NQ FUTURES · BEHAVIORAL RESEARCH · SESSION ANALYSIS

THIS ISN'T
ABOUT PREDICTING
PRICE.
IT'S ABOUT
UNDERSTANDING
BEHAVIOR.

We document NQ futures session behavior across 515+ trading days, measure the probabilities, and publish a framework that tells you what to expect before each New York session begins. Not direction. Behavior.

VIEW MEMBERSHIP →DOWNLOAD FREE PREVIEW

515 trading days documented · 2+ years of data · 9 setup combinations mapped

MRTGLE_FRAMEWORK v2.0

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[ 515 DAYS ][ 9 SETUPS ][ 81.4% TREND RATE ]

C/N → CT 86.4%·

N/C → CT 91.4%·

C/C → DT 26.2%·

E/C → DT 42.9%·

N/N → CT 60.0%·

C/E → ROT 43.5%·

N/E → ROT 50.0%·

E/N → CT 56.2%·

C/N TUE → CT 88%·

N/C WED → CT 100%·

C/C WED → DT 33%·

AFTER ROT + C/N → CT 82%·

FRI DT → MON ROT 60%·

C/N → CT 86.4%·

N/C → CT 91.4%·

C/C → DT 26.2%·

E/C → DT 42.9%·

N/N → CT 60.0%·

C/E → ROT 43.5%·

N/E → ROT 50.0%·

E/N → CT 56.2%·

C/N TUE → CT 88%·

N/C WED → CT 100%·

C/C WED → DT 33%·

AFTER ROT + C/N → CT 82%·

FRI DT → MON ROT 60%·

THE PROBLEM

MOST TRADERS ASK THE WRONG QUESTION.

DIRECTION IS THE LAST THING THE MARKET REVEALS.

The standard trading education model teaches prediction — where will price go? Long or short. Up or down.

The problem is that direction is a consequence. It's what happens after the market's behavioral structure is established across three sessions. By the time direction is obvious, the edge is gone.

What the market reveals first — before any direction is confirmed — is auction behavior. Whether Asia compressed or expanded overnight. Whether London was orderly or chaotic. Whether price is making a balanced two-sided auction or committing to a directional move.

That behavior is measurable. And measurable behavior creates probability edges.

THE WRONG QUESTION

"Will it go up?"

THE RIGHT QUESTION

"What auction type is developing?"

THE WRONG APPROACH

Predict direction

THE RIGHT APPROACH

Document behavioral probability

THE WRONG RESULT

Random outcomes

THE RIGHT RESULT

Statistical edge by setup

"BEHAVIOR COMES BEFORE DIRECTION. DOCUMENT THE BEHAVIOR AND THE DIRECTION BECOMES A CONSEQUENCE."

THE FRAMEWORK

THREE SESSIONS. NINE SETUPS. DOCUMENTED PROBABILITIES.

Every NQ futures trading day runs through three sessions. Each session is classified by its relative range. The combination creates one of nine possible setups — each with a documented historical probability for New York's behavior. This is the complete operating framework.

ASIA SESSION

TOKYO SESSION

Classification: relative range only

[C] Compressed

[N] Normal

[E] Expanded

After CT → Asia C probability: 83.1%

Compressed Asia → Normal London: 78.6%

SETS THE OVERNIGHT CONTEXT

LONDON SESSION

EUROPEAN SESSION

Classification: identical methodology

[C] Compressed

[N] Normal

[E] Expanded

London C → DT rate: 24.3% (highest)

London E → ROT rate: 42.4% (caution)

THE FINAL VARIABLE BEFORE NY

NEW YORK SESSION

US SESSION

Classification: auction quality only

ROT Rotational

CT Complex Trend

DT Dominant Trend

Never by direction. Always by behavior.

81.4% trend rate across all 515 days.

THE OUTPUT WE PREDICT

THE HIGHEST PROBABILITY SETUPS

Hover any setup to reveal its full probability profile. Based on 515 classified trading days.

C/N

86.4% TREND

n = 323

C/N (n=323)

CT 72.8%

DT 13.6%

ROT 13.6%

Trend 86.4%

Mon ROT 46%

Tue CT 88%

Wed CT 83%

After ROT: CT 82%

N/C

91.4% TREND

n = 35

N/C (n=35)

CT 74.3%

DT 17.1%

ROT 8.6%

Trend 91.4%

Wed CT 100%

Tue CT 86%

After CT: CT 83%

DT SETUP

C/C

72.3% TREND

n = 65

C/C (n=65)

CT 46.2%

DT 26.2%

ROT 27.7%

Trend 72.3%

DT/Trend 36.2%

Wed DT 33%

After ROT: DT 35%

N/N

74.3% TREND

n = 35

N/N (n=35)

CT 60.0%

DT 14.3%

ROT 25.7%

Trend 74.3%

Mon CT 75%

After DT: CT 100%

CAUTION

E/N

68.8% TREND

n = 16

E/N (n=16)

CT 56.2%

DT 12.5%

ROT 31.2%

Trend 68.8%

ROT elevated

Size down to 60%

Full statistical profiles for all nine setup combinations are available to members, including expansion setups and day-of-week breakdowns for each configuration.

C/N → CT 86.4%·

N/C → CT 91.4%·

C/C → DT 26.2%·

E/C → DT 42.9%·

N/N → CT 60.0%·

C/E → ROT 43.5%·

N/E → ROT 50.0%·

E/N → CT 56.2%·

C/N TUE → CT 88%·

N/C WED → CT 100%·

C/C WED → DT 33%·

AFTER ROT + C/N → CT 82%·

FRI DT → MON ROT 60%·

C/N → CT 86.4%·

N/C → CT 91.4%·

C/C → DT 26.2%·

E/C → DT 42.9%·

N/N → CT 60.0%·

C/E → ROT 43.5%·

N/E → ROT 50.0%·

E/N → CT 56.2%·

C/N TUE → CT 88%·

N/C WED → CT 100%·

C/C WED → DT 33%·

AFTER ROT + C/N → CT 82%·

FRI DT → MON ROT 60%·

THE RESEARCH

515 TRADING DAYS. EVERY SESSION DOCUMENTED.

TRADING DAYS

YEARS OF DATA

SETUPS MAPPED

0.0%

TREND RATE ALL DAYS

SETUP	n	CT%	DT%	ROT%	TREND%	CHARACTER
N/C	35	74.3%	17.1%	8.6%	91.4%	Highest trend rate. Lowest ROT in dataset.
C/N	323	72.8%	13.6%	13.6%	86.4%	Dominant setup. 63% of all trading days.
N/N	35	60.0%	14.3%	25.7%	74.3%	Active sessions. Confirm at NY open before sizing.
C/C	65	46.2%	26.2%	27.7%	72.3%	Maximum compression. Highest DT rate of common setups.
E/N	16	56.2%	12.5%	31.2%	68.8%	Elevated ROT. Reduce size. Wait for confirmation.

Derived from 515 classified trading days using the MRTGLE Auction Framework. Full dataset and all nine setup profiles are available to members.

SAMPLE WEEK — CLASSIFIED
─────────────────────────
MON C/N/NM/NRT/CT
TUE N/C/M1/NRT/CT
WED C/C/NM/NRT/DT
THU C/N/M1/RT/CT
FRI C/N/ROT

MEMBERSHIP

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TIER 1 — THE STUDY

$97/month

→Full Statistical Playbook Volumes I, II and III
→Asia and London Expansion Deep Dives
→Weekly session classifications every Sunday
→Monthly dataset update and probability tables
→Monthly deviation report
→New member orientation 45-minute video
→Skool community and daily classification thread

JOIN TIER 1 →

WHAT THE WORK ACTUALLY LOOKS LIKE.

TIER 1 DELIVERABLES

→Weekly session classifications published every Sunday
→Full Statistical Playbook — Volumes I, II, III
→Monthly dataset update and probability tables
→Skool community access and daily classification thread
→Monthly deviation report

┌─────────────────────────────────────────┐
│ WEEKLY CLASSIFICATION — JUN 16-20 2026 │
│ MRTGLE Trading · Tier 1 Member Post    │
├─────────────────────────────────────────┤
│                                         │
│ MON   N/N/NM/RT/CT                      │
│       Normal Asia, Normal London.       │
│       NM confirmed. NY retested         │
│       and trended as expected.          │
│                                         │
│ TUE   N/C/M1/NRT/CT                     │
│       London compressed after Normal    │
│       Asia. London high swept at open.  │
│       Rejected hard. Trended lower.     │
│                                         │
│ WED   N/C/M1/NRT/CT                     │
│       Same setup second day.            │
│       N/C Wed historical: CT=100%.      │
│       No deviation from expectation.    │
│                                         │
│ THU   N/C/M2/NRT/CT                     │
│       Both sides swept before trend.    │
│       M2 on Thu elevated at 6% rate.    │
│       Second rejection was the entry.   │
│                                         │
│ FRI   C/N/ROT                           │
│       Compressed overnight, balanced    │
│       London. NY rotated as expected.   │
└─────────────────────────────────────────┘

[ 2+ YEARS TRADING NQ ][ 515 DAYS CLASSIFIED ]

TYLER WALDORF

TRADER. RESEARCHER. NOT A GURU.

I trade NQ and MNQ futures. I built this framework for my own trading — a way to document what the market actually does across three sessions, instead of relying on intuition or indicators.

515 trading days later, the statistics told a clear story. Session behavior is measurable. And measurable behavior creates probability edges that can be documented, taught, and applied consistently before each trading day begins.

MRTGLE Trading exists to share that research with traders serious enough to use it.

I do not sell signals. I do not predict direction. I sell a framework for reading behavioral probability and two years of documented evidence that it works.

WHAT THIS IS NOT

×Not financial advice
×Not trade signals
×Not a get-rich promise

COMMON QUESTIONS

QUESTIONS.

You should be familiar with futures markets and understand how trading sessions work. The framework assumes basic market knowledge. Complete beginners will find the onboarding challenging without some prior futures experience.

No. MRTGLE Trading is a statistical research and education membership. All content is historical data analysis and framework education. We document what the market has done and teach a system for interpreting behavioral probability. We do not tell you what trades to make.

The morning decision framework takes 5 to 10 minutes before each session. Tier 1 requires 30 to 60 minutes per week for the classification study. Tier 2 adds 15 to 20 minutes per day for the morning brief and session review videos.

The dataset. Most trading education teaches patterns based on a handful of examples. This framework is built on 515 classified trading days with documented probability tables for every setup combination. The statistics are derived from real historical data, not backtested indicators or theoretical setups.

Yes. Upgrade or downgrade at any time. Upgrades take effect immediately. Downgrades apply at the next billing cycle.

Skool. All content, videos, and community discussion lives inside the private MRTGLE Trading Skool community. Access is granted immediately upon payment.

We offer a 7-day refund on the workbook if less than 20% of the content has been accessed. Monthly membership fees are non-refundable but you can cancel anytime before your next billing date.

Monthly. The first Monday of each month, the prior month's trading days are classified and added to the master dataset. Updated probability tables are published where sample sizes changed meaningfully.