Statistical trend detection using R-Squared and Linear Regression. When the math says the trend is real, Navigator trades it. When it's noise, it stays out.
R-Squared (R²) measures how well price movement fits a linear trend. A high R² means price is moving in a consistent direction. A low R² means price is choppy and unpredictable.
Navigator only trades when R² exceeds a calibrated threshold, ensuring you're trading actual trends, not random noise that will reverse on you.
Combined with Linear Regression slope for direction, Navigator knows both IF there's a trend and WHICH direction it's going.
Only enter when price movement has high statistical fit to a linear trend
Linear regression slope determines long vs short direction
Position closes when R² degrades below threshold, indicating trend exhaustion
Volatility-adjusted stops protect against sudden reversals
1 NQ contract · Real tick data · Commissions included
| Metric | Value |
|---|---|
| Total Trades | 1,713 |
| Winning Trades | 901 |
| Losing Trades | 812 |
| Average Trade | $163.13 |
| Average Win | $1,609.44 |
| Average Loss | -$1,441.71 |
| Recovery Factor | 6.66x |
| Test Period | Jan 2022 - Jan 2026 |
4 years of data means Navigator has been tested through every market condition.
Strong trending conditions. Navigator captured directional moves while avoiding the chop between trends.
Major drawdown year for buy-and-hold. Navigator adapted to downtrends and continued generating positive returns.
Mixed conditions with strong rallies and pullbacks. R² filtering kept Navigator on the right side of real trends.
Extended trending conditions through volatile markets. Navigator's statistical approach continued delivering consistent results.
R² filtering continued to identify real trends and avoid noise in choppy 2025 markets.
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Risk Disclaimer: Futures trading involves substantial risk of loss and is not suitable for all investors. Past performance is not indicative of future results. The performance data shown is from backtesting and forward testing (simulated live trading), which has inherent limitations. Actual trading results may differ significantly. Only trade with capital you can afford to lose. NOI Quant Systems provides software tools only and does not provide investment advice.