Prior-Day H/L Retest
MNQ · RTH · PDH/PDL break-and-retest
Trade the level the whole market watches. When price breaks the prior day's high or low with real force and then comes back to retest it, the pullback is the market re-checking committed liquidity, enter on the retest, not the break.
Equity · 1 year backtest137 trades · 1 contract-equivalent
+$21,337
net P&L · 43% on $50k
Sharpe 5.11PF 3.42Max DD $979
Performance · 1 year backtest
- Net P&L
- +$21,337
- Return on $50k
- 42.7%
- Profit factor
- 3.42
- Win rate
- 64.2%
- Sharpe
- 5.11
- Sortino
- 6.16
- Calmar
- 21.80
- Max drawdown
- $979
- Max drawdown %
- 1.96%
- Recovery factor
- 21.8
- Expectancy / trade
- +$156
- Avg win
- +$343
- Avg loss
- -$180
- Max consec. losses
- 4
How it works
- Mark the prior day's RTH high and low (PDH/PDL) and require a break that clears the level by a volatility-scaled margin.
- Arm a resting limit back at the level; take it only on the EMA-240 trend side, and only if price actually retests, so the entry never chases.
- Stop a fraction of ATR beyond the level, scale half at a fixed reward multiple, then chandelier-trail the runner, flat by session end.