Strategy library · Opening and session
30-minute opening range breakout backtest on NQ and ES futures
Opening range breakout, 30 minutes
Also called: ORB 30, 30 minute ORB, opening range breakout 30 minutes, 30 minute opening range, 30 minute opening range breakout, buy when price first breaks above the high of the 09:30-10:00 ET opening range, short when price first breaks below the low of the 09:30-10:00 ET opening range
What happens if you buy NQ every time price first breaks above the high of the 09:30-10:00 ET opening range?
What it is
The opening range is the high and low of the first 30 minutes of the regular session (09:30 to 10:00 ET). This strategy goes long on the first break of the range high and short on the first break of the range low, with the stop at the other side of the range and an exit at 15:59 ET.
What it did
On NQ futures from 2024-10-08 to 2026-10-07, the 30-minute opening range breakout strategy took 509 trades on the session timeframe, won 49.1% of them and finished 493.00 points ($9,860 on one NQ contract), before commission and slippage. From 2024-10-08 to 2026-10-07 on NQ, the 271 long trades on the session timeframe won 54.2% and made 2,276.50 points ($45,530 on one NQ contract), before commission and slippage. On ES futures from 2024-08-28 to 2026-08-27, the 30-minute opening range breakout strategy took 512 trades on the session timeframe, won 46.1% of them and finished 168.50 points ($8,425 on one ES contract), before commission and slippage. This strategy was tested on the session timeframe only; the NQ trades are listed on this page and the ES trades under the ES tab.
How it was tested
CE Market Solutions tested the 30-minute opening range breakout strategy on NQ (2024-10-08 to 2026-10-07) and ES (2024-08-28 to 2026-08-27) futures, before commission and slippage, with each signal filled at the next bar's open, intraday positions flat at 15:59 ET and textbook default indicator settings; the NQ trades are listed on this page and the ES trades under the ES tab.
See it tested with one change · $19
Tested by CE Market Solutions on 2026-10-26. The trades are listed below, one market at a time. Gross, no commission or slippage. Last 2 years.
Results
Rule as tested: Range = 09:30-10:00 ET. Exit: Stop at the other side, exit at 15:59.
| Timeframe | NQ · 2024-10-08 to 2026-10-07 | ES · 2024-08-28 to 2026-08-27 | ||||||||||||
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| Trades | Win % | Avg pts | Profit factor | Net pts | Net $ (1 NQ) | Max DD pts | Trades | Win % | Avg pts | Profit factor | Net pts | Net $ (1 ES) | Max DD pts | |
| Session | 509 | 49.1% | 0.97 | 1.016 | 493.00 | $9,860 | 4,810.00 | 512 | 46.1% | 0.33 | 1.028 | 168.50 | $8,425 | 607.50 |
| Session · longs only | 271 | 54.2% | — | — | 2,276.50 | $45,530 | 2,509.50 | 280 | 48.6% | — | — | −138.25 | −$6,912 | 520.25 |
| Session · shorts only | 238 | 43.3% | — | — | −1,783.50 | −$35,670 | 4,063.75 | 232 | 43.1% | — | — | 306.75 | $15,338 | 327.50 |
Free to use with credit to CE Market Solutions (CC BY 4.0).
NQ session: the equity line
Long and short
| Side | Trades | Net pts |
|---|---|---|
| Long | 271 | 2,276.50 |
| Short | 238 | −1,783.50 |
By month
| Month | Trades | Net pts |
|---|---|---|
| 2024-10 | 18 | 569.50 |
| 2024-11 | 21 | −64.75 |
| 2024-12 | 21 | 488.00 |
| 2025-01 | 21 | −327.50 |
| 2025-02 | 20 | 985.50 |
| 2025-03 | 21 | 536.75 |
| 2025-04 | 21 | 2,196.75 |
| 2025-05 | 22 | −478.75 |
| 2025-06 | 20 | −1,007.50 |
| 2025-07 | 22 | −138.00 |
| 2025-08 | 21 | 196.00 |
| 2025-09 | 22 | −124.00 |
| 2025-10 | 23 | 1,181.25 |
| 2025-11 | 19 | −602.00 |
| 2025-12 | 22 | 30.00 |
| 2026-01 | 21 | −41.25 |
| 2026-02 | 20 | 538.75 |
| 2026-03 | 22 | 458.75 |
| 2026-04 | 21 | 296.50 |
| 2026-05 | 21 | −389.25 |
| 2026-06 | 20 | −652.75 |
| 2026-07 | 23 | −2,494.25 |
| 2026-08 | 20 | −273.50 |
| 2026-09 | 22 | −201.75 |
| 2026-10 | 5 | −189.50 |
Every trade, NQ session509 trades
Pick any of the 509 charted trades with Previous, Next or a date, or click a row in the trades table below, to see it drawn on the real 1-minute bars. Drag the chart sideways to move through the sessions around it.
Chart unavailable. The trades are in the table below.
All trades (509), newest first
Times are New York time; points are gross. Click a row to draw that trade in the chart above.
| Session date | Side | Entry (ET) | Entry price | Exit (ET) | Exit price | Exit reason | Points |
|---|---|---|---|---|---|---|---|
| 2025-12-23 | short | 10:04 | 25637.50 | 11:28 | 25751.25 | stop range high | −113.75 |
| 2025-12-22 | short | 10:36 | 25660.50 | 15:59 | 25688.25 | end of day 15:59 | −27.75 |
| 2025-12-19 | long | 10:02 | 25579.75 | 15:59 | 25580.75 | end of day 15:59 | 1.00 |
| 2025-12-18 | long | 10:29 | 25334.75 | 15:59 | 25251.75 | end of day 15:59 | −83.00 |
| 2025-12-17 | short | 10:36 | 25228.50 | 15:59 | 24892.25 | end of day 15:59 | 336.25 |
| 2025-12-16 | short | 10:26 | 25201.00 | 15:34 | 25398.75 | stop range high | −197.75 |
| 2025-12-15 | short | 10:01 | 25205.00 | 15:59 | 25084.25 | end of day 15:59 | 120.75 |
| 2025-12-12 | short | 10:05 | 25486.50 | 15:59 | 25209.50 | end of day 15:59 | 277.00 |
| 2025-12-11 | long | 13:37 | 25653.75 | 15:59 | 25714.75 | end of day 15:59 | 61.00 |
| 2025-12-10 | short | 10:56 | 25553.75 | 12:55 | 25672.25 | stop range high | −118.50 |
| 2025-12-09 | long | 10:03 | 25667.25 | 15:59 | 25703.00 | end of day 15:59 | 35.75 |
| 2025-12-08 | short | 10:23 | 25719.00 | 15:59 | 25668.75 | end of day 15:59 | 50.25 |
| 2025-12-05 | long | 10:03 | 25811.50 | 11:31 | 25673.50 | stop range low | −138.00 |
| 2025-12-04 | short | 10:26 | 25526.25 | 15:59 | 25628.00 | end of day 15:59 | −101.75 |
| 2025-12-03 | long | 10:03 | 25552.00 | 15:59 | 25657.50 | end of day 15:59 | 105.50 |
| 2025-12-02 | long | 10:01 | 25618.50 | 11:23 | 25471.25 | stop range low | −147.25 |
| 2025-12-01 | long | 10:14 | 25380.00 | 15:59 | 25402.25 | end of day 15:59 | 22.25 |
| 2025-11-28 | long | 11:07 | 25425.25 | 13:14 | 25484.50 | early close | 59.25 |
| 2025-11-26 | short | 10:01 | 25149.50 | 11:02 | 25280.25 | stop range high | −130.75 |
| 2025-11-25 | long | 11:43 | 24884.75 | 15:59 | 25080.00 | end of day 15:59 | 195.25 |
| 2025-11-24 | long | 10:03 | 24731.25 | 15:59 | 24935.25 | end of day 15:59 | 204.00 |
| 2025-11-21 | short | 10:03 | 24099.25 | 11:55 | 24298.00 | stop range high | −198.75 |
| 2025-11-20 | long | 10:02 | 25292.00 | 11:00 | 25146.00 | stop range low | −146.00 |
| 2025-11-19 | long | 10:04 | 24926.00 | 12:33 | 24572.50 | stop range low | −353.50 |
| 2025-11-18 | short | 10:02 | 24498.00 | 15:59 | 24585.00 | end of day 15:59 | −87.00 |
| 2025-11-17 | short | 11:17 | 24950.50 | 15:59 | 24888.25 | end of day 15:59 | 62.25 |
| 2025-11-14 | long | 10:07 | 24982.75 | 15:59 | 25105.25 | end of day 15:59 | 122.50 |
| 2025-11-13 | short | 10:46 | 25261.00 | 15:59 | 25100.00 | end of day 15:59 | 161.00 |
| 2025-11-12 | short | 10:37 | 25536.50 | 15:59 | 25625.25 | end of day 15:59 | −88.75 |
| 2025-11-11 | short | 10:07 | 25548.25 | 13:18 | 25646.00 | stop range high | −97.75 |
| 2025-11-10 | long | 10:26 | 25660.75 | 10:59 | 25525.25 | stop range low | −135.50 |
| 2025-11-07 | short | 10:07 | 24894.25 | 14:59 | 25111.00 | stop range high | −216.75 |
| 2025-11-06 | short | 10:01 | 25484.75 | 15:59 | 25258.25 | end of day 15:59 | 226.50 |
| 2025-11-05 | long | 10:07 | 25704.75 | 15:59 | 25741.00 | end of day 15:59 | 36.25 |
| 2025-11-04 | long | 10:27 | 25882.00 | 12:19 | 25663.00 | stop range low | −219.00 |
| 2025-11-03 | short | 10:01 | 26115.00 | 15:59 | 26110.25 | end of day 15:59 | 4.75 |
| 2025-10-31 | short | 10:05 | 26064.75 | 15:59 | 25992.75 | end of day 15:59 | 72.00 |
| 2025-10-30 | long | 10:01 | 26154.00 | 15:16 | 25942.25 | stop range low | −211.75 |
| 2025-10-29 | short | 10:51 | 26252.75 | 15:59 | 26281.25 | end of day 15:59 | −28.50 |
| 2025-10-28 | short | 10:33 | 26025.00 | 12:27 | 26094.75 | stop range high | −69.75 |
| 2025-10-27 | long | 10:02 | 25859.75 | 15:59 | 25961.00 | end of day 15:59 | 101.25 |
| 2025-10-24 | long | 10:13 | 25539.00 | 15:59 | 25509.50 | end of day 15:59 | −29.50 |
| 2025-10-23 | long | 10:38 | 25183.00 | 15:59 | 25253.00 | end of day 15:59 | 70.00 |
| 2025-10-22 | short | 10:28 | 25150.25 | 15:59 | 25040.50 | end of day 15:59 | 109.75 |
| 2025-10-21 | short | 10:29 | 25209.00 | 11:47 | 25304.50 | stop range high | −95.50 |
| 2025-10-20 | long | 10:07 | 25241.75 | 15:59 | 25300.25 | end of day 15:59 | 58.50 |
| 2025-10-17 | long | 10:14 | 24916.75 | 15:59 | 24989.00 | end of day 15:59 | 72.25 |
| 2025-10-16 | short | 10:13 | 25026.00 | 10:36 | 25125.50 | stop range high | −99.50 |
| 2025-10-15 | long | 10:01 | 25032.00 | 11:50 | 24897.00 | stop range low | −135.00 |
| 2025-10-14 | long | 10:21 | 24644.50 | 15:59 | 24757.25 | end of day 15:59 | 112.75 |
Questions and answers
What happens if you buy NQ every time price first breaks above the high of the 09:30-10:00 ET opening range?
From 2024-10-08 to 2026-10-07 on the NQ session timeframe, the 30-minute opening range breakout strategy took 271 long trades, won 54.2% of them and made 2,276.50 points ($45,530 on one NQ contract), before commission and slippage.
What happens if you short ES every time price first breaks below the low of the 09:30-10:00 ET opening range?
From 2024-08-28 to 2026-08-27 on the ES session timeframe, the 30-minute opening range breakout strategy took 232 short trades, won 43.1% of them and made 306.75 points ($15,338 on one ES contract), before commission and slippage.
Does the 30-minute opening range breakout strategy work on Nasdaq futures?
On NQ futures from 2024-10-08 to 2026-10-07, the 30-minute opening range breakout strategy on the session timeframe took 509 trades, won 49.1% of them and finished 493.00 points ($9,860 on one NQ contract), before commission and slippage.
What is the win rate of Opening range breakout, 30 minutes on ES futures?
The 30-minute opening range breakout strategy won 46.1% of its 512 trades on the ES session timeframe from 2024-08-28 to 2026-08-27, before commission and slippage.
Is it better to only buy or only sell 30-minute opening range breakout signals on NQ?
On the NQ session timeframe from 2024-10-08 to 2026-10-07, the long trades made 2,276.50 points on 271 trades (54.2% won) and the short trades made -1,783.50 points on 238 trades (43.3% won), before commission and slippage.
How many trades does the 30-minute opening range breakout strategy take on NQ in two years?
The 30-minute opening range breakout strategy took 509 trades on the NQ session timeframe from 2024-10-08 to 2026-10-07, before commission and slippage.
What is the max drawdown of the 30-minute opening range breakout strategy on NQ?
The 30-minute opening range breakout strategy had a max drawdown of 4,810.00 points ($96,200 on one NQ contract) on the NQ session timeframe from 2024-10-08 to 2026-10-07, before commission and slippage.
How does the 30-minute opening range breakout strategy do on ES compared with NQ?
On the ES session timeframe from 2024-08-28 to 2026-08-27, the 30-minute opening range breakout strategy took 512 trades, won 46.1% of them and made 168.50 points ($8,425 on one ES contract), before commission and slippage. On the NQ session timeframe from 2024-10-08 to 2026-10-07, the 30-minute opening range breakout strategy took 509 trades, won 49.1% of them and made 493.00 points ($9,860 on one NQ contract), before commission and slippage.
How these were run
- Gross: no commission and no slippage.
- The last 2 years of each market, from the first to the last session of its window.
- A signal on a closed bar fills at the next bar’s open.
- A stop and a target touched in the same minute count as the stop.
- Intraday positions are flat at 15:59 ET.
- Textbook TradingView default settings for every indicator; nothing is tuned.
Want your own rules tested the same way?