Open Range BreakOuts Strategies backtesting


Junior member
13 1
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)


  • t2w 15aug.png
    t2w 15aug.png
    34.1 KB · Views: 2,750
  • Like
Reactions: options-george
AdBlock Detected

We get it, advertisements are annoying!

But it's thanks to our sponsors that access to Trade2Win remains free for all. By viewing our ads you help us pay our bills, so please support the site and disable your AdBlocker.

I've Disabled AdBlock