Clara Core: free automated MNQ futures trading strategy for NinjaTrader

We have nothing to sell you right now. No product, no upsell, no hidden tier. We came here to prove a point and raise the bar.

Clara Systems builds automated trading strategies for NinjaTrader. Clara Core is the first public release. And it's free.

Clara Core is a fully automated strategy for the Micro E-mini Nasdaq (MNQ), delivered as a locked NinjaTrader strategy file. You download it and run it yourself, on a personal PC, a laptop, or a VPS. You enable it, and it trades. Setup, risk sizing, and operation are all documented on this site.

Clara Systems exists because we spent years being the customer. We paid for the indicators, the signal services, the turnkey systems that overpromised and underdelivered. The objective became simple: build something better, show everything, and give it away.

Most companies in this space are not in the business of making you profitable. They are in the business of selling you something. The playbook is familiar: lead with inflated earning potential, then borrow credibility through industry buzzwords like "institutional-grade strategies," "AI-driven automation," and "hedge-fund-quality algorithms." The limitations and the risk rarely make the page. And when the system fails, they blame the market. The market was always going to be unpredictable; that is the exact reality you paid them to navigate. Their edge is not in the strategy. It is in the marketing.

The word algorithm is misused in this space to imply a system that thinks, adapts, and reads the market. In reality, most of these products, ours included, are fixed-rule automated strategies: no discretion, no emotion, just execution. We call ours what it is.

Clara Core is not a perfect formula. No such thing exists. The difference is how it was built, and the data we publish behind it. Where others use marketing to cover the structural weakness, we used code to manage it: a hard risk cap, session filters, and stops that pull into profit. Seven years of backtest sit behind them, and every result is published, including the fragility. Not built to look good in an advertisement. Built for real market conditions.

Why is it free? Clara Core has a negative risk-to-reward ratio. Across seven years of backtesting, it won about 70% of its trades, but the average losing trade is larger than the average winning trade. The win rate carries it. That is a real edge, but it is a fragile one.

A high win rate is the first thing a new trader looks for. Winning most of the time feels like proof the strategy works, and it is the easiest number to put on a sales page. But on its own, a win rate is a meaningless number. Profitability is decided by the size of the wins against the size of the losses, and that is the number the sales page leaves out: the risk-to-reward behind the win rate.

That is why this exact type of strategy, negative risk-to-reward carried by a high win rate, is the one most commonly sold in this space, for thousands of dollars: show the high win rate and the winning streak, leave out the big losses, close the sale. Then the market shifts, the losses land, sometimes all at once, and the buyer learns the other side of the trade alone, with real money already in the market. Sometimes the account absorbs it. Sometimes it blows up. A strategy like this depends on its win rate holding. Markets change, and if the win rate slips, the losses are larger than the wins and the edge thins fast. That is the fragility, and it is the part that goes unsaid because it does not sell. Clara Core is that same type of strategy.

Fragile does not mean broken. This win rate is not a statistical fluke. The internal strategy logic produces it: the filters, the risk cap, and the way open trades are managed. Once a trade moves far enough, the stop is pulled into profit. That locks in gains, turns some would-be losses into small wins when the market snaps back, raises the win rate, and lowers drawdown. The cost is real too: some winners get cut short, which is part of why the average win is smaller than the average loss. The trade-off is deliberate, and it is part of what produces the edge. It has held across the full 7-year record, 2019 through mid-2026. Fragile means the edge depends on the win rate holding. The edge itself is real.

We would not sell a strategy like that, no matter how good the backtest looks. A backtest shows what happened. It cannot promise the win rate holds. So we did the opposite. Clara Core is free, and everything about it is public. Every trade. Every statistic. Every weakness. You see exactly what it is, including how it behaves when it is losing, before you run it.

Put our metrics next to any strategy you are currently running or evaluating. Ours costs zero. Whether you are evaluating Clara Core or any other system, hold it to the baseline you will find here: the full trade log, the worst historical window, drawdown measured honestly, the weakness stated plainly. If a company cannot show you those, the answer is already in front of you: the marketing is doing the work the data cannot. Evaluate strategies on complete data, and the pitch stops working on you. We hold ourselves to the same test, down to publishing the reasons not to use Clara Core.

No demo. No sales call. No gated pricing. We are invested in the outcome, and in the person on the other side putting real money and real risk on the line. And if you never spend a dollar with us, but the content or data here helps you look deeper at the next strategy you buy, build, or run, that is why we built Clara Systems. That is enough for us.

We don't ask you to trust us. Everything is open. Verify it yourself.

Clara Core trades one instrument: MNQ
Micro E-mini Nasdaq Futures · 2-minute chart
NYC Session · 9:30am – 3:30pm ET (Eastern) · Monday through Friday
Entries begin only after the open settles

MNQ tracks the Nasdaq, one of the most liquid and most actively traded markets in the world. High participation. Deep liquidity. Supported across all major prop firms and platforms.

The strategy logic is tuned to how the Nasdaq trades around the open, not generalized across markets.

Clara Core uses several entry and exit models that behave the same way but adapt to different market conditions and volatility, maintaining a high win rate and controlled drawdown across a large sample of trades. The markets are dynamic; the strategy accounts for that.

We could ship a dozen strategies, the way most companies do. We chose to refine one. Clara Core has stayed profitable across seven years of testing, through a bear market, rate shocks, elections, war headlines, and the pandemic itself. Everything it did along the way is published. Whatever we build next may trade a different market. It will be built the same way, and shown the same way. Quality over quantity.

A backtest shows what happened in the past. Monte Carlo takes the same trades and shuffles them 10,000 different ways, simulating how results shift when the order of wins and losses varies.

Actual backtest  →  what happened.    Monte Carlo  →  what can happen.

On the $300 risk model, across 1,517 trades: the average winning trade made about $133. The average losing trade cost about $200. The largest loss was $381. The largest win was $1,461. The average trade, wins and losses together, came out to about $36. Past results do not promise future ones. The performance page has a compare view with these numbers for every risk model side by side, so you can judge the right fit for your account size.

Losses run larger than wins, so the win rate does the carrying. Two built-in mechanics make that possible. The first: once a trade moves far enough, the stop is pulled into profit, not just to breakeven, locking in part of the gain. How much depends on conditions, and the strategy handles it. The second: when the market trends instead of chops, the trailing exit lets a winner run, sometimes all day. The runners are where the largest wins come from.

Over seven years, that combination produced a low drawdown relative to profit, and that shape is what a prop-firm account needs. Prop accounts run on a trailing drawdown: a moving loss limit that follows your equity up, usually $2,000 to $2,500 on a 50K account, measured on open equity, tick by tick.

This is the part most companies leave out, because it does not sell. Losses are larger than wins, so the edge depends on the win rate holding, and nobody can promise the order of future wins and losses. A rough sequence early in an account's life can hit the trailing limit even while the strategy behaves normally. That is why accounts are structured around the Monte Carlo median rather than the single historical sequence, why risk is only added behind a worst-case buffer, and why we say scale slowly when adding prop-firm accounts.

The account type changes what a drawdown costs you. A prop evaluation runs about $20 to $100, plus an activation fee to go funded, so the total at risk is usually $100 to $200 for an account with a $2,000 to $2,500 trailing limit. A funded account that has banked profit also puts that balance on the line. Put the same $2,000 to $2,500 in a cash account and a drawdown costs the full amount. One is a $200 loss. The other is a $2,000 loss. Know that difference before you choose where to run it.

That difference is why we lean toward prop-firm accounts. Their rules make payouts challenging, but a defined system, real risk management, and patience are exactly what those rules reward. That is where the edge shines: a $2,000 trailing account costs about $200 of your own capital. Cheap capital, if you treat it professionally.

Scaling follows account P&L, not the calendar. Start with one or two accounts. If an account is down 50% or more of its trailing limit, add a fresh one: the first takes time to recover while the new one moves. If it is flat, do nothing. Once an account clears its trailing threshold, build the buffer, take a payout, and let the payout fund the next account, so you scale from profits. Whether you take a modest payout early or build the full buffer first is a risk choice; the performance page lays out both paths. Where you enter the equity curve is random. A winning streak, a drawdown, or a sideways grind are all normal strategy behavior. You just do not know which one you will start in. That is exactly why scaling runs on results, not on a schedule. Scaling this way takes patience and a plan. It protects your capital and, just as important, your discipline. It is built from real experience with the strategy, the market, and prop firms. Use it as a framework, and adjust it to your own risk tolerance.

It would be easy to tell you to open ten accounts. We will not. Some traders have the capital and temperament to scale fast. Most should earn each step. We show the actual results, the risks attached to them, and the future risks no strategy can account for. The decision is yours, made with the full picture in front of you.

Clara Core is a fully rule-based strategy built on price action.
All entries and exits execute automatically based on predefined rules.

Standard time-based candlestick charts only.
All actions occur on bar close. No intrabar updates, no repainting. Backtest behavior aligns closely with live execution because the execution model is identical.

Each trade includes predefined protection mechanisms:

Clara Systems does not run a community chat room or signal group. This is intentional.

Community environments introduce noise:

None of that belongs in a systematic process.

Everything you need is provided directly:

You read the documentation. You follow the process. You turn it on, and you leave it alone.

That is the structure. That is how the edge works.

This was built on real experience, not theory.

If it's right for you, the data will tell you.
If it's not, the data will tell you that too.