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The timeline in the tweet you cited said that the Iranian FM made his announcement at 845am ET. Trump's TruthSocial tweet went out at 8am ET.

@realDonaldTrump TruthSocial Monday 4/20/26 9:25 am ET: “After tough negotiations with the Iranians, who are very reasonable, I have decided to allow their oil tanker to pass. They don’t want this “oil” to “spill” over into more death and destruction. Smart! Thank you for your attention to this matter!”

Iran will open the strait at 0925 ET and we will all have a huge green day.

Put it in OILU during pre market tomorrow. Will have $400 by 10 ET

Yeah, let’s totally start using 1:30a IST in Mumbai to talk about the closing of the Nasdaq at 4p ET from now on, since, “they all refer to the same exact time after you do the conversion,” as, “I don’t really see what difference it makes.”

Hello, u/GAM-Reddit. Thank you for reaching out to our sub again.
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Not when referring to ETF indexes where QQQ is traded on the Nasdaq, based in NYC in ET. Why not even say 9a HT if they were based in Hawaii? Make no sense.

Are you using CT instead of ET because of the Cboe? Asking because I’ve never seen that used before.

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Hey there, u/RecentListner. Thanks for dropping by with this question this weekend. Let's dive in.
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As always, enjoy your weekend out there. We'll be around if you have any questions for us.

Good questions. I have the data for all of this on my most recent run (BB mean rev on MNQ 2-minute bars, 117 trades in 2023):
1. Duration median 25 min, mean 40.8 min. Max until force flatten at 15:45 ET.
2. Fixed RR. SL = 2 × ATR(14) from entry, TP = middle Bollinger band at signal time. Both set at entry, never modified.
3. Stop is fully static. No breakeven, no trailing. That's probably a big gap since other commenters in this thread have flagged exits as often the real killer.
4. Exits: whichever of SL or TP hits first, otherwise force flatten at 15:45 ET. No discretionary exit, no price-action-based exit.

Hey there, u/tdoane78! I hope you're having a great weekend so far. I'd be happy to help out here.
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There’s a marijuana segment on CNN today at 8PM ET if you’re into this sort of stuff 😆 

Let me explain the math here.
First, there is a concept called coherence. Something is coherent if it follows Aristotle’s logic. If it follows logic, it turns out it cannot be arbitraged by an outside actor seeing the resulting prices or volumes.
This is where the math gets a little complicated. We are going to make two splits in the discussion. We will call one probability theory and the other possibility theory.
For our purposes, we’ll call non-Bayesian probability theory Frequentist, but this is a misnomer. There are multiple members of this branch.
In any real life situation, Frequentist math is incoherent, including the models that follow from Itô calculus. In fact, models like Black-Scholes lead to nonconglomerable probability partitions. That is to say P(X) does not equal the sum of P(X|A(i))*P(A(i)).
Bayesian probability, except the derivation of it from Kolmogorov’s axioms, is always coherent as long as you use proper and informative priors. So if you are building a model, use de Finetti’s axioms and get on with life.
Our other cut was possibility theory. Possibility Theory grew out of trying to understand Ronald Fisher’s Fiducial Inference.
Possibility Theory creates two mass functions, one for the possible and one for necessary. When the two functions map to the same values, it is called a Bayesian probability. So, Bayesian probability is a subset of Possibility Theory.
Generative AI does use Bayesian pieces, but is not Bayesian. Generative AI sits in the non-Bayesian portion of Possibility Theory. There are a handful of real world cases where Possibility Theory generates a coherent set. An example of this was in the opening days when Iran closed the Strait of Hormuz, but no longer. If you were careful and knew what you were doing, you could have used it for the first couple of days.
The problem with using generative AI is me. I do know how to arbitrage you, so does someone with my skills. It isn’t just that it is hallucinating; it is that it is using association instead of logic. They are close, but they are not the same thing.
I have an entire set of games I built to teach how to identify arbitrage. They are unnerving. I had an entire room of professors gasp when they played it against me. It was visible and audible. There is a concept in probability theory, where an estimator gets worse the larger the sample gets and I used that. The more data it got, the worse the standard estimator performed, all while anyone in the room could correctly prove convergence, consistency and unbiasedness. But all of those require an infinite sample size. For any finite sample, it worsens.
So pick up a copy of ET Jaynes book “Probability Theory: The Logic of Science” and do that. You can also look up nonconglomerability in the index. It’s in The chapter on pathologies.

Been grinding on this for about 6 months full-time now. Started with mean-reversion ideas, then went into microstructure, order flow, ML, cross-asset lead-lag, basically everything I could get my hands on. I have 3 years of Databento L2 tick data on MNQ, 7 years of 1-min bars, 15 years of MGC, a 20-core server, and I built a custom Rust stack for tick parsing and L2 order book reconstruction before I realized I was reinventing what Nautilus does better, so I pivoted to Nautilus 1.225 with mlfinpy and vectorbt on top.
So, the actual work. I tested 17 strategies. Let me just dump them so you understand I'm not asking about RSI settings.
On the microstructure side, I tried spread regime filters, quote response after aggressive bursts, volume price classification (Harris style), sweep continuation and sweep reversal, book imbalance directional, aggressor volume trend follow, delta and CVD divergence, and absorption patterns. All came out around 50% win rate once I corrected for the obvious stuff like measuring book imbalance after the move instead of before.
On the classic technical side, I did ORB 5/15/30 min with and without ATR trail, inside bar breakout (started at 84% WR, dropped to 53% after I found my lookahead bug), FVG on 30-min bars (this one was the closest I got to something, 55% WR over 103 trades, but p=0.15, so basically noise), mean reversion with asymmetric R:R, which is structurally losing because NQ is momentum intraday; gap fill at RTH open, which worked in recent years but breaks on 7-year history.
I tried ML twice: triple barrier labeling with random entries as a baseline. The ML matched the random baseline exactly. Then meta-labeling with 6 models and an ensemble on top, zero improvement over no signal. That's when I really internalized the "ML amplifies edge, doesn't create it" thing.
GEX as a regime filter turned out to capture vol clustering, not direction. Permutation entropy: nothing. Cross-asset signals (ZN, DX, Gold into NQ): nothing. Overnight momentum follow-through: nothing. Composite voting across 5 weak signals: still nothing; weak plus weak is not strong.
The most recent attempt was the one I did the most rigorously: Nautilus backtest with a LatencyModel at 100ms base + 50ms insert, one-tick deterministic slippage, $0.50 per contract per side, bar adaptive high-low ordering to avoid the OHLC asymmetry bias, and I even implemented a delayed entry pattern where the signal detected on bar N is buffered and submitted on bar N+1 to stop the fills from happening inside the same bar as the signal (which is a subtle lookahead in bar backtests). Sixty-eight unit tests on the whole thing.
The strategy was just Bollinger Band mean reversion 5-min, BB(20, 2σ), ATR-based stops, session 09:40 to 15:50 ET with lunch skipped, and force flatten at 15:45. Nothing fancy.
Ran it for the full year 2023, 117 trades over 252 days. WR 48.7%, expectancy minus $6.52 per trade, total PnL minus $762, Sharpe minus 1.34. Bootstrap 10k iterations gave me IC 95% on expectancy of \[minus $14.99, plus $1.82\]. So technically "not significantly different from zero," but zero edge demonstrated.
I did post-hoc analysis on those 117 trades. Two things jumped out. First, in a 2023 bull market, I took 79 shorts versus 38 longs. The strategy kept calling uptrend continuations "overbought reversion" and got run over. Second, 14h ET was a bloodbath. Thirty-five trades in that hour, WR 34%, minus $605 by itself. Afternoon news flow breakouts don't reverse.
Then I thought, "Okay, the problem is no regime filter; let me add ATR(5)/ATR(30) < 0.8 as a 'range regime' switch and only trade MR in range." Before writing any code, I looked at the 117 existing trades grouped by regime. Got the exact opposite of what I expected. Range regime was the WORST segment, minus $11.59 per trade, WR 37%. Expansion regime was less bad, minus $4.35 per trade, WR 54%. Strong expansion was plus $0.21, but on 51 trades, which is noise. In a tight range, the bands are so narrow the signal is triggering on pure bar noise; there's no real deviation to revert from.
Then I thought, "Fine, overnight gap fade; that's academically documented (Lou Polk, Skouras 2019)." Pulled the 1,696 days of MNQ I had and looked at the distribution before coding. Mean gap is +8.3 pts (consistent with the overnight drift paper, fine), but the fill rate of the gap toward previous close inversely scales with magnitude. Eighty-one percent fill for tiny gaps you can't exploit after costs, 33% for gaps > 0.5σ, literally 0% for gaps > 1.5σ. So the retail folklore that big gaps fill is just false on MNQ. The big gaps continue; they don't revert. And there's no up versus down asymmetry in fills either (30% vs 29%) so I can't even pick one side.
Which is where I am right now. Stuck. I keep reading posts here where people mention they have a live edge on NQ or ES intraday, and I absolutely believe some of you do, because the infra and rigor I see in certain comments is real. But I cannot find one. Not a tradeable one. Not after costs. Not after honest bias correction.
So my questions, and I'm being genuine here:
1. Is there a fundamental reason a retail trader without colocation should expect to find zero edge on MNQ/NQ intraday bars, and the guys you see posting live profits are either HFT adjacent, event driven, or trading a completely different timeframe/style than "5-min bars + indicator + stop + TP"? Basically, am I fishing in an empty pond?
2. If the edge on index futures is real for retail, what category of strategy should I even be looking at? I've done indicator MR, breakouts, order flow, ML, cross asset, regime filters, and gap plays. Is the thing I'm missing something structural like MOC imbalances, FOMC/CPI window trades, roll arbitrage, index rebalancing flows, something event-driven that none of my bar-based setups could ever capture?
3. For people who genuinely have a live intraday edge on NQ/ES, how many strategies did you burn before finding it? Is 17 normal, or did I burn through variants of the same bad approach without realizing it?
4. Is my methodology actually sound, or am I fooling myself somewhere? I do walk forward, permutation baselines, realistic slippage/fees/latency, and bootstrap IC on expectancy; I compare it to permutation null. What am I not doing that I should?
5. Honest question: should I just drop intraday futures and go for something else ?
Thanks for reading this far.

I'm fully expecting a big Iranian PR blitz starting about 9pm ET Sunday through to Monday market open, expressly denying any and all claims that a ceasefire is "all signed bar the signature"with the goal of squashing fantasy enthusiasm.

By "projected" I mean some indication of where prices are if the market was actually open. Of course I'm interested in what impact the re-closing (if it had ever been reopened) of Hormuz has already had, and if there may be a gap, and which way, when they open Sunday at 6pm ET. Thank you!

Welcome to the sub, u/Flowerfuls.👋 We appreciate you reaching out to us about this, and I'm happy to step in here and point you in the right direction.
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Please let us know if you're able to find what you're looking for, or if we can help you in any other way. Again, welcome to the sub! We hope to see you around.

We are glad to hear that our support line was able to set this up for you, u/SpecialStrict9715.
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