QQQ Supertrend, position-sized

Intraday trend following on QQQ shares (NASDAQ-EQ) with a 5-minute SUPERTREND(10, 3). Long while the last closed 5-minute bar closes above the Supertrend line, short while it closes below, so the strategy is always in from 09:35 ET and reverses on each flip. Size = $10,000 per multiplier divided by the QQQ price. Capital per multiplier: $25,000. Short selling and same-day round trips need a margin account, and US brokers require $25,000 minimum equity for pattern day trading; that also covers the $10,000 notional cap in full. Hard stop 1% from entry; after a stop it waits for the next flip before trading that side again; each day starts with both sides open. No new entries after 15:30 ET, flat by 15:55 ET. Times are New York time; the backtest uses New York time in every season. Live, Tradetron's US clock is a fixed UTC-4: it matches New York from mid-March to early November and runs one hour ahead of it in winter, so in winter each time rule fires one hour earlier in the session. Educational template: not investment advice.

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