NDX Monthly MA Env Signal Weekly Execution

NDX Monthly MA Env Signal Weekly Execution

A trend-following strategy on the Nasdaq-100 that uses monthly envelope bands for entry timing, executed on the weekly chart.

How It Works
The monthly envelope: A 10-month simple moving average of NDX monthly closes defines the centreline. Top and bottom bands sit at ±5% from the median.
Entry trigger: When the weekly close crosses above the monthly median (Launch), the strategy goes long. This captures the moment momentum shifts back into alignment with the monthly trend.
Exit trigger: A 3% buffer below the bottom band — when the monthly low crosses under bottom × 0.97, the strategy exits (Eject). This buffer avoids noise-exits on shallow dips that barely graze the band, while still catching genuine breakdowns (e.g. it cleanly sidestepped the April 2025 selloff).
All execution on the weekly timeframe — the strategy monitors monthly data but fires entries and exits as weekly crossovers, keeping it responsive without repainting.
Performance Snapshot
Metric Value
Trades 22 (21 closed + 1 open)
Win rate 76%
Profit factor 25.2
Net return +201%
Max drawdown −5.1%
Avg win / avg loss 7.9:1
Why It Works on NDX
The Nasdaq-100 has spent most of its history in a structural uptrend. This strategy stays long during the grind higher and only exits when price materially violates the lower envelope — filtering out routine pullbacks while preserving capital during genuine corrections. The 5% band width and 3% exit buffer were tuned specifically for NDX's monthly volatility profile.

Usage
Chart: Apply to NASDAQ:NDX on the 1M timeframe for the envelope visualisation. Entry/exit signals appear on all timeframes since they reference weekly data.
Alert integration: The 🚀 Launch and Eject order labels can be wired to TradingView alerts for notification-only execution.
Timeframe note: The strategy uses process_orders_on_close=true — all entries and exits fire on the weekly close, not intra-week.
Risk disclaimer: Past performance does not guarantee future results. This strategy is designed for the NDX's historical behaviour; regime changes (e.g. sustained bear markets) will underperform buy-and-hold. Not financial advice.

Phát hành các Ghi chú

Update (June 2026): Added a weekly 200 EMA trend filter. The strategy now only enters long when NDX's weekly close is above the 200 EMA — keeping it out of trades during bear markets and downtrends. The core signal remains a monthly MA envelope crossover (weekly close vs monthly SMA(10)), now gated by the 200 EMA for higher-quality entries.

Phát hành các Ghi chú

NDX Monthly MA Env Signal Weekly Execution

A trend-following strategy on the Nasdaq-100 that uses monthly envelope bands for entry timing, executed on the weekly chart.

How It Works
The monthly envelope: A 10-month simple moving average of NDX monthly closes defines the centreline. Top and bottom bands sit at ±5% from the median.
Entry trigger: When the weekly close crosses above the monthly median (Launch), the strategy goes long. This captures the moment momentum shifts back into alignment with the monthly trend.
Exit trigger: A 3% buffer below the bottom band — when the monthly low crosses under bottom × 0.97, the strategy exits (Eject). This buffer avoids noise-exits on shallow dips that barely graze the band, while still catching genuine breakdowns (e.g. it cleanly sidestepped the April 2025 selloff).
All execution on the weekly timeframe — the strategy monitors monthly data but fires entries and exits as weekly crossovers, keeping it responsive without repainting.
Performance Snapshot
Metric Value
Trades 22 (21 closed + 1 open)
Win rate 76%
Profit factor 25.2
Net return +201%
Max drawdown −5.1%
Avg win / avg loss 7.9:1
Why It Works on NDX
The Nasdaq-100 has spent most of its history in a structural uptrend. This strategy stays long during the grind higher and only exits when price materially violates the lower envelope — filtering out routine pullbacks while preserving capital during genuine corrections. The 5% band width and 3% exit buffer were tuned specifically for NDX's monthly volatility profile.

Usage
Chart: Apply to NASDAQ:NDX on the 1M timeframe for the envelope visualisation. Entry/exit signals appear on all timeframes since they reference weekly data.
Alert integration: The 🚀 Launch and Eject order labels can be wired to TradingView alerts for notification-only execution.
Timeframe note: The strategy uses process_orders_on_close=true — all entries and exits fire on the weekly close, not intra-week.
Risk disclaimer: Past performance does not guarantee future results. This strategy is designed for the NDX's historical behaviour; regime changes (e.g. sustained bear markets) will underperform buy-and-hold. Not financial advice.
Jun 28
Release Notes
Update (June 2026): Added a weekly 200 EMA trend filter. The strategy now only enters long when NDX's weekly close is above the 200 EMA — keeping it out of trades during bear markets and downtrends. The core signal remains a monthly MA envelope crossover (weekly close vs monthly SMA(10)), now gated by the 200 EMA for higher-quality entries.

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