Where it stands
Globex Surge is available as a Limited Beta on TradingView: an invite-only script, $24.99 as a one-time payment, with 30 days of access (if the Beta ends sooner, for any reason, we refund the days you didn’t get, pro rata). Get access; access usually goes to your TradingView username within one business day.
It is still in forward testing on our own accounts, and the strategy may change during the Beta. The results on this page are backtests, TradingView’s own runs of the chart: hypothetical, not a record of real trading, and no promise of what the Beta will do. Full access is planned through NinjaTrader 8, with Monthly, Yearly and One-time licenses, and possibly through a TradingView Creator Space.
What changed in v1.3.3
One strategy, both sessions. Sunday and Monday used to be two separate charts. v1.3.3 runs both on one chart as Session 1 and Session 2, each with its own day, direction, entry time and trade management. That leaves one script to load and one set of alerts to wire. A Monday trade still open when Sunday’s next session begins is closed first, so the chart never holds two positions.
Out on a clock. Each session now has its own Close All time. Sunday’s trade is closed by 8:00 a.m. New York time; Monday’s by 10:30 a.m., an hour into the cash session. Earlier versions could hold a trade through the New York day.
Sunday’s settings were retuned around the live chart and tested on Micro Nasdaq futures and the US100 CFD back to January 2024, in three separate stretches rather than only as a whole (hypothetical backtests). They beat v1.2.0’s Sunday in every stretch except the earliest one on MNQ. Monday keeps v1.2.0’s live settings: the alternatives we tried lost to them in every stretch.
The same MNQ chart, one contract, the same TradingView year (12 October 2025 to 6 October 2026), both sessions:
| Sunday + Monday · MNQ, 1 contract | trades | net | profit factor | max drawdown |
|---|---|---|---|---|
| v1.2.0 rules (no Close All) | 186 | +$17,406 | 3.11 | $679 |
| v1.3.3 | 185 | +$18,758 | 3.30 | $626 |
Hypothetical backtest · 1 MNQ contract · $0.62/side commission and 1 tick slippage per side included · not a prediction of future results
Both rows are TradingView Strategy Tester runs of the v1.3.3 script. The first runs v1.2.0’s settings with the Close All times switched off, which is how v1.2.0 traded. Every one of the 13 months finished positive. Max drawdown here is measured on closed trades. Sunday’s settings were chosen on history that includes this year, so these figures are partly in-sample: they show how well the settings fit the past, not what to expect.
Thursday, on its own chart
New since the first v1.3.3 charts: a Thursday-night long, run as a second chart of the same script with only one session switched on, so it never overlaps the Sunday and Monday trades. On the TradingView year to 9 October 2026 it took 82 trades for +$7,068, profit factor 2.25, on MNQ, and 82 trades for +$7,762 (profit factor 2.40) on the US100 CFD at two units.
It is a recent effect. In the twelve months before that it roughly broke even (72 trades: +$299 on MNQ, +$348 on US100). We run it as a trade on the market as it is now, and we will retire it if its rolling year stops holding up. Tuesday, Wednesday and every short from Tuesday to Thursday showed no edge worth trading. Thursday was chosen on this same year, so its figures are in-sample.
Hypothetical backtest · 1 MNQ contract · $0.62/side commission and 1 tick slippage per side included · not a prediction of future results
Hypothetical backtest · 0.02 lots US100 (2 units, $2/pt ≈ 1 MNQ in exposure) · zero commission and 1 tick slippage per side included; spread not included · not a prediction of future results
What is measured below
The first two tabs are the Sunday + Monday chart as it runs, on Micro Nasdaq futures (MNQ) and on the US100 CFD; the other two are the Thursday chart on the same two markets. Every figure is from TradingView’s Strategy Tester on that chart. The period is the last 365 days to 6 October 2026, with the stretch since 27 June shown separately.
US100 is measured on OPO Finance’s Nasdaq-100 CFD feed
(OPOFINANCE:NDQUSD) at two units, the same exposure as one MNQ contract.
CFD prices and volume differ by broker, so results on another broker’s chart
will differ.
The Thursday tabs show their last 365 days, to 9 October 2026. The headline on the strategies page is the MNQ chart at one contract.