Opening Range Breakout · SPY 5m backtest · Mar 29, 2023 – Oct 2, 2026
Profitable in 4 of 6 walk-forward windows, each tested on dates its settings had not seen. The windows together returned +19.64% over 585 trades. A backtest of Opening Range Breakout on SPY, shared…
| Strategy | Opening Range Breakout |
|---|---|
| Symbol | SPY |
| Period | Mar 29, 2023 – Oct 2, 2026 |
| Out-of-sample windows | 4 of 6 profitable |
| Out-of-sample total | +19.64% over 585 trades |
| Last pick over the whole period | +28.53% |