Opening Range Breakout (ORB) — Strategy by ortizbruno115
By ortizbruno115
Performance Metrics
- Author: ortizbruno115
Description
The most academically validated daytrading strategy (Zarattini & Aziz, SSRN 2023). Buy a break of the first N-minute range high, short a break of the low. ATR or range-based stop, R-multiple target, always flat by EOD. Recommended chart: 5-min, ES/NQ/MES/MNQ