Quantify — Algorithmic Futures Trading System

The System

A disciplined trader, that never gets tired.

Quantify was built from the ground up to execute a single, well-defined strategy on NQ futures with machine-grade consistency. It doesn't improvise. It doesn't second-guess. It runs the rules.

Methodology. Quantify runs a liquidity-sweep strategy. It establishes higher-timeframe bias on 1H and 4H candle structure, maps liquidity levels on 15-minute swings, and waits for price to sweep a level and reverse. Entry fires only after a 1-minute Market Structure Shift confirms the reversal.

Scoring gate. Every setup is scored across six signals — HTF bias, MSS confirmation, sweep quality, fair-value gap, session timing, and volume. No trade fires unless the score clears the threshold.

Risk first. Per-trade dollar cap, hard stop-distance limit, wide-stop contract reduction, and a daily loss circuit breaker that halts trading automatically. The system is built to not blow up before it's built to win.

INSTRUMENTNQ / Nasdaq-100

CONTRACTNQM26 (front month)

TIMEFRAMES1m / 15m / 1H / 4H

SESSIONNew York

DATA FEEDSignalR WebSocket

BROKER APITopStepX ProjectX

NOTIFICATIONSDiscord (4-channel)

LATENCYSub-second

Capabilities

Engineered for real accounts.

Every filter, every cap, every sanity check exists because we've seen what happens when it doesn't.

01 / EXECUTION

Tick-snapped orders

All stop and limit prices snap to the 0.25 tick grid before submission. No broker rejections from fractional pricing.

02 / RISK

Multi-layer risk gate

Per-trade $ cap, max stop distance, wide-stop contract reduction, and daily P&L circuit breaker. Hard-coded, not optional.

03 / STRATEGY

Scored entry logic

Setups are scored across HTF bias, MSS, sweep quality, FVG, session, and volume. Below threshold means no trade.

04 / INTEGRITY

Drift & geometry checks

Setups cancel if price drifts past the sweep wick. Trades abort if stop geometry is on the wrong side of entry.

05 / MONITORING

Discord trade logging

Entries, exits, and engine state stream to four dedicated Discord channels. Full audit trail of every decision.

06 / TRANSPARENCY

SQLite trade journal

Every signal, fill, and close recorded locally with full context. Review your results, audit the logic.

Analytics

The data under the hood.

Every trade, fully transparent. Equity trajectory, distribution, day-of-week performance.

Cumulative Equity — Bot Only +$3,641.40

P&L Distribution 82.4% Win

> +$500

2 12%

+$200 — +$500

7 41%

$0 — +$200

5 29%

-$200 — $0

0 0%

-$500 — -$200

2 12%

< -$500

1 6%

Sessions 17

Wins 14

Losses 3

Avg P&L / day +$214

Trading Day Heatmap · Last 2 Months 18 sessions

Su

Mo

Tu

We

Th

Fr

Sa

-$321

+$514

+$957

+$147

-$236

+$272

—

+$57

+$497

+$192

+$172

+$322

+$301

+$322

-$582

+$492

+$497

+$36

Less

More

Live Performance

Real account. Real payouts.

Below are live results from a TopStepX Express account running Quantify. Two payouts have been withdrawn during this window. All bot trading days are shown — wins and losses alike.

Bot P&L

+$3,641.40

Mar + Apr 2026

Payouts Taken

2

TopStep Express

Best Day

+$1,598.80

single session

Worst Bot Day

-$582.60

Apr 16

Account Type

Express

TopStepX

March 2026 +$2,876.00

Su

Mo

Tu

We

Th

Fr

Sa

1

2

-$321

3

+$514

4

+$957

5

+$147

6

-$236

7

8

9

+$272

10

manual*

11

+$57

12

13

14

15

16

+$497

17

18

19

20

21

22

23

+$192

24

+$172

25

+$322

26

+$301

27

28

29

30

31

April 2026 +$765.40

Su

Mo

Tu

We

Th

Fr

Sa

1

2

3

4

5

6

7

8

9

10

11

12

13

+$322

14

15

16

-$582

17

18

19

20

+$492

21

+$497

22

23

+$36

24

25

26

27

28

29

30

Bot — profitable session Bot — losing session Manual trading (excluded from bot P&L)

2×

Payouts successfully withdrawn Two payouts taken from TopStep Express accounts during this window, satisfying both the profit target and the consistency rule required by the firm.

⚠ PERFORMANCE DISCLOSURE: Results above reflect live trading on a TopStepX Express account during March and April 2026. Bot P&L figures exclude one day (Mar 10) of manual discretionary trading, which was not executed by Quantify — that day is shown on the calendar for transparency but is not counted in bot totals. Past performance is not indicative of future results. Trading futures involves substantial risk of loss. Your results will vary by account size, execution environment, market conditions, and configuration.

Roadmap

What's coming next.

Quantify is under active development. License holders get every v3.x update at no additional cost. Plus members get early access to experimental builds and direct input on what ships first.

Shipped · v3.4

Faithful-replay backtester

Real engine replayed against 90 days of 1-minute Databento bars. Realistic fill model with adverse slippage. Used to validate every change.

Shipped · v3.4

Multi-layer risk gate

Per-trade dollar cap, max stop distance, wide-stop contract reduction, daily loss circuit breaker. Hard-coded, not optional.

In progress

216-config parameter sweep

Systematic search across stop distance, risk caps, score thresholds, sessions, and loss limits to identify configurations with the strongest risk-adjusted edge.

In progress

Order flow scoring

Adding cumulative delta and footprint analysis as a 7th component to the entry score. Low buy volume on a bullish MSS becomes a downgrade, not a pass.

Planned

Multi-instrument support

Extending the engine to ES, MES, and MNQ alongside NQ. Same strategy logic, instrument-specific tick sizing and contract scaling.

Planned

Real-time book reconstruction

Capturing market-by-order data to reconstruct the live book. Foundation for future microstructure-aware features.

Roadmap items are aspirational, not committed delivery dates. We ship when the work is ready, not on a calendar.

Origin

Why we built this.

Founding Team

Quantify Systems

Independent systematic traders. Building the tools we wished existed.

Quantify started as a reaction to a simple frustration: discretionary trading is a terrible job for a human being. Staring at charts for hours, second-guessing every entry, revenge-trading after a red day — we'd all done it. We'd all blown accounts doing it.

So we rebuilt the process from the ground up. Every rule our best trades followed, we wrote into code. Every bad habit that lost us money, we eliminated by design. The result is a system that takes the same setup over and over again, without exception, without emotion.

A bot doesn't get tilted. A bot doesn't need a coffee break. A bot doesn't take revenge on the market.

Every feature in Quantify exists because something broke. The tick-snapping logic? We added that after the seventh broker rejection in a row. The price-drift cancel? That came from watching our stops get filled on sweep wicks that were 15 minutes stale. The daily loss circuit breaker? Written on the worst day of the year, when we couldn't stop ourselves from clicking.

We don't sell dreams. We sell a tool that enforces discipline — the same discipline we couldn't enforce on ourselves. If you've ever looked at a trade and known it was wrong but taken it anyway, this is for you.

The math isn't easy. Live results have been positive, two payouts are in the bank, and the infrastructure runs 24/7. But markets change. Edge erodes. We built the tool, and we use the tool — you're buying access to the same engine we run on our own capital.

Pricing

Buy the system. Stay close.

Launch pricing for the first cohort of buyers. In the future we will be switching to a monthly charged service and price may increase. Lock in lifetime access at $250 while it's available.

Quantify · Full License

Complete system. Lifetime access while available. One-time payment.

$500.00 $250.00 One-time · USD · Launch cohort only

▸Full Quantify v3.4 engine + future v3.x updates
▸Personal onboarding & TopStepX API setup
▸NY session configuration out of the box
▸Discord notifications (4-channel setup)
▸SQLite trade journal + audit log
▸Standard support Discord access
▸Strategy documentation

Buy License — $250 →

SECURE CHECKOUT VIA WHOP · CARD & CRYPTO

Quantify · Plus

Stay ahead. Early features, priority support, scaling sessions.

placeholder $150/mo Cancel anytime · Stacks with license

▸Early access to new builds & experimental configs
▸Priority support — faster response times
▸Group sessions on prop firm portfolio scaling
▸Walkthroughs of how we manage multiple accounts
▸Private Plus-only Discord channel
▸Direct line to the dev team for setup questions
▸Monthly results breakdowns & strategy notes

Subscribe — $150/mo →

REQUIRES LICENSE · CANCEL ANYTIME · NO LOCK-IN

⚠ HEADS UP: Quantify will eventually move to a monthly subscription model and the price may increase. The current $250 one-time license is only available to the launch cohort. If you want lifetime access at this price, buy now.

Plus is optional — the Full License gives you the complete working system. Plus exists for traders who want to stay closest to the dev cycle and learn how we approach scaling capital across multiple prop firm accounts.

Secure payment Instant Discord access Direct support No hidden fees

FAQ

Common questions.

What account do I need to run Quantify? +

Quantify is built for TopStepX Express accounts trading NQ futures via the ProjectX API. You'll need an active TopStepX account and API credentials. Onboarding is included with purchase.

Is automated trading allowed on TopStepX accounts? +

Policies change. Always review TopStepX's current terms of service regarding automated trading and third-party software before deploying. You are responsible for ensuring compliance with your prop firm's rules.

Do you guarantee profits? +

No. Trading futures involves substantial risk of loss. Results shown on this site are from one live account during one window of time. Your results will differ. Quantify is a tool that executes a defined strategy with discipline — it is not a money-printer.

How do I get access after purchase? +

Checkout runs through Whop. After payment, you'll get instant access to the private Discord, download links for the engine, and setup documentation. Personal onboarding follows within 24 hours.

What kind of hardware do I need? +

Quantify runs on Windows with Python 3.11+. A stable internet connection and always-on machine (VPS recommended) are best for uninterrupted execution. Full setup guide included.

Can I customize the strategy? +

Core strategy parameters (score thresholds, risk caps, session filters) are configurable. Deeper strategy modifications are not supported under the standard license — we maintain a single tested codebase.

What's your refund policy? +

All sales are final. Due to the nature of digital software delivery, we do not offer refunds on Quantify license purchases. Plus subscriptions can be cancelled at any time to stop future billing, but past charges are non-refundable. We strongly encourage you to read the strategy documentation, review the performance data, and reach out with questions before purchasing.

Will the pricing model change in the future? +

Yes. The current $250 one-time license is launch pricing for the first cohort. In the future, Quantify will move to a monthly charged service and the price may increase. If you buy now, you lock in lifetime access at the launch rate — that grandfathered access is honored even after the model changes.

Do I get future updates? +

Yes. Launch-cohort buyers receive all v3.x updates at no additional cost. Major version releases (v4.0+) may be offered as optional upgrades.

Questions before you buy?

Drop us a message. We'll get back within 24 hours with the full strategy doc and onboarding preview.

Or email directly: quantifydaytrading@gmail.com

Systematic execution. Zero hesitation.

A disciplined trader, that never gets tired.

Engineered for real accounts.

The data under the hood.

Real account. Real payouts.

What's coming next.

Why we built this.

Buy the system. Stay close.

Common questions.