The two strongest of the three: the Asia opening range on gold, and the pre-New-York range faded in New York. Different instruments, different sessions, twelve hours apart. This page pools just those two.
| ORB Asia | NQ range fade | Together | |
|---|---|---|---|
| Trades | 75 | 119 | 194 |
| Win rate | 52.0% | 61.5% | 57.8% |
| Median RR | 2.00 | 1.24 | 1.68 |
| Average RR | 2.00 | 1.16 | 1.48 |
| Per trade | +0.582 R | +0.234 R | +0.369 R |
| Total | +43.6 R | +27.9 R | +71.5 R |
| Total, % of the account | +109.0% | +69.7% | +178.7% |
| Profit factor | 2.40 | 1.70 | 2.01 |
| Worst drawdown | 6.2 R | 7.8 R | 8.1 R |
| Worst losing run | 6 | 4 | 6 |
| Best winning run | 6 | 10 | 8 |
| t-statistic | +3.51 | +2.60 | +4.32 |
Bold marks the best of the two on each line. The last column is every trade pooled in date order, one unit of risk each.
| Month | ORB Asia | NQ range fade | Total | At 2.5% |
|---|---|---|---|---|
| Jan | +8.36 R | +5.64 R | +14.00 R | +35.0% |
| Feb | +3.57 R | +8.06 R | +11.63 R | +29.1% |
| Mar | +9.61 R | +1.14 R | +10.75 R | +26.9% |
| Apr | +5.65 R | +1.71 R | +7.36 R | +18.4% |
| May | +3.64 R | +6.63 R | +10.28 R | +25.7% |
| Jun | +3.43 R | +5.19 R | +8.62 R | +21.6% |
| Jul | +8.04 R | -4.82 R | +3.22 R | +8.1% |
| Aug | +5.38 R | +4.47 R | +9.85 R | +24.6% |
| Sep | -4.07 R | -0.14 R | -4.21 R | -10.5% |
| Total | +43.6 R | +27.9 R | +71.5 R | +178.7% |
Correlation of monthly R. Near zero means a bad month in one says nothing about the others.
| Pair | Correlation |
|---|---|
| ORB Asia vs NQ range fade | -0.08 |
They can fire on the same day, and a prop firm's daily loss limit counts the day, not the trade.
| Trades in a day | How often |
|---|---|
| 1 | 100 days |
| 2 | 47 days |
The worst single day across both was -2.09 R — -5.24% at 2.5% risk. A 3% daily limit is breached by two full losses at 2.5% risk, so position size has to be set for the number of strategies running, not for one of them.