ORB 5-min Stocks in Play.
The book we trade live on Interactive Brokers. Rank the open by relative volume, wait for a 5-minute opening-range touch, let Day ML keep or skip, then manage the leftover third with Swing ML.
How a session trades.
Top 10 → touch → Day ML → size → enter → 3:50 swing decision.
Rank the open
Build a RelVol watchlist and keep the top 10 names. Those are the only stocks in play for the session.
5-minute opening range
9:30–9:35 ET sets the high and low. No trade until price actually touches that level.
Day ML filter
On the touch, a long/short model scores the setup at the OR level. Skip stays flat. Keep gets sized.
Size and enter
Longs use cluster-zone sizing. Shorts get a shortable check. Risk is set first; the stop is the other side of the range.
Target sells 2/3
A target fill takes two-thirds off. The leftover third is the swing stub. A stop flats 100%.
3:50 swing decision
Swing ML decides whether that last third stays overnight or gets flattened into the close.
If Swing ML keeps the 1/3.
First hit wins, then flat. Live today runs through keep/flatten at 3:55. The multi-day overnight exits are the research rule we are wiring next.
| Check | Meaning |
|---|---|
| Open past stop | Already through the original stop → out at the open |
| Open past target | Already through the swing target → out at the open |
| Hit stop today | Same day-trade stop, now on the 1/3 stub |
| Hit target today | Long +2× day-0 range · Short −1.5× day-0 range |
| 3 extra days | Nothing hit → flatten at the close |