DAILY PRE-MARKET RESEARCH / NQ / ES

Quantitative market research.
For the New York session.

An advanced quantitative model, translated into structured research for the New York open.

Analysis and education only. Futures trading involves substantial risk of loss.

Session replay · EXAMPLEPublished before the open. The market context, the rejection zone and the three levels are fixed before the New York open at 09:30. The session below runs against them — nothing is revised after the bell.
EXAMPLE
Quantum Bias / Quantitative market researchEXAMPLEPublished
NQ · Daily Bias
BEARISH
Date
Friday, August 7, 2026
Session
09:30 - 12:00 ET
Market
NQ
Rejection zone29,957.3529,867.75Zone depth 89.60 pts
Level 129,793.0874.67 pts · +$149.34
Level 229,658.68209.07 pts · +$418.14
Level 329,524.27343.48 pts · +$686.96
Contract
Quantity
1

USD reference: distance from the zone’s entry edge × contract value × quantity. Theoretical, excluding fees and slippage; not a realized gain. CME ↗

Published edition, one-minute scoring. Theoretical; past results are not indicative.

Asia 20:00–02:00London 02:00–05:00Premarket 05:00–09:30Session 09:30–12:00PUBLISHED BEFORE 09:30 ET · Illustration, not session data
RESEARCH PRODUCTS

Five resources to prepare for the market.

Three paid quantitative models — the daily NQ and ES reports, the pre-market macro model and the weekly seasonal model — and two free resources.

Paid researchIncluded in your membership
01 / QUANTITATIVE MARKET RESEARCH

Daily NQ & ES market map.

Deterministic quantitative model. It measures the Asian, London and premarket sessions, then derives a rejection zone and three documented levels — fixed before the New York open and never revised after the bell. NQ and ES (Micro and Mini) in the same membership.

02 / QUANTITATIVE MACRO MODEL

Morning Market Journal.

Quantitative macro model. Rates, the dollar, energy, sector participation and the economic calendar are aggregated into a scored bias, with its three sourced drivers, what limits it and what would reverse it.

03 / QUANTITATIVE SEASONAL MODELComing soon

Seasonal Bias

Quantitative seasonal model. Twenty years of history per security, calendar window by calendar window, to isolate those whose behaviour has been the most consistent. Mean and median paths: a statistical reference, never a forecast. · S&P 500 · Nasdaq‑100 · S&P 400 · TSX 60 · ETFs

FreeNo card required
04 / FREE · TRADINGVIEW INDICATORS

Free indicators on TradingView.

QB Oscillator for NQ–ES relative strength and QB Institutional Flow for volume-based flow. Free on TradingView.

05 / FREE · QB WEEKLY BRIEFING

Your week, prepared.

The week just closed, summarized, and the economic calendar of the week ahead with the windows where the context can change. · free account, no card

NQ / OFFICIAL HISTORICAL RESULTS

NQ. The official record.

The official NQ results from 2018 to August 2026, in points.

2018–2026
Plans
1,746
Net points
93,274
Level 1 reached
71%
Level 2 or 3 reached
60%

Theoretical engine replay on corrected historical data. No fees or slippage. These are historical model results, not executed trades or a record of published reports. Past results do not guarantee future performance.

Explore the full track record
Method

An advanced quantitative model

Session data and predefined rules, translated into structured pre-market research.

  1. Detect the patterns

    Overnight patterns detected before 9:30 ET; the most probable one is retained.

  2. Establish the context

    A probability-weighted bull or bear context, with confidence capped by design.

  3. Map the levels

    A rejection zone and three documented levels, derived from that context.

  4. Publish, then score

    Published before the open and unchanged afterwards. Scored 09:30–12:00 ET, then archived.