Research before conviction.
NQ Route is built around a simple rule: a useful market idea has to survive outside the sample that created it. Training results, out-of-sample results and live forward results are kept separate.
Open location remained the strongest first filter.
Adding previous-day candle information, AVWAP and simple higher-high / higher-low structure only improved raw classification slightly and reduced or failed to improve ranking quality enough to justify heavy additional scoring.
That led to a deliberate design choice: keep the initial prior simple, then let live auction behavior do the heavier lifting.
Contexts have to earn their place.
Current context priors are required to show adequate train and OOS sample size, preserve the same directional preference and improve meaningfully over the relevant side baseline before they are promoted.
Examples of validated behavior.
We publish enough to show the research philosophy without publishing the entire live scoring recipe.
Acceptance context
Several PDL contexts showed materially stronger acceptance rates than the side baseline in both train and OOS samples.
More selective edge
PDH-side contexts were generally weaker and more selective, reinforcing the need for live confirmation instead of symmetric assumptions.
Failed-loss behavior
When an accepted break later reclaims the level, the route often changes character and rotation targets become relevant again.
Full research notes are for members.
Detailed context tables, sample sizes, side baselines, route definitions and forward-validation notes will live inside the community area rather than on the public marketing page.
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