Opening Range Breakout · IWM 5m backtest · Mar 29, 2023 – Sep 30, 2026
Profitable in 3 of 6 walk-forward windows, each tested on dates its settings had not seen. The windows together returned -13.81% over 557 trades. A backtest of Opening Range Breakout on IWM, shared…
| Strategy | Opening Range Breakout |
|---|---|
| Symbol | IWM |
| Period | Mar 29, 2023 – Sep 30, 2026 |
| Out-of-sample windows | 3 of 6 profitable |
| Out-of-sample total | -13.81% over 557 trades |
| Last pick over the whole period | -12.25% |