The first minutes of trading set a range. When price breaks out of it, Open Strike decides whether that break will hold.
Breakout · Flagship · ES / NQ · 5m
Every trading day on ES and NQ (the S&P 500 and Nasdaq 100 futures contracts) starts with an opening range: the high and low that price sets in the first minutes of the session. Open Strike trades what happens when price breaks out of that range. The idea is simple. An opening range breakout often pulls in eager buyers before the real move shows itself, and when that early push fails, price tends to reverse. Open Strike adds a reversal filter and only trades the short side, meaning it sells when the market is expected to fall. That combination is the main source of its results.
On a day when the opening range breaks cleanly, Open Strike gets to work and looks for the reversal setup on the short side. On a day when price chops back and forth through the range without committing, it sits out and waits for the next open. That patience keeps it out of the slow, directionless stretches that wear down most breakout systems. The exact rules, thresholds and timing ship inside the code, not on this page.
Open Strike watches the first stretch of each session on ES and NQ, using 5-minute price bars. It records the early high and low, the boundaries price has to break before the day shows its direction.
Once price breaks the range, the strategy runs it through a reversal filter that only approves setups on the short side, a bet that price will fall. If the picture does not line up, Open Strike stands down and waits for the next session instead of forcing a trade.
When the filter confirms, Open Strike sells short and manages the position from there. Entry, exit and risk rules are all part of the private code that ships with the strategy, not something this page spells out.
Built for people who watch ES and NQ around the open and want a rules-based answer to one question: is this first break real, or about to fail? No guessing in the moment.
| Net profit | $137,607 |
| Profit factor | 2.02 |
| Trades | 403 |
| Win rate | 52.9% |
Test window and data: ES/NQ intraday 5m, Apr 2025 – Mar 2026
Cost model: Commission $0.62/contract (futures) · 0.10%/trade (equities) · slippage 1 tick (a small price slip assumed on every fill) · pyramiding 0 (never adds to an open position) · bar-close calc only (every decision is made at the close of a bar) · fixed size (the same position size on every trade)
Verification: Checked twice: the same rules were run separately on TradingView and in Python, and both runs had to agree. The public certificate carries the record hash, a digital fingerprint that shows the numbers have not been altered since.
These are backtested results, meaning the rules were run on past price data. They are historical and hypothetical, they include the modeled costs above, and they do not guarantee future performance.
The share of trades that made money.
Dollars won for every dollar lost. Above 1.0 means the system made money.
The worst drop from a peak before recovering.
The total result after the modeled costs.
You receive the complete strategy as code that is yours to keep. The exact rules and settings are inside those files; this page only explains the idea.
Open Strike trades the short side of index futures during the day, while Frontier rides long uptrends in individual stocks on daily charts. Together they cover opposite markets, timeframes and directions.