ULTRON Nexus v3 [ORB+VWAP] — Strategy by dhawal.chheda
By dhawal.chheda
Performance Metrics
- Author: dhawal.chheda
- Symbol: AMEX:SPY
- Timeframe: 5 minutes
- Win Rate: 13.9%
- Profit Factor: 0.074
Description
> Intraday strategy: opening-range breakouts plus optional VWAP bounces, gated by a daily-regime filter and EOD flatten.## What it doesNexus v3 is a backtestable intraday strategy that fires two setups on a U.S. cash-session chart. After the opening range (first 15/30/45 minutes) is built, it takes an opening-range breakout (ORB) long when price closes above the OR high plus a buffer, or short below the OR low, confirmed by RSI(14) and a multi-timeframe EMA stack. An optional VWAP-bounce mode> Intraday strategy: opening-range breakouts plus optional VWAP bounces, gated by a daily-regime filter and EOD flatten.## What it doesNexus v3 is a backtestable intraday strategy that fires two setups on a U.S. cash-session chart. After the opening range (first 15/30/45 minutes) is built, it takes an opening-range breakout (ORB) long when price closes above the OR high plus a buffer, or short below the OR low, confirmed by RSI(14) and a multi-timeframe EMA stack. An optional VWAP-bounce mode