About the lab
It gets repeated because it sounds right, not because anyone measured it. That gap is the whole reason this place exists.
Every instrument on this site is built on measured market data. Not on a rule of thumb, not on what a chart looked like on a good day, and not on a number someone remembered from a video. Where a figure appears, the method that produced it is published beside it, along with the script that computed it and its output. The raw bars themselves are not ours to redistribute, and the lab says so rather than implying otherwise.
Snapshot v1, frozen at a data cutoff of 17 September 2026. The US cash session only, 09:30 to 16:00 New York, which is a chosen window rather than the instrument’s own trading hours.
That last figure is what the rest of the site is built on. It is the middle value of how far NQ travels inside a single five-minute candle during the US cash session, measured across all 548 sessions in the window. Across the 511 sessions where every minute is present it is 28.5, and both are published. Once you know it, a stop size stops being a round number you picked and becomes a share of a distance you can actually see. Every tool we sell starts from a measurement like this one.
A measurement that stays in a paragraph is trivia. The work is only finished when a trader can run it against their own account.
“A 10-point stop on NQ is tight.” Repeated constantly, measured almost never. If it cannot be tested, it is not a claim, it is a slogan.
Years of one-minute bars, deduplicated, restricted to regular hours, with every exclusion stated. Median rather than average, because one CPI morning should not define a normal day.
The median 5-minute NQ range is 28.00 points. That does not mean a 10-point stop gets hit 95.7% of the time, and the study says so in its own words.
The finding becomes a tool that runs on your account size, your stop, your firm’s rules. Your numbers, not an example, and the answer changes when you change them.
Most sites let their statistics drift. A figure quoted in March is quietly different in June, and nobody can tell whether the market changed or the spreadsheet did.
Ours are versioned instead. Every study is computed from a snapshot with a declared cutoff date, and that snapshot does not move. When we refresh the data, the result is published as a new version with the differences listed, so a number you read last month is still the number you read last month. It is slower, and it is the only way a figure means anything six weeks after you saw it.
Six rules. Each one costs us something, which is the only reason any of them is worth stating.
A number you can run against your own account is worth more than a number you read once.
The reason every study here ends in a toolEID Trading Lab is an independent futures research operation, built around one principle: a claim about the market should be tested against data before it is repeated.
The lab develops, audits and publishes its research using data generated by the trading infrastructure the studies are built on. Methodology, corrections and audit code are published wherever possible, so the work can be evaluated on the evidence rather than on the standing of whoever produced it. When a figure here is wrong, you can demonstrate that without knowing anything about the operator, and that is the standard the lab would rather be held to.
EID Trading Lab is not a fund, an investment adviser or an academic institution. It operates independently and publishes its own research, tools and educational material.
Payments are processed through Whop. EID Trading Lab remains the supplier of the products and the point of contact for product support. Questions about the research, the method or the products go to admin@eidtradinglab.com.
The lab is run by Michal Peretz, its founder. That matters for one part of the work and not for the rest. The measured research stands or falls on its sample and its code, and a stranger can take it apart without knowing her name. The prop firm breakdowns are the part that cannot work that way. They say a rule behaves a certain way in practice, and no dataset shows that the person writing it has been through the process.
Trading Combine, qualification programs and funded-account milestones completed at five different prop firms between 2023 and 2026, with the certificates attached and with what they do not prove written beside them. Five firms means five different rule systems, which is the part that matters: a trailing drawdown at one firm is not the trailing drawdown at another.
Published for context, not as a performance claim. It does not establish long-term profitability and is not an indication of what any other trader should expect.
Futures traders, mostly NQ and ES, and anyone trading a prop firm evaluation who suspects the rules are doing more damage to their account than their entries are. If you’re looking for signals, a chat room, or someone to tell you what to buy, this is the wrong place and we’d rather say so now.
Trading futures carries a substantial risk of loss and is not suitable for everyone. You can lose your entire deposit, and with leverage you may lose more than you deposit. Do not trade with money you cannot afford to lose.
Elite Intelligence Desk Trading Lab publishes educational research only. We are not a broker, adviser or licensed financial professional, and nothing here is financial advice, a recommendation, or an offer to buy or sell anything. Every figure we publish is a measurement of past price data over a stated period. Past behaviour does not indicate future results, and no outcome is promised or implied. We make no performance claims. Every trading decision, including size and stop placement, is yours alone.