@attyalgo: Skipping wide opening ranges helped our simulated prop firm pass rate in the last 2 years. Over 9 years of Nasdaq futures, it doesn't matter. In those 2 years, skipping days when the opening range was 1.6x its normal size took our simulated pass rate from 68% to 75%. So we stress-tested it on 3,317 trades: Move the cut-off to 1.4x and the gain disappears. Skipping the same number of random days did as well 28% of the time. On 2018 to 2021, skipping random days did better. What held up: wide days aren't more dangerous. Same share of losing days, same worst day, because the position size shrinks on its own. A wide range on its own is not a reason to skip the setup. Full study at attyalgo.com/research-wide-opening-ranges Backtest results, 1 tick slippage and commission included. Past results don't guarantee future ones. Not financial advice. #futurestrading #daytrading #backtesting #openingrangebreakout #propfirm
Atty Labs
Region: US
Thursday 12 November 2026 03:27:19 GMT
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