Strategy of the Month – March 2026: Trend Following Trading System on Nasdaq

Trend following trading is one of the most widely used approaches in algorithmic trading, especially on fast-moving and highly volatile markets like the Nasdaq.

In this article, we analyze the Strategy of the Month for March 2026, selected from those developed by Unger Academy® students. We will break down how the winning strategy works, review its performance, and highlight the key insights it can offer.

In addition to the winning system, we will also look at an interesting intraday bias strategy on Copper, which helps illustrate different approaches to systematic trading.

In both cases, our goal is to provide practical insights by examining the core logic behind the strategies, the markets they trade, and, of course, their overall performance.

 

Strategy of the Month Contest: How It Works

The “Strategy of the Month” contest is reserved for Unger Academy® students and rewards the best strategy developed using the Unger Method™. Each month students can submit their own trading systems and compete for a 1,000-euro Amazon gift card.

If you would like to access the source code of the winning strategies, you can join the Unger Strategy Club, one of the exclusive services offered by our Academy. Members receive the open-source code of the strategy that wins each month, along with the code of past winning systems. In addition, members can attend a monthly live Masterclass dedicated to advanced trading education and access a monthly video where we present the core rules of the strategies currently included in our portfolio.

But that is not all. By joining the Unger Strategy Club VIP, you will also gain exclusive access to the open-source code of all the strategies submitted to the contest that have been approved by Unger Academy coaches.

Now let us take a closer look at the best strategies submitted during the month of March.

 

Intraday Bias Strategy on Copper (HG)

Among the strategies submitted this month that did not win the contest, we selected Roberto’s system, which still deserves recognition.

This is an intraday bias strategy, meaning a system designed to exploit recurring market behaviors during specific time windows.

More specifically, the strategy places long trades during the morning session and short trades during the overnight session (Chicago exchange time).

It also applies filters based on specific days of the week and months of the year, avoiding periods that are statistically less favorable for this type of trading approach.

 

Performance of the Copper Bias Strategy

This strategy executes a high number of trades while maintaining relatively short market exposure. The average trade is approximately $160, with a total net profit of $225,000, consistently distributed across all years included in the backtest (2010-2026).

 

Strategy of the Month March 2026: Trend Following Trading on Nasdaq Futures (NQ)

Let’s now move on to the winning strategy, developed by Alessio, who earned the $1,000 Amazon prize.

This is a trend following trading strategy, meaning a system designed to capture and follow emerging market trends. It takes both long and short positions and identifies entry levels based on price expansion, either upward or downward, relative to the previous day’s closing price.

In practical terms, if the market moves below the prior day’s close, the strategy enters short positions. Conversely, if price moves above that level, it enters long trades.

 

Performance of the Nasdaq Trend Following Trading Strategy

The system achieved a total net profit of $465,000, an outstanding result driven not only by the trader’s skill but also by the high volatility observed in this market in recent years, particularly during 2023, 2024, and 2025. The beginning of 2026 also shows strong performance.

The average trade is $258, a solid figure that is more than sufficient to absorb the significant slippage typically associated with trading Nasdaq futures.

The maximum drawdown, at -$14,500, is also a strong metric considering the large price swings and the notional value of the underlying, which at the time of writing is approximately $480,000.

Today, the availability of micro contracts makes this market far more accessible than in the past, allowing traders to participate with position sizes up to 10 times smaller.

 

Conclusion

Congratulations again to Alessio for winning this month’s $1,000 Amazon prize and for demonstrating the robustness of his trading strategy.

We hope this article has provided you with valuable insights and practical ideas you can apply to your own trading.

This Nasdaq trend following strategy is a strong example of how systematic trading systems can be designed to perform effectively in volatile and opportunity-rich markets.

At the same time, comparing it with an intraday bias strategy on Copper highlights how different approaches can successfully coexist within a well-structured systematic portfolio.

If your goal is to build robust and repeatable trading strategies, studying real-world systems like these is one of the most effective ways to improve.

Inside the Unger Academy® program, you can not only learn the Unger Method™, but also take part in the monthly Strategy of the Month contest and test your skills on real markets.

In addition, through the Unger Strategy Club, you can access the open-source code of the winning strategies and gain a deeper understanding of their underlying logic. You can explore all the features of the service at www.ungerclub.com.

That concludes this month’s feature. Join us next month for more innovative trading strategies and inspiration!

Curious about our “Strategy of the Month” competition? This exciting monthly competition is open exclusively to Unger Academy students and rewards the best strategy developed using the Unger Method with a 1,000-euro Amazon gift card. Interested? Click here to learn more!

Want to see the champions from previous months? Click here to check them out!