Trades the first close beyond the 09:30–09:45 New York opening range as a standalone continuation model.
No AI qualification submitted
This strategy keeps its course or research provenance. A normal backtest snapshot cannot award the AI-generated label.
How the strategy 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.
Concrete example
If MNQ's 09:30–09:45 range is 30,000–30,060 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.
Published research
Zarattini, Barbon & Aziz — Opening Range Breakout
Published evidence motivates this candidate; it does not guarantee this implementation will pass our current sample.
Exact algorithm
- 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.
Required data: ohlcv
Where it may work—and where it can fail
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
“Best conditions” is an interpretation of the strategy's mechanism, not an additional course entry rule and not a performance guarantee.
Forward paper transactions
| Entry | Side | Entry price | Exit | Exit price | Capital basis | Gross notional | Outcome | P&L |
|---|---|---|---|---|---|---|---|---|
| 2026-09-29T16:45:00+00:00 | SHORT | 30,518.75 | 2026-09-29T18:30:00+00:00 | 30,635.25 | $10,000.00 | $10,000.00 | MISS | $-42.17 |
| 2026-09-28T14:15:00+00:00 | SHORT | 30,521.50 | 2026-09-28T14:45:00+00:00 | 30,362.62 | $10,000.00 | $10,000.00 | HIT | $+48.05 |
| 2026-09-25T14:00:00+00:00 | LONG | 30,899.50 | 2026-09-25T14:00:00+00:00 | 30,828.75 | $10,000.00 | $10,000.00 | MISS | $-26.90 |
| 2026-09-24T14:30:00+00:00 | LONG | 30,630.25 | 2026-09-24T14:45:00+00:00 | 30,548.50 | $10,000.00 | $10,000.00 | MISS | $-30.69 |
| 2026-09-23T14:00:00+00:00 | SHORT | 30,846.50 | 2026-09-23T14:00:00+00:00 | 30,735.62 | $10,000.00 | $10,000.00 | HIT | $+31.94 |
| 2026-09-22T14:00:00+00:00 | LONG | 30,929.75 | 2026-09-22T19:15:00+00:00 | 31,014.12 | $10,000.00 | $10,000.00 | HIT | $+23.28 |
| 2026-09-21T14:00:00+00:00 | LONG | 30,416.50 | 2026-09-21T14:30:00+00:00 | 30,554.38 | $10,000.00 | $10,000.00 | HIT | $+41.33 |
| 2026-09-18T14:00:00+00:00 | SHORT | 29,776.75 | 2026-09-18T14:00:00+00:00 | 29,731.50 | $10,000.00 | $10,000.00 | HIT | $+11.20 |
| 2026-09-17T16:00:00+00:00 | LONG | 29,743.25 | 2026-09-17T19:45:00+00:00 | 29,744.75 | $10,000.00 | $10,000.00 | MISS | $-3.50 |
| 2026-09-16T14:00:00+00:00 | LONG | 29,479.25 | 2026-09-16T18:30:00+00:00 | 29,398.12 | $10,000.00 | $10,000.00 | MISS | $-31.52 |
| 2026-09-15T14:15:00+00:00 | SHORT | 29,343.50 | 2026-09-15T14:30:00+00:00 | 29,280.25 | $10,000.00 | $10,000.00 | HIT | $+17.56 |
| 2026-09-14T14:00:00+00:00 | LONG | 29,003.25 | 2026-09-14T15:30:00+00:00 | 29,089.25 | $10,000.00 | $10,000.00 | HIT | $+25.65 |
| 2026-09-11T14:00:00+00:00 | LONG | 29,472.75 | 2026-09-11T14:00:00+00:00 | 29,393.75 | $10,000.00 | $10,000.00 | MISS | $-30.80 |
| 2026-09-10T14:30:00+00:00 | LONG | 29,206.25 | 2026-09-10T19:45:00+00:00 | 29,128.88 | $10,000.00 | $10,000.00 | MISS | $-30.49 |
| 2026-09-09T14:00:00+00:00 | LONG | 29,558.25 | 2026-09-09T14:15:00+00:00 | 29,461.75 | $10,000.00 | $10,000.00 | MISS | $-36.65 |
| 2026-09-08T14:15:00+00:00 | SHORT | 29,462.25 | 2026-09-08T15:00:00+00:00 | 29,576.50 | $10,000.00 | $10,000.00 | MISS | $-42.78 |
| 2026-09-04T14:00:00+00:00 | LONG | 29,691.00 | 2026-09-04T14:00:00+00:00 | 29,599.50 | $10,000.00 | $10,000.00 | MISS | $-34.82 |
| 2026-09-03T15:00:00+00:00 | LONG | 29,363.50 | 2026-09-03T15:00:00+00:00 | 29,447.50 | $10,000.00 | $10,000.00 | HIT | $+24.61 |
| 2026-09-02T14:15:00+00:00 | LONG | 29,127.50 | 2026-09-02T14:15:00+00:00 | 29,177.12 | $10,000.00 | $10,000.00 | HIT | $+13.04 |
| 2026-09-01T14:30:00+00:00 | LONG | 29,165.25 | 2026-09-01T14:45:00+00:00 | 29,240.25 | $10,000.00 | $10,000.00 | HIT | $+21.72 |
| 2026-08-31T14:30:00+00:00 | SHORT | 29,374.50 | 2026-08-31T17:45:00+00:00 | 29,453.50 | $10,000.00 | $10,000.00 | MISS | $-30.89 |
| 2026-08-28T14:15:00+00:00 | SHORT | 29,536.50 | 2026-08-28T14:15:00+00:00 | 29,631.88 | $10,000.00 | $10,000.00 | MISS | $-36.29 |
| 2026-08-27T14:30:00+00:00 | LONG | 29,606.50 | 2026-08-27T15:45:00+00:00 | 29,516.12 | $10,000.00 | $10,000.00 | MISS | $-34.53 |
| 2026-08-26T14:00:00+00:00 | LONG | 29,331.00 | 2026-08-26T14:00:00+00:00 | 29,243.38 | $10,000.00 | $10,000.00 | MISS | $-33.87 |
| 2026-08-25T14:15:00+00:00 | SHORT | 29,245.50 | 2026-08-25T14:30:00+00:00 | 29,162.88 | $10,000.00 | $10,000.00 | HIT | $+24.25 |
| 2026-08-21T14:00:00+00:00 | SHORT | 29,303.50 | 2026-08-21T15:30:00+00:00 | 29,392.38 | $10,000.00 | $10,000.00 | MISS | $-34.33 |
| 2026-08-20T15:45:00+00:00 | SHORT | 29,278.50 | 2026-08-20T19:45:00+00:00 | 29,305.50 | $10,000.00 | $10,000.00 | MISS | $-13.22 |
| 2026-08-19T14:00:00+00:00 | SHORT | 29,496.50 | 2026-08-19T16:00:00+00:00 | 29,651.25 | $10,000.00 | $10,000.00 | MISS | $-56.46 |
| 2026-08-18T14:15:00+00:00 | SHORT | 29,587.00 | 2026-08-18T19:45:00+00:00 | 29,586.50 | $10,000.00 | $10,000.00 | MISS | $-3.83 |
| 2026-08-17T15:30:00+00:00 | LONG | 30,269.75 | 2026-08-17T15:30:00+00:00 | 30,215.50 | $10,000.00 | $10,000.00 | MISS | $-21.92 |
Capital basis is allocated paper equity. Gross notional uses the exposure stored with that exact fill; legacy fills with no recorded exposure are shown as unknown. A new semantic paper generation archives the prior run and restarts the forward clock.
Archived paper versions
Read-only prior runs preserve their executable manifest, balances, and fills. They never contribute to the active clock, cash, or qualification.
| Version | Market | Exposure | Allocation | Cost | Code hash | Started | Archived | Fills | Starting cash | Ending cash | Realized P&L | Final status |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
| legacy-v1 | unknown · unknown | unknown | unknown | unknown | legacy | 2026-08-16T16:54:09.212635+00:00 | 2026-08-16T22:55:39.708522+00:00 | 0 | $100,000.00 | $100,000.00 | $+0.00 | running |
Rolling 70/30 diagnostic
This moving 70/30 split is a dashboard diagnostic, not frozen qualification evidence. It cannot award AI-qualified status.
Candles and execution signals
Shows the latest 120 available bars. BUY/SELL marks strategy entries and exits whose timestamps fall in this visible window.
Historical equity curve
Compounds each encoded net trade sequentially, including the strategy's declared exposure and modeled costs. The forward ledger starts only after deployment.
Backtest specification
The exact free-data sample is about 60 days. Next-bar execution and 4 bps costs are more conservative than the published TradingView defaults.
Historical transactions
HIT = profitable after the 4 bps cost assumption; MISS = loss after costs; FLAT = break-even. Showing the most recent 100 of 49 transactions.
| Entry | Side | Entry price | Exit | Exit price | Outcome | Net return |
|---|---|---|---|---|---|---|
| 2026-09-30T14:00:00+00:00 | LONG | 30,841.00 | 2026-09-30T18:30:00+00:00 | 30,831.75 | MISS | -0.070% |
| 2026-09-29T16:45:00+00:00 | SHORT | 30,518.75 | 2026-09-29T18:30:00+00:00 | 30,635.25 | MISS | -0.422% |
| 2026-09-28T14:15:00+00:00 | SHORT | 30,521.50 | 2026-09-28T14:45:00+00:00 | 30,362.62 | HIT | +0.481% |
| 2026-09-25T14:00:00+00:00 | LONG | 30,899.50 | 2026-09-25T14:00:00+00:00 | 30,828.75 | MISS | -0.269% |
| 2026-09-24T14:30:00+00:00 | LONG | 30,630.25 | 2026-09-24T14:45:00+00:00 | 30,548.50 | MISS | -0.307% |
| 2026-09-23T14:00:00+00:00 | SHORT | 30,846.50 | 2026-09-23T14:00:00+00:00 | 30,735.62 | HIT | +0.319% |
| 2026-09-22T14:00:00+00:00 | LONG | 30,929.75 | 2026-09-22T19:15:00+00:00 | 31,014.12 | HIT | +0.233% |
| 2026-09-21T14:00:00+00:00 | LONG | 30,416.50 | 2026-09-21T14:30:00+00:00 | 30,554.38 | HIT | +0.413% |
| 2026-09-18T14:00:00+00:00 | SHORT | 29,776.75 | 2026-09-18T14:00:00+00:00 | 29,731.50 | HIT | +0.112% |
| 2026-09-17T16:00:00+00:00 | LONG | 29,743.25 | 2026-09-17T19:45:00+00:00 | 29,744.75 | MISS | -0.035% |
| 2026-09-16T14:00:00+00:00 | LONG | 29,479.25 | 2026-09-16T18:30:00+00:00 | 29,398.12 | MISS | -0.315% |
| 2026-09-15T14:15:00+00:00 | SHORT | 29,343.50 | 2026-09-15T14:30:00+00:00 | 29,280.25 | HIT | +0.176% |
| 2026-09-14T14:00:00+00:00 | LONG | 29,003.25 | 2026-09-14T15:30:00+00:00 | 29,089.25 | HIT | +0.257% |
| 2026-09-11T14:00:00+00:00 | LONG | 29,472.75 | 2026-09-11T14:00:00+00:00 | 29,393.75 | MISS | -0.308% |
| 2026-09-10T14:30:00+00:00 | LONG | 29,206.25 | 2026-09-10T19:45:00+00:00 | 29,128.88 | MISS | -0.305% |
| 2026-09-09T14:00:00+00:00 | LONG | 29,558.25 | 2026-09-09T14:15:00+00:00 | 29,461.75 | MISS | -0.366% |
| 2026-09-08T14:15:00+00:00 | SHORT | 29,462.25 | 2026-09-08T15:00:00+00:00 | 29,576.50 | MISS | -0.428% |
| 2026-09-04T14:00:00+00:00 | LONG | 29,691.00 | 2026-09-04T14:00:00+00:00 | 29,599.50 | MISS | -0.348% |
| 2026-09-03T15:00:00+00:00 | LONG | 29,363.50 | 2026-09-03T15:00:00+00:00 | 29,447.50 | HIT | +0.246% |
| 2026-09-02T14:15:00+00:00 | LONG | 29,127.50 | 2026-09-02T14:15:00+00:00 | 29,177.12 | HIT | +0.130% |
| 2026-09-01T14:30:00+00:00 | LONG | 29,165.25 | 2026-09-01T14:45:00+00:00 | 29,240.25 | HIT | +0.217% |
| 2026-08-31T14:30:00+00:00 | SHORT | 29,374.50 | 2026-08-31T17:45:00+00:00 | 29,453.50 | MISS | -0.309% |
| 2026-08-28T14:15:00+00:00 | SHORT | 29,534.75 | 2026-08-28T14:15:00+00:00 | 29,631.88 | MISS | -0.369% |
| 2026-08-27T14:30:00+00:00 | LONG | 29,606.75 | 2026-08-27T15:45:00+00:00 | 29,516.12 | MISS | -0.346% |
| 2026-08-26T14:00:00+00:00 | LONG | 29,331.00 | 2026-08-26T14:00:00+00:00 | 29,243.38 | MISS | -0.339% |
| 2026-08-25T14:15:00+00:00 | SHORT | 29,245.50 | 2026-08-25T14:30:00+00:00 | 29,162.88 | HIT | +0.243% |
| 2026-08-21T14:00:00+00:00 | SHORT | 29,303.50 | 2026-08-21T15:30:00+00:00 | 29,392.38 | MISS | -0.343% |
| 2026-08-20T15:45:00+00:00 | SHORT | 29,278.50 | 2026-08-20T19:45:00+00:00 | 29,305.50 | MISS | -0.132% |
| 2026-08-19T14:00:00+00:00 | SHORT | 29,496.50 | 2026-08-19T16:00:00+00:00 | 29,651.25 | MISS | -0.565% |
| 2026-08-18T14:15:00+00:00 | SHORT | 29,587.00 | 2026-08-18T19:45:00+00:00 | 29,586.50 | MISS | -0.038% |
| 2026-08-17T15:30:00+00:00 | LONG | 30,269.75 | 2026-08-17T15:30:00+00:00 | 30,215.50 | MISS | -0.219% |
| 2026-08-14T14:30:00+00:00 | SHORT | 30,159.50 | 2026-08-14T15:00:00+00:00 | 30,099.25 | HIT | +0.160% |
| 2026-08-13T14:00:00+00:00 | LONG | 30,175.75 | 2026-08-13T19:45:00+00:00 | 30,194.50 | HIT | +0.022% |
| 2026-08-12T15:45:00+00:00 | SHORT | 29,828.50 | 2026-08-12T18:30:00+00:00 | 29,927.38 | MISS | -0.371% |
| 2026-08-11T16:00:00+00:00 | SHORT | 29,663.00 | 2026-08-11T18:15:00+00:00 | 29,565.25 | HIT | +0.290% |
| 2026-08-10T14:15:00+00:00 | LONG | 29,881.25 | 2026-08-10T14:45:00+00:00 | 29,780.12 | MISS | -0.378% |
| 2026-08-07T14:00:00+00:00 | SHORT | 29,678.75 | 2026-08-07T14:00:00+00:00 | 29,609.50 | HIT | +0.193% |
| 2026-08-06T14:00:00+00:00 | LONG | 29,527.50 | 2026-08-06T19:45:00+00:00 | 29,497.25 | MISS | -0.142% |
| 2026-08-05T14:45:00+00:00 | SHORT | 29,862.00 | 2026-08-05T15:45:00+00:00 | 29,739.75 | HIT | +0.369% |
| 2026-08-04T14:00:00+00:00 | LONG | 29,466.75 | 2026-08-04T15:00:00+00:00 | 29,603.25 | HIT | +0.423% |
| 2026-08-03T14:00:00+00:00 | LONG | 28,629.00 | 2026-08-03T16:15:00+00:00 | 28,831.38 | HIT | +0.667% |
| 2026-07-31T14:00:00+00:00 | SHORT | 28,359.50 | 2026-07-31T14:00:00+00:00 | 28,148.62 | HIT | +0.704% |
| 2026-07-30T14:00:00+00:00 | LONG | 28,150.50 | 2026-07-30T19:45:00+00:00 | 28,230.25 | HIT | +0.243% |
| 2026-07-29T14:00:00+00:00 | SHORT | 27,733.75 | 2026-07-29T14:15:00+00:00 | 27,550.75 | HIT | +0.620% |
| 2026-07-28T14:00:00+00:00 | SHORT | 27,662.75 | 2026-07-28T14:45:00+00:00 | 27,860.62 | MISS | -0.755% |
| 2026-07-27T14:00:00+00:00 | SHORT | 28,347.50 | 2026-07-27T14:15:00+00:00 | 28,172.75 | HIT | +0.576% |
| 2026-07-24T14:00:00+00:00 | SHORT | 28,323.25 | 2026-07-24T15:15:00+00:00 | 28,540.12 | MISS | -0.806% |
| 2026-07-23T14:45:00+00:00 | SHORT | 28,644.25 | 2026-07-23T15:00:00+00:00 | 28,518.62 | HIT | +0.399% |
| 2026-07-22T14:00:00+00:00 | LONG | 29,276.75 | 2026-07-22T19:45:00+00:00 | 29,160.25 | MISS | -0.438% |