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true}, "strategy": {"best_conditions": "High-participation trend sessions in which price accepts beyond a compact opening range.", "caveat": "The exact free-data sample is about 60 days. Next-bar execution and 4 bps costs are more conservative than the published TradingView defaults.", "data_requirement": "ohlcv", "evidence_label": "Zarattini, Barbon & Aziz \u2014 Opening Range Breakout", "evidence_url": "https://www.alexandria.unisg.ch/server/api/core/bitstreams/3c2989c4-688d-4d78-8a71-f02690990d51/content", "exact_with_yahoo": true, "example": "If MNQ's 09:30\u201309:45 range is 30,000\u201330,060 and the next candle closes at 30,070, a long signal exists. The following bar supplies the executable entry, with the midpoint near 30,030 as the stop and a 1R target calculated from the actual fill.", "execution_code_sha256": "bc77f4fbddb681dbbafff35248b4e965234f9a444e47a418917adc7a78e5e08f", "execution_runtime": {"packages": {"beautifulsoup4": "4.15.0", "certifi": "2026.7.22", "cffi": "2.1.1", "charset-normalizer": "3.5.1", "curl-cffi": "0.16.0", "exchange-calendars": "4.13.2", "idna": "3.18", "korean-lunar-calendar": "0.4.0", "lxml": "6.1.1", "multitasking": "0.0.13", "numpy": "2.5.1", "packaging": "26.3", "pandas": "2.3.3", "peewee": "4.3.0", "platformdirs": "4.11.3", "protobuf": "7.35.1", "pycparser": "3.0", "pyluach": "2.3.0", "python-dateutil": "2.9.0.post0", "pytz": "2026.3.post1", "requests": "2.34.2", "six": "1.17.0", "soupsieve": "2.9.2", "toolz": "1.1.0", "typing-extensions": "4.16.0", "tzdata": "2026.3", "urllib3": "2.7.0", "websockets": "17.0.1", "yfinance": "1.6.0"}, "python": "3.12.13", "system_timezone_data_sha256": ["c63188e9f5017bb86bf93bcc12613cf4f814f6864119333fae06881b5b603814", "d7f2206b3a45989fc9ad63d558922532fa7352280d5f87176bf1db79cb1d1fa9"]}, "gross_exposure": 1.0, "how_it_works": "The first 15 minutes define the morning auction range. A completed candle closing outside that range indicates possible acceptance beyond it; the independent implementation waits for the next bar's open before entering, then risks to the range midpoint for an equal-sized target.", "id": "big_daddy_orb_continuation", "interval": "15m", "main_risks": ["Closing breakouts can fail immediately", "Next-bar gaps worsen fills", "A midpoint stop can be hit by normal noise", "Sixty days of 15-minute data is not enough for tuning"], "name": "Big Daddy ORB \u2014 continuation", "origin": "research", "paper_allocation": 0.1, "paper_spec_id": "2:53e73add7653e16296855c72b68c3edef0ea89dc3fb0c33faef3dba50aa70d93", "paper_spec_manifest": {"data_requirement": "ohlcv", "execution_code_sha256": "bc77f4fbddb681dbbafff35248b4e965234f9a444e47a418917adc7a78e5e08f", "execution_runtime": {"packages": {"beautifulsoup4": "4.15.0", "certifi": "2026.7.22", "cffi": "2.1.1", "charset-normalizer": "3.5.1", "curl-cffi": "0.16.0", "exchange-calendars": "4.13.2", "idna": "3.18", "korean-lunar-calendar": "0.4.0", "lxml": "6.1.1", "multitasking": "0.0.13", "numpy": "2.5.1", "packaging": "26.3", "pandas": "2.3.3", "peewee": "4.3.0", "platformdirs": "4.11.3", "protobuf": "7.35.1", "pycparser": "3.0", "pyluach": "2.3.0", "python-dateutil": "2.9.0.post0", "pytz": "2026.3.post1", "requests": "2.34.2", "six": "1.17.0", "soupsieve": "2.9.2", "toolz": "1.1.0", "typing-extensions": "4.16.0", "tzdata": "2026.3", "urllib3": "2.7.0", "websockets": "17.0.1", "yfinance": "1.6.0"}, "python": "3.12.13", "system_timezone_data_sha256": ["c63188e9f5017bb86bf93bcc12613cf4f814f6864119333fae06881b5b603814", "d7f2206b3a45989fc9ad63d558922532fa7352280d5f87176bf1db79cb1d1fa9"]}, "gross_exposure": 1.0, "interval": "15m", "name": "Big Daddy ORB \u2014 continuation", "paper_allocation": 0.1, "paper_spec_id": "2:53e73add7653e16296855c72b68c3edef0ea89dc3fb0c33faef3dba50aa70d93", "paper_version": "2", "qualification_benchmark": "MNQ=F adjusted close", "round_trip_cost_bps": 4.0, "rules": ["Build the first 15-minute regular-session range.", "Use only the first candle close outside that range.", "Enter at the following bar open; stop at the range midpoint and target 1R.", "Take at most one trade and flatten by 16:00 ET."], "strategy_id": "big_daddy_orb_continuation", "strategy_spec_hash": "53e73add7653e16296855c72b68c3edef0ea89dc3fb0c33faef3dba50aa70d93", "symbol": "MNQ=F"}, "paper_version": "2", "qualification": {"eligible_for_ai_label": false, "evidence_id": null, "gates": [], "policy": {"minimum_base_cost_bps": 4.0, "minimum_locked_calendar_days": 180, "minimum_locked_trades": 100, "minimum_stress_cost_bps": 8.0}, "status": "not_submitted", "strategy_id": "big_daddy_orb_continuation"}, "qualification_benchmark": "MNQ=F adjusted close", "rules": ["Build the first 15-minute regular-session range.", "Use only the first candle close outside that range.", "Enter at the following bar open; stop at the range midpoint and target 1R.", "Take at most one trade and flatten by 16:00 ET."], "strategy_spec_hash": "53e73add7653e16296855c72b68c3edef0ea89dc3fb0c33faef3dba50aa70d93", "summary": "Trades the first close beyond the 09:30\u201309:45 New York opening range as a standalone continuation model.", "symbol": "MNQ=F"}}