Clara Core is a fully rule-based intraday strategy designed to trade the Nasdaq using Micro E-mini Nasdaq Futures (MNQ). It operates on a 2-minute chart, chosen to reduce the noise and false signals of the 1-minute, while entering moves earlier than the 5-minute would allow.
Price Action First
The system is built entirely on price action. All entries and exits are executed automatically based on predefined rules.
You can manually close trades or disable the system at any time.
This page explains exactly how the system behaves so you can understand it, trust it, and let it run.
Clara Core trades MNQ exclusively.
This allows for consistency, specialization, and controlled execution within one of the most actively traded markets in the world.
Why MNQ:
Tracks the Nasdaq, driven by global technology and growth sectors
High liquidity and strong participation
Supported across prop firms and platforms
Accessible capital requirements
Clara Core uses an OnBarClose execution model.
All actions (entries, stop adjustments, profit protection, and trailing) occur only after a candle fully closes.
Nothing updates intrabar or on-tick data.
Why this matters:
No repainting
No intrabar noise or false movement
Stable and consistent execution
Backtest behavior aligns closely with live conditions
When a trade enters, a stop loss is applied immediately. Take profit is not set at a fixed distance; exits are managed dynamically based on price behavior and bar closes. Stop adjustments only update on bar close. Nothing changes intrabar.
Most systems calculate take profit from the signal price. When slippage occurs, this reduces actual profit.
Clara Core calculates take profit from the actual entry price.
This preserves the intended reward on every fill: the trade you get is the trade the system planned.
Why this matters
In fast conditions, slippage can run from a few points to far more. Typical systems quietly give that up on every slipped entry. Across 1,517 trades, this compounds into meaningful differences over time.
A stop loss always executes in full. The entry-based target exists so the take profit does too.
We have run Clara Core on live and simulated accounts to confirm it enters and exits exactly as designed, and because every action happens on bar close with nothing updating intrabar, live execution tracks the backtest closely in principle. In our testing so far, the same trade across the prop firm account, the cash account, the Roth IRA account, and both backtests has matched to better than 99 percent. A live side-by-side record is being built on the performance page as trading days accumulate.
A longer, documented comparison is coming. We currently run multiple strategies in testing across different accounts, alongside manual trades, so full daily records are not published yet. The plan is a fresh account run from zero, displaying the parity between the prop firm account, the cash account, the Roth IRA account, and both the TradingView and NinjaTrader backtests, side by side with verifiable statements.
The strategy avoids the high-volatility, whipsaw activity common right at the market open, entering only once conditions settle. The exact timing is part of the strategy logic and is handled automatically.
Live Execution Comparison →Risk is controlled at the trade level.
Position size is calculated based on the distance between entry and stop loss. The system adjusts contract size to stay within a defined risk per trade.
The system takes a trade when conditions are met and the risk is within the cap. Because at least one contract must be executed, a trade can use slightly more than your selected dollar risk per trade when the stop distance is wide, but never beyond the point cap, which is the hard ceiling on how many points any single trade can risk.
This behavior is expected and is reflected in the performance data.
Smaller risk models (such as $200 / $300 / $355) can still experience individual losses above the defined risk due to minimum position sizing. Over time, these variations balance out across different market conditions, resulting in the overall risk profile observed in the performance data.
Profit protection activates only after price moves a defined distance relative to the stop.
On average:
Price moves a defined distance toward the target
Then part of the gain is secured
All adjustments occur OnBarClose.
Not all trades are managed identically, and not all trades activate profit protection. This variation is intentional and part of the system design.
Each trade includes predefined protection mechanisms:
Profit lock-in logic
Trailing behavior
Time-based exits
Structure-based exits
Market condition filters
All logic is predefined within the strategy. Entry logic, exits, filters, and internal behavior are not visible or user-adjustable.
Any trade still open is closed automatically on the first bar close after 3:30pm ET. No positions are ever carried overnight. This is built into the system and has shown improved results over time. It also ensures compliance with prop firm rules that require all positions to be closed before market close.
You control four inputs: risk per trade, the risk cap, the skip day filters (on or off), and a time zone offset. Everything else runs automatically. The cap is limited to a maximum of 200 points; you can set it lower and backtest the difference if you want to study it, but you cannot set it higher. This is deliberate: the cap is the strategy's core safety mechanism, and 200 is the ceiling we've validated. No other part of the logic is adjustable, by design.
The defaults are the published record. Rollover week, for example, is skipped by default because the data supports it: skipping produced lower drawdown and higher net P&L across the backtest. You can turn it on, and you can change the risk per trade, the cap, or any filter, but treat every change as your own experiment: run a backtest with your settings and compare it against the defaults before trading a dollar on it. This is for advanced users. The defaults are the strategy we publish.
Strategy parameters are fixed after seven years of testing. This removes the temptation to interfere, second-guess, or over-optimize based on short-term results.
This structure is a key reason the system maintains:
Controlled drawdown
Stable performance over time
A historical win rate of 70.53%
The honest limitation: that high win rate is the entire edge. Clara Core has a negative risk-to-reward ratio, the average loss is larger than the average win, so it's profitable only because it wins far more often than it loses. That's a real edge, but a fragile one, and it's exactly why we give this strategy away rather than sell it. The performance page shows the full picture.
Automated strategies share a failure that's rarely discussed: if the platform disconnects or restarts while a trade is open, the strategy can lose track of the position and leave it running without a stop, a naked position. It's one of the most common real-world ways automated traders get hurt, and most tools say nothing about it.
Clara Core is built to handle this. Your protective orders rest at the broker, so a stop never depends on your machine staying up. After a short drop, the platform reconnects and the strategy continues on its own. After a longer outage or a restart, NinjaTrader disables the strategy; when you re-enable it, Clara Core reads the actual position from the broker, rebuilds its understanding of the open trade, and re-attaches its management. The position is not left unprotected at any point, and the Setup Guide walks the exact recovery steps.
This behavior was validated on a simulation account across repeated disconnect and restart tests before being described here.
Clara Core is designed to operate without the need for constant monitoring or manual decision-making. Predefined execution filters automatically avoid specific market conditions that have historically shown lower consistency and higher risk.
Default filters, reflected in all backtest results:
FOMC decision days
Futures rollover week (4 times per year: March, June, September, December)
Market half-days
The day following a half-day
These filters are built into the strategy by default as a capital protection measure.
Why these filters exist
Historical testing shows these periods tend to produce less stable conditions, including increased drawdown and inconsistent behavior. Rather than maximizing trade frequency, the system prioritizes stability and capital preservation. This removes the need to monitor economic calendars or manually avoid unfavorable conditions.
Day after half-day
The strategy also avoids trading the day following a market half-day. The specific weekday varies from year to year with the holiday calendar. While the impact on total trades is small, testing shows this period can slightly increase drawdown. For this reason, it is treated as a protective filter, not a performance optimization.
The system trades Monday through Friday. All other economic events (CPI, payroll, PMI, earnings, and other high-impact news days) are traded normally. No calendar monitoring required. Only structurally abnormal sessions are excluded.
You do not need to track the news, watch earnings releases, or manage exposure around the Nasdaq's largest components. The system handles entries and exits based on price behavior, not on what is happening in the news. Turn it on and step away.
Experienced traders often feel the pull to intervene, closing a trade early because the move looks extended, skipping a day because the market feels uncertain. That instinct is understandable. But no indicator, reading, or intuition is consistently right enough to override a systematic edge. Trying to manage it that way leads to stress, inconsistency, and burnout. The reason you are using automation is to remove that burden. Let it run.
User Control
These filters are enabled by default and can be disabled by the user. The default configuration is what the data supports.
The goal is not to trade more. It is to trade better.
The system operates based on U.S. market hours (9:30am ET, Eastern Time). A time zone offset setting is available for users running NinjaTrader outside of ET.
No system performs well in all conditions.
Clara Core may struggle during:
Choppy, range-bound markets
Low participation or low volume
Repeated false breakout conditions
The execution filters reduce exposure to some of these conditions, but no filter can fully anticipate every market environment. Losses and drawdowns are part of trading regardless of the system. Managing risk correctly is what keeps emotions in check when difficult conditions arrive. The data helps you expect this before it happens, not be surprised by it when it does.
Your selected risk per trade plays a major role in how these periods affect your account.
Detailed statistics, drawdown profiles, and risk models are provided so you can choose an approach that fits your account size and risk tolerance.
For a detailed view of how to structure risk across account types, see the full Performance page.
Why We Cap The Risk, And What It Costs →Clara Core is built on clarity and realistic expectations.
This page replaces onboarding and support. Everything the system does is laid out here, in plain language.
All results are based on historical testing. The objective is structured risk management, not risk elimination.
A final round of site corrections is in progress. Data, downloads, and page formatting on desktop and mobile are being fine-tuned. If something looks off, it is being corrected.