Price action / strategy

New York Open Breakout & Reversal

Trades the first confirmed breakout from a price set before the New York open. May take one reversal after the first trade closes; each trade has a short time limit.

Research onlyNot available for executionNot practice-authorized · Not live-authorizedOpen this strategy’s performance page →
Selection notes & original research identity

A 292-trade record with a smaller source-sized daily-close drawdown, balanced against a lower profit factor and a shorter history than Opening Candle Continuation. This is an anchor breakout, not an opening-range breakout, and not the older single-trade or simple-flip identity. All-history-seen research with an original historical prefix and a volume-roll source-policy suffix from September 16, 2026; not a homogeneous backtest, fresh out-of-sample validation or execution authorization.

Original publication label: Opening Session (Continuity). The display name is simpler; strategy rules and results are unchanged.

About this shortlist →
Evidence period
Aug 14, 2025 — Sep 25, 2026
Market
Equity index futures
Coverage
285 known / 285 admitted
Public identity
study-e236e134b2c5a0544e8a
Historical research · USD

Inside the evidence

Whole-window net P&L
$7,416.24
Known-segment drawdown
$1,797.92
Known / admitted sessions
285 / 285
Cumulative research net P&L (USD) · Not account equity or a capital-normalized return.
Aug 14, 2025 — Sep 25, 20260 unknown sessions · Event economics
Exact admitted dates & interpretation

Membership is fixed at this ledger’s cutoff, not chosen by performance. These windows are descriptive, not holdouts or promotion criteria. Unknown outcomes remain null; no-trade sessions are zero only when known. Fewer than the requested sessions are shown if history is shorter.

2025-08-142025-08-152025-08-182025-08-192025-08-202025-08-212025-08-222025-08-252025-08-262025-08-272025-08-282025-08-292025-09-012025-09-022025-09-032025-09-042025-09-052025-09-082025-09-092025-09-102025-09-112025-09-122025-09-152025-09-162025-09-172025-09-182025-09-222025-09-232025-09-242025-09-252025-09-262025-09-292025-09-302025-10-012025-10-022025-10-032025-10-062025-10-072025-10-082025-10-092025-10-102025-10-132025-10-142025-10-152025-10-162025-10-172025-10-202025-10-212025-10-222025-10-232025-10-242025-10-272025-10-282025-10-292025-10-302025-10-312025-11-032025-11-042025-11-052025-11-062025-11-072025-11-102025-11-112025-11-122025-11-132025-11-142025-11-172025-11-182025-11-192025-11-202025-11-212025-11-242025-11-252025-11-262025-11-272025-11-282025-12-012025-12-022025-12-032025-12-042025-12-052025-12-082025-12-092025-12-102025-12-112025-12-122025-12-152025-12-162025-12-172025-12-182025-12-222025-12-232025-12-242025-12-262025-12-292025-12-302025-12-312026-01-022026-01-052026-01-062026-01-072026-01-082026-01-092026-01-122026-01-132026-01-142026-01-152026-01-162026-01-192026-01-202026-01-212026-01-222026-01-232026-01-262026-01-272026-01-282026-01-292026-01-302026-02-022026-02-032026-02-042026-02-052026-02-062026-02-092026-02-102026-02-112026-02-122026-02-132026-02-162026-02-172026-02-182026-02-192026-02-202026-02-232026-02-242026-02-252026-02-262026-02-272026-03-022026-03-032026-03-042026-03-052026-03-062026-03-092026-03-102026-03-112026-03-122026-03-132026-03-162026-03-172026-03-182026-03-192026-03-232026-03-242026-03-252026-03-262026-03-272026-03-302026-03-312026-04-012026-04-022026-04-062026-04-072026-04-082026-04-092026-04-102026-04-132026-04-142026-04-152026-04-162026-04-172026-04-202026-04-212026-04-222026-04-232026-04-242026-04-272026-04-282026-04-292026-04-302026-05-012026-05-042026-05-052026-05-062026-05-072026-05-082026-05-112026-05-122026-05-132026-05-142026-05-152026-05-182026-05-192026-05-202026-05-212026-05-222026-05-252026-05-262026-05-272026-05-282026-05-292026-06-012026-06-022026-06-032026-06-042026-06-052026-06-082026-06-092026-06-102026-06-112026-06-122026-06-152026-06-162026-06-172026-06-182026-06-192026-06-222026-06-232026-06-242026-06-252026-06-262026-06-292026-06-302026-07-012026-07-022026-07-032026-07-062026-07-072026-07-082026-07-092026-07-102026-07-132026-07-142026-07-152026-07-162026-07-172026-07-202026-07-212026-07-222026-07-232026-07-242026-07-272026-07-282026-07-292026-07-302026-07-312026-08-032026-08-042026-08-052026-08-062026-08-072026-08-102026-08-112026-08-122026-08-132026-08-142026-08-172026-08-182026-08-192026-08-202026-08-212026-08-242026-08-252026-08-262026-08-272026-08-282026-08-312026-09-012026-09-022026-09-032026-09-042026-09-082026-09-092026-09-102026-09-112026-09-142026-09-152026-09-162026-09-172026-09-182026-09-212026-09-222026-09-232026-09-242026-09-25
Published research accounting in USD; costs and exposure vary by study. Dollar results are not normalized for equal capital or sizing. Drawdown is observed over known daily-close segments, not an intraday risk ceiling. Historical research can overfit and does not establish live performance.
Complete window metrics
Accepted events292
Best-day contribution share5.3%
Best day pnl (USD)$392.44
Best complete-known session2025-10-17
Censored trades0
Complete-known-day P&L$7,416.24
Daily profit factorNot availableUnavailable from the published evidence or unsupported denominator.
EV / accepted event$25.4
EV / resolved trade$25.4
Green calendar share46.3%
Green days132
Gross loss (USD)$21,280.42
Gross profit (USD)$28,696.66
Known sessions285
Losses139
Known-segment drawdown$1,797.92
Resolved net P&L$7,416.24
Trade profit factor1.35
Red calendar share29.1%
Red days83
Resolved trades292
Source events292
Unknown calendar share0.0%
Unknown sessions0
Whole-window net P&L$7,416.24
Resolved-trade win rate52.4%
Win-rate support (wins + losses)292
Wins153
Zero calendar share24.6%
Zero days70
Zero pnl trades0

Trade profit factor and daily profit factor are distinct. ∞ means supported positive economics with no losses; unavailable support stays null. Win rate excludes zero-P&L outcomes. Session shares include all admitted sessions, including unknowns. Best-day contribution is a descriptive ratio and can exceed 100% or be negative.

Retained session ledger

Sessions 1–20 of 285 · Page 1 of 15

Download daily CSV ↓
Exact daily outcomes for the selected FULL window, newest first
SessionOutcomeComplete-session netResolved subtotalResolved trades
2026-09-25Positive$27.44$27.442
2026-09-24Negative-$212.56-$212.562
2026-09-23Flat$0$00
2026-09-22Positive$196.22$196.221
2026-09-21Positive$196.22$196.221
2026-09-18Flat$0$00
2026-09-17Flat$0$00
2026-09-16Positive$196.22$196.221
2026-09-15Negative-$168.78-$168.781
2026-09-14Flat$0$00
2026-09-11Positive$196.22$196.221
2026-09-10Negative-$297.56-$297.562
2026-09-09Positive$27.44$27.442
2026-09-08Positive$267.44$267.442
2026-09-04Flat$0$00
2026-09-03Negative-$297.56-$297.562
2026-09-02Negative-$168.78-$168.781
2026-09-01Flat$0$00
2026-08-31Positive$196.22$196.221
2026-08-28Negative-$168.78-$168.781
RELATED PORTFOLIOS

Where this stream appears.

Each parent has its own calendar, accounting and arbitration. A relationship is not a claim of execution parity.

Multi-familyportfolio

Combined Research Portfolio (Continuity)

Published portfolio economics. Explore the accounting boundary and component relationships.

Historical net · full period
$172,279.02
Known / admitted sessions
143 / 143
Through Sep 25, 2026Research only
Price actionportfolio

Price-Action Portfolio (Continuity)

Published portfolio economics. Explore the accounting boundary and component relationships.

Historical net · full period
$123,688.18
Known / admitted sessions
143 / 143
Through Sep 25, 2026Research only
PUBLICATION RECEIPT

Traceable to the same ledger.

Byte hashes establish consistency with the published snapshot. They are not independent audit opinions, signatures, or certifications of a live algorithm.

Source release
0f2dad99fb11aacd807c361a6b86332fc03173c7b7c9db926b0467d13fecdd70
Public detail SHA-256
f400e642fad700a9d47d075e849f4425bfacbac35b6b52c4635fc5a3887845a9