Everything You Need to Know
Before Your Briefing.
This document answers the most common questions we receive before every methodology briefing. It also contains the full strategy data — the same numbers each algorithm produced over 15 months of real Nasdaq-100 price data.
Read through it before we speak. The more context you have going in, the more productive the call will be for both of us. On the call, we will not be doing a generic presentation — we will be going through your situation specifically, showing you the Account Simulator, and determining if the infrastructure is right for you.
Why Algorithmic Infrastructure Now?
Institutional trading desks have used automated execution infrastructure for over 40 years. The methodology is not new. What is new is that the technology stack has matured enough for individuals to access the same class of tools.
“The infrastructure has always existed. The access has not. Until now, this class of systematic execution was reserved for institutional desks with seven-figure technology budgets.”
About 70% of US equity volume runs algorithmically today. The question is not whether automated execution works. It is whether you have access to infrastructure that is documented, validated, and structured for individual deployment.
How It Works, Step by Step
SCT Unlimited uses session-based breakout detection on Nasdaq 100 futures (NQ). Here is the signal flow:
Three Algorithms.
One Infrastructure.
The same framework, infrastructure and attention to detail runs at the core of all three algorithms. The difference is in how many trading sessions it covers, the number of trades it triggered in testing, configuration scope and support intensity.
Infinitus
The full unlock — all nine validated configurations across six sessions, adding the 2-minute overnight variant and the morning London/NY overlap, plus full parameter exposure and Custom Mode. About 41.6 hours of cumulative daily monitoring across configurations.
Equity curve · Infinitus
Monthly P&L · Infinitus
Win rate
Direction split
How trades close
- Total profit · 1 NQ contract
- +$262,437
- Total profit · 1 MNQ (micro)
- +$26,244
- Average month
- +$17,496
- Best month
- +$44,449 · Apr 25
- Months in profit
- 14 / 15
- Total trades
- 859
- Trades per week
- ~13.2
- Biggest losing trade
- -$5,920
- Biggest winning trade
- +$6,000
- Worst month
- -$970 · Jun 25
- Win/loss count
- 568 / 291
- Longs / Shorts
- 469 / 390
- Profit factor
- 1.846
- Settings
- Lightly configurable
| Configuration | Window (ET) | TV input (CT) | TF | Trades | WR | PF |
|---|---|---|---|---|---|---|
| Asia Early 3m | 19:00–02:00 | 1800-0100 | 3m | 125 | 63.2% | 1.80 |
| NY Open 5m · DFO | 09:30–15:30 | 0830-1430 | 5m | 80 | 67.5% | 2.00 |
| NY Open 2m · DFO | 09:30–14:15 | 0830-1315 | 2m | 137 | 65.7% | 1.74 |
| London ORB 5m | 03:50–08:30 | 0250-0730 | 5m | 102 | 69.6% | 1.73 |
| London ORB 2m | 03:50–08:30 | 0250-0730 | 2m | 98 | 65.3% | 1.82 |
| Overnight 5m | 02:00–06:00 | 0100-0500 | 5m | 67 | 68.7% | 2.31 |
| Overnight 2m | 02:00–06:00 | 0100-0500 | 2m | 64 | 70.3% | 2.38 |
| AM Overlap 5m | 06:00–10:00 | 0500-0900 | 5m | 74 | 68.9% | 2.08 |
| NY Close 5m | 14:10–16:40 | 1310-1540 | 5m | 112 | 60.7% | 1.62 |
| + User-defined custom sessions | Modifiable parameter set; not separately validated | |||||
All three Algorithms, at a glance.
The same numbers from each tab above, lined up side by side so you can see exactly what changes in each algorithm.
Equity curves compared
| Algorithm | Configs | What it covers | Trades / mo | $ won per $1 lost | Coverage / day |
|---|---|---|---|---|---|
| Dynamis(4) | NY Open + London open + Overnight + NY Close (all 5m) | Four core sessions, single timeframe | ~27 | $1.79 | ~17.2h |
| Praxis(7) | + Asia overnight + 2m variants + DFO on NY Open | Adds Asia hours and the faster timeframe | ~48 | $1.81 | ~33.6h |
| Infinitus(9+) | + Overnight 2m + AM overlap + Custom Mode | All six sessions, full parameter access | ~57 | $1.85 | ~41.6h + custom |
| Capability | Dynamis | Praxis | Infinitus |
|---|---|---|---|
| Can I change risk? | Always | Always | Always |
| Can I control Trade Triggers? | Lightly | Lightly | Fully |
| Can I customise the Algorithm to run on any Asset at any time? | No — locked | No — locked | Yes — fully unlocked |
| Metric | Dynamis | Praxis | Infinitus |
|---|---|---|---|
| Configurations running | 4 | 7 | 9 + custom |
| Sessions covered | 4 | 5 | 6 + custom |
| Timeframe variants | 5m only | 2m + 5m | 2m + 3m + 5m |
| Total trades over 15 months | 398 | 721 | 859 |
| Win rate | 65.1% | 65.5% | 66.1% |
| $ won per $1 lost | $1.79 | $1.81 | $1.85 |
| Total profit · 1 NQ | +$106,600 | +$225,264 | +$262,437 |
| Total profit · 1 MNQ (micro) | +$10,660 | +$22,526 | +$26,244 |
| Biggest losing trade | -$2,400 | -$5,920 | -$5,920 |
| Biggest winning trade | +$2,630 | +$6,000 | +$6,000 |
About the equity curves:these are the cumulative profit lines from running each algorithm exactly as documented over the 15-month test, with 1 NQ contract per active session. Real Nasdaq-100 prices, real costs ($9.80 commission and 1 tick of slippage per fill). The curves climb when winning trades stack up and dip when there's a losing streak — the shape tells you how the algorithm got from $0 to its final number, not just that it ended there.
Seven Risk Layers. Every Signal.
Every single signal that fires passes through these seven layers of risk management before it ever reaches your account.
7.2 million tested.
9 survived.
Every configuration in the lineup had to pass cross-engine validation on 15 months of real Nasdaq-100 price data. Round one filters out the obviously bad. Round two filters out the lucky.
- Enough trades to be meaningful≥ 60
- Wins more often than not≥ 65% of trades
- Wins more dollars than it loses≥ $1.40 won per $1 lost
- Profitable most months≥ 11 of 15 months
- No long losing streaks≤ 6 in a row
- Bounded single-trade risk1R wick-based stop
- Drawdown within toleranceper-config DD floor
- Worked in the first half of the testrequired
- Still worked in the second halfrequired
- Halves performed similarlynot lopsided
- Steady month-to-monthnot feast-or-famine
- Steady week-to-weeknot feast-or-famine
- Both halves profitablerequired
- Survives unseen time periodsrequired
The data we used. Real Nasdaq-100 futures prices captured every minute from January 2025 through March 2026. The price history is stitched across the futures contract changeovers so the test sees one continuous market. One day (December 1, 2025) is excluded because the contract changeover that day creates a price artifact that's not a real trade.
How to start safely.
A simple checklist for the first week so you can get started safely. Take it slow on day one - the algorithm isn't going anywhere.
- Chart time zone
- New York (Eastern Time)
- Indicator on the chart
- SCT Unlimited
- Chart symbol
- NQ (Nasdaq-100 futures)
- Symbol you actually trade
- MNQ (the smaller micro version)
- Order type
- Market orders for entry and exit
- Expected slippage
- 1 tick per fill
- Start in paper mode (recommendation)
- Until you have at least 10 trades
- Compare every trade daily
- Live fill vs indicator panel
- Entry price should match within
- 1 tick
- Exit price should match within
- 2 ticks
- First 30 live trades
- Trade half-size
- If win rate slips by more than
- 10% — pause and check setup
- If a trade loses more than expected
- Pause and check setup
The settings on this page are exactly the ones we tested. Even a small change — wrong session time, wrong number on one input — can produce very different results. Type the values in exactly as shown, then save the configuration as a TradingView template so you can re-apply it without retyping. The video library exists to walk you through this process and the support team is available to assist you if required.
FAQ Videos
Short answers to the questions we hear most often. Watch these before the call so we can go deeper on the ones that matter to you.
Who This Is Not For
Three things, up front.
Every number on this page comes from running the algorithm against historical Nasdaq-100 prices from January 2025 through March 2026. We assume realistic costs (1 tick of slippage per fill, $9.80 round-trip commission per NQ contract). Live trading can have higher costs, especially during very fast markets — confirm your broker's actual fees before going live.
What the algorithm did in 2025–26 is what it did in 2025–26. The future is its own market. Trading futures involves substantial risk of loss. Nobody — us, you, or anyone — can promise these numbers will repeat going forward.
We license you the software and document how it works. We don't manage money, we don't take custody of your account, and we can't enforce prop-firm rules for you. If you're trading on a prop firm account, you're responsible for staying inside its daily-loss, trailing-drawdown, consistency, and scaling rules.
Ready to see if this is right for you?
Your qualification call is already booked. Show up prepared, and we will walk through everything together.
SCT Unlimited is application-based. Access is not guaranteed.