S&P 500 Futures Long-Only Trading Strategy
Every Trade. Every Test. Every Calculation.
This is one completed MPM Research Project.
It shows exactly how MPM researches, tests, validates and publishes trading ideas before they become part of the Intelligence Circle.
The strategy is one outcome of the research.
The real value is understanding the methodology, historical testing, verification process and evidence behind every conclusion.
Every conclusion.
Every trade.
Every calculation.
Every verification.
Included.
No hidden indicators.
No black boxes.
No unverifiable claims.
See exactly how the research was built, verify every published result yourself, and decide whether the evidence convinces you.
One-time purchase. Credited toward Intelligence Circle if you upgrade.
Get the Complete Research Project — $29
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TradingView scripts included — so you can see and track the setup on your charts.
Monte Carlo: 10,000 resamples testing robustness of trade ordering and drawdown range — a robustness check, not proof of future results.
A deliberately selective, low-frequency strategy — about 7 high-quality setups a year. These realistic-fill results cover 2020–2025 (37 trades); the same edge is independently corroborated over 26 years and 151 trades below — through the dot-com crash, 2008, and COVID.
This Strategy Shows How We Do Research
Most trading products only show the final answer.
MPM shows the complete research process.
Every idea begins with a market observation, becomes a research question, is tested on historical data, validated under different market conditions, challenged with robustness testing, independently verified, fully documented and only then published.
This strategy is simply one completed MPM Research Project.
The same research methodology is used across every project published inside the Intelligence Circle.
The strategy is valuable.
The research methodology is even more valuable.
The dollar profit here is not life-changing on one contract — and that is not the point.
This package exists to show you how we research, validate, and document a market edge from beginning to end, with nothing hidden.
The strategy is real and tradable, but its greatest value is not the individual trades — it is the research process behind them.
Every assumption is documented.
Every calculation can be inspected.
Every published result can be reproduced.
That is the standard we believe quantitative market research should meet.
This strategy is simply one completed research project. What you're really evaluating is the research standard behind MPM.
The Intelligence Circle applies this same methodology across every new hypothesis, every market, every probability study, every strategy, and even the ideas that ultimately fail. You're not joining for one strategy — you're joining a research desk built on a repeatable standard of evidence.
Strategy Characteristics
| Hold period | 1 session (~1 day per trade; capital not tied up) |
| Frequency | ~7 trades per year (low-frequency; often idle) |
| Total trades | 37 |
| Winning trades | 27 |
| Losing trades | 10 |
| Win rate | 73% |
| Total net P&L | +$45,608 |
| Expectancy per trade | +$1,233 |
| Average win | +$2,710 |
| Average loss | −$2,757 |
| Largest single win | +$7,889 |
| Largest single loss | −$5,929 |
| Profit factor | 2.65 |
| Max drawdown | −$6,842 |
| Top-3 winners | +$19,018 (42% of net profit) |
| Top-5 winners | +$29,122 (64% of net profit) |
| Profit factor without top-5 winners | 1.60 (edge survives) |
In plain terms: most trades are small, and the edge shows up in a handful of sharp snap-backs that produce the large winners — the biggest was +$7,889 on a single contract. That is why profit is concentrated. But even with the five best trades removed entirely, the strategy stayed profitable (profit factor 1.60). It is a patient, low-frequency edge — idle most of the time, occasionally a strong reaction.
All figures are net of trading costs — $2.50 per side commission and one tick of slippage per trade are already deducted from every result shown.
The included scripts are fully adjustable — you can change the hold period, entry threshold, and volatility filter to test variations on your own data and see how the results respond.
26-Year Independent Validation — TradingView (2000–2026)
| Total trades | 151 |
| Winning trades | 88 |
| Win rate | 58.28% |
| Total net P&L | +$73,070 |
| Profit factor | 2.06 |
| Max drawdown | −$13,050 (10.09%) |
| Period | Jan 2000 – Apr 2026 (as of 30 Apr 2026) |
Verified through every major crisis of the last 26 years:
| Market crisis | Trades | Result |
|---|---|---|
| Dot-com crash (2000–2002) | 30 | +$18,762 (63% win) |
| Financial crisis (2008–2009) | 7 | +$5,802 (86% win) |
| COVID crash (2020) | 9 | +$5,742 (67% win) |
| 2022 grinding bear | 4 | −$5,908 (losing period) |
All figures computed directly from the TradingView trade export included in this project — 151 trades, independently reproducible, not asserted. Different data feed, contract-roll and fill model than the Python engine, so totals differ (+$73,070 TradingView vs +$45,608 Python engine over its 2020–2025 window) — directional corroboration, not identical replication. Hypothetical; live results differ.
Two independent engines, two datasets, decades apart in coverage — both show the same long-only edge with a profit factor above 2. It made money through the dot-com crash, 2008, and COVID, and does not rest on any single trade: with its five best trades removed entirely, the edge remained profitable (profit factor 1.60). Durable across market regimes — not a claim of profit every year, but a net-positive edge that has persisted across 26 years and multiple crises.
Why We Published This Research Project
This research project isn't just a trading strategy.
It's your opportunity to evaluate the research standards behind MPM before deciding whether the Intelligence Circle is right for you.
The same research process, testing standards, verification methods and transparency shown throughout this project are used across every research study published inside the Intelligence Circle.
For only $29, you can see exactly how we research, test, validate and document trading ideas before they become part of our private research library.
Your purchase is fully credited if you later upgrade to the Intelligence Circle.
Every published research project at MPM must survive independent validation before publication.
Every research project published by MPM follows the same documented workflow.
- 01Market Observation
- 02Research Question
- 03Historical Database
- 04Hypothesis Development
- 05Historical Testing
- 06Statistical Validation
- 07Out-of-Sample Testing
- 08Parameter Stability
- 09Randomization
- 10Monte Carlo
- 11Independent Verification
- 12Documentation
- 13Publication
This S&P 500 Futures strategy is simply one completed example of this process.
Every future research project published inside the Intelligence Circle follows the same methodology.
Every published project follows the same documentation standard.
Methodology Whitepaper
Documents every assumption, filter, exclusion and limitation so another researcher can independently understand and reproduce the study.
How We Found It
The original observation, the research question it raised, and the hypothesis that became the project — so the reasoning behind the work is auditable, not assumed.
Teaching Guide
Explains why the edge exists in market-structure terms, so the strategy can be evaluated on its logic rather than its equity curve.
Rules Sheet
The complete execution checklist — exactly what was tested, with no implicit discretion hiding inside the results.
Historical Trade Database
Every historical trade. Nothing removed. Nothing cherry-picked.
TradingView Indicator
Reproduces the published rules on a live chart so the logic can be observed, not just described.*
TradingView Strategy
A strategy script that replays the rules inside TradingView so historical behavior can be inspected bar-by-bar.*
Python Source Code
Inspect every calculation behind the published research — data loading, trade generation, statistics, and validation.
Verification Scripts
Independently regenerate the published statistics without trusting MPM's calculations.
Randomization Testing
Determine whether the edge survives different trade sequences instead of relying on fortunate ordering.
Monte Carlo
Understand realistic outcome distributions instead of relying on one historical equity curve.
Verification README
A step-by-step guide that lets any reader reproduce every published figure from raw data to final statistic.
* TradingView fills differ from the Python engine (intra-bar limit fills vs. daily-bar modeling), so TradingView figures won't exactly match the Python results — both are provided for cross-checking, not as identical copies. Trust the Python engine for exact performance.
Most trading businesses ask you to
trust their conclusions.
We prefer to publish enough evidence for you to challenge them.
If our research is wrong, you should be able to prove it.
That is why every research project includes methodology, historical trades, source code, verification scripts and robustness testing.
Our goal is not to persuade you.
Our goal is to make our conclusions independently reproducible.
We ran this same strategy on Nasdaq (NQ) futures. It produced a profitable-looking backtest — but under our validation it did not hold up: too few trades to conclude from, and the result leaned on just a couple of strong years rather than proving itself across time. So we did not publish it as an edge. This is what our standard looks like in practice: a good-looking result is not a finding until it survives testing. The strategy on this page is the one that passed — not merely the one that looked good.
Every MPM Research Project Must Meet These Standards
Reproducibility
Every published figure can be regenerated from the included code and data.
Transparency
Rules, assumptions and limitations are documented, not implied.
Documented Methodology
From hypothesis to validation, every step is written down.
Independent Verification
Verification scripts let any reader confirm results without trusting MPM.
No Cherry Picking
The full trade history is shipped — winners and losers alike.
Continuous Improvement
Findings are revisited as new data and tests become available.
Rejected Hypotheses Published
Studies that fail validation are published alongside the studies that survive it.
Historical Limitations Disclosed
Sample size, regime coverage and data caveats are stated explicitly, not buried.
One Research Project.
Years of Research Inside the Intelligence Circle.
This strategy is only one completed MPM Research Project.
Inside the Intelligence Circle we continue applying the same research methodology to new markets, new hypotheses, probability models, execution techniques and trading strategies.
Some ideas become published research.
Some are rejected.
Both improve our understanding of how markets behave.
Every project follows the same research standards demonstrated on this page.
- One completed study
- One market idea
- One documented methodology
- One historical database
- One validation package
- New markets and hypotheses
- Probability model research
- Execution technique research
- Trading strategy development
- Published research projects
- Tested and rejected hypotheses
- Continuous improvements as new data becomes available
Your purchase of this research project is credited in full toward Intelligence Circle membership. The research never stops.
Questions, answered.
A backtest is a hypothesis about the past. The only real test from here is how the setup behaves on data it has never seen — and that forward record is yours to keep.
The included TradingView Pine Script makes it straightforward: loaded on your chart, it marks each signal and its outcome in real time, so you can keep your own forward log without maintaining a spreadsheet by hand. Keeping that log is the single most valuable thing you can do with this research — the one piece of evidence a historical backtest can never provide.
Ready to Explore the Complete Research Project?
Everything included.
Nothing hidden.
One payment.
Lifetime access.
$29 fully credited if you later join the Intelligence Circle.
TradingView scripts included — so you can see and track the setup on your charts.
The Strategy Is Valuable.
The Research Methodology Is Even More Valuable.
This research project isn't just a trading strategy.
It's your opportunity to evaluate the research standards behind MPM before deciding whether the Intelligence Circle is right for you.
If you're looking for one trading strategy, this project delivers a complete, transparent and independently verifiable research project.
If you're interested in learning how professional market research is conducted, the research methodology may be even more valuable than the strategy itself.
Read the methodology.
Review every historical trade.
Run the verification scripts.
Execute the Monte Carlo analysis.
Inspect the source code.
Challenge every conclusion.
If the evidence convinces you, you'll understand why the Intelligence Circle exists.
If it doesn't, you should keep your money.
That's how independent market research should work.
Want both? Get the S&P 500 + Nasdaq-100 combo
Both complete research projects — $49 for both (individually $58). Fully credited toward the Intelligence Circle.
Combo checkout activates at launch.
Nasdaq-100 Futures Long-Only Strategy
A long-only strategy on Nasdaq-100 futures — no indicators, independently verified on a second engine, every number reproducible.