Price action / strategy

Opening Candle Continuation

Follows the first candle after the New York open in NQ and ES. Only takes the trade when the opening move and confirmation filters agree.

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

The strongest full-history profit factor among the seven current complete-positive strategies, with a comparatively smaller observed daily-close drawdown, but only 139 trades at review. NQ and ES exposures are not an equal-risk comparison with other records. 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: Intraday Continuation (Continuity). The display name is simpler; strategy rules and results are unchanged.

About this shortlist →
Evidence period
Jan 2, 2025 — Sep 25, 2026
Market
Equity index futures
Coverage
421 known / 421 admitted
Public identity
study-b5c7693a140ee88be407
Historical research · USD

Inside the evidence

Whole-window net P&L
$21,054
Known-segment drawdown
$2,168
Known / admitted sessions
421 / 421
Cumulative research net P&L (USD) · Not account equity or a capital-normalized return.
Jan 2, 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.

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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 events139
Best-day contribution share11.1%
Best day pnl (USD)$2,333.5
Best complete-known session2026-06-25
Censored trades0
Complete-known-day P&L$21,054
Daily profit factorNot availableUnavailable from the published evidence or unsupported denominator.
EV / accepted event$151.47
EV / resolved trade$151.47
Green calendar share19.0%
Green days80
Gross loss (USD)$22,276.5
Gross profit (USD)$43,330.5
Known sessions421
Losses51
Known-segment drawdown$2,168
Resolved net P&L$21,054
Trade profit factor1.95
Red calendar share11.6%
Red days49
Resolved trades139
Source events139
Unknown calendar share0.0%
Unknown sessions0
Whole-window net P&L$21,054
Resolved-trade win rate63.3%
Win-rate support (wins + losses)139
Wins88
Zero calendar share69.4%
Zero days292
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 421 · Page 1 of 22

Download daily CSV ↓
Exact daily outcomes for the selected FULL window, newest first
SessionOutcomeComplete-session netResolved subtotalResolved trades
2026-09-25Flat$0$00
2026-09-24Positive$403.5$403.51
2026-09-23Flat$0$00
2026-09-22Flat$0$00
2026-09-21Flat$0$00
2026-09-18Flat$0$00
2026-09-17Flat$0$00
2026-09-16Flat$0$00
2026-09-15Flat$0$00
2026-09-14Flat$0$00
2026-09-11Flat$0$00
2026-09-10Flat$0$00
2026-09-09Positive$63.5$63.51
2026-09-08Negative-$116.5-$116.51
2026-09-04Flat$0$00
2026-09-03Negative-$116.5-$116.51
2026-09-02Flat$0$00
2026-09-01Flat$0$00
2026-08-31Negative-$216.5-$216.51
2026-08-28Flat$0$00
RELATED PORTFOLIOS

Where this stream appears.

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

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

Historical net · full period
$123,688.18
Known / admitted sessions
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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
cce8d10c2a93b4c9c632799436cb59a13b49d175db2f6f54b5d87372279c0fd4