ES. NQ. CL. GC. Tick-aligned P&L, Globex session monitoring, front-month contract search, and the full R-value framework — built for how futures actually work.
Most journals were built for stock traders. When you log an ES trade, they calculate P&L like equity — wrong units, wrong multiplier, wrong result. SignalDeck uses the actual futures formula: ticks moved × tick value × number of contracts × side − fees. Every product uses its correct contract spec.
ES: $12.50/tick (50 × $0.25). NQ: $5.00/tick (20 × $0.25). CL: $10.00/tick (1,000 × $0.01). GC: $10.00/tick (100 × $0.10). The platform fetches the contract specification automatically — you enter price and contract count; the math is handled.
Prices and stops are validated against tick size before you save. No fractional ticks, no rounding errors, no phantom R-multiples from imprecise entries.
Futures trade nearly 24 hours a day — but not exactly. The CME Globex session runs Sunday 6:00 PM ET through Friday 5:00 PM ET, with a one-hour halt from 5:00–6:00 PM ET each trading day. Price monitoring and alert evaluation are gated to this window precisely.
Monitoring uses Chicago time (America/Chicago timezone) to handle daylight saving transitions correctly. Open positions are never evaluated against prices printed during the halt or outside Globex hours — so a gap-open Sunday spike or a phantom print at 5:15 PM never triggers a false stop alert.
An audit timestamp (`futures_audit_at`) records the last time each futures trade was evaluated, kept in a dedicated field separate from equity and forex tracking.
Daily halt 5:00–6:00 PM ET · monitoring paused
Every futures trader knows the friction: is the active ES contract ESU6 or ESZ6? SignalDeck eliminates the lookup. Select your product from the instrument grid — ES, NQ, CL, or GC — and the platform resolves the active front-month contract based on the CME expiration schedule.
CME equity futures (ES/NQ) expire quarterly in March, June, September, and December. Energy and metals (CL/GC) have monthly expirations. SignalDeck knows the schedule and surfaces the correct ticker with expiry date displayed, so your journal stays accurate through rollovers.
Contract specs — tick size, tick value, contract size, exchange — are cached server-side so the panel opens instantly without waiting on an API call.
Futures have mechanics that stock and forex journals can't handle — contracts, ticks, Globex windows, quarterly rolls. We built a native layer for each.
ES and NQ are the most-traded futures in the world. Both are supported natively with correct tick values, Globex monitoring, and TradingView chart links via CBOT tickers. Scalpers, day traders, and swing traders all find what they need here.
CL (Crude Oil on NYMEX) and GC (Gold on COMEX) are tracked with their correct contract sizes and monthly expiration calendars. Energy and metals traders who also trade CFDs will find both instrument types natively supported in the same journal.
Open futures positions have prices and unrealized P&L updated on every worker cycle within Globex hours. Stop alerts fire when price hits your stop level — you see the alert in real time and close the trade. Processing gates out during the 5–6 PM daily halt and outside Globex hours.
R-Multiple works identically for futures. Risk $250 on an ES trade and profit $750 — that is +3R, regardless of tick count or contract size. SQN scoring, expectancy, Kelly Criterion, and the 5-step Post Mortem all apply to your futures trade history the same way they apply to any other instrument.
The trade form shows a live calculation panel as you enter prices: notional value, estimated margin, dollar risk, and R:R ratio — all tick-accurate. Know your risk before you log the trade, not after.
Every futures trade gets the same structured 5-step diagnostic as any other instrument. Good win or lucky win? Stop-out on thesis or stop-out on poor location? The contract changes — the discipline framework doesn't.
Platforms like Apex Trader Funding, Topstep, and TradaFi run their challenges and funded accounts on ES and NQ. SignalDeck's R-value framework enforces the same risk discipline prop firm rules demand — daily loss limits and drawdown rules become natural guardrails when every futures trade is sized in R.
You scalp or day trade ES and NQ — and you're tired of journals that calculate your P&L wrong or don't understand what a tick is.
You're trading CL or GC and you want energy and metals tracked alongside your equity index trades in a single forensic framework — not a separate spreadsheet.
You're on a prop firm futures challenge (Apex, Topstep, TradaFi) and you need a risk framework that mirrors the drawdown rules — one that forces you to define 1R before every entry, not after the loss.
E-mini S&P 500 (ES) on CME, E-mini Nasdaq-100 (NQ) on CME, Crude Oil (CL) on NYMEX, and Gold (GC) on COMEX. Contract tickers follow the CME monthly convention — ESU6 for September 2026, for example. SignalDeck generates active front-month contracts automatically.
Realized P&L = (exit – entry) × side × contract_size × number of contracts − fees. ES: 50 × $0.25/tick = $12.50/tick. NQ: 20 × $0.25/tick = $5.00/tick. CL: 1,000 × $0.01 = $10.00/tick. GC: 100 × $0.10 = $10.00/tick. The platform fetches the contract spec from the API — enter price and contract count and the math is handled automatically. Entry, exit, and stop prices are validated against tick size.
Yes. Price updates and stop-level alert evaluation run within CME Globex hours: Sunday 6:00 PM ET through Friday 5:00 PM ET, with a one-hour halt from 5:00–6:00 PM ET each day. Evaluation uses Chicago timezone (America/Chicago) to handle DST correctly. Positions are never evaluated outside this window — no false stop alerts from off-hours price moves.
Yes. R-Multiple is calculated from your entry, stop, and exit prices — the tick-based P&L is the numerator, your initial risk (in dollars, not ticks) is the denominator. Risk $250 on an ES trade and profit $750 — that is +3R. SQN scoring, expectancy, Kelly Criterion, and the Post Mortem protocol all work identically for futures.
Yes. Apex Trader Funding, Topstep, and TradaFi all use ES and NQ as their primary instruments. SignalDeck's R-value framework aligns with prop firm risk rules — daily loss limits become natural guardrails when every trade is sized in R. See the Prop Firm page for the full rundown.
No. SignalDeck handles both in the same platform. If you trade NAS100 (CFD) and NQ (futures), or XAUUSD (CFD) and GC (futures), both are logged in the same journal with the correct math for each instrument type. CFD trades use broker-native tickers; futures trades use CME-convention tickers with tick-aligned P&L. See the CFD page for more.
Each trade is permanently bound to its contract ticker (e.g., ESU6). When that contract's expiration date passes, price updates skip the expired contract automatically — you won't see stale data. The trade remains in your journal with its recorded history intact. For the next contract month, you open a new trade with the current front-month ticker (e.g., ESZ6). Automatic rollover is not yet supported — it's on the roadmap.
Not yet. MES (Micro E-mini S&P 500) and MNQ (Micro E-mini Nasdaq-100) are on the roadmap. Currently supported products are ES, NQ, CL, and GC. Bond futures (ZB/ZN/ZF) and spread/combo contracts are also deferred. Multi-leg spreads require separate legs for now.