BLACKBOX TRADING SIGNALS
Blackbox Trading Signals is an advanced analytics platform dedicated to tracking the performance of proprietary trading in the financial markets. We trade exclusively with our own accounts using systematic, rule-based trading systems. We define a trading system as a defined set of rules based on price, indicators, and chart patterns, where trading signals are generated when these rules are triggered. Our trading executions may be either automatic through a computer program or on a discretionary basis. The platform provides subscribers with detailed, comprehensive performance statistics, offering transparent, institutional-grade insights into our historical, documented trading methodologies. By providing verifiable performance data, we maintain complete transparency and accountability regarding the statistical execution and historical results of our trading over time.
Education
A Hierarchical Framework for Intraday Equity Index Futures Trading (pdf)
Our Performance
System Summary
| Name | Micro Futures Momentum |
| Start Date | September 28, 2026 |
| Last Date | October 16, 2026 |
| Number of Trades | 59 |
| Win Rate | 83.05% |
| Max Equity Drawdown | $490.10 (4.76%) |
| Net Profit | $1,232.10 |
| Cum Profit | $11,232.10 |
| Market | Equities |
| Symbols | MES, MNQ, YM |
System Description
The Micro Futures Momentum system employs a systematic, intraday, short-term momentum strategy. Execution is conducted manually in strict adherence to a predefined, rule-based framework, targeting a maximum frequency of three to four trades daily, contingent upon the presence of qualifying market conditions. The framework permits concurrent multi-symbol exposure and identifies directional breakout and continuation setups—both long and short—utilizing technical indicators such as the Simple (SMA), Exponential (EMA), and Linear Weighted (LWMA) Moving Averages. Position exits are dynamically governed by either instrument-specific technical targets or aggregate account-level floating profit thresholds. To enforce strict capital preservation and mitigate adverse drawdown risk, the methodology incorporates a hard, predefined maximum loss threshold of $1,000.
System Details
Summary Statistics
| Start Date | September 28, 2026 |
| Last Date | October 16, 2026 |
| Number of Trades | 59 |
| Number of Wins | 49 |
| Number of Losses | 10 |
| Win Rate | 83.05% |
| Max Equity Drawdown | $490.10 |
| Gross Profit | $2,134.15 |
| Gross Loss | -$902.05 |
| Net Commission | -$332.40 |
| Net Profit | $1,232.10 |
| Cum Profit | $11,232.10 |
Detailed Statistics
| Start Date | September 28, 2026 |
| Last Date | October 16, 2026 |
| Number of Days | 18 |
| Starting Balance | $10,000.00 |
| Ending Balance | $11,232.10 |
| Number of Trades | 59 |
| Number of Wins | 49 |
| Number of Losses | 10 |
| Win Rate | 83.05% |
| Max Monthly Profit | $936.95 |
| Avg Monthly Profit | $616.05 |
| Max Equity Drawdown | $490.10 |
| Max Equity Deviation | $1,232.10 |
| Max Concurrent Open Trades | 4 |
| Max Time in Trade | 2 Days 21:38:47 |
| Net Yield | 12.32% |
| Underlying Yield | 0.00% |
| Yield to Underlying | 1.00× |
| Gross Profit | $2,134.15 |
| Gross Loss | -$902.05 |
| Profit Factor | 2.37 |
| Net Commission | -$332.40 |
| Net Profit | $1,232.10 |
| Cum Profit | $11,232.10 |
Weekly Performance
| Month | Week 1 | Week 2 | Week 3 | Week 4 | Week 5 | Total | Cum. Total |
|---|---|---|---|---|---|---|---|
| September 2026 | --- | --- | --- | $295.15 | --- | $295.15 | $10,295.15 |
| October 2026 | $400.00 | $338.65 | $198.30 | --- | --- | $936.95 | $11,232.10 |
Monthly Performance
| Month | Trades | Wins | Losses | Win Rate | Net Profit | Cum. Profit |
|---|---|---|---|---|---|---|
| September 2026 | 13 | 11 | 2 | 84.62% | $295.15 | $10,295.15 |
| October 2026 | 46 | 38 | 8 | 82.61% | $936.95 | $11,232.10 |
Last 10 Trades (Most Recent)
| Trade # | Symbol | Contract Size | Direction | Qty | Entry Date | Entry Price | Exit Date | Exit Price | Days | Hours | Price Pts | Contract Pts | Gross Profit | Commission | Net Profit | Cum Profit |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| 50 | MESZ26 | 5 | Buy | 2 | Oct 16, 2026 14:50 | 7795.50 | Oct 16, 2026 15:05 | 7776.75 | 0.00 | 0.25 | -18.75 | -37.50 | -$187.50 | -$2.40 | -$189.90 | $11,128.60 |
| 51 | MNQZ26 | 2 | Sell | 2 | Oct 16, 2026 14:54 | 29853.75 | Oct 16, 2026 14:54 | 29850.00 | 0.00 | 0.00 | +3.75 | +7.50 | $15.00 | -$2.40 | $12.60 | $11,141.20 |
| 52 | MNQZ26 | 2 | Sell | 4 | Oct 16, 2026 15:01 | 29827.50 | Oct 16, 2026 15:01 | 29824.75 | 0.00 | 0.00 | +2.75 | +11.00 | $22.00 | -$4.80 | $17.20 | $11,158.40 |
| 53 | MNQZ26 | 2 | Sell | 4 | Oct 16, 2026 15:03 | 29802.50 | Oct 16, 2026 15:04 | 29800.00 | 0.00 | 0.02 | +2.50 | +10.00 | $20.00 | -$4.80 | $15.20 | $11,173.60 |
| 54 | MNQZ26 | 2 | Sell | 4 | Oct 16, 2026 15:06 | 29733.50 | Oct 16, 2026 15:07 | 29730.00 | 0.00 | 0.01 | +3.50 | +14.00 | $28.00 | -$4.80 | $23.20 | $11,196.80 |
| 55 | MESZ26 | 5 | Sell | 4 | Oct 16, 2026 15:21 | 7762.50 | Oct 16, 2026 15:21 | 7761.00 | 0.00 | 0.00 | +1.50 | +6.00 | $30.00 | -$4.80 | $25.20 | $11,222.00 |
| 56 | MESZ26 | 5 | Sell | 4 | Oct 16, 2026 15:55 | 7749.75 | Oct 16, 2026 15:57 | 7748.00 | 0.00 | 0.04 | +1.75 | +7.00 | $35.00 | -$4.80 | $30.20 | $11,252.20 |
| 57 | YMZ26 | 5 | Sell | 3 | Oct 16, 2026 15:59 | 52429 | Oct 16, 2026 15:59 | 52426 | 0.00 | 0.00 | +3.00 | +9.00 | $45.00 | -$11.70 | $33.30 | $11,285.50 |
| 58 | YMZ26 | 5 | Sell | 3 | Oct 16, 2026 16:51 | 52258 | Oct 16, 2026 16:51 | 52258 | 0.00 | 0.00 | 0.00 | 0.00 | $0.00 | -$11.70 | -$11.70 | $11,273.80 |
| 59 | YMZ26 | 5 | Sell | 3 | Oct 16, 2026 16:51 | 52256 | Oct 16, 2026 16:51 | 52255 | 0.00 | 0.00 | +1.00 | +3.00 | $15.00 | -$11.70 | $3.30 | $11,277.10 |
| ...... |
Statistical Definitions:
| Name | The designated identifier for the specific proprietary, rule-based trading system or strategy being tracked. |
| Start Date | The calendar date on which the tracking and documentation of this trading system’s performance began. |
| Last Date | The most recent calendar date for which trade data has been executed, recorded, and processed. |
| Number of Days | The total calendar days elapsed between the Start Date and the Last Date of the tracking period. |
| Starting Balance | The initial equity capital allocated to the system at the Start Date. |
| Ending Balance | The final equity capital of the trading system at the Last Date. |
| Starting Equity | The initial capital value assigned to the account at the beginning of the tracking period, serving as the baseline for performance calculations. |
| Number of Trades | The total count of fully executed and closed round-turn trades within the specified tracking period. |
| Number of Wins | The total count of closed trades that resulted in a positive net profit after all commissions. |
| Number of Losses | The total count of closed trades that resulted in a negative net profit after all commissions. |
| Win Rate | The percentage of total closed trades resulting in a positive net profit, calculated as (Wins / Total Trades) × 100. |
| Max Equity Drawdown | The maximum observed peak-to-trough decline in account equity during the period, including floating (unrealized) profit/loss, expressed in dollars and as a percentage of the peak value. |
| Max Equity Deviation | The maximum observed difference between the account’s equity curve and its highest historical peak (high-water mark). |
| Gross Profit | The sum of all profitable closed trades before the deduction of any losses or trading commissions. |
| Gross Loss | The sum of all unprofitable closed trades before the deduction of trading commissions (expressed as a negative value). |
| Net Commission | The total sum of all transaction costs, exchange fees, and broker commissions deducted from trading results. |
| Net Profit | The total financial result of all trading activity, calculated as Gross Profit + Gross Loss – Net Commission. |
| Cum Profit | The running total of the account balance, calculated as Starting Balance + Net Profit to date. |
| Max Monthly Profit | The highest net profit generated by the system within any single calendar month during the tracking period. |
| Avg Monthly Profit | The arithmetic mean of the net profits (or losses) across all active calendar months in the tracking period. |
| Max Concurrent Open Trades | The highest number of individual positions held open simultaneously at any single point in time. |
| Max Time in Trade | The longest duration a single trade remained in an open state before being closed, measured in days, hours, minutes, and seconds. |
| Net Yield | The Net Profit expressed as a percentage of the Starting Balance over the tracking period. |
| Underlying Yield | The baseline return of a comparable market benchmark or cash equivalent over the same tracking period (0.00% for proprietary cash accounts). |
| Yield to Underlying | The ratio of the system’s Net Yield to the Underlying Yield, representing the performance multiplier relative to the baseline benchmark. |
| Profit Factor | The ratio of Gross Profit to the absolute value of Gross Loss. A value greater than 1.0 indicates the system generates more gross profit than gross loss. |
| Market | The broad financial market or asset class in which the trading system operates (e.g., Equities, Futures). |
| Symbols | The specific ticker symbols or contract identifiers (e.g., MES, MNQ, YM) actively traded by the system. |
| Total (Weekly/Monthly) | The aggregate net profit or loss for the specified week or month. |
| Cum. Total | The running total of the account balance at the end of the specified week or month. |
| Trade # | The sequential identifier assigned to each closed trade for chronological tracking, auditing, and cryptographic verification. |
| Contract Size | The monetary value of a single point movement for the specific futures contract (e.g., $5 for MES/YM, $2 for MNQ). |
| Direction | The initial orientation of the trade (Buy/Long or Sell/Short). |
| Qty | The number of contracts executed in the single trade. |
| Entry Date / Exit Date | The exact calendar date and timestamp the trade was opened and closed. |
| Entry Price / Exit Price | The exact execution price at which the trade was opened and closed. |
| Days / Hours | The duration the trade remained open, broken down into calendar days and fractional hours. |
| Price Pts | The directional point difference between the Exit Price and the Entry Price. |
| Contract Pts | The total point value of the trade, calculated as Price Pts × Qty. |
| Trade Gross Profit | The raw monetary gain or loss of the individual trade based on price movement and contract size, before commissions. |
| Trade Commission | The specific transaction cost deducted for executing this individual round-turn trade. |
| Trade Net Profit | The final financial result of the individual trade after deducting the commission from the gross profit. |
Disclosures:
- Futures and derivatives trading involves substantial risk of loss and is not suitable for all investors. Past performance is not indicative, nor a guarantee, of future results.
- All content, signals, and statistical data provided by Blackbox Trading Signals are for informational, analytical, and educational tracking purposes only. Nothing on this platform constitutes an offer, solicitation, promotion, or recommendation to buy or sell any security, futures contract, or financial instrument.
- Blackbox Trading Signals operates strictly as a software and analytics platform and does not hold funds, access, or execute trades in user accounts; all activity is conducted at the user's sole discretion, and the user agrees to indemnify and hold the platform harmless from any and all losses.
- Users should deem all performance metrics as being hypothetical in nature as we will develop, test, and track the performance of our proprietary trading systems on an ongoing basis.
- The name “Blackbox Trading Signals” is retained in its entirety and bears no affiliations with external entities with similar names.
- All rights reserved.