Open
Range Break
Range expansion at open + retest + directional breakouts. Four-instrument coverage (MNQ, MGC, NAS, XAU) with 5-minute timeframe execution and EOD guard. Verified 12-month TV backtest: 28 trades on MNQ (PF 4.99, 78.6% WR), 114 trades on MGC (PF 2.03).
150K MNQ · 13 ct
100K MGC · 2 ct
100K MNQ · 8 ct
MNQ
MNQ
TV Performance Summary · Open MNQ
12-month sample · Jun 2025 — May 2026Quarterly breakdown
net · win rate · trades · max DD* Q2 2026 partial (through May 29). Drawdowns are end-of-day (EOD) basis — full-sample EOD max DD $4,396; intrabar peak-to-trough on the chart runs higher.
| Avg Win / Avg Loss | $1,508 / $1,130 | W/L Ratio | 1.33 |
| Largest Win / Loss | — / — | Max DD (EOD) | $4,396 (4.40%) |
| Sharpe / Sortino | — / — | Calmar / Avg bars | — / — |
TV Performance Summary · Open MGC
12-month sample · Jun 2025 — May 2026Quarterly breakdown
net · win rate · trades · max DD* Q2 2026 partial (through May 29). Drawdowns are end-of-day (EOD) basis — full-sample EOD max DD $2,680; intrabar peak-to-trough on the chart runs higher.
| Avg Win / Avg Loss | $703 / $462 | W/L Ratio | 1.52 |
| Largest Win / Loss | — / — | Max DD (EOD) | $2,680 (2.68%) |
| Sharpe / Sortino | — / — | Calmar / Avg bars | — / — |
TV Performance Summary · Open NAS
12-month sample · Jun 2025 — May 2026Quarterly breakdown
net · win rate · trades · max DD* Q2 2026 partial (through May 29). Drawdowns are end-of-day (EOD) basis — full-sample EOD max DD $3,227; intrabar peak-to-trough on the chart runs higher.
| Avg Win / Avg Loss | $1,107 / $1,006 | W/L Ratio | 1.10 |
| Largest Win / Loss | — / — | Max DD (EOD) | $3,227 (3.23%) |
| Sharpe / Sortino | — / — | Calmar / Avg bars | — / — |
TV Performance Summary · Open XAU
12-month sample · Jun 2025 — May 2026Quarterly breakdown
net · win rate · trades · max DD* Q2 2026 partial (through May 29). Drawdowns are end-of-day (EOD) basis — full-sample EOD max DD $4,831; intrabar peak-to-trough on the chart runs higher.
| Avg Win / Avg Loss | $329 / $304 | W/L Ratio | 1.08 |
| Largest Win / Loss | — / — | Max DD (EOD) | $4,831 (4.83%) |
| Sharpe / Sortino | — / — | Calmar / Avg bars | — / — |
Account sizing
Maximum position size per account that satisfies three filters: empirical drawdown ≤ hard DD limit, single SL impact within daily limit, Monte Carlo blow rate ≤ 15%/y. Three percentiles show worst-case (P10), median (P50), and best-case (P90) outcomes over a 1,500-path simulation × 3-year horizon. Net $/y is annualized payouts after profit split (90% Futures Prop, 85% Forex Prop).
| Account | Qty | Blow/y | Viability | Pass:Blow | Median (P50) | Best (P90) | ||||
|---|---|---|---|---|---|---|---|---|---|---|
| TTP | Pay/y | Net/y | TTP | Pay/y | Net/y | |||||
| Futures Prop EOD · MNQ | ||||||||||
| 50K | 5 ct | 10.1% | 94.9% | 3.5:1 | 137d | 11.7 | $6,416 | 76d | 16.3 | $8,745 |
| 100K | 8 ct | 11.2% | 94.5% | 3.2:1 | 161d | 12.0 | $10,235 | 91d | 16.7 | $14,069 |
| 150K | 13 ct | 14.4% | 93.8% | 2.5:1 | 151d | 12.0 | $16,208 | 86d | 17.0 | $22,949 |
| Futures Prop EOD · MGC | ||||||||||
| 50K | 1 ct | 6.8% | 95.5% | 5.0:1 | 191d | 10.0 | $3,149 | 102d | 15.7 | $4,658 |
| 100K | 2 ct | 19.6% | 89.7% | 1.9:1 | 184d | 9.67 | $5,751 | 100d | 17.3 | $9,469 |
| 150K | 3 ct | 19.6% | 89.8% | 1.9:1 | 184d | 10.3 | $8,629 | 100d | 18.7 | $14,218 |
| Forex Prop (optimized for DD $5,000) | ||||||||||
| NAS | 12 lot | 0.8% | 99.3% | 40.2:1 | 207d | 7.67 | $12,389 | 122d | 10.0 | $17,557 |
| XAU | 0.10 lot | 10.2% | 87.1% | 3.2:1 | 264d | 5.33 | $6,125 | 131d | 9.00 | $12,200 |
Sizing matched to Futures Prop EOD Trailing close-of-day rules. Static EOD accounts inherit identical sizing safely; Trailing intraday accounts should drop one tier (e.g. 100K trailing intraday → use 50K preset). Monte Carlo v6: 1,500 paths × 3-year horizon, block bootstrap of daily P&L with 5-day blocks, 25% dropout for variance robustness. P10/P50/P90 are 10th/50th/90th percentile across paths. Blow/y is annualized account-blow rate. Viability is % paths reaching funded state within 3 years. Pass:Blow is ratio of successful funded paths to blown paths. Amber-highlighted Blow/y values exceed the 10% caution threshold — operate these variants with awareness that >14% of simulated 3-year paths end in account loss.
How Open works
Open targets the most reliable intraday pattern in futures trading — the range expansion that occurs in the first 90 minutes after market open. After a defined opening range establishes, the strategy waits for a breakout, then a retest of the broken level, then re-entry confirmation. Three legs of confirmation before any position is opened.
The strategy is directional-agnostic and works across four instruments (MNQ, MGC, NAS, XAU). On MNQ it produced 28 trades over 12 months with high conviction (PF 4.99, 78.57% win rate). On MGC it produced 114 trades with moderate per-trade payoff (PF 2.03).
Exits use a hybrid stop-and-target system: fixed initial stop at the failed retest level, profit target calculated from session-derived volatility (ATR-based), plus an EOD GUARD that closes any open position 5 minutes before close to avoid overnight exposure. Holding periods average ~60 bars on 5m timeframe — roughly 5 hours.
Sizing is calibrated for EOD Trailing prop firm accounts, where the trailing drawdown locks at close-of-day. Aggressive variants (100K+ MGC, 150K MNQ) carry elevated blow rates (14–20%/y) reflecting the trade-off: bigger size, faster funding, higher tail risk. Conservative variants (50K accounts) stay below 11%/y blow rate.
How these numbers were calculated
Trade counts, win rates, profit factors, drawdown values come directly from TradingView Strategy Tester for the baseline preset shown. Verify by running the strategy in your own TV after purchase — numbers match 1:1.
DD%, SL%, Pass:Blow ratio and percentile breakdowns are computed from the same trade list using industry-standard methodology. Anyone with the raw trade list can reproduce these in Excel or Python.
Time-to-payout, Pay/y, Net $/y, Blow rate, and Viability in the sizing table come from a 1,500-path Monte Carlo v6 simulation over a 3-year horizon. Block bootstrap (5-day blocks) preserves serial autocorrelation of trade streaks.
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