The highlight of the Proteus III Level II Trading System for NinjaTrader 8 on the June 2026 contract was the 9:30 - 11:00 am EST window. On Monday, the front month for the stock indexes moved to the September contract. This gave us the opportunity to see what was working in the Proteus III setup for the morning session that we had discussed.
The morning session on the long side was the best edge with $98 average trade profit in the backtest.
We like to find day trade edges in our trading systems.
Proteus III Level II Trading System
Hypothetical Market Replay
9:30 - 11:00 am EST Window