Open Range BreakOuts Strategies backtesting

tradingdde

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I am testing Open Range Strategies on several stocks index and would like to share analysis and trading experiences.

Enclosed you find some backtestings results on 9 years EOD data of the main stocks indexes; the aim of the analysis is to find long/short daily bias after compression/expansion patterns according to Toby Crabel studies.

Don't you think there is a very clear short bias after compression?

I appreciate comments.

PS(Alan, you find the Nikkei as well)
 

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