In recent decades, the analysis of atypical behavior in asset prices has become relevant, since participants in financial markets recognize that the idea of perfect markets is distanced from reality. The purpose of this research is to present a trading strategy through the identification of short-term chart patterns, based on anomalies in the future price of the Nasdaq-100 index. The historical backtesting methodology will be used in the technical analysis of the asset to quantify the performance of the identified patterns. It will be verified that the anomalies in the stock index are not temporary; rather, they persist and recur on a recurring basis, especially in intraday events. Additionally, the best performing trading session will be determined. This work will provide retail traders with trading guidelines to approach the markets with a statistically profitable strategy. © 2024, Universidad Nacional de Colombia. All rights reserved.