Strategies / Pattern / Navigator

Navigator Calendar Trading System

Navigator trades the calendar, not indicators. It can open a short on the first trading day of the month and a long on the 8th, with the size of each set by a month by month table. Losing longs are added to daily, up to 10 contracts.

PatternLong & shortIntradayDow Jones10 min

2.93Profit factor

259,996Net profit EUR

77.35%Win rate

181Trades

-48,890Max drawdown

1,436Avg trade

Best run of 59. Dow Jones, 10 min, spread 3, from run pf:2026-09-15-DOW30-10m.tsv:1.

Entry rules, long

Members only
Size depends on the month (1, 5 or 10 contracts); full 10 contracts if that day is a Monday or Tuesday
After the 8th trading day, add to the long on the first bar of each day while the open position is losing, up to 10 contracts in total

Entry rules, short

Members only
Shorts are 10 contracts in January, February, May, July to December; no shorts in March, April and June

Exit rules

Members only
Shorts: stop loss 3.75%, profit target 1%
In months with no short trade, any open long is closed on the 1st trading day

Test conditions

Period	Up to 2026-09-15
Instrument	Dow Jones, 10 minutes
Spread	3 points
Contracts	1
Starting capital	1,000,000
Costs	Spread only. Commissions and overnight financing are not included.
Bars	Up to 200,000 bars, fewer where the instrument has less history
Last tested	2026-09-16

Parameters

positionSize Contracts per size unit	1
shortEntryDay Trading day of the month that opens the short	1
longEntryDay Trading day of the month that opens the long	8
maxLongContracts Cap on total long contracts	10
maxShortContracts Cap on total short contracts	10
minLongSize Small long size unit	1
midLongSize Medium long size unit	5
maxLongSize Full long size unit	10
maxShortSize Full short size unit (negative)	-10
longStopLossPct Stop on longs, percent	8.5
longTakeProfitPct Target on longs, percent	3
shortStopLossPct Stop on shorts, percent	3.75
shortTakeProfitPct Target on shorts, percent	1

Every run

Markets and timeframes tested

Market	Timeframe	PF	Trades	Win %	Net	Max DD
Dow JonesBest run	10 min	2.93	181	77.35	259,996 EUR	-48,890
FTSE 100	10 min	1.99	154	72.08	29,789 EUR	-12,008
Dow Jones	4 hours	1.98	216	75.93	228,424 EUR	-54,172
Dow Jones	1 hour	1.98	216	76.39	227,293 EUR	-55,031
Dow Jones	30 min	1.95	216	76.39	224,327 EUR	-58,322
Dow Jones	15 min	1.95	216	76.39	224,234 EUR	-58,369
S&P 500	10 min	1.87	151	84.11	22,818 EUR	-6,512
S&P 500	30 min	1.72	447	78.30	35,418 EUR	-7,265
DAX 40	10 min	1.64	155	70.32	60,714 EUR	-49,268
S&P 500	4 hours	1.61	549	73.41	35,072 EUR	-6,838
S&P 500	1 hour	1.61	550	73.09	34,795 EUR	-7,226
EUR/USD	15 min	1.59	188	65.96	224,186 USD	-161,471
EUR/USD	10 min	1.58	123	65.04	170,730 USD	-152,042
DAX 40	1 hour	1.57	541	67.47	136,092 EUR	-40,991
DAX 40	30 min	1.51	478	69.87	120,660 EUR	-49,024
DAX 40	4 hours	1.46	597	68.51	124,071 EUR	-52,758
S&P 500	15 min	1.45	221	74.66	19,097 EUR	-7,354
S&P 500	Daily	1.44	1,612	65.76	35,586 EUR	-6,400
Dow Jones	Daily	1.43	1,621	66.63	285,529 EUR	-111,703
Gold	10 min	1.42	138	65.94	7,554 EUR	-6,139
FTSE 100	15 min	1.41	215	66.05	23,890 EUR	-15,000
FTSE 100	30 min	1.40	443	66.82	41,902 EUR	-17,518
Nikkei 225	1 hour	1.32	444	74.32	168,981 USD	-78,327
FTSE 100	4 hours	1.31	570	67.54	42,803 EUR	-19,607
Gold	15 min	1.31	208	65.38	7,484 EUR	-6,117
EUR/USD	30 min	1.26	391	65.73	299,247 USD	-233,321
DAX 40	Daily	1.26	1,549	65.14	106,850 EUR	-60,462
Nikkei 225	4 hours	1.24	486	74.28	143,483 USD	-98,986
Nikkei 225	30 min	1.24	482	74.27	142,350 USD	-98,979
Nikkei 225	15 min	1.24	242	76.03	97,829 USD	-72,496
GBP/USD	Daily	1.23	1,234	64.34	153,072 USD	-47,504
FTSE 100	1 hour	1.21	525	67.05	29,393 EUR	-19,841
FTSE 100	Daily	1.18	1,136	67.08	44,950 EUR	-24,051
US Crude Oil	Daily	1.12	1,339	68.26	49,631 EUR	-46,392
GBP/USD	4 hours	1.10	646	64.40	34,800 USD	-30,178
GBP/USD	1 hour	1.10	639	64.79	34,316 USD	-33,308
USD/JPY	3 min	n/a	53	71.70	1,072,590 JPY	-863,650
Dow Jones	5 min	n/a	88	84.09	148,548 EUR	-31,990
Dow Jones	3 min	n/a	49	91.84	105,708 EUR	-32,118
Dow Jones	2 min	n/a	22	86.36	64,205 EUR	-32,225
CAC 40	Daily	n/a	1,130	71.06	37,947 EUR	-22,520
CAC 40	1 hour	n/a	706	68.84	32,916 EUR	-22,966
CAC 40	30 min	n/a	475	67.79	31,342 EUR	-16,767
CAC 40	4 hours	n/a	758	69.00	26,844 EUR	-22,823
Brent Crude	5 min	n/a	82	73.17	25,805 EUR	-12,517
FTSE 100	5 min	n/a	79	72.15	23,395 EUR	-7,746
CAC 40	10 min	n/a	152	69.74	21,502 EUR	-10,642
US Crude Oil	5 min	n/a	83	74.70	20,680 EUR	-12,008
FTSE 100	3 min	n/a	49	75.51	14,331 EUR	-7,766
EUR/USD	5 min	n/a	67	85.07	13,580 USD	-7,878
CAC 40	5 min	n/a	87	73.56	12,546 EUR	-10,546
EUR/USD	3 min	n/a	36	86.11	11,098 USD	-5,982
S&P 500	5 min	n/a	75	84.00	10,255 EUR	-6,236
CAC 40	2 min	n/a	24	83.33	9,708 EUR	-8,393
CAC 40	1 min	n/a	14	92.86	9,560 EUR	-5,624
FTSE 100	2 min	n/a	31	70.97	9,369 EUR	-7,766
GBP/USD	2 min	n/a	23	86.96	8,386 USD	-5,165
Gold	5 min	n/a	61	85.25	7,266 EUR	-6,146
S&P 500	3 min	n/a	47	85.11	7,218 EUR	-6,285

Charts

Results by run

Profit factor by run

Above 1.0 made money, below 1.0 lost money.

Net profit against max drawdown

Net profitMax drawdown

Longer history

Re-run on up to 1,000,000 bars

With 733,000 bars available on Gold 10 minutes, net profit turned to EUR -190.77 from EUR 7,553.8 in the standard run, because the older data alone lost EUR 7,744.57.

Gold · 10 min

Bars available	733,000
Net, standard 200,000-bar run	7,553.80 EUR
Net, long run	-190.77 EUR
Net on the older data alone	-7,744.57 EUR

The code

ProBuilder, rewritten to house standard

Every file in the library uses the same header, the same section order and the same variable names. The numbers above were produced by the original version before the rewrite, and the rewrite has not yet been compiled in ProRealTime.

// ============================================================
// Navigator
// ProRealAlgos Strategy Library  |  prorealalgos.com
// Type: Pattern
// Direction: Long & short
// Timeframe tested: 10 minutes
// ============================================================

// --- Settings ---
DEFPARAM CumulateOrders = true
DEFPARAM PreloadBars = 10000

// --- Parameters ---
positionSize = 1           // contracts per size unit
shortEntryDay = 1          // trading day of the month that opens the short
longEntryDay = 8           // trading day of the month that opens the long
maxLongContracts = 10      // cap on total contracts held long
maxShortContracts = 10     // cap on total contracts held short
minLongSize = 1            // small long size unit
midLongSize = 5            // medium long size unit
maxLongSize = 10           // full long size unit
maxShortSize = -10         // full short size unit (negative means short)
longStopLossPct = 8.5      // stop on longs, percent
longTakeProfitPct = 3      // target on longs, percent
shortStopLossPct = 3.75    // stop on shorts, percent
shortTakeProfitPct = 1     // target on shorts, percent

// Size units per calendar month. 0 means no trade on that side that month.
longSizeJanuary = 0
shortSizeJanuary = maxShortSize
longSizeFebruary = 0
shortSizeFebruary = maxShortSize
longSizeMarch = maxLongSize
shortSizeMarch = 0
longSizeApril = minLongSize
shortSizeApril = 0
longSizeMay = minLongSize
shortSizeMay = maxShortSize
longSizeJune = minLongSize
shortSizeJune = 0
longSizeJuly = midLongSize
shortSizeJuly = maxShortSize
longSizeAugust = 0
shortSizeAugust = maxShortSize
longSizeSeptember = 0
shortSizeSeptember = maxShortSize
longSizeOctober = midLongSize
shortSizeOctober = maxShortSize
longSizeNovember = midLongSize
shortSizeNovember = maxShortSize
longSizeDecember = midLongSize
shortSizeDecember = maxShortSize

// Stop and target carry over between bars, seeded with the long values.
ONCE stopLossPct = longStopLossPct
ONCE takeProfitPct = longTakeProfitPct
ONCE tradingDayOfMonth = 0

// --- Indicators ---
// First bar of a new calendar day, works on any intraday timeframe.
newDay = 0
IF Date <> Date[1] THEN
  newDay = 1
ENDIF

// Count trading days (Monday to Friday) since the month began.
IF Month <> Month[1] THEN
  tradingDayOfMonth = 0
ENDIF
IF newDay THEN
  IF CurrentDayOfWeek > 0 AND CurrentDayOfWeek < 6 THEN
    tradingDayOfMonth = tradingDayOfMonth + 1
  ENDIF
ENDIF

// Pick this month's size units.
IF CurrentMonth = 1 THEN
  longSizeMultiplier = longSizeJanuary
  shortSizeMultiplier = shortSizeJanuary
ELSIF CurrentMonth = 2 THEN
  longSizeMultiplier = longSizeFebruary
  shortSizeMultiplier = shortSizeFebruary
ELSIF CurrentMonth = 3 THEN
  longSizeMultiplier = longSizeMarch
  shortSizeMultiplier = shortSizeMarch
ELSIF CurrentMonth = 4 THEN
  longSizeMultiplier = longSizeApril
  shortSizeMultiplier = shortSizeApril
ELSIF CurrentMonth = 5 THEN
  longSizeMultiplier = longSizeMay
  shortSizeMultiplier = shortSizeMay
ELSIF CurrentMonth = 6 THEN
  longSizeMultiplier = longSizeJune
  shortSizeMultiplier = shortSizeJune
ELSIF CurrentMonth = 7 THEN
  longSizeMultiplier = longSizeJuly
  shortSizeMultiplier = shortSizeJuly
ELSIF CurrentMonth = 8 THEN
  longSizeMultiplier = longSizeAugust
  shortSizeMultiplier = shortSizeAugust
ELSIF CurrentMonth = 9 THEN
  longSizeMultiplier = longSizeSeptember
  shortSizeMultiplier = shortSizeSeptember
ELSIF CurrentMonth = 10 THEN
  longSizeMultiplier = longSizeOctober
  shortSizeMultiplier = shortSizeOctober
ELSIF CurrentMonth = 11 THEN
  longSizeMultiplier = longSizeNovember
  shortSizeMultiplier = shortSizeNovember
ELSIF CurrentMonth = 12 THEN
  longSizeMultiplier = longSizeDecember
  shortSizeMultiplier = shortSizeDecember
ENDIF

// Go full size when the long entry day falls on a Monday or Tuesday.
IF tradingDayOfMonth = longEntryDay AND (CurrentDayOfWeek = 1 OR CurrentDayOfWeek = 2) THEN
  longSizeMultiplier = maxLongSize
ENDIF

openProfitPips = (((close - PositionPrice) * PointValue) * CountOfPosition) / PipSize

45 more lines: the entry and exit rules.

Read this first

Known weaknesses

It pyramids into losing longs. After the 8th trading day it adds contracts each day while the position is under water, up to 10 in total.
The long stop (8.5%) is far wider than the long target (3%). The 77.35% win rate on Dow Jones 10 minutes is what keeps it profitable.
The worst drawdown on Dow Jones 10 minutes was 48,889.5 EUR, and EUR/USD 15 minutes drew down 161,471 USD. These losses come from the large contract sizes.
It makes only a few trades per month, so each result rests on a modest sample (181 trades in the best run).

How to load it

Copy the code with the copy button above the code block.
In ProRealTime, open a chart of the instrument and timeframe you want to test, then open ProOrder > New trading system and choose "Create with programming".
Paste the code, give the system a name and save it.
Click "Backtest", set your own spread and position size, and run it before you consider trading it live.

Questions

About this strategy

Can Navigator run in ProOrder?

Yes. The calendar logic, size table, stops and targets are all coded. Check the contract sizes (1, 5 or 10) against your account before going live.

Which markets did it work on?

Every one of the tested rows made money. Dow Jones was strongest on all timeframes (profit factor 1.95 to 2.93), with FTSE 100 10 minutes at 1.99 and S&P 500 10 minutes at 1.87.

How much capital does it need?

On Dow Jones 10 minutes the drawdown reached 48,889.5 EUR with positions of up to 10 contracts. Size your account around that, not around the base size of 1.

Why a 10 minute chart for a calendar system?

Entries happen on the first bar of the day, so a smaller timeframe gets filled closer to the open. Results on 15 minutes to 4 hours were similar on the Dow Jones.

Turtle Trade

Best run on the same market, Dow Jones.

2.42 PF · 6,324 trades

Repulse DPO

A similar profit factor.

2.87 PF · 104 trades

Winter Only

Also a pattern strategy.

14.53 PF · 49 trades

Calendar edges are part of how we build portfolios. Join the ProRealAlgos waitlist to learn more.

Copy trading on US indices is available to ProRealAlgos members as spots open.

Past backtest results do not guarantee future results. This is not financial advice. Curated and maintained by ProRealAlgos. ProRealTime™ is a trademark of ProRealTime SAS. prorealalgos.com Stats Docs