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LATTICE NINE
Strategies · 7 total

Every strategy, and where it stands.

3 live, 0 in testing and 4 in research. Open any strategy for its rules in plain words and its full change log. We change these often, and say why each time.

  • LiveRunning on accounts now, with rules that keep being refined.
  • TestingPassed a first round of backtests. Being re-tested before it goes live.
  • ResearchRules are being rebuilt or reconciled. Not running on accounts.
S/01Live

Open Drive

Trades the first clean break of the New York opening range, in the direction the market chooses.

Market
Nasdaq-100 futures (MNQ micros on accounts, NQ for research)
Session
New York open, entries 9:45 AM to 12:00 PM ET
Risk
Fixed dollar risk per trade, sized on micro contracts with fees included. One trade a day. The stop is known before the order is placed.
Testing nextStop buffer of 2 points against 7 points past the midpoint, plus 30% and 40% stops. Breakeven at 1R with half off at 2R and a runner to the session high or low. Results split by weekday.
S/02Live

Open Drive Retest

Waits for the opening range break, then enters on the first pullback into the price gap the break leaves behind.

Market
Nasdaq-100 futures (MNQ micros on accounts, NQ for research)
Session
New York morning, no new entries after 12:00 PM ET
Risk
Fixed dollar risk per trade on micro contracts. The day stops after two wins, two losses or one of each. A losing gap is never traded again.
Testing nextTwo versions side by side: the 5-minute gap at the break, and a 1-minute gap inside the opening range. A 1-hour trend check is also being tested.
S/03Research

Key Open: Rejection

Looks for a sharp rejection right after one of the six key session opens, then enters on the pullback.

Market
Nasdaq-100 futures (MNQ micros)
Session
Six key opens: 6 PM and 10 PM (Asia), 2 AM and 6 AM (London), 10 AM and 2 PM (New York), all ET
Risk
Tight stops, so position size is capped by each prop firm's contract limits. Fixed dollar risk per trade.
Testing nextRebuilt with all six key opens, the setup checklist off and at minimum scores of 1, 2 and 3, and the news-day target used only on CPI, PPI and jobs days.
S/04Research

Key Open: Retest

After price moves hard away from a key open, waits for it to come back and retest the opening price.

Market
Nasdaq-100 futures (MNQ micros)
Session
Six key opens across Asia, London and New York (ET)
Risk
One position at a time with Reversion. Fixed dollar risk per trade. Skips any setup whose stop is too wide to size safely.
Testing nextSix key opens with their own time windows, and three cancel rules compared: no cancel, cancel past the 70.5% level, and cancel on a close past 79%.
S/05Research

Reversion

Fades a liquidity grab: after price runs an obvious high or low and fails, it trades back the other way.

Market
Nasdaq-100 futures (MNQ micros)
Session
London 2:00 to 5:00 AM ET and New York 9:30 to 11:00 AM ET
Risk
Fixed dollar risk per trade on micro contracts. Never runs at the same time as Key Open: Retest.
Testing nextTuesday on against Tuesday off, the Asia session as an optional switch, and 1-, 3- and 5-minute charts compared side by side.
S/06Research

Breakaway

Built for trend days: trades a decisive break past the prior day's range and rides the extension.

Market
Nasdaq-100 futures (MNQ micros)
Session
New York, 8:00 AM to 3:00 PM ET, flat by 2:55 PM
Risk
Risk per trade is set from the strategy's average stop so a typical stop fits a 50K account. No fixed dollar cap.
Testing nextBoth entry models with each of the three entry types, and a filter so it only runs on days that look like trend days.
S/07Live

Rotation

Built for quiet, range-bound days: trades from one zone of the prior day's range to the other.

Market
Nasdaq-100 futures (MNQ micros on accounts, NQ for research)
Session
Hourly signals, flat before each prop firm's daily cutoff
Risk
Fixed dollar risk per trade. Must be flat before each firm's cutoff, so no overnight holds.
Testing nextClose-only trigger with no partials, market against limit entries, stop buffers of 0, 3 and 10 points, and a range-day detector that pairs it with Breakaway.
Latest changes

What we changed, and why.

  1. Rotation

    Moved from Testing to Live.

    WhyStrongest of the seven in round 1 backtests and still positive with doubled costs. Round 2 checks continue while it runs.

  2. Rotation

    Simplified to a close-only trigger with the full target at the level, no partials. Must be flat before each firm's daily cutoff.

    WhyMatches the written rules, and many prop firms do not allow overnight positions.

  3. Open Drive

    Target set to a fixed 2 to 1. Breakeven at 1R, half off at 2R, and the rest split between a next target and a runner to the session high or low.

    WhyMatches how the strategy is traded by hand. The old target was taken from a course PDF.

  4. Breakaway

    Body levels redefined as the prior day's highest and lowest candle bodies. Two entry models, each with three entry types.

    WhyBrings the code in line with how the setup is actually traded.

  5. Key Open: Rejection

    All six key opens approved (two per session). Pullback levels anchored on the 1-minute key-open candle. Checklist tested off and at minimum scores 1, 2 and 3.

    WhyThese setups move fast, so a 5-minute retest often never comes. The old test only covered the New York opens.

  6. Open Drive Retest

    Two baseline versions: the 5-minute gap the break leaves, and a 1-minute gap inside the opening range. New York only, no new entries after 12:00 PM ET.

    WhyThe teaching source and the owner's own version differ. The rule is to test both and let the results decide.

  7. Key Open: Retest

    Never in a trade at the same time as Reversion. Only the setup with the better odds for current conditions is taken.

    WhyOne position at a time keeps account drawdown under control.

  8. Key Open: Retest

    All six key opens approved. Trigger moved to a 1-minute close beyond the open. Three cancel rules will be compared.

    WhyMatches the source trades. The old trigger used the wick and could fill instantly on the trigger candle.

  9. Reversion

    Exit on a candle close back through the gap with a hard stop past the sweep. Half off at 1R, then breakeven on the rest.

    WhyFollows the strategy as it is traded. The old stop could sit at prices already traded.

  10. Reversion

    Tuesday on and off, and the Asia session, added as test versions.

    WhyStanding rule: when it is this or that, test both and keep what holds up.

  11. Open Drive

    Break now measured on a 5-minute close on any chart. Stop buffers of 2 and 7 points, and 30% and 40% stops, added as test versions.

    WhyOn 1- or 3-minute charts the old code used the wrong candle. Whichever stop tests worse gets dropped.

  12. Breakaway

    Fixed dollar loss cap removed. Risk is now set from the strategy's average stop distance.

    WhyA dollar cap checked at candle close cut most losing trades early and distorted the test.

Trading futures involves substantial risk of loss and is not suitable for all investors. You can lose all of the money you pay for prop firm accounts, fees and subscriptions, and in a personal brokerage account you can lose more than you deposit. Past performance, backtested or live, is not indicative of future results. Lattice Nine is software and education from NutriCove. It is not investment advice, not a recommendation to buy or sell any futures contract, and not a guarantee of passing any evaluation or receiving any payout. NutriCove is not a registered commodity trading advisor or broker.