Opening range: two-window v4

Where it stands

IdeaRule written down
BacktestedRun after costs
Last-year pickSettings picked in-sample
Forward testingLogged on new data, rules frozen

What was tested

Grid search on nine markets; best setting per market frozen.
Each pick compared against ten random-direction searches run through the identical pipeline.
Frozen replay of every pick on 2021 to 2025.

Last year's results

MGC ORB v4Micro Gold · 1m chart

80.3% of trades won

Profit factor: 3.13
Trades: 152
Net after costs: +$9,517
Max drawdown: $952

MNQ ORB v4Micro Nasdaq · 1m chart

84.7% of trades won

Profit factor: 2.47
Trades: 242
Net after costs: +$6,844
Max drawdown: $682

SIL ORB v4Micro Silver · 1m chart

90.3% of trades won

Profit factor: 4.47
Trades: 145
Net after costs: +$21,156
Max drawdown: $883

PL ORB v4Platinum · 1m chart

88.6% of trades won

Profit factor: 11.41
Trades: 79
Net after costs: +$13,839
Max drawdown: $584

M2K ORB v4Micro Russell 2000 · 1m chart

94.9% of trades won

Profit factor: 8.24
Trades: 78
Net after costs: +$1,082
Max drawdown: $53

MCL ORB v4Micro WTI Crude · 1m chart

83.4% of trades won

Profit factor: 4.35
Trades: 151
Net after costs: +$2,645
Max drawdown: $184

Last year, in-sample · 1 micro · after fees and slippage
Strategy	Chart	Trades	Win rate	Profit factor	Net	Max DD
MGC ORB v4Micro Gold	1m	152	80.3%	3.13	+$9,517	$952
MNQ ORB v4Micro Nasdaq	1m	242	84.7%	2.47	+$6,844	$682
SIL ORB v4Micro Silver	1m	145	90.3%	4.47	+$21,156	$883
PL ORB v4Platinum	1m	79	88.6%	11.41	+$13,839	$584
M2K ORB v4Micro Russell 2000	1m	78	94.9%	8.24	+$1,082	$53
MCL ORB v4Micro WTI Crude	1m	151	83.4%	4.35	+$2,645	$184

Last year means 1 Nov 2025 to 21 Oct 2026, the 12 months these settings were picked on. That makes every number here in-sample: the best of a very large search, flattered by that search. None of these strategies is validated. Each one requires forward testing before any real-money use.

All dollar figures are hypothetical backtest results for one contract, after exchange and broker fees and one tick of slippage on each side of every market or stop order. They describe the past under stated assumptions and do not predict future results.

Status

Research · requires forward testing

Research. The settings were picked on last year's data, so these results are in-sample. This requires forward testing before any real-money use. No result here is a promise.

Research notes for education only. Not financial advice, not a recommendation and not a signal. No strategy on this site has passed final validation. Futures trading involves substantial risk of loss. See the method for how every test is run and judged.