NQ Futures Statistics: How to Read the Data Correctly
A trading statistic can be technically correct and still lead you to a bad decision. That is the problem with screenshots that say '72% win rate' and stop there. The number might be real, but without the sample, condition, distribution, and downside, you do not know what it actually means.
If the HTA Research Lab is going to be useful, traders need to know how to read NQ futures statistics without turning historical probabilities into predictions. Here is the framework we use.
1. Start With the Definition, Not the Percentage
Before you look at a result, define the event. 'Gap fill' sounds obvious until two traders use different closes, different opens, different sessions, and different thresholds. 'Trend day' is even worse. One person means close above open. Another means one-directional price action with shallow pullbacks. Those are different studies.
A clean research page should tell you exactly how the condition was measured. For NQ, session boundaries matter. So do the timefram...