Opening Impulse

Capitalizes on early morning volatility. Identifies the breakout direction from the opening range and rides the momentum, with strict risk management to protect against false moves.

Performance Highlights

CAGR
17.3%
Total Return
461.1%
Max Drawdown
-8.6%
Sharpe Ratio
1.17

Equity Curve

Live Trading + Backtest
Opening Impulse
Total Return
461.1%
Annual Growth
17.3%
Max Drawdown
-8.6%
Sharpe Ratio
1.17
Current Index
561.1
Return / Drawdown
53.68
74.8202.8330.8458.8586.8201520172019202120232025

Why Trade This?

The first 30 minutes of the trading day often establish the trend for the rest of the session. The Opening Range Breakout (ORB) strategy identifies significant price moves away from the opening range and enters in the direction of the momentum.

This strategy is particularly effective in volatile markets where price discovery is active. It uses strict stop-losses to minimize risk on false breakouts and trailing stops to capture extended trends.

Key Advantages

  • Momentum Capture: Participates in the strongest moves of the day.
  • Defined Risk: Stops are placed immediately upon entry.
  • Volatility Adaptive: Position sizing adjusts based on market volatility.

Market Conditions

✓ Works Best In
  • High volatility days
  • Clear trending days
  • News-driven market opens
✕ Struggles In
  • Low volatility / Chop
  • False breakouts (whipsaws)
  • Range-bound opening sessions

Strategy Specs

Asset Class
US Equities / ETFs
Frequency
Daily / Intraday
Initial Capital
$100,000
Status
Active