Nasdaq 100 New York Open Strategy

Discover a Price Action strategy for trading the Nasdaq 100 at the New York Open. This method is effective for identifying key entries in index futures and CFDs

Published · Updated · Methodology: Price Action

Part of: ICT Kill Zones & Sessions

  • Methodology: Price Action
  • Content type: strategy
  • Markets: Nasdaq 100 (NDA 100), S&P 500 (SP500), Dow Jones (Dow Jumps), Russell 2000 (but not preferred by speaker), CFDs, Futures

Source video

Decoded from: 👑LA MEJOR ESTRATEGIA NAS100 para New York👑! FACIL Y CLARA! PASA PRUEBAS DE FONDEO. FUTUROS Y CFDS by Ant Finances — watch the original

Strategy overview

The New York open is the session window where the US cash market joins a day already in progress, and in ICT-style frameworks it is treated as one of the day's primary kill zones. What separates this entry from other New York-open material is the vehicle: it is built specifically around the Nasdaq 100 rather than around the session in the abstract. That distinction matters more than it first appears — the Nasdaq 100 is a concentrated, technology-weighted index with a well-known reputation among intraday traders for expanding its range quickly once US volume arrives. A session-timing method inherits the personality of whatever instrument it is applied to, and a plan sized for a slower index will behave very differently on NAS100 without a single rule changing.

The source video is explicit that it covers both futures and CFDs — "FUTUROS Y CFDS" — and that scope is worth pausing on, because the same index reaches a trader through two quite different wrappers. As a future it is the CME's NQ contract (or its micro version), with a standardized contract size, a fixed tick value, and exchange-set hours and margin. As a CFD it is a broker product: size is whatever the broker permits, cost sits in spread and overnight financing rather than commission plus tick, and the quoted price is the broker's own. The chart pattern a trader is hunting can look identical in both; the risk per point, the minimum position, the trading hours and the counterparty are not. Carrying an open-based approach from one wrapper to the other means recalculating position sizing before the setup appears, not after.

The video comes from the Spanish-language channel Ant Finances, titled "👑LA MEJOR ESTRATEGIA NAS100 para New York👑! FACIL Y CLARA! PASA PRUEBAS DE FONDEO. FUTUROS Y CFDS" — the best, easy and clear, passes funded challenges. Those are the channel's own claims and are presented here without verification: no track record, pass rate or performance data accompanies this entry, and none should be inferred from the title. No rule set was extracted from this video either, and no timeframe or indicator is attached to it — the catalogue classifies it as pure price action. This page therefore offers the concept and a pointer to the source; the mechanics live in the video, and testing them on Nasdaq 100 data is the trader's own work.

Topics

nasdaq 100 strategy · price action · trading strategy · new york open · futures trading · cfd trading · swing trading · pine script · tradingview strategy · globex session · s&p 500 strategy · dow jones strategy · index trading · day trading strategy

Frequently asked questions

Why do intraday traders focus on the Nasdaq 100 at the New York open?

The Nasdaq 100 is a technology-concentrated index with a reputation for wider intraday swings than broader benchmarks, and the New York cash open is the moment US volume and volatility arrive at once. That combination is why open-based methods are so often written for this instrument specifically rather than for stock indices in general.

What is the difference between trading NAS100 as a future and as a CFD?

A future is an exchange-traded contract (the CME's NQ, or the smaller MNQ) with standardized size, tick value, hours and margin. A CFD is an agreement with your broker that tracks the same index, but with broker-set sizing, spread-based costs and overnight financing. The setup you look for can be identical; risk per point and minimum position size are not, so sizing has to be recalculated when moving between them.

Does this strategy pass prop-firm evaluations, as the title claims?

That claim comes from the video title and is not verified here. No performance data, pass rate or track record is attached to this entry, and no rule set was extracted from the video, so the claim is best read as the channel's marketing framing rather than a documented result.

How can I evaluate a Nasdaq 100 open strategy before trading it?

Backtest it on intraday Nasdaq 100 data over a sample long enough to include both quiet and volatile stretches, then forward-test on demo or minimal size — and check that the results still hold on the wrapper you actually trade, since futures and CFD costs differ. Strategy Decoder catalogues strategies like this one from video sources so you can find them and test them on TradingView.

About this strategy page

This trading strategy was decoded by Strategy Decoder's AI from a public YouTube trading video and turned into a structured, reviewable specification. In the interactive app this page shows the full entry and exit logic, risk management settings, the indicators involved with their parameters, AlgoWizard-compatible logic and a Pine Script export ready for TradingView backtesting — plus an automated backtest verdict when one has been computed for this strategy.

Strategy Decoder catalogs 2,229 decoded strategies. Each one is extracted with confidence scoring, cross-linked to the indicators it uses, and kept up to date as new videos are processed daily. Load this page with JavaScript enabled to use the interactive tools, or start from the strategy explorer to filter by methodology, market and timeframe.

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