⚠️ Important Note: This simulation tests each symbol with its own $10K account (not pooled). Crypto symbols can show 40-75%+ fee drag due to high trade frequency.

Stocks are FREE on Alpaca, so the ~100 stock symbols have zero fee impact.

⚙️ Trading Strategy

Opening range breakout with 0.5% confirmation

Marks the high and low of the first 30 minutes. When price breaks above (or below) with 0.5% confirmation, enters the trade.

🎯 Best Suited For

High-volume stocks with gap openings

"The first thirty minutes tell you everything. Everything else is noise."

📜 Why This Strategy Works

Institutions show their hand early. The first 30 minutes establishes what big players think the day's range should be.

Mathematical Formula

CODE VERIFIED — These formulas are extracted directly from the simulation engine and verified against the source code.
Source: scripts/run-*-simulation.php

📊 Entry Signal

📈 Entry Signal

                        Close > OR_HIGH × 1.005 (0.5% confirmation above opening range high)                    

→ BUY at current close price

📉 Exit Conditions

                        • TARGET: Price ≥ entry × 1.02 (+2% gain)                    

                        • STOP_LOSS: Price ≤ entry × 0.99 (-1% loss)                    

                        • END_OF_DAY: Force exit at last bar of day (day trade style as swing)                    

⚙️ Simulation Parameters

                        OR_BARS:
                        6
                    

                        BREAKOUT_CONFIRM_PCT:
                        0.5%
                    

                        TARGET_GAIN_PCT:
                        2%
                    

                        STOP_LOSS_PCT:
                        1%
                    

                        COOLDOWN_BARS:
                        78
                    

📖 Historical Origin

Origin: Toby Crabel's "Day Trading with Short Term Price Patterns"

Toby Crabel's 1990 book became so valuable it was pulled from publication. Original copies sell for thousands.

🏆 Top 10 Performing Symbols (2 Years)

📉 Worst 5 Performing Symbols (2 Years)

📊 All Symbol Results

Click on any row to see detailed trade history with equity curve

📅 2 Years: Feb 14, 2024 → Feb 14, 2026 (731 days)

Rank	Symbol	Return	Start	Final Value	Trades	Win Rate	Fees	Net	Max DD	Avg Hold	Refunds	Last Refund
1	XRPUSD ₿	+112.20%	$10,000	$21,220	234	41%	-	+$11,220	-23.0%	2.5h	✓	-
2	LINKUSD ₿	+90.17%	$10,000	$19,017	236	38%	-	+$9,017	-22.6%	2.1h	✓	-
3	DOGEUSD ₿	+82.79%	$10,000	$18,279	239	39%	-	+$8,279	-22.8%	2.1h	✓	-
4	UNIUSD ₿	+52.42%	$10,000	$15,242	243	35%	-	+$5,242	-29.3%	1.9h	✓	-
5	DOTUSD ₿	+1.79%	$10,000	$10,179	235	35%	-	+$179	-29.2%	2.3h	✓	-
6	BTCUSD ₿	+0.00%	$10,000	$10,000	NO ENTRY	-	-	-	-0.0%	0.0h	✓	-
7	SHIBUSD ₿	-4.05%	$10,000	$9,595	236	36%	-	-$405	-33.4%	2.2h	✓	-
8	LTCUSD ₿	-8.52%	$10,000	$9,148	234	40%	-	-$852	-32.7%	2.9h	✓	-
9	ETHUSD ₿	-9.58%	$10,000	$9,042	223	34%	-	-$958	-23.5%	2.8h	✓	-
10	SOLUSD ₿	-21.24%	$10,000	$7,876	238	33%	-	-$2,124	-47.4%	1.9h	✓	-
11	AVAXUSD ₿	-22.42%	$10,000	$7,758	242	30%	-	-$2,242	-39.7%	2.1h	✓	-
12	PEPEUSD ₿	-54.39%	$10,000	$4,561	243	33%	-	-$5,439	-64.0%	1.4h	✓	-

👤 Personality

Intense morning energy that crashes by 11 AM. Believes the first 30 minutes contain all the information you need for the day.