We've released an update to the NEXUM strategy based on extensive backtesting and optimization. This update includes two refinements that have shown meaningful improvements in both profit factor and win rate.
What Changed
1. Trading Window Now Starts at 10:00 AM Eastern (Previously 9:45 AM)
Why this matters:
The first 15–30 minutes after the market opens are notoriously chaotic. During this period:
- Large institutional orders create erratic price swings
- Overnight gaps are still being digested
- Spreads can be wider and fills less predictable
By waiting until 10:00 AM, NEXUM now enters the market after this initial volatility has settled. Our backtesting revealed a substantial improvement in both profit factor and win rate with this adjustment.
Your new trading window is now 10:00 AM – 11:30 AM Eastern.
2. RSI Indicator Period Changed to 9 (Previously 14)
Why this matters:
The RSI (Relative Strength Index) helps NEXUM identify oversold and overbought conditions. The lookback period determines how much historical data the indicator uses.
Setting
Lookback on 15-min Chart RSI 14 (old) 3.5 hours RSI 9 (new) 2.25 hours
With the previous setting, RSI was incorporating pre-market data from as early as 6:15 AM — price action that has little relevance to the day's trading session.
The new setting ensures RSI calculations are based primarily on current session data, making the indicator more responsive and relevant to real-time market conditions.
What This Means for You
- No action required — Your current NEXUM installation will continue to work
- Optional upgrade — If you'd like the optimized version, you can download it below
- Settings preserved — The update uses the same settings structure, so your preferences carry over
Download the Update
Installation Instructions:
- Download the file from the link above
- Open NinjaTrader 8
- Go to Tools → Import → NinjaScript Add-On
- Select the downloaded file
- Follow the prompts to complete installation
- Restart NinjaTrader when prompted
Questions?
If you have any questions about this update or need assistance with installation, please don't hesitate to reach out.
NEXUM is designed for NQ and MNQ futures on 15-minute charts. Past performance is not indicative of future results. Trading futures involves substantial risk of loss.