Researchorbrelative volumestocks in playatr stop loss
Traders Adopt ORB Strategy For Stocks In Play
5.8
Relevance Score
A study by Carlo Zarattini, Andrea Barbon, and Andrew Aziz (analyzed by QuantifiedStrategies) finds that a 5-minute Opening Range Breakout (ORB), constrained to the top-20 stocks by opening relative volume, produced a 1,637% total return and 41.6% annualized IRR from Jan 1, 2016 to Dec 31, 2023. The refined ORB yielded a Sharpe Ratio of 2.81 and near-zero beta, indicating uncorrelated, risk-adjusted outperformance.
Scoring Rationale
Solid quantified backtest with high actionability and clear rules, but limited by single-source replication and missing peer-review validation.
Free Career Roadmaps8 PATHS
Step-by-step roadmaps from zero to job-ready — curated courses, salary data, and the exact learning order that gets you hired.
Data Analyst
Explore all career paths $95K
Data Scientist$130K
ML Engineer$155K
AI Engineer$160K
Data Engineer$140K
Analytics Eng.$140K
MLOps Engineer$160K
Quant Analyst$175K
Sources
- Read OriginalStocks In Play Trading Strategy (Day Trading Stocks)quantifiedstrategies.com
