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ORB Pro

Methodology

How ORB Pro is built and validated

A rules-based strategy is only as trustworthy as the process behind it. Here is how ORB Pro was developed, tested and taken live — without exposing the proprietary logic.

From hypothesis to live execution

  1. 01

    Hypothesis

    The strategy starts from the structure of the session's opening range — how price tends to organize around the first part of the session — not from fitting curves to past prices.

  2. 02

    Rules-based design

    Every entry, exit and risk control is defined in code. There are no discretionary overrides, so the same logic that is tested is the logic that runs.

  3. 03

    Backtest on realistic conditions

    The rules are tested on more than six years of high-resolution 1-minute MNQ data, with slippage and commissions modeled from the start — not on idealized fills.

  4. 04

    Out-of-sample check

    Performance is then examined on a later stretch of data the rules were not developed on, to see whether the behavior holds up beyond the period used during development.

  5. 05

    Live, independently verified

    The strategy now trades a real brokerage account, with fills tracked and published on a public Kinfo profile so the live record can be checked at the source.

Testing conditions

Backtests are easy to flatter with unrealistic assumptions. These are the conditions ORB Pro is actually tested under.

1-minute
Data resolution
6+ years
Backtest span (2020–2026)
Modeled
Slippage & commissions
MNQ
Instrument tested

Three layers of evidence, kept separate

We never blur the line between what a strategy did in simulation and what it does with real money. Each layer answers a different question:

  • Historical backtest

    Does the idea hold up across years of different market regimes? Simulated fills.

  • Out-of-sample

    Does it still behave on data it wasn't developed on? Still simulated.

  • Live brokerage

    What actually happens with real fills, slippage and commissions? Verified on Kinfo.

See all three, side by side

Boundaries, on purpose

The process is as much about what the strategy refuses to do as what it does — no martingale, no grid averaging, no doubling after losses, no discretionary chasing. See what ORB Pro does not do.

A rigorous process reduces avoidable mistakes — it does not remove market risk. Backtests and out-of-sample results are simulated, and live results can still differ. Past performance, whether actual or simulated, is not indicative of future results.

Read the full risk disclosure.