Strategy 09
Multi-market correlation algorithm for ES S&P 500 futures. Cross-references price action across ES, NQ, ZB, and VIX simultaneously — entering only when multiple correlated markets confirm the same directional signal.
Performance History
Verified backtest data and live trading results for Strategy 09.
Jan 2020 – Present.
How Strategy 09 Works
Strategy 09 is a multi-market correlation algorithm that trades ES S&P 500 futures using signals derived from monitoring multiple correlated instruments simultaneously. The premise: ES rarely moves in isolation — it responds to and leads correlated markets like NQ (Nasdaq), ZB (Treasury bonds), and VIX (volatility index). When these markets are in alignment, the probability of a sustained move increases significantly.
The algorithm scans correlation divergences and confluences across all four instruments before generating an entry signal. A trade is only taken when at least three of four markets confirm the same directional bias. This high-conviction filter reduces total trade frequency compared to single-market strategies — but increases win rate and average return per trade. The result is fewer, higher-quality entries with a 76% win rate and +3.0% average monthly return.
What You Need to Run Strategy 09
Strategy 09 — Frequently Asked Questions
Strategy 09 reads price action across multiple correlated markets simultaneously — ES S&P 500, NQ Nasdaq, ZB Treasury bonds, and VIX — before entering a trade. When these markets confirm the same directional signal, the algorithm enters with higher conviction. Divergence between correlated markets acts as a filter to avoid low-probability setups, which is why the win rate is higher despite fewer total trades.
Strategy 01 is a single-market high-frequency momentum strategy. Strategy 09 uses cross-market correlation signals, resulting in fewer but higher-conviction trades. Strategy 09 is better suited for traders who prefer fewer, more deliberate entries over high-frequency momentum trading. Both can be run simultaneously as they use different signal frameworks.
Yes. Strategies 01 and 09 both trade ES but use different signal frameworks — momentum vs. multi-market correlation. Running both simultaneously provides two independent entry signals on the same market, increasing total trade frequency without doubling risk per individual trade (they use separate position limits). Many traders run both alongside ZB exposure from Strategy 07 for a balanced ES portfolio.
Start Trading Strategy 09
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- Strategy 09 NinjaTrader algorithm file
- PDF setup guide and video walkthrough
- Full backtest data and performance reports
- Email support from the FalcoAlgo team
- All future updates to Strategy 09
- Access to the FalcoAlgo trader community
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