Most traders guard their strategies. This one is free to copy. Below are the complete rules of a Monday-only E-mini NASDAQ breakout strategy - built in BreakoutOS, confirmed on out-of-sample data, and scoring 72% on a full backtest audit. Screenshot the rules, code them yourself, or copy the strategy directly from the BreakoutOS Strategy Exchange.
Where This Strategy Came From
BreakoutOS recently launched a Strategy Exchange - a place inside the platform where users share and exchange their breakout strategies with each other. I have already contributed four strategies to the exchange, and I plan to add more roughly every week. The more smart traders exchange their breakout strategies, the better everyone's portfolio gets.
One of those four is the Monday Bollinger Bands strategy - the same model that came out on top when I tested 1,800 Bollinger Bands breakout strategies. This article gives you the complete rules.
I found this model while testing the newly implemented Bollinger Bands template in BreakoutOS. I combined it with a Monday-only day-of-week condition taken from market mapping - another technique inside the platform - and the result was a strategy simple enough to describe in one paragraph, yet robust enough to pass a full audit.
The Exact Rules: Lower Bollinger Band + ATR Trigger
This is a Bollinger-based foundational breakout strategy. The Bollinger Band serves as the point of initiation - the reference level a breakout must clear before you enter. On top of the band, you add a volatility buffer calculated from the Average True Range, and you enter with a stop order.
| Component | Rule |
|---|---|
| Market | E-mini NASDAQ (NQ) futures, 60-minute bars |
| Point of initiation | Lower Bollinger Band - period 10, 1 standard deviation |
| Trigger level | Lower band + 0.8 × ATR (period 5) |
| Entry | Stop order at the trigger level - if it is hit on the next bar, you are in |
| Day filter | Monday only |
| Entry window | Midnight to 11:00 PM |
| Exit | Time exit at 11:00 PM |
| Data | Built on the last 15 years of history |
That is the entire strategy. Compute the trigger level, place a stop order there, only take entries on Monday between midnight and 11:00 PM, and exit at 11:00 PM. No additional filters, no complex conditions.
Inside the BreakoutOS Strategy Exchange, this strategy also comes with pseudo code and ready-made code for other trading languages, so you can take it straight to your own platform.
Why Monday Only?
The Monday condition is not a curve-fitting accident - it came from market mapping done before the strategy was built. Day-of-week analysis on E-mini NASDAQ data consistently shows Monday (and Tuesday) producing the strongest breakout edge, while the back half of the week weakens or even flips.
I covered that mapping in detail when I tested 276 NASDAQ time strategy combinations across roughly 20 years of data. The order matters: you map the market first, find where the edge lives, and only then build the strategy inside that window. Doing it the other way around - building first, then keeping whichever day backtests best - is how overfit strategies are born.
The Numbers: 72% Audit Score and Near-100% Space Robustness
Simple rules mean nothing without validation, so here is how the strategy holds up:
- Built on in-sample data, confirmed on out-of-sample data - the model was developed on one portion of the 15-year history and verified on data it had never seen.
- Space robustness index close to 100% - nearly the entire parameter neighborhood around the chosen settings stays profitable. When small changes to the parameters barely change the results, that is a strong clue you are looking at a structural edge rather than a lucky combination.
- 72% overall backtest audit score - a very strong result across the full audit battery.
The audit itself deserves its own article - and it has one. The full audit of this strategy, benchmarked against 1,000 structurally similar strategies, is broken down in The One Test That Tells You If a Strategy Will Actually Work in Live Trading.
The Honest Catch: It Doesn't Cross-Validate to Other Indexes
Here is the part most strategy sellers would quietly leave out: this model does not cross-validate well on other index futures. That genuinely surprised me - a strategy with space robustness this high usually transfers to related markets.
This one does not, at least not yet. So the honest framing is this: the strategy is viable and very tradable on NASDAQ, where it was built and validated, and it is worth further exploration rather than blind trust. Knowing exactly where a strategy's edge lives - and where it does not - is part of trading it responsibly.
How to Trade It From Here
This is a foundational model - a deliberately filter-free core. I love these, because a strong foundation without filters gives every trader the ability to improve it their own way. Add your favorite filter on top, and the same shared foundation becomes a strategy nobody else is trading. I think if you add some of your own filters, you can turn this into a fantastic strategy.
Three ways to take it from here:
- Screenshot the rules table above and code the strategy in your own platform.
- Copy it from the BreakoutOS Strategy Exchange - BreakoutOS users can copy-paste the strategy directly, complete with pseudo code and code for other languages, and spin off their own variations.
- Wait for the deconstructions - I will be sharing more strategies in the exchange and deconstructing the existing ones, showing exactly how I create them.
See BreakoutOS in Action
Watch how strategies like this one are built, validated, and shared - from blank slate to audited model.
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About the Author
Tomas Nesnidal, known to the systematic trading community as Mr. Breakouts, is a breakout trading specialist, hedge fund co-founder, and creator of BreakoutOS. He has managed institutional portfolios using breakout strategies for over 15 years, trading from 65+ countries. He is the author of The Breakout Trading Revolution and co-founder of Breakout Trading Academy.