> For the complete documentation index, see [llms.txt](https://docs.quantvue.io/llms.txt). Markdown versions of documentation pages are available by appending `.md` to page URLs; this page is available as [Markdown](https://docs.quantvue.io/our-tools/automated-trading-strategies/poseidon-strategy-ats-2.0.md). # "Poseidon" Strategy (ATS 2.0) ## Poseidon Strategy Poseidon is a combined, intraday **morning** strategy for NQ futures. It runs two complementary entry engines (a **Trend** engine and a **Rebound** engine) in one shared position book, and gates every trade through the **QuantVue Direction Classifier**, our proprietary daily-bias engine. The result is a strategy that only trades *with* the day, takes its shot in the morning, and is flat by midday. It is built to be "set and forget": load it, choose your size, and let it run the morning session. ### Features include: * Two complementary entry engines, **Trend** and **Rebound**, working one shared position book * Every trade filtered by the **QuantVue Direction Classifier** so you only take longs on long-bias days and shorts on short-bias days * **Morning-only.** Entries happen between 09:35 and 11:30 ET, and any position is flat by 12:00 ET. Poseidon never holds overnight * **One position at a time.** The first qualifying signal takes the trade; there is no stacking, pyramiding, or revenge entry * Optional **per-engine confidence and regime filters** for more selective trading * Optional **confidence-based sizing** that can scale up on the highest-conviction days * Volatility-aware, customer-adjustable take-profit and stop-loss brackets, set per engine * Automatic skip of U.S. market holidays and early-close half-days * Built-in compatibility with the QuantVue Automated Trading Suite ### How it works Poseidon watches the morning for two different kinds of setup, run by two engines: 1. **Trend engine.** Looks to enter in the direction of an established intraday move, riding momentum that is already underway. 2. **Rebound engine.** Looks for a snap-back after the market pushes too far, too fast, and enters into the reversal. The two engines share **one position book on a first-come-first-served basis**: whichever engine produces a qualifying signal first takes the trade, and the other stands down until that position closes. Poseidon never holds more than one position at a time. What keeps Poseidon out of low-quality trades is the **Direction Classifier gate**. Before the session begins, the QuantVue Direction Classifier sets the day's bias (long, short, or neutral) and a confidence level. Both engines will *only* take a trade that agrees with that bias, and only when the day's confidence meets the minimum you have set. On a long-bias day Poseidon ignores short setups; on a short-bias day it ignores long setups; on a no-bias day it stands aside entirely. The Classifier is doing the work of deciding *whether the day is worth trading at all.* When a qualifying setup fires, Poseidon enters with a take-profit and stop-loss bracket sized to the day's expected volatility. The position then closes on whichever comes first: the take-profit, the stop-loss, an engine-specific exit rule, or the end of the morning window at 12:00 ET. Because Poseidon depends on the Direction Classifier for its bias, **it will not trade on days when there is no clear daily bias**, or when the day's confidence falls below your minimum. Some days will simply pass with no trade. That is the strategy working as designed, not a malfunction. ### A note on the 1-minute interval Poseidon reads a 1-minute data feed, but it does not trade "every minute." The minute bars are the raw material it uses to build the structures it actually trades. The Rebound engine works directly on the 1-minute bars. The Trend engine builds a coarser, 5-minute view internally from those same 1-minute bars and acts only when one of those larger bars closes. A trade triggers only on a confirmed bar close. Poseidon is locked to 1-minute for good reason: * It needs minute-level detail to build both engines accurately from one feed. * Entries are confirmed on a bar's close. The 1-minute feed gives tight, timely confirmation. * The morning entry window and the exit timing are tuned in minutes and assume a 1-minute bar. * Poseidon was built, tested, and validated specifically on 1-minute NQ. Running it on another interval would be a different, unproven strategy. This is why **Interval** is fixed at 1-minute and cannot be changed. ### Settings #### Main Configuration **Interval** — the bar size Poseidon runs on. Poseidon is built and validated for **1-minute** bars and is locked there. **Symbol** — the instrument traded. Poseidon is validated for **NQ** futures (the **MNQ** micro is also supported for smaller sizing). **Close at End of Hours** — flattens any open position when the morning window ends. Poseidon is designed to be flat by midday, so we recommend leaving this **on**. #### Strategy Mode **Strategy Mode** — which entry engines run. **Full** (the default, recommended) runs both the Trend and Rebound engines together, the way the strategy is designed. **Trend** runs only the Trend engine; **Rebound** runs only the Rebound engine. Most users should leave this on Full. #### Contracts These settings control your position size per engine. By default every entry is **1 contract**, so Poseidon ships flat with no leverage. Raise the numbers below to size up. **Confidence-Based Sizing** — keep this **on**. It lets each engine use the per-engine contract counts below, including a larger size on the highest-conviction days. With the default counts (all 1), every entry is a single contract until you raise one. **Trend Contracts (Standard)** — contracts for a standard Trend-engine entry. Default 1. **Trend Contracts (High Conviction)** — contracts for a high-conviction Trend-engine entry. Default 1. Raise it above the standard size to scale up on the strongest days. **Rebound Contracts (Standard)** — contracts for a standard Rebound-engine entry. Default 1. **Rebound Contracts (High Conviction)** — contracts for a high-conviction Rebound-engine entry. Default 1. Raise it above the standard size to scale up on the strongest days. > **Recommended sizing profile.** If you want to opt into conviction scaling, the validated profile is Trend 2 standard / 4 high-conviction, and Rebound 1 standard / 1 high-conviction. Set your sizes in those proportions and scale them to your account. #### Confidence Filter The daily Direction Classifier reports a confidence level for each day. These two settings let each engine require a minimum confidence before it will trade. **Trend Minimum Confidence** — the minimum daily confidence the Trend engine needs to take a trade. **Medium and above** (the default, recommended) trades medium- and high-confidence days. **High only** trades high-confidence days only. **Low and above** also trades low-confidence days (more trades, lower average conviction). **Rebound Minimum Confidence** — the same control for the Rebound engine, with the same options and the same **Medium and above** default. #### Regime Filter These optional filters let each engine sit out certain market conditions. Both are **no-op by default**: at **All Regimes** the engine trades every qualifying day, exactly as the strategy always has. **Trend Regimes** — which market regimes the Trend engine trades in. **All Regimes** (default) places no restriction. **Only Expansion** / **Only Compression** make the Trend engine stand aside on days outside the chosen regime group, including days where the regime is undetermined. **Rebound Regimes** — the same control for the Rebound engine. #### Risk Brackets (TP/SL) These let you adjust the take-profit and stop-loss per engine. Pick one method with **Bracket Mode**. The defaults leave the strategy's own targets unchanged. **Bracket Mode** — how the brackets are set. **Strategy Default** (recommended) uses the strategy's own targets. **Scale (sensitivity)** multiplies those targets by the sensitivity factors below. **Fixed (points)** replaces them with the fixed point distances below. Only the fields for the selected mode are used. **Trend / Rebound Take-Profit Sensitivity** and **Trend / Rebound Stop-Loss Sensitivity** — *Scale mode only.* Each multiplies that engine and side's target distance. 1.0 keeps it unchanged; below 1.0 is tighter, above 1.0 is wider. **Trend / Rebound Take-Profit (points)** and **Trend / Rebound Stop-Loss (points)** — *Fixed mode only.* Each sets an absolute point distance for that engine and side. 0 leaves that field at the strategy's own target, so you can fix only the stop and keep an adaptive target, or the reverse. #### Time Settings **Skip Holidays & Half-Days** — when **on** (the default, recommended), Poseidon takes no trades on U.S. market holidays or early-close half-days, using the shared market calendar. Turn it off to allow trading on early-close half-days. **Trading Hours** — the window during which Poseidon is allowed to act. This is **fixed**: entries occur between 09:35 and 11:30 ET, and any open position is closed by 12:00 ET. Please leave it as set. ### Profit, loss, and trade limits Poseidon already enforces its own discipline. It holds one position at a time, takes its trades in the morning, and is flat by 12:00 ET, so you generally will not need extra trade-count guards. If you want hard daily profit or loss limits on top of that, we recommend using your broker platform's native risk tools (for example, Tradovate's account-level limits) rather than relying on charting-platform tracking, which can be imprecise. ### Alerts Poseidon works directly with the QuantVue Automated Trading Suite, so no manual alert wiring is needed in most setups. If you are connecting alerts yourself, configuration depends on your ATS version: you can use the standard ATS alerts or a custom JSON payload, with your User ID and Spam Key included so the system can identify your alerts. Refer to the Automated Trading Suite setup pages for the exact fields for your version. ### What to expect * **NQ, 1-minute, morning session only.** Poseidon is purpose-built for NQ and is not validated on other instruments or timeframes. * **Some days have no trade.** When the Direction Classifier sees no clear bias, when confidence falls below your minimum, or on a skipped holiday or half-day, Poseidon stands aside. Expect days, sometimes several in a row, with no entry. * **One position at a time.** Whichever engine signals first takes the trade. Poseidon will not stack entries or run both engines into the market at once. * **Flat by midday.** Entries stop at 11:30 ET and any position is closed by 12:00 ET. Poseidon does not hold into the afternoon or overnight. * **Performance varies by market regime.** Markets move through calm and turbulent conditions, and a strategy that does well in one can give some back in another. Trade a size you are comfortable with, and raise the contract counts only when you understand the added risk. * **Past performance is not a promise.** Hypothetical and historical results are not a guarantee of future results.