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Can AI predict Nasdaq futures five minutes ahead? Not yet.

Mathias Mesfin

May 18, 2026

Researchers tested whether five-minute candlestick patterns in Micro Nasdaq futures (MNQ) contain predictable structure using LSTM and gradient boosting models on 944 trading days. Neither approach beat a coin flip: best accuracy was 50.89%, indistinguishable from noise. The finding suggests that even state-of-the-art sequential learning needs far more data or structural insight than raw price bars alone.
Published as Sequential Structure in Intraday Futures Data: LSTM vs Gradient Boosting on MNQ arXiv:2605.17724
Read the original paper →