Strategy library · Opening and session
15-minute ORB with a 2R target backtest on NQ and ES futures
ORB 15 minutes with a 2R target
Also called: ORB 15 2R target, opening range breakout with target, opening range breakout 2R, buy when price first breaks above the high of the 09:30-09:45 ET opening range (2R target), short when price first breaks below the low of the 09:30-09:45 ET opening range (2R target)
What happens if you buy NQ every time price first breaks above the high of the 09:30-09:45 ET opening range (2R target)?
What it is
This uses the 15-minute opening range breakout entry (09:30 to 09:45 ET range, first break of its high or low). The stop is at the other side of the range, the target is 2R, and anything still open exits at 15:59 ET.
What it did
On NQ futures from 2024-10-08 to 2026-10-07, the 15-minute ORB with a 2R target strategy took 514 trades on the session timeframe, won 44.9% of them and finished 2,952.50 points ($59,050 on one NQ contract), before commission and slippage. From 2024-10-08 to 2026-10-07 on NQ, the 264 long trades on the session timeframe won 47.0% and made 2,222.25 points ($44,445 on one NQ contract), before commission and slippage. On ES futures from 2024-08-28 to 2026-08-27, the 15-minute ORB with a 2R target strategy took 514 trades on the session timeframe, won 44.2% of them and finished 891.00 points ($44,550 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 15-minute ORB with a 2R target 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: Same entry as OS02. Exit: Stop at the other side of the range, target 2R, else 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 | 514 | 44.9% | 5.74 | 1.099 | 2,952.50 | $59,050 | 4,674.75 | 514 | 44.2% | 1.73 | 1.164 | 891.00 | $44,550 | 482.75 |
| Session · longs only | 264 | 47.0% | — | — | 2,222.25 | $44,445 | 2,336.00 | 271 | 44.7% | — | — | 154.00 | $7,700 | 292.25 |
| Session · shorts only | 250 | 42.8% | — | — | 730.25 | $14,605 | 2,885.00 | 243 | 43.6% | — | — | 737.00 | $36,850 | 327.00 |
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 | 264 | 2,222.25 |
| Short | 250 | 730.25 |
By month
| Month | Trades | Net pts |
|---|---|---|
| 2024-10 | 18 | 483.25 |
| 2024-11 | 21 | −135.75 |
| 2024-12 | 21 | 138.75 |
| 2025-01 | 21 | −517.00 |
| 2025-02 | 20 | 1,766.00 |
| 2025-03 | 21 | 512.75 |
| 2025-04 | 21 | 1,965.00 |
| 2025-05 | 22 | −147.75 |
| 2025-06 | 21 | −803.25 |
| 2025-07 | 23 | 322.25 |
| 2025-08 | 21 | 501.75 |
| 2025-09 | 22 | 296.75 |
| 2025-10 | 23 | 205.75 |
| 2025-11 | 19 | −100.75 |
| 2025-12 | 22 | −61.00 |
| 2026-01 | 21 | 339.25 |
| 2026-02 | 20 | 2,055.00 |
| 2026-03 | 22 | −462.75 |
| 2026-04 | 21 | −393.50 |
| 2026-05 | 21 | −631.50 |
| 2026-06 | 22 | −1,871.75 |
| 2026-07 | 23 | −160.25 |
| 2026-08 | 21 | −193.25 |
| 2026-09 | 22 | 213.25 |
| 2026-10 | 5 | −368.75 |
Every trade, NQ session514 trades
Pick any of the 514 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 (514), 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 |
|---|---|---|---|---|---|---|---|
| 2025-12-29 | short | 12:28 | 25661.00 | 15:59 | 25741.00 | end of day 15:59 | −80.00 |
| 2025-12-26 | short | 10:02 | 25851.00 | 15:59 | 25866.75 | end of day 15:59 | −15.75 |
| 2025-12-24 | long | 10:13 | 25829.50 | 13:14 | 25864.75 | early close | 35.25 |
| 2025-12-23 | long | 09:48 | 25739.75 | 10:03 | 25638.00 | stop range low | −101.75 |
| 2025-12-22 | short | 10:36 | 25660.50 | 15:59 | 25688.25 | end of day 15:59 | −27.75 |
| 2025-12-19 | long | 09:48 | 25567.00 | 15:59 | 25580.75 | end of day 15:59 | 13.75 |
| 2025-12-18 | long | 10:29 | 25334.75 | 15:59 | 25251.75 | end of day 15:59 | −83.00 |
| 2025-12-17 | short | 09:47 | 25257.50 | 15:59 | 24892.25 | end of day 15:59 | 365.25 |
| 2025-12-16 | long | 09:51 | 25372.00 | 10:25 | 25209.75 | stop range low | −162.25 |
| 2025-12-15 | short | 09:46 | 25267.00 | 15:59 | 25084.25 | end of day 15:59 | 182.75 |
| 2025-12-12 | short | 09:49 | 25521.50 | 10:28 | 25325.50 | target | 196.00 |
| 2025-12-11 | short | 09:47 | 25544.75 | 13:36 | 25650.25 | stop range high | −105.50 |
| 2025-12-10 | long | 09:48 | 25665.75 | 10:40 | 25567.00 | stop range low | −98.75 |
| 2025-12-09 | long | 10:03 | 25667.25 | 15:59 | 25703.00 | end of day 15:59 | 35.75 |
| 2025-12-08 | short | 09:49 | 25741.50 | 15:59 | 25668.75 | end of day 15:59 | 72.75 |
| 2025-12-05 | long | 09:54 | 25788.00 | 11:31 | 25673.50 | stop range low | −114.50 |
| 2025-12-04 | short | 10:26 | 25526.25 | 15:59 | 25628.00 | end of day 15:59 | −101.75 |
| 2025-12-03 | short | 09:54 | 25447.00 | 10:02 | 25538.00 | stop range high | −91.00 |
| 2025-12-02 | long | 10:01 | 25618.50 | 11:23 | 25471.25 | stop range low | −147.25 |
| 2025-12-01 | long | 09:51 | 25322.00 | 15:59 | 25402.25 | end of day 15:59 | 80.25 |
| 2025-11-28 | long | 11:07 | 25425.25 | 13:14 | 25484.50 | early close | 59.25 |
| 2025-11-26 | long | 09:51 | 25271.25 | 09:58 | 25189.00 | stop range low | −82.25 |
| 2025-11-25 | short | 09:46 | 24688.00 | 11:22 | 24879.50 | stop range high | −191.50 |
| 2025-11-24 | long | 10:03 | 24731.25 | 15:59 | 24935.25 | end of day 15:59 | 204.00 |
| 2025-11-21 | short | 09:46 | 24146.00 | 09:54 | 24279.25 | stop range high | −133.25 |
| 2025-11-20 | long | 09:48 | 25260.75 | 11:00 | 25146.00 | stop range low | −114.75 |
| 2025-11-19 | long | 09:46 | 24762.50 | 12:33 | 24572.50 | stop range low | −190.00 |
| 2025-11-18 | short | 09:48 | 24627.50 | 15:59 | 24585.00 | end of day 15:59 | 42.50 |
| 2025-11-17 | long | 09:47 | 25199.75 | 11:16 | 24955.00 | stop range low | −244.75 |
| 2025-11-14 | long | 09:46 | 24846.25 | 12:10 | 25286.75 | target | 440.50 |
| 2025-11-13 | short | 10:46 | 25261.00 | 15:59 | 25100.00 | end of day 15:59 | 161.00 |
| 2025-11-12 | short | 09:47 | 25597.25 | 15:59 | 25625.25 | end of day 15:59 | −28.00 |
| 2025-11-11 | short | 09:50 | 25583.25 | 13:18 | 25646.00 | stop range high | −62.75 |
| 2025-11-10 | long | 09:47 | 25641.25 | 10:59 | 25525.25 | stop range low | −116.00 |
| 2025-11-07 | short | 10:07 | 24894.25 | 14:59 | 25111.00 | stop range high | −216.75 |
| 2025-11-06 | short | 09:52 | 25568.50 | 10:44 | 25334.00 | target | 234.50 |
| 2025-11-05 | long | 09:48 | 25600.25 | 12:44 | 25824.75 | target | 224.50 |
| 2025-11-04 | long | 09:51 | 25794.00 | 12:19 | 25663.00 | stop range low | −131.00 |
| 2025-11-03 | short | 09:50 | 26154.25 | 15:59 | 26110.25 | end of day 15:59 | 44.00 |
| 2025-10-31 | short | 09:46 | 26096.00 | 13:36 | 25889.00 | target | 207.00 |
| 2025-10-30 | long | 09:55 | 26133.00 | 15:16 | 25942.25 | stop range low | −190.75 |
| 2025-10-29 | long | 09:53 | 26296.50 | 10:50 | 26254.75 | stop range low | −41.75 |
| 2025-10-28 | short | 09:49 | 26040.50 | 12:27 | 26094.75 | stop range high | −54.25 |
| 2025-10-27 | long | 10:02 | 25859.75 | 15:59 | 25961.00 | end of day 15:59 | 101.25 |
| 2025-10-24 | long | 10:08 | 25534.50 | 15:59 | 25509.50 | end of day 15:59 | −25.00 |
| 2025-10-23 | long | 09:46 | 25118.00 | 15:59 | 25253.00 | end of day 15:59 | 135.00 |
| 2025-10-22 | long | 09:52 | 25273.25 | 10:27 | 25172.25 | stop range low | −101.00 |
| 2025-10-21 | short | 09:49 | 25226.25 | 11:47 | 25304.50 | stop range high | −78.25 |
| 2025-10-20 | long | 09:52 | 25225.25 | 15:59 | 25300.25 | end of day 15:59 | 75.00 |
| 2025-10-17 | long | 09:54 | 24843.25 | 15:59 | 24989.00 | end of day 15:59 | 145.75 |
Questions and answers
What happens if you buy NQ every time price first breaks above the high of the 09:30-09:45 ET opening range (2R target)?
From 2024-10-08 to 2026-10-07 on the NQ session timeframe, the 15-minute ORB with a 2R target strategy took 264 long trades, won 47.0% of them and made 2,222.25 points ($44,445 on one NQ contract), before commission and slippage.
What happens if you short ES every time price first breaks below the low of the 09:30-09:45 ET opening range (2R target)?
From 2024-08-28 to 2026-08-27 on the ES session timeframe, the 15-minute ORB with a 2R target strategy took 243 short trades, won 43.6% of them and made 737.00 points ($36,850 on one ES contract), before commission and slippage.
Does the 15-minute ORB with a 2R target strategy work on Nasdaq futures?
On NQ futures from 2024-10-08 to 2026-10-07, the 15-minute ORB with a 2R target strategy on the session timeframe took 514 trades, won 44.9% of them and finished 2,952.50 points ($59,050 on one NQ contract), before commission and slippage.
What is the win rate of ORB 15 minutes with a 2R target on ES futures?
The 15-minute ORB with a 2R target strategy won 44.2% of its 514 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 15-minute ORB with a 2R target signals on NQ?
On the NQ session timeframe from 2024-10-08 to 2026-10-07, the long trades made 2,222.25 points on 264 trades (47.0% won) and the short trades made 730.25 points on 250 trades (42.8% won), before commission and slippage.
How many trades does the 15-minute ORB with a 2R target strategy take on NQ in two years?
The 15-minute ORB with a 2R target strategy took 514 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 15-minute ORB with a 2R target strategy on NQ?
The 15-minute ORB with a 2R target strategy had a max drawdown of 4,674.75 points ($93,495 on one NQ contract) on the NQ session timeframe from 2024-10-08 to 2026-10-07, before commission and slippage.
How does the 15-minute ORB with a 2R target strategy do on ES compared with NQ?
On the ES session timeframe from 2024-08-28 to 2026-08-27, the 15-minute ORB with a 2R target strategy took 514 trades, won 44.2% of them and made 891.00 points ($44,550 on one ES contract), before commission and slippage. On the NQ session timeframe from 2024-10-08 to 2026-10-07, the 15-minute ORB with a 2R target strategy took 514 trades, won 44.9% of them and made 2,952.50 points ($59,050 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.
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