@quantpad: 5 minute opening range breakout backtest: Jdub Trades' scalping strategy on 15 years of S&P 500 and Nasdaq futures, every session 2011-2025. Jdub Trades' video "My Simple 5 Minute Scalping Strategy (Stupid Simple and Proven)" (243K views) teaches it: mark the high and low of the first 5-minute candle at the 9:30 New York open, wait for a 1-minute candle to close outside it, enter on the retest of the broken level, stop on the other side, target 2 to 1. We coded those rules exactly as stated and ran them on every E-mini S&P (ES) and Nasdaq (NQ) session since 2011, one-minute bars, one contract, $16.50 a round turn. On the S&P his main version took 3,375 trades and won 32.7% of them. At 2 to 1 you need 35.0% just to cover costs. Net over 15 years: -$57,325, and 13 of 15 years lost. With a coin picking long or short on the same entries and stops, the median of 1,000 coins lost $59,062. His rule beat 52.5% of them. Every version lost on both markets: the retest or his bonus breakout entry, with the stop past the range or past the break bar, from -$20,200 to -$89,032. We also swept 144 variants per market and walked them forward year by year from 2014. The Nasdaq walk-forward made $55,100 out of sample, but by picking a different setup (a 15-minute range, breakout entry, 3 to 1), not the rule in the video. The S&P walk-forward made $1,296, and lost at double costs. Not modelled: his discretion, such as rejection candles, displacement and key levels for targets. On screen: one real session, ESH6 on 2025-12-30, his most recent S&P signal. It broke below the range at 9:35, retested at 9:36 and stopped out at 9:49 for -$341.50. Takeaway: simple and proven should mean tested. Every CME futures trade since 2010 is built into QuantPad. I built this in QuantPad. Link in bio. #QuantPad #backtesting #daytrading #futurestrading #tradingstrategy

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