Cove Trader is a research-driven trading blog focused on index futures — primarily the Nasdaq (NQ) and S&P 500 (ES). Every strategy published here comes with the numbers behind it: entry rules, exits, win rates, profit factors, and drawdowns from real backtests.
The approach
Most trading content online shows the winning screenshots and skips the losing months. We do the opposite. Ideas are tested on a year or more of data with realistic slippage, retested out-of-sample, and published whether they survive or not. A strategy that fails an honest backtest teaches as much as one that passes.
What you’ll find here
- Strategy write-ups with complete, reproducible rules
- Backtest methodology — how to avoid lookahead bias, overfitting, and the traps that make bad strategies look good
- Market structure statistics: opening range, initial balance, gap fills, and session behavior
- Tools and workflow: TradingView, Pine Script, and options-derived levels like gamma exposure
A note on honesty
Nothing here is a signal service and nothing is guaranteed. Markets change, edges decay, and past performance never promises future results. Read the risk disclaimer, size small, and test everything yourself before risking a dollar.