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 +$6,910.25

P&L Distribution 73.9% Win

> +$1,000

3 13%

+$500 — +$1,000

2 9%

+$200 — +$500

8 35%

$0 — +$200

4 17%

-$200 — $0

0 0%

-$500 — -$200

4 17%

< -$500

2 9%

Sessions 23

Wins 17

Losses 6

Avg P&L / day +$300

Recent Sessions — Live Tape NQM26 · TOPSTEPX

DateResultAccountMagnitudeP&LNote

May 13 LOSS Express

-$503.80 DAY HALTED

May 11 WIN Express+Combine

+$1,111.80 OVERNIGHT · NET

May 10 WIN Combine

+$1,373.65 NY SESSION

May 7 WIN Combine

+$2,128.60 DAILY TARGET

May 4 LOSS Combine

-$447.60 2 CONTRACTS

May 1 LOSS Combine

-$393.80 SINGLE TRADE

Apr 23 WIN Express

+$492.40 NY SESSION

Apr 21 WIN Express

+$497.00 NY SESSION

Apr 16 LOSS Express

-$582.60 DAY HALTED

Mar 26 WIN Express

+$301.60 NY SESSION

Mar 2 LOSS Express

-$321.00 DAY HALTED

      SHOWING 10 OF 23 BOT SESSIONS
      FIGURES NET OF FEES · NQM26 FRONT MONTH
    

Live Performance

Real account. Real payouts.

Below are live results from TopStepX accounts running Quantify across March, April, and May 2026. Three payouts have been withdrawn during this window. All bot trading days are shown — wins and losses alike.

Bot P&L

+$6,910.25

Mar – May 2026

Payouts Taken

3

TopStepX

Best Day

+$2,128.60

May 7

Worst Bot Day

-$582.60

Apr 16

Account Type

Express + Combine

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

May 2026 +$3,268.85

Su

Mo

Tu

We

Th

Fr

Sa

1

-$393

2

3

4

-$447

5

6

7

+$2,128

8

9

10

+$1,373

11

+$1,111

12

13

-$503

14

15

16

17

18

19

20

21

22

23

24

25

26

27

28

29

30

31

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

3×

Payouts successfully withdrawn Three payouts taken from TopStepX Express and Combine accounts during this window, satisfying both the profit target and the consistency rule required by the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

⚠ PERFORMANCE DISCLOSURE: Results above reflect aggregated live trading on multiple TopStepX accounts (Express and Trading Combine) during March, April, and May 2026. P&L figures sum across all accounts the bot ran on, including days where individual accounts were net negative. Bot P&L excludes 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. Different account sizes and configurations may produce different 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.

Founders

Two day traders.

We started together, built the bot together, and trade it on our own capital every day.

We started day trading at the same time — two friends sitting in front of charts, learning the same lessons the hard way. The strategy worked when we followed it. It failed every time we didn't.

The problem wasn't the setups. The setups were fine. The problem was us — second-guessing entries, sizing up after a win, sizing down after a loss, sitting through trades we should have cut. Everything that goes wrong with discretionary trading.

If a strategy has an edge, the discipline to execute it is worth more than the edge itself.

So we automated. Every rule our best trades had in common, we wrote into code. Every habit that bled accounts, we removed by design. The result is the system you're looking at — the same one we run on our own funded accounts.

Why we sell it: a working trading bot has a strange property — its capacity isn't fixed. Whether one person runs it or a thousand, our edge doesn't degrade (NQ has plenty of liquidity). And most people who want to get a payout from a prop firm don't actually want to learn to read charts for two years to do it. We did that work. The bot did that work. You don't have to.

The honest part: live results have been positive across March, April, and May. Three payouts are in the bank. But markets change, edges erode, and last quarter doesn't pay next quarter's bills. We use the tool because we built it. We're selling access to the same engine we run — not a promise, just the engine.

Pricing

Buy the system. Stay close.

One license, full system. Pay once, use forever. Every license includes two months of Quantify Plus free — early builds, priority support, and access to our portfolio scaling sessions.

Quantify · Full License

Complete system. Pay once. Includes 2 months of Plus.

$500.00 One-time · USD · Includes 2 months of Plus

▸2 months of Quantify Plus included free
▸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 — $500 →

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

WHAT'S INCLUDED: Full Quantify engine, lifetime v3.x updates, and 2 months of Quantify Plus free — early access to new builds, priority support, and group sessions on scaling capital across prop firms. After 2 months, Plus continues at $150/mo only if you want it.

Plus is optional after the included 2 months — 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 are aggregated from live trading across multiple TopStepX accounts during a three-month window. Different accounts had different days — some accounts were net negative on days other accounts were net positive. Your results will differ from ours based on account size, configuration, market conditions, and execution environment. 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.

Who built this? +

Two day traders who started trading together, ran the same liquidity-sweep strategy manually for months, and got tired of fighting the discretionary impulses that broke their own discipline. We coded what worked, removed what didn't, and now run the bot on our own funded accounts every day. We don't post personal names publicly, but you can reach us directly through Discord or the contact form — we answer.

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.

What's included in the $500 license? +

A one-time payment of $500 gets you lifetime access to the full Quantify v3.x engine, all v3.x updates, personal onboarding, and 2 months of Quantify Plus included free. After those 2 months, Plus continues at $150/mo only if you want it — the bot keeps working forever regardless.

Do I get future updates? +

Yes. License holders 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 — happy to walk through the methodology, talk through your setup, or answer anything you're not sure about.

Or email directly: quantifydaytrading@gmail.com

Systematic execution. Zero hesitation.