ORBit Analytics: An Opening Range Breakout Statistics Tool

Hey FF!

I built ORBit Analytics because I got tired of guessing how price actually behaves after the opening range. Most ORB content out there is anecdotal — "buy the breakout, it works." I wanted hard numbers: how often does a breakout continue vs. reverse, what does the day of week change, how far does it really run, how deep do winners pull back before they go.
So this is a browser-based stats tool that answers those questions from real futures data — not a hand-kept journal, not a cherry-picked sample. Every number is computed automatically from the actual 1-minute price history, going back to mid-2010 for the index/commodity symbols (~4,000 trading days) and to the CME launch for Bitcoin.
It's deliberately market-behaviour only — it shows you how the instrument moves, the edges hiding in the data, and lets you stress-test ideas. I'm not selling signals or a "system."

You can try it right now on Nasdaq (NQ) without signup: https://www.tlfx.trading/
Btw Nasdaq will stay free forever for everyone!

What it does

1. The core ORB stats — continuation / reversal / faded-back-in / both-sides-broke rates, first-break direction, and full breakdowns by day of week, volatility regime (OR size vs. ADR), and opening trend.
2. Pick your opening range — 15 / 30 / 60 min presets, or a custom OR window (any start/end in the day).
3. NY and London sessions — including a "close at NY open" exit for a pure European-session trade.
4. Breakout, reversal, or both — aggregate them into one equity curve and one set of stats.
5. A real equity curve — cumulate the filtered trades over time with different take-profits (end of day, 1/2/3 SD, or a statistical target that follows the data). Fixed-R or compounded %, with a buy & hold benchmark, drawdown, stagnation and Monte Carlo overlays.
6. Edge finder — win%, profit factor and total R broken down by direction, day, trend, bars-until-entry, trigger distance, news days and holidays. Every filter reshapes it live.
7. Time & place — when and how far winners extend, and how deep they retrace before they run (so you can see where a stop actually belongs).
8. Seasonality scanner — seasonal return curve, weekday returns, monthly matrix, detrended view, and you can promote any seasonal window into a recurring filter on the ORB stats.
9. COT report — weekly Commitments of Traders positioning per symbol, plus a COT-index filter you can layer onto the breakout stats.
10. Recent trades ledger — the last 12 months of filtered trades listed out, so you can pull any date up on your own chart and verify it yourself.
11. Include / exclude / mixed filtering, timezone display, simulated costs, gap filter, and a full-width "deep insights" mode.

6 instruments live today: Nasdaq (NQ), S&P 500 (ES), Gold (GC), Crude (CL), Bitcoin (BTC), GBPUSD (6B) — same methodology across all of them.

Believe me I have already found some Edges here that I have never heard about befor!
Example:

Nasdaq Long NY 15m ORB when Retail COT Index is oversold:

Pricing

1. Nasdaq (NQ) is completely free forever
2. Pick any 2 symbols for a small monthly fee
3. All-access (every symbol, current and future) THIS IS CURRENTLY AT A BIG EARLY BIRD DISCOUNT

Paid plans run through Stripe; cancel any time.

What's planned

This is going to grow into a standalone analytics product. On the roadmap:

1. More instruments — more FX pairs, DAX, YM, RTY, silver/metals, NatGas, ETH, large-cap equities. (Tell me what you trade and I'll prioritise it.)
2. A "by asset class" plan — e.g. all indices, or all commodities, sitting between pick-2 and all-access.
3. Correlation insights and more cross-symbol reports.
4. A premium add-on (separate from the symbol plans): a video course on using the tool and a TradingView indicator that connects to the site and draws your saved settings live on your chart.

I'm building this in the open and post a changelog with every update (Currently putting in a lot of work pushing updates almost every day).
I welcome Feedback, Feature requests and Bug Reports!

Have a nice day!

Beta Version 2.2

New features

1. Trade chart (paid): open any trade in the Recent-trades ledger to see that exact day on a candlestick chart — the opening-range box, a line from your entry to the exit, and standard-deviation steps (1 SD = one OR width) in the instrument's colour, on 5-minute candles. Any paid plan unlocks it on every symbol, including free NQ.
2. Recent-trades filters: narrow the ledger by direction (long / short), exit type (take profit / stop loss / end of day), entry-time range and R result (at least / at most / between) — handy for hunting specific setups to pull up on the chart.
3. Time and place now shows losing trades next to the winners — how far losers first ran in your favour before reversing, and when — with a toggle between all losers and only the ones stopped out at the opposite side of the range.

Quality of life

1. The "Filter precision" control on the two retracement charts is now independent per chart — changing one no longer moves the other.
2. The Time-and-place marker legends fit on a single row again, and their plain-English hover descriptions are back.

Beta v2.3
May 30, 2026
New features

1. New "Long / Short breakout" headline card on the Edge finder and the default view: at a glance, which way the breakout is more likely to go on your filtered days (e.g. 52% long · 48% short), sat next to Continuation / Reversal / Closed inside / Both sides broke.

Bug fixes

1. British Pound trade charts were unusable — its prices were rounded too coarsely, collapsing the opening-range box, entry and stop onto one line. Prices now keep full precision for FX, so its charts render correctly (data regenerated).
2. Some trade charts (mostly London-session days around the spring clock change) drew the opening-range box and entry/exit on the wrong candles, looking shifted up or down. They now use the correct London open for that specific day.
3. The lock icon on the Recent-trades "Chart" button now matches the one on the Custom-OR control.
4. The hover descriptions on the losing-trade extension charts no longer talk about "winners" — they correctly describe losers.

Beta v2.4
May 31, 2026
New features

1. Custom OR breakout trigger: a 1- / 5- (default) / 15- / 30-minute candle close beyond the range, or "Touch" — any wick, entering with a stop on the edge. Coarser closes suit long ranges where a single short poke shouldn't count. Preset 15/30/60 windows are unchanged.
2. Monte Carlo upgrades: pick how many paths to draw (1 / 10 / 50 / 100); median-outcome and average lines with R / % on the Y-axis; more stats (win rate, avg/trade, % of paths profitable, return-to-drawdown) beside a bell-curve of the outcomes (one bar per path, median + average in a legend); and a "Drop top 1% winners" stress test.
3. New Volatility (ADR%) breakdown in the Edge finder, alongside direction, day, trend, bars-to-entry, trigger distance, gap and news.
4. Recent trades: click the arrow on any row to unfold the exact filter values behind that trade — direction, day, volatility, opening trend, overnight gap, bars-to-entry, trigger distance and news.

Bug fixes

1. The "Both sides broke" percentage (and its day count) could shoot far past 100% — sometimes into the hundreds — when a COT positioning filter was active. It now counts only the days kept by the filter, so the rate stays correct.
2. Recent-trades chart: the opening-range box no longer includes the first candle after the range, the entry marker now sits on the exact candle that broke out, and the chart keeps breathing room to the right of the exit even on early-close days (so it no longer looks cut off).

Quality of life

1. The paywall now spells out what every paid plan includes — not just the symbols, but Custom OR and the in-tool trade charts.
2. When you isolate one line in the COT report legend, it now stays isolated when you leave the tab and come back — matching the Time-and-place legends.
3. COT chart: scroll your mouse wheel over it to zoom into recent weeks (down to the last 3 years) and back out to the full history. The zoom is remembered for the session.

v2.5
May 31, 2026
New features

1. Breakouts are now measured on a "touch" basis. The preset 15 / 30 / 60-minute windows register the breakout the instant price touches beyond the opening range — even a single tick — and assume you enter with a stop resting right at the edge. Every number — continuation / reversal rates, equity curves, extensions, win rates — is recomputed on this basis across all symbols.
2. Time-and-place timing charts get a switch: "Time of day" (when the move peaked) or "Minutes after entry" (how long the trade actually ran, regardless of when it broke out). The new view answers "how long did it run in my favour" — e.g. most losing trades peak at 0 minutes (they fail immediately).

Bug fixes

1. The Time-and-place timing charts were silently dropping trades that never ran in your favour, so the Q1 / median / Q3 markers were computed over a hidden subset and could land on a tiny bar. Every trade is now counted (a no-run trade sits at its entry time, or at 0 minutes after entry), so the markers line up with the bars.
2. In a Custom opening range the timing charts’ time axis was stuck on the preset session open instead of following your custom range — now it (and the underlying time buckets) start from your custom OR end.
3. The COT report no longer shrinks with the time-horizon slider — it always shows the full multi-year history (positioning only makes sense against the whole picture; use the scroll-wheel zoom to focus).
4. On the timing charts, the median / average markers could vanish when they landed on an empty slot (common on small or even-sized samples). They now always show a visible tick.

Quality of life

1. "Bars until entry" now reads as which 5-minute bar the break happened in. "Trigger close distance" only appears where it means something — a Custom range with a candle-close trigger — since a touch entry always sits exactly on the edge.
2. Custom opening ranges now default to the same Touch trigger (the 1 / 5 / 15 / 30-minute candle-close options stay if you prefer a confirmed close), and can now be as short as 5 minutes (was 15).
3. The equity curve’s Win rate now also shows the raw win and loss counts (e.g. "1560W · 2471L") in the expanded view, so you can line the equity numbers up against the Time-and-place charts.

v2.6
May 31, 2026
New features

1. The Recent-trades chart now draws candles that match your breakout trigger (a 1 / 5 / 15-minute custom trigger shows 1 / 5 / 15-minute candles; falls back to 5-minute if the OR is shorter). It also draws the active take-profit — a Target line for an SD / statistical target, or a vertical exit-time line for an end-of-day exit — so you can verify the take profit, not just the stop.
2. The Volatility (ADR%), Overnight gap and Bars-until-entry filters now work in a Custom opening range too, not just the presets. (Opening trend stays preset-only for now.)
3. The Edge finder gains a Return / DD (return-to-drawdown) column on every block — each category’s own equity curve final R divided by its worst drawdown — plus a "Sort each block by" control to rank every block’s rows by trades, win %, profit factor, total R or Return / DD.

Bug fixes

1. Deep links into a specific FAQ / help question now work every time: open a question via a link, close it, click the same link again — it re-opens and highlights as expected. Previously the second click did nothing.
2. Trade-chart fixes: a long or overnight Custom opening range (~10h+, or any evening start) no longer renders blank, and the rare day where the futures data source has a gap is now flagged so a short chart reads as a known gap, not a glitch.

Quality of life

1. Free preset breakouts (15 / 30 / 60-min) are measured on a 5-minute candle close again — the first 5-minute candle to CLOSE beyond the opening range; every number is recomputed on this basis across all symbols. Touch and the 1 / 5 / 15-minute closes stay as Custom-OR triggers; the 30-minute close was removed.
2. The default view is a cleaner snapshot: Filter mode and the Custom opening range now live in the expanded view only.
3. The Volatility (ADR%) filter now uses even 10-point steps (under 10 → over 50).
4. New "how do I get my Discord Paid role" help, linked from the account panel.
5. Upgrading your plan in the tool (e.g. a 2-symbol bundle to all-access) now updates your existing subscription with proration — one click, no second subscription, no double-billing.
   
   
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Beta v2.7
June 1, 2026
New features

1. New "Prop firm" tab (expanded view, a paid feature): a pass simulator for trading this setup on a prop-firm account. Pick a firm/account (Topstep, Apex, FTMO, The5%ers) or set your own — drawdown, targets, trailing rules, risk, and the fees (a per-attempt challenge fee plus a one-time activation fee you pay once you pass, like Topstep) — and thousands of resampled challenge attempts show your pass rate, the expected cost to get funded and the net expected value. It also factors an opportunity-cost-of-time input, so a slow low-risk path that passes more often but ties up far more time is penalised, not rewarded. Those fees are small next to a funded payout, so even a break-even setup can come out positive. Any paid plan unlocks it on every symbol.
2. Seasonality: once you mark a window on the seasonal curve, a new "return by year" bar chart appears below it — one green/red bar per year in your time horizon — so you can see how reliable the seasonal edge was each individual year, not just on average.

Bug fixes

1. In a Custom opening range with a 1- or 15-minute candle-close trigger, the Time-and-place timing charts ("minutes after entry") were scaled from the wrong candle size, so the median / Q1 / Q3 markers collapsed onto the wrong bars. They now use the correct candle size, so the timing reads right.

Quality of life

1. The Time-and-place distance charts (how far winners run, how deep they retrace, how far losers run) now show a "Total" row above the bars with the summed percentage and day count, so you can see at a glance that every trade is accounted for.
2. Removed the "most traded" marker from the four Time-and-place charts and the matching "Most traded" statistical take-profit target — it only ever pointed at the obviously tallest bar, so it added clutter without information. The median, average, Q1 and Q3 markers stay.
   
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Beta v2.8
June 2, 2026
New features

1. The free ORBit Analytics TradingView indicator is now available to everyone. Filter a setup here, click "Send to TradingView" at the top of the filter sidebar, copy the preset and paste it into the indicator — it draws that setup's opening range, run / retracement / timing lines and a dashboard that flags when the live chart falls outside your filters. A new step-by-step guide covers it.
2. New "Optimization & validation" tab (expanded view) with two sub-tabs. Out-of-sample: set an in-sample end date and compare the equity curve + key metrics (final R, win %, drawdown, return/drawdown) for in-sample vs out-of-sample side by side, so you can see whether an edge holds on data it never saw. A banner clears the window from any tab. Monte Carlo moved here as the second sub-tab.
3. New "Trade-time window" filter (expanded): count only trades whose breakout falls inside an after/before window of the day — every panel recomputes for it (times in your timezone). Lets you isolate, say, only the morning breakouts.
4. Time and place: a new "Breakout timing" chart shows when the breakout that triggers your entry tends to fire, across every trade in your filter (it tracks your trigger — a tighter touch / 1-min trigger fires earlier than a 15-min close).
5. Time and place now follows your Target mode: set a take-profit (e.g. 1 SD) and a "winner" becomes a trade that actually REACHED that target. The "how far winners run" chart now caps the run at your target (it won't show winners running past where you'd have taken profit), and the extension timing marks when the target was reached, not the later peak — so both reflect your actual exit. End-of-day exit works as before (full run).
6. New Custom stop-loss (paid): move your stop from the opposite OR edge (1 SD) to the OR midpoint (0.5 SD) or any fraction — and which trades stop out, the R, win rate, equity curve and time-and-place all recompute for it. Works on New York and Custom windows; like Custom OR it re-simulates from 1-minute bars.
7. Prop firm: added a Lucid Trading 50K Flex preset.

Bug fixes

1. Trade chart: a take-profit or stop that price ran or gapped straight through is now marked on the candle where it was actually reached, instead of occasionally jumping to the last candle of the day (which made entry and exit look like the same bar).
2. "How deep winners retrace": the top bar was twice as wide as the rest (it covered 0.90–1.00 SD), which overstated the deepest-retrace band. The bands now step evenly by 0.05 SD up to 0.95, so the deep tail shows at its true height; the "how far it runs" charts were extended to match.

Quality of life

1. Prop firm: the opportunity-cost-of-time setting is now a simple on/off toggle instead of a dollar amount to guess — when on, every day spent getting funded is valued at what an already-funded version of your exact setup would earn (derived from your own filtered edge), nothing to hand-tune.
2. Every paid-feature paywall now has a "Why is this not free?" link (next to the unlock option) that opens the FAQ explaining the cost/speed reason the feature is gated.
3. Prop firm: fixed the paid-feature star alignment on the tab.

Beta v2.9
June 2, 2026
New features

1. New "Saved edges" tab in the filter sidebar (expanded view, a paid feature): save the current filter setup as a named "edge" and reload it any time — synced to your account, so your edges follow you across every device. Up to 5 per instrument. Any paid plan unlocks it on every symbol, including free NQ.
2. New "Portfolio" tab (expanded view, a paid feature): tick several saved edges — even across different instruments — and the tool blends them into one combined equity curve with its own metrics (final R, win %, profit factor, drawdown, return-to-drawdown, streaks, stagnation), cost simulation and drawdown / stagnation / time-divider overlays. A "Split risk" toggle spreads one risk unit equally across the selected edges (each trade risks 1/N), modelling a real fixed-risk portfolio — so you can see how diversifying across setups lowers the blended drawdown.

Bug fixes

1. Full-width view: the top navigation bar no longer stays shifted to the right — it now lines up centred with the tool, like the rest of the page.

Quality of life

1. Equity curve: added two metrics — "Avg winner" (the average size of your winning trades in R, separate from overall expectancy) and "Profit factor" (gross profit ÷ gross loss; above 1 is profitable) — and reorganised the metrics grid into a cleaner five-column layout (outcome · averages & drawdown · streaks).
2. Recent trades: clicking "Show fewer" now scrolls you back to the top instead of leaving you at the very bottom of the page.

Beta v3.0
June 3, 2026
New features

1. New symbol — the DAX 40 (FDAX): opening-range statistics for the German index future going back to 2008 (~18 years of data), with the full toolset (sessions, equity curve, edge finder, seasonality, custom ranges). The opening range anchors to the 09:00 Frankfurt cash open via the tool's London session. A paid symbol like the other non-NQ instruments.
2. The Opening-trend filter now scales to your opening-range size: it reads the 1-hour Bollinger band for opening ranges of 30 minutes or less, and the 4-hour band for longer ones. It also works in Custom opening-range mode now — the trend chips and the Edge-finder trend breakdown are no longer hidden there.
3. The Prop firm pass simulator is now free for everyone. Open the Prop firm tab (expanded view) to see how often a setup would pass a prop-firm challenge (Topstep, Apex, FTMO, The 5%ers…) and whether it comes out net positive — on any symbol.

Bug fixes

1. The Opening-trend filter now works when a custom stop-loss is active on a preset opening range, where it was previously an inactive control.

Quality of life

1. The tool loads faster on first visit: the data engine and dataset now start downloading immediately, and you see the real headline numbers right away instead of a loading box while the interactive tool finishes booting.
2. Custom opening-range loads are faster and no longer freeze the page while computing: the price-data decode was optimised, the work now yields so the interface stays responsive, and a window you've opened before reloads instantly from a local cache.
3. Equity curve and Portfolio: a new "Total cost" metric in the metrics grid shows the total R that the Simulate-costs setting deducts across the curve's trades.
4. The Simulate-costs dropdown now highlights (coloured border and text) when a non-zero cost is selected, so it's visible at a glance that a cost is applied.
   
   
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Beta v3.1
June 4, 2026
New features

1. New symbol — the Japanese Yen future (6J): opening-range statistics for the CME yen contract going back to 2008, with the full toolset (sessions, equity curve, edge finder, seasonality, COT report, custom ranges). A paid symbol like the other non-NQ instruments.

Bug fixes

1. Prop firm simulator: changing your risk-per-trade no longer kicks a chosen preset back to "Custom", and switching presets now keeps your risk %. You can finally tune risk on a named preset.
2. Prop firm simulator: the "opportunity cost of time" option is now off by default, and when on it no longer over-counts the grind — it values only the trading days of a passing run (the failed-retry days are already paid for by the challenge fees), so a sensible setup is no longer pushed to negative expected value everywhere.
3. Time & place timing charts now show correctly for custom opening ranges placed in the evening / overnight (e.g. an Asian-session range on the yen). Previously the chart collapsed to a single giant bar holding only a handful of trades; the timing window now spans the full post-range session correctly.

Quality of life

1. The symbol selector is now grouped by asset class — Indices, Commodities, Metals, Currencies and Crypto — with each group tinted in its own colour. Keeps the list clear and readable as more instruments are added.
2. The time-horizon slider now has a "year to date" snap (the start of the current year), sitting between the 6-month and 3-month marks, so you can jump straight to this year's data.