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For your consideration Long Horizon Trades-Own-Strategy Certified Trades-Own-Strategy Certification Hypothetical

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GLG Nasdaq Alpha V2

By GLGCapital

Futures · Started Sep 2026

Trades Own Strategy BrokerTransmit

hypothetical · Cumul. Return
7.7%
Max Drawdown
11.1%
Trades
57
Win Trades
36.8%
Profit Factor
1.50
Win Months
100.0%
Subscribe $49/mo

About this strategy

GLG Nasdaq Alpha V2 is a quantitative, systematic futures trading strategy developed by GLG Capital Management, focused on capturing short-term opportunities in the Nasdaq-100 through Micro E-mini Nasdaq-100 (MNQ) futures.

The strategy is built on a rules-based quantitative framework with predefined entry, exit, position-management, and risk parameters. It operates across two distinct trading sessions and may use position scaling as part of its trade-management methodology.

Risk management is a core component of the strategy. Position sizing and maximum loss parameters are defined in advance, while execution remains systematic and consistent regardless of short-term market outcomes.

GLG Nasdaq Alpha V2 is a live-capital quantitative strategy connected to Collective2 through its BrokerTransmit framework. The strategy is intended for subscribers who understand the volatility and leverage associated with futures trading and who seek exposure to an actively managed quantitative Nasdaq futures strategy.

The objective is to generate attractive long-term risk-adjusted returns through disciplined execution and consistent application of the strategy's quantitative framework. As with all futures strategies, periods of losses and drawdowns should be expected, and past performance does not guarantee future results.

Hypothetical Monthly Returns (includes fees/commissions)

YearJanFebMarAprMayJunJulAugSepOctNovDecYTD
20265.12.57.7

Statistics

Overview

Strategy began9/5/2026
Suggested Minimum Capital$50,000
Age33 days
C2 Rank940
Rank at C2 %Top 6.0%
Rank ##90
What it tradesFutures
# Trades57
# Profitable21
% Profitable36.8%
Avg trade duration1.5 hours
Max peak-to-valley drawdown11.1%
drawdown periodSept 23, 2026 - Oct 05, 2026
Cumul. Return7.7%
Avg win$644
Avg loss$258

Ratios

W:L ratio1.46
Sharpe Ratio—
Sortino Ratio—
Calmar Ratio—

CORRELATION STATISTICS

Return Percent SP500 (cumu) during strategy life0.6%
Return of Strat Pcnt - Return of SP500 Pcnt (cumu)7.1%

Return Statistics

Ann Return (w trading costs)108.6%
Return Pcnt (Compound or Annual, age-based, NFA compliant)0.1%
Return Pcnt Since TOS Status0.0%
Ann Return (Compnd, No Fees)138.6%

Slump

Current Slump as Pcnt Equity6.4%
Current Slump, time of slump as pcnt of strategy life0.5%

Instruments

Percent Trades Forex0.0%
Percent Trades Futures1.0%
Percent Trades Options0.0%
Short Options - Percent Covered100.0%
Percent Trades Stocks0.0%

Risk of Ruin (Monte-Carlo)

Chance of 10% account loss0.0%
Chance of 20% account loss0.0%
Chance of 30% account loss0.0%
Chance of 40% account loss0.0%
Chance of 50% account loss0.0%
Chance of 60% account loss (Monte Carlo)0.0%
Chance of 70% account loss (Monte Carlo)0.0%
Chance of 80% account loss (Monte Carlo)0.0%
Chance of 90% account loss (Monte Carlo)0.0%

Automation

Percentage Signals Automated0.0%

Popularity

Popularity (Today)0
Popularity (Last 6 weeks)770
C2 Score940
Popularity (7 days, Percentile 1000 scale)559

Trading Style

Any stock shorts? 0/10

Trades-Own-System Certification

Trades Own System?187702
TOS percent100.0%

Win / Loss

Avg Loss$258
Avg Win$644
# Winners21
Sum Trade PL (losers)$9,283
Sum Trade PL (winners)$13,524
Num Months Winners2
# Losers36
% Winners36.8%

Dividends

Dividends Received in Model Acct0

Age

Num Months filled monthly returns table2

Frequency

Avg Position Time (mins)91.37
Avg Position Time (hrs)1.52
Avg Trade Length0.10
Last Trade Ago0

Leverage

Daily leverage (average)7.53
Daily leverage (max)12.03

Maximum Adverse Excursion (MAE)

Hold-and-Hope Ratio0.25

DRAW DOWN STATISTICS

Strat Max DD how much worse than SP500 max DD during strat life?-404348320
Max Equity Drawdown (num days)12
Last 4 Months - Pcnt Negative0.0%

Trading record

Placed 427 trades in real-life brokerage accounts.

SymbolSideQtyOpenedClosedP/L
@MNQ Z6short9Oct 8, 2026Oct 8, 2026$1,290
@MNQ Z6short4Oct 8, 2026Oct 8, 2026($116)
@MNQ Z6long2Oct 8, 2026Oct 8, 2026($228)
@MNQ Z6short2Oct 8, 2026Oct 8, 2026$112
@MNQ Z6short4Oct 8, 2026Oct 8, 2026($457)
@MNQ Z6long10Oct 7, 2026Oct 7, 2026$1,477
@MNQ Z6long2Oct 7, 2026Oct 7, 2026($52)
@MNQ Z6short4Oct 7, 2026Oct 7, 2026$436
@MNQ Z6long8Oct 6, 2026Oct 6, 2026($218)
@MNQ Z6long2Oct 6, 2026Oct 6, 2026$112
@MNQ Z6long7Oct 5, 2026Oct 5, 2026$461
@MNQ Z6long3Oct 5, 2026Oct 5, 2026$107
@MNQ Z6short2Oct 5, 2026Oct 5, 2026($231)
@MNQ Z6long2Oct 5, 2026Oct 5, 2026($228)
@MNQ Z6short2Oct 5, 2026Oct 5, 2026($228)
@MNQ Z6short3Oct 2, 2026Oct 2, 2026$107
@MNQ Z6long2Oct 2, 2026Oct 2, 2026($228)
@MNQ Z6long4Oct 2, 2026Oct 2, 2026($456)
@MNQ Z6long4Oct 2, 2026Oct 2, 2026$277
@MNQ Z6short2Oct 2, 2026Oct 2, 2026($228)
@MNQ Z6long2Oct 2, 2026Oct 2, 2026($228)
@MNQ Z6short6Oct 1, 2026Oct 1, 2026($4)
@MNQ Z6short2Oct 1, 2026Oct 1, 2026($228)
@MNQ Z6short8Oct 1, 2026Oct 1, 2026$106
@MNQ Z6long2Sep 30, 2026Sep 30, 2026($228)
@MNQ Z6long6Sep 30, 2026Sep 30, 2026($346)
@MNQ Z6long3Sep 30, 2026Sep 30, 2026$87
@MNQ Z6short2Sep 30, 2026Sep 30, 2026($192)
@MNQ Z6short6Sep 30, 2026Sep 30, 2026($348)
@MNQ Z6short2Sep 29, 2026Sep 29, 2026($228)

Past results are not necessarily indicative of future results.

These results are based on simulated or hypothetical performance results that have certain inherent limitations. Unlike the results shown in an actual performance record, these results do not represent actual trading. Also, because these trades have not actually been executed, these results may have under-or over-compensated for the impact, if any, of certain market factors, such as lack of liquidity. Simulated or hypothetical trading programs in general are also subject to the fact that they are designed with the benefit of hindsight. No representation is being made that any account will or is likely to achieve profits or losses similar to these being shown.