​Iberia Capital Strategy is a 100% systematic trading model developed for the Nasdaq 100 (NQ/MNQ). The system is built on the principle of institutional price rebalancing and liquidity displacement, identifying high-probability windows where market participants must reposition.
​Methodology & Execution:
The strategy utilizes a dual-engine approach to exploit market inefficiencies:
​Intraday Liquidity Engine: Captures expansion moves during specific institutional time windows (0 to 2 MNQ).
​Weekly Bias Model: Targets major structural objectives (1 MNQ). Due to the high Risk/Reward nature of these setups, positions may be held for multiple sessions (2-4 days) to allow the full mathematical edge to materialize.
​Professional Risk Protocol:
​Fixed Position Sizing: Baseline allocation is 2 MNQ per $25,000 of model equity. In rare instances where both independent engines overlap, total combined exposure has a strict hard cap of 3 MNQ contracts per $25,000.
​Time Management: While we maintain overnight exposure from Monday to Thursday to capture swing moves, we enforce a strict "No-Weekend-Hold" policy. All positions are flattened before Friday close to eliminate gap risks.
​Protection: Mandatory hard stops on every entry. No Martingale, no grid-trading, and no discretionary overrides.
​Capital Scalability: While optimized for $25,000 accounts, the model remains robust for accounts starting at $5,000 for investors seeking higher growth profiles.
​Subscriber Expectations:
This is a low-frequency, high-conviction system. We prioritize quality over quantity; if proprietary structural filters are not met, the strategy will remain in cash. This discipline ensures we only risk capital when mathematical expectancy is at its peak. Ideal for investors seeking professional-grade execution and a focus on long-term capital preservation.