The Quantitative Framework
for ORB & RVOL

1. Core Methodology: Opening Range Breakouts (ORB)

We define the opening range using the first regular-session candles. A confirmed breakout with volume expansion becomes the trigger.

2. The RVOL Amplifier: Why We Wait for the Surge

Our custom RVOL calculation uses early-session volume (9:30–10:00 AM) against a 10-day 5-minute average — capturing high-conviction momentum.

3. The 0.25% Entry Tolerance: Disciplined Entries, Not Chases

Allows the system to breathe without sacrificing risk management. We never chase an extended candle — patience is a built-in rule.

4. System-Level Multi-Filters

• Score: Composite technical setup quality (Min. 80/100).
• Risk / Reward: Minimum 1:2 reward/risk structure enforced.
• Cooldown: Prevents duplicate signals within a set timeframe.
• Market Regime: Conditional aggregation filter, with 'ORB Bypass' for very high-score setups.