Combining TFM with ORB
Adding Trend Following Momentum checks to the Opening Range Breakout strategy produced no meaningful improvement in performance.
INSIGHTS
What Gecko is teaching me.
A growing record of findings from Gecko's experiments with trading strategies, historical market data and systematic backtesting.
Some findings develop into full research posts. Others are smaller observations: useful things learned from testing an idea, even when they don't reveal a trading edge.
RESEARCH NOTES
Opening range duration
Does a 15-minute opening range produce better breakout characteristics than a 30-minute opening range?
Breakout confirmation
Requiring price to move further beyond the opening range sounds like a sensible way to avoid false breakouts — but does the historical data support it?
RESEARCH POSTS
How Gecko Was Born
How a journey into trading became a software project for systematically testing trading ideas.