Many traders claim the opening range breakout (ORB) is a repeatable edge. This project tests whether an ORB strategy in SPY produces excess risk-adjusted returns after accounting for volatility and transaction costs — and whether that edge is consistent across market regimes or concentrated in specific conditions.

Hypothesis: ORB may show positive gross returns but marginal or negative net returns after realistic transaction costs — and performance likely varies significantly by volatility regime.
  • Universe: SPY (S&P 500 ETF)
  • Signal: Break above/below the first 15 minutes of the session
  • Risk metrics: Sharpe ratio, max drawdown, win rate, average trade return
  • Robustness: Performance split across low/high volatility regimes, subperiod stability
  • Costs: Realistic bid/ask spread and commission assumptions applied to all evaluation
  • Dataset foundation — Structured historical SPY intraday dataset assembled for ORB evaluation.
  • Backtest framework in R — Reusable entry/exit logic with trade-by-trade tracking built.
  • Performance metrics — Sharpe, drawdown, win rate, and average trade return framed and ready.
  • Next: Finalize dataset integrity checks, run full backtest, produce regime comparison.
  • Equity curve and drawdown curve
  • Return distribution histogram
  • Performance table — before vs after costs
  • Regime comparison — low vs high volatility periods
  • Executive summary with key conclusions and caveats
Finalize dataset integrity checks

Validate timestamps, missing bars, and session boundary assumptions before final outputs.

Run full backtest + diagnostics

Benchmark comparisons, turnover statistics, and stability analysis over subperiods.

Publish report-quality write-up

Clean charts, concise narrative, and replication-ready methodology — available for download when complete.

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