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YouTubeOrb
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I didn’t build this ORB strategy to generate alpha or beat the S&P. I built it specifically for prop firms. The goal was simple: create a system with positive expectancy, frequent winning clusters, and relatively shallow losing streaks while staying within prop firm rules. This version uses a high win-rate, negative R scalping structure with very few degrees of freedom. The biggest challenge wasn’t finding the winning streaks… it was making sure I wasn’t simply overfitting them. So we put the st
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I didn’t build this ORB strategy to generate alpha or beat the S&P. I built it specifically for prop firms. The goal was simple: create a system with positive expectancy, frequent winning clusters, and relatively shallow losing streaks while staying within prop firm rules. This version uses a high win-rate, negative R scalping structure with very few degrees of freedom. The biggest challenge wasn’t finding the winning streaks… it was making sure I wasn’t simply overfitting them. So we put the st
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Opening range breakout backtest on 16 years of E-mini S&P 500 futures minute bars, and a test of whether the first 30 minutes really sets the day. Across 3,977 complete regular-hours sessions of ES from September 2010 to September 2026, the session high or low prints inside the first 30 minutes 53.58% of the time. That sounds like folklore confirming itself, so we tested it properly: take each session's own 390 one-minute returns, shuffle the order 200 times, rebuild the day and score the exact
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