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15-minute range retest

NAS100 · 1m chart · strategy s37_range_retest · 1 variation

Wait for a 5-minute close outside the first 15 minutes of New York, then join on the retest of the edge. The stop goes to entry on the first real break of structure.

What it is about

The first 15 minutes of New York often set the side of the day. A close outside that range, in the direction of its candle, shows which side won.

Entering on the retest instead of the breakout keeps the stop small. Most trades lose or break even, and a few trend days pay for all of them.

How it trades

Chart & market
Nasdaq 100, 1-minute candles.
Range
High and low of 09:30-09:45 New York.
Direction
Only the side of the range's own candle: green for buys, red for sells.
Break
A 5-minute close beyond the range.
Entry
A later 1-minute candle touches the broken edge and closes back beyond it in the trade's colour, before 12:00. Market order at that close. One trade a day.
Stop
The extreme of the retest.
Breakeven
The stop moves to entry after the first 5-minute close beyond the high or low of the 30 minutes before the entry.
Exit
No target. The stop, or the 16:00 close.
Days off
No trades on CPI days or US short sessions.

09:45-12:00 New York, about 12 trades a month.

What to expect
  • About 1 trade in 11 wins, about 3 in 10 exit at breakeven, the rest lose 1R. A few trend days make the profit.
  • Backtest 2019-today (zero cost): 1,117 trades, +329.4R, largest drop 39.1R, no losing year.
  • With the settings picked blind in walk-forward, before the CPI skip: about +24R a year.
Risks and caveats
  • Long dry spells: 16 full losses in a row and 49 trades without a win in the backtest.
  • The top 1% of trades make about all the profit, so missing one big day matters.
  • A fill 1 minute late cut 2024-26 from about +130R to +63R in research; 2 and 3 minutes late were +134R and +70R.
  • Works on Nasdaq 100 only so far. The CPI skip was chosen with all the data visible.

Where it comes from

The range, the 5-minute close, the retest, the candle bias and the breakeven rule come from Fit Mom Trader (Krista, 2026-11-02). The exact settings and the CPI skip come from our testing.

Main variation: s37-A ★ Main

Live result
0.0R
0 closed · 0 open · zero cost
Backtest total
+329.2R
1,117 trades · +0.29R a trade · win 9%
Backtest max drawdown
−39.1R
total ÷ drawdown 8.4
Years won
8/8
12 trades / month
Backtest R per year (zero cost), s37-A
0.0R25.0R50.0R75.0R100.0R20192020202120222023202420252026

The variations

Each variation is the same strategy with a different approach, trading its own paper account. Click one to see exactly what it changes.

s37-AHer breakeven, no CPI days★ Main

Retest of the 15-minute range with the range candle's colour, stop to entry on the first 5-minute break of structure, no target.

Variations side by side

Live result of all 1 together: 0.0R (zero cost).

Live paper account (R, zero cost)Backtest 2018 – today (R, zero cost)
s37-A★ Main15-minute range retestNAS1001m–0––+329.2R+0.29R8/8129%−39.1R

Main = the variation with the most backtest R per R of max drawdown (2018 – today, zero cost). It is picked on that history, so the live accounts are the real test.