was very close to the entry. A 1% risk then needed more contracts than our margin limit allows, so the trade used fewer contracts. Margin is the money a broker holds for each open contract

Days skipped

The backtest skipped a day when even 1 contract would risk more than 1% of the account. Out of 1,496 trading days, this happened on 122 days (5-minute chart) and 223 days (15-minute chart) on YM. It happened on 291 and 162 days on RTY, 17 and 33 days on gold, and 4 or fewer days on MNQ and MES

Contracts

MNQ, MES and MGC are the micro contracts of NQ, ES and gold futures. They are one tenth of the size, so a trade can risk close to 1% of the account in whole contracts. YM and RTY are the E-mini Dow and E-mini Russell 2000 contracts, because our data has no micro contracts for those two markets

Fills

The stop-loss fills at its price, or at a candle's open if price opens past it. The take-profit fills at its exact price. When price reaches both in the same candle, the backtest looks at the 1-minute candles inside it to see which came first. If both are in the same 1-minute candle, it assumes the stop-loss came first

Price data

BacktestingMax's futures data. It is built from CFD prices (a broker's price that follows the same market). It is adjusted to match the real contracts: their price, trading hours, tick (the smallest price step) and roll (the switch from one contract month to the next). It is not exchange data

Trading costs

The spread is the gap between the buy and the sell price. We used 1 tick: $0.50 per contract on MNQ, $1.25 on MES, $1 on MGC, $5 on YM and $5 on RTY. Half is paid when a trade opens, and half when it closes. A take-profit pays no spread when it closes, because it fills at its exact price. There is also a commission (the broker's fee) when a trade opens and again when it closes. It is $0.62 per MNQ, MES or MGC contract, and $2.50 per YM or RTY contract

The rules we tested

1. All times are New York time. The day starts at 00:00, and the midnight open is the opening price of the 00:00 candle.
2. Look for a setup from 02:00, when ICT's London window starts, until 11:00, the end of the New York morning. Trade Monday to Friday, but not on days the New York Stock Exchange is closed or closes early.
3. A swing high is a candle whose high is at least as high as the highs of the candle just before it and the candle just after it. A swing low is a candle whose low is at least as low as the lows of the candles on both sides. A swing counts once the candle after it has closed. On the 5-minute chart these are 5-minute candles, and on the 15-minute chart, 15-minute candles.
4. A structure shift up is the first candle that closes above the most recent swing high. A structure shift down is the first candle that closes below the most recent swing low.
5. Buy when a structure shift up closes below the midnight open: price has gone below the open (the manipulation) and turns up while it is still below it. Sell (go short) when a structure shift down closes above the midnight open. This is the setup.
6. The trade opens at the next candle's open. For a buy, the stop-loss goes 1 tick below the lowest price since 00:00. For a sell, it goes 1 tick above the highest price since 00:00. A tick is the smallest price step: 0.25 points on MNQ and MES, 1 point on YM, 0.1 points on RTY and $0.10 on gold.
7. R is the risk of one trade: the distance from the close of the structure-shift candle to the stop-loss, which is about 1% of the account in money. The take-profit is the previous day's high (for a buy) or low (for a sell), or 2R from that close, whichever is closer. If the previous day's high is not above that close (for a sell, its low not below it), the take-profit is 2R.
8. The previous day is the previous futures trading day. It starts at 18:00 New York time, and in our data it ends at 16:15 for the index futures and at 17:00 for gold.
9. A trade still open at 16:00 closes then. Take one trade a day at most: the first setup, win or lose.
10. Size every trade so that, if the stop-loss is hit, the trade loses about 1% of the account balance at that time. Round down to whole contracts. If even 1 contract would risk more than 1%, skip the day.

The method

How we tested it

The test

Markets

MNQ (Micro Nasdaq 100), MES (Micro S&P 500), MGC (Micro Gold), YM (Dow futures) and RTY (Russell 2000 futures)

Charts

5-minute and 15-minute candles

Dates

January 2020 to December 2025

Account

$50,000, risking 1% of the account on each trade

Trading costs

Included. Every trade pays that market's normal trading cost: the spread, which is the gap between the buy price and the sell price.

How a test passes

We call a test passed only if it meets all four checks. A strategy can make money in one backtest and still fail one of these checks.

• At least 100 trades. With fewer trades, a good result could be luck.
• It made money from 2020 to 2023 and again from 2024 to 2025. This shows whether the strategy kept working in the newer years, not only in the older ones.
• A profit factor (the money won divided by the money lost) of at least 1.2 from 2024 to 2025, after trading costs.
• In 95% of 1,000 random shuffles of the trades, the account must not fall more than 30% from its highest point.

Improvements

Can the Power of 3 (AMD) be improved?

We tried four changes that Power of 3 traders often make, one at a time, on the same 10 tests. The table below explains each one. If you pick the best change and judge it on the same years you used to pick it, it almost always looks better than it really is. So we picked the best change using 2020–2023 only: the change that made money in the most tests, and in a tie, the one with the better middle test. Then we checked it on 2024–2025, the years we did not use to pick it.

With each of the four changes, at most 2 of the 10 tests made money in both periods. In 2020–2023, the years we used to pick, the take-profit at the previous day's high or low did best. With it, 3 of 10 tests made money, compared with 2 with the standard rules. In 2024–2025, the years we kept for the check, it made money in 4 of 10 tests, compared with 5 with the standard rules. So it did worse in the years we kept for the check. Only 1 test made money in both periods with it, compared with 2 with the standard rules. With the standard rules, the previous day's high or low was closer than 2R on only 12.6% of the trades. Aiming for it put the take-profit a median of 5.5R away, so only 18.0% of the trades reached it. The win rate (the share of trades that made money) fell to 15.7% to 30.3%, and the max drawdown reached 85.0% (MES, 5-minute chart). Waiting for New York had a smaller max drawdown than the standard rules in 9 of the 10 tests, but a better result in only 5 (see the table above). Trading only in the direction of the previous day cut the number of trades by 13% to 39%, and no test made money in both periods. Going past the Asian range first left the number of trades about the same. Only MNQ on the 5-minute chart made money in both periods with it: +54.3% from 2020 to 2025.

Questions

Questions traders ask

Keep exploring

Related strategies we tested

class PowerOf3Amd(Strategy):
    """ICT Power of 3 (AMD: accumulation, manipulation, distribution) on futures, as day
    traders describe it, plus the changes they argue about. One trade a day at most.
    All times are New York time (daylight saving included). The day starts at the midnight
    open: the price at 00:00. Accumulation is the quiet Asian session before it (the Asian
    range, 20:00 to 00:00). Manipulation is a move past the midnight open against the day's
    direction, usually in the London session. Distribution is the New York move the other way.
    Standard (all switches off):
      1. Look for a setup from 02:00 (London) to 11:00 (the end of the New York morning),
         Monday to Friday. No trading on days the New York Stock Exchange is closed or closes
         early.
      2. A swing high is a candle whose high is above the highs of the candles just before and
         just after it (a 3-candle swing); a swing low mirrors it. Swings are on the chart's own
         candles: 5-minute swings on the 5-minute chart, 15-minute swings on the 15-minute chart.
         A structure shift up is a candle that closes above the most recent swing high; a shift
         down closes below the most recent swing low (builtin:market_structure).
      3. Buy when a structure shift up closes BELOW the midnight open: price has gone under the
         open (the manipulation) and turns up while it is still under it. Sell (go short) when a
         structure shift down closes ABOVE the midnight open.
      4. The trade opens at the next candle's open. The stop-loss sits 1 tick below the lowest
         price since 00:00 (the low of the manipulation) for a buy, and 1 tick above the highest
         price since 00:00 for a sell.
      5. The take-profit is the previous day's high (buy) or low (sell), or 2R, whichever is
         closer. R is the distance from the signal candle's close to the stop-loss. The previous
         day is the previous futures trading day, 18:00 to 17:00. If the previous day's high is
         not above the entry (for a sell, its low not below), the take-profit is 2R.
      6. A trade still open at 16:00 closes then. One trade a day: the first setup, win or lose.
      7. Size every trade so that the stop-loss costs 1% of the account, in whole contracts. If
         one contract would risk more, skip the day.
    The changes, one at a time:
      asia = 1   the manipulation must also take the Asian range: only buy once price has gone
                 below the 20:00-00:00 low since 00:00, only sell once it has gone above its high
      bias = 1   only buy after an up day (the previous day closed above its open), only sell
                 after a down day
      pdh  = 1   no 2R: the take-profit is the previous day's high (buy) or low (sell)
      ny   = 1   wait for New York: only take a structure shift from 08:30 to 11:00
    """
    params = {"asia": Param(type=int, default=0, min=0, max=1),
              "bias": Param(type=int, default=0, min=0, max=1),
              "pdh": Param(type=int, default=0, min=0, max=1),
              "ny": Param(type=int, default=0, min=0, max=1),
              "exit_rr": Param(type=float, default=2.0, min=0.5, max=10.0)}
    lookback = 5
    window_start = 120    # 02:00 New York, in minutes after midnight
    ny_start = 510        # 08:30 New York
    window_end = 660      # 11:00 New York: the signal candle must close by then
    exit_time = 960       # 16:00 New York
    asia_start = 1200     # 20:00 New York, the start of the Asian range
    # Days with no trading, 2020-2025: the New York Stock Exchange is closed, or it closes
    # early at 13:00.
    closed_days = (
        "2020-01-01 2020-01-20 2020-02-17 2020-04-10 2020-05-25 2020-07-03 2020-09-07 2020-11-26 "
        "2020-11-27 2020-12-24 2020-12-25 "
        "2021-01-01 2021-01-18 2021-02-15 2021-04-02 2021-05-31 2021-07-05 2021-09-06 2021-11-25 "
        "2021-11-26 2021-12-24 "
        "2022-01-17 2022-02-21 2022-04-15 2022-05-30 2022-06-20 2022-07-04 2022-09-05 2022-11-24 "
        "2022-11-25 2022-12-26 "
        "2023-01-02 2023-01-16 2023-02-20 2023-04-07 2023-05-29 2023-06-19 2023-07-03 2023-07-04 "
        "2023-09-04 2023-11-23 2023-11-24 2023-12-25 "
        "2024-01-01 2024-01-15 2024-02-19 2024-03-29 2024-05-27 2024-06-19 2024-07-03 2024-07-04 "
        "2024-09-02 2024-11-28 2024-11-29 2024-12-24 2024-12-25 "
        "2025-01-01 2025-01-09 2025-01-20 2025-02-17 2025-04-18 2025-05-26 2025-06-19 2025-07-03 "
        "2025-07-04 2025-09-01 2025-11-27 2025-11-28 2025-12-24 2025-12-25")
    def init(self, ctx):
        # 3-candle swings, and a break needs a candle to CLOSE beyond the swing.
        self.ms = ctx.indicator("builtin:market_structure", lookback=1, lookback_unit="bars",
                                confirm_bars=1, break_on="close")
        self.ny = ctx.clock("America/New_York")
        self.no_trading = set(self.closed_days.split())
        self.today = None          # [open, high, low, close] of the futures day in progress (from 18:00)
        self.yesterday = None      # the same for the previous futures day
        self.asia_high = None      # the Asian range, 20:00 to 00:00
        self.asia_low = None
        self.date = None           # the New York date of the current candle
        self.midnight_open = None  # the price at 00:00
        self.day_high = None       # the highest and lowest price since 00:00
        self.day_low = None
        self.done = True           # True once today's trade is placed, or the day can't trade
        self.trade_date = None     # the date the open trade was placed on
    def on_bar(self, ctx):
        start = self.ny.minute_of_day              # this candle's open, New York time
        end = start + ctx.timeframe_minutes        # this candle's close
        # The futures day starts at 18:00: the previous day's high, low, open and close.
        if self.ny.new_day(at="18:00") or self.today is None:
            self.yesterday = self.today
            self.today = [ctx.open[0], ctx.high[0], ctx.low[0], ctx.close[0]]
            self.asia_high = self.asia_low = None
        else:
            self.today[1] = max(self.today[1], ctx.high[0])
            self.today[2] = min(self.today[2], ctx.low[0])
            self.today[3] = ctx.close[0]
        if start >= self.asia_start:               # the Asian range, 20:00 to 00:00
            self.asia_high = ctx.high[0] if self.asia_high is None else max(self.asia_high, ctx.high[0])
            self.asia_low = ctx.low[0] if self.asia_low is None else min(self.asia_low, ctx.low[0])
        # A new New York date: the midnight open is the open of the 00:00 candle.
        if self.ny.date != self.date:
            self.date = self.ny.date
            self.midnight_open = ctx.open[0] if start == 0 else None
            self.day_high, self.day_low = ctx.high[0], ctx.low[0]
            self.done = (self.midnight_open is None or self.ny.weekday >= 5
                         or self.date in self.no_trading)
        else:
            self.day_high = max(self.day_high, ctx.high[0])
            self.day_low = min(self.day_low, ctx.low[0])
        if ctx.position is not None:
            if end >= self.exit_time or self.date != self.trade_date:
                ctx.close_position()               # fills at the 16:00 candle's open
            return
        if self.done:
            return
        first = self.ny_start if ctx.params.ny == 1 else self.window_start
        if not ctx.gate("trading_window", start >= first and end <= self.window_end):
            return
        up = len(self.ms.now("bos_bull")) + len(self.ms.now("choch_bull")) > 0
        down = len(self.ms.now("bos_bear")) + len(self.ms.now("choch_bear")) > 0
        if not ctx.gate("structure_shift", (up or down) and not (up and down)):
            return
        close = ctx.close[0]
        if not ctx.gate("not_a_flat_candle", ctx.high[0] > ctx.low[0]):
            return
        # A shift up only counts below the midnight open, a shift down only above it.
        if not ctx.gate("past_the_midnight_open", close < self.midnight_open if up else close > self.midnight_open):
            return
        if ctx.params.asia == 1:
            took_asia = (self.asia_low is not None and self.day_low < self.asia_low) if up else \
                        (self.asia_high is not None and self.day_high > self.asia_high)
            if not ctx.gate("took_the_asian_range", took_asia):
                return
        if not ctx.gate("previous_day_known", self.yesterday is not None):
            return
        if ctx.params.bias == 1:
            y_open, y_close = self.yesterday[0], self.yesterday[3]
            if not ctx.gate("with_the_previous_day", y_close > y_open if up else y_close < y_open):
                return
        self.done = True                           # one trade a day: this setup is it
        tick = ctx.pip_size
        stop = self.day_low - tick if up else self.day_high + tick
        risk = abs(close - stop)
        size = ctx.size_by_risk_pct(0.01, stop=stop, entry=close)
        if not ctx.gate("one_contract_fits_1pct_risk", size > 0):
            return                                 # one contract would risk more than 1%
        two_r = close + ctx.params.exit_rr * risk if up else close - ctx.params.exit_rr * risk
        level = self.yesterday[1] if up else self.yesterday[2]   # the previous day's high / low
        beyond = level > close if up else level < close
        if not beyond:
            target, kind = two_r, "2r"
        elif ctx.params.pdh == 1:
            target, kind = level, "pdh"
        else:
            nearer = level < two_r if up else level > two_r
            target, kind = (level, "pdh") if nearer else (two_r, "2r")
        self.trade_date = self.date
        if up:
            ctx.buy(size=size, sl=stop, tp=target, tag="po3_long_" + kind)
        else:
            ctx.sell(size=size, sl=stop, tp=target, tag="po3_short_" + kind)

Your turn

Test the Power of 3 (AMD) yourself

Change the settings, the market or the stop-loss and see the result in seconds. Ask the BacktestingMax AI: Backtest the ICT Power of 3 on MNQ 15-minute charts, taking setups only from 08:30 to 11:00 New York time.

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Backtest on historical data with trading costs, run by BacktestingMax. Past results do not guarantee future results, and nothing here is financial advice. Updated 26 October 2026.