Why it might work
A break from a narrow range can lead to a larger session move.
Opening-session strategies · Research strategy
Range-compression trend
Tests directional trades after the opening range narrows and then expands.
SPY and QQQ option proxiesIntradayDefined-risk option structures in proxy studies
The idea
How it works
Looks for a compressed early range followed by a directional breakout.
When it invests
A qualifying range break starts the simulated option structure.
When it exits
The proxy uses the recorded intraday exit timing.
What can go wrong
- False breakouts and option execution costs can erase gains.
Selected research result
Evidence is still being prepared
No historical result is cleared for public display for this strategy.
The local research preview contains archived backtests. Public performance appears after publication clearance is documented.
Research history
Variants and recorded runs
Repeated and diagnostic runs remain accessible under their tested variant. No run is selected by highest return.
No historical results are visible for this strategy.