ORB / Opening Edge
Systematic · Individual strategy
Read the overviewStrategy overview · Systematic
Individual strategy
Cumulative return · full period in the platform
Live performance is audited. Backtests and simulations are labelled separately. View the full record in the platform.
The approach
Captures the close-to-open return interval using persistent, reversal and continuation sleeves.
Understand the risk
Overnight gaps, unexpected announcements, auction liquidity and missed trading windows can materially affect fills. Liquid equities can still move sharply when the regular market is closed.
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Systematic · Individual strategy
Read the overviewSystematic · Individual strategy
Read the overviewSystematic · Individual strategy
Read the overview