Scientific Scalper — Futures

VERIFIED

Scalpingfutures15M

Statistical scalping strategy using z-score normalization, Hurst exponent estimation, and adaptive entry/exit thresholds.

4.1

5 reviews142 downloads

FREE

142

Equity Curve

BACKTEST

+$3,150.00

Net P&L over 512 trades

Performance Metrics

Profit Factor

1.22

Profitable

Win Rate

55.8%

286 winning trades

Net P&L

+$3,150.00

Avg: $6.15/trade

Sharpe Ratio

1.05

Moderate

Max Drawdown

$1,680.00

Peak to trough

Total Trades

512

Avg $6.15 per trade

Test Period

Jun 1, 2024 — Jan 20, 2026

MES • 15M

Strategy Description

A scientifically-driven scalping approach that applies statistical methods to identify short-term trading opportunities.

Statistical Foundation: - Z-score normalization of price deviations - Hurst exponent estimation for regime detection - Adaptive thresholds based on recent volatility distribution - Mean + standard deviation based entry/exit bands

Designed For: - Micro futures (MES/MNQ) on 15M charts - High frequency with tight risk management - Statistical edge degrades in strong trending markets

Testing Details

SymbolMES

PeriodJun 1, 2024 — Jan 20, 2026

Timeframes15M

Sample Size512 trades

Marketsfutures

Platform Support

TradingView

Pine Script v6

Pine Script Preview

Click "Show Code" to see a preview snippet of the strategy logic.

Live TradesLINKED

Click "Show Trades" to see live trade history linked to this strategy.

Arbitrader

Strategy Creator

Verified Author

Published Jan 20, 2026

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