the 15 minute ORB strategy is built on one range: the high and low from 9:30 to 9:45AM ET. if you trade the double break, you mark that range and look for price to break both sides before the close.

according to edgeful data, on NQ over the last 12 months, both sides of the 9:30AM range broke by 4PM ET on 50.2% of sessions.

there could be a different 15 minute ORB window with a much better double break number. but finding it by hand means testing every start time you can think of, checking how each one held up over months of history, and wasting a ton of time, paying for a bunch of data, or both.

so I had Claude do it through the edgeful API. it tested every 15 minute ORB on NQ from 3AM to 12PM ET, 37 windows in total. here's how 3 of them compared.

table of contents

• what the 15 minute ORB strategy is
• why the time window matters for the 15 minute ORB strategy
• what Claude found in 37 NQ opening range breakout windows
• the 5:45AM premarket ORB before the open
• what the premarket ORB looked like on Wednesday 10/7
• the 11:15AM ORB during the session
• how to run a 15 minute ORB strategy search yourself
• common mistakes with the 15 minute ORB strategy
• key takeaways

what the 15 minute ORB strategy is

the opening range is the high and low of the first few minutes of a session. ORB stands for opening range breakout, and the trade comes when price breaks above the range high or below the range low after the range closes.

the 15 minute ORB strategy uses the first 15 minutes of the New York session, 9:30 to 9:45AM ET. once the range closes at 9:45AM, the high and low are set, and those 2 levels are what you trade off for the rest of the day.

in ORB trading, a double break is a session where price breaks both sides of the range. if you trade it, you wait for 1 side to break, and then the other side of the range is the level you target.

every number below measures how often that double break happened. they all use wick breaks, which means a side counts as broken when a candle's wick goes past the level, even if the candle closes back inside the range.

if you're new to ORB trading, our opening range breakout trading strategy guide walks through the basics of the setup with real market data.

why the time window matters for the 15 minute ORB strategy

in ORB trading, 9:30AM is the default start time because it's when the New York session opens. but NQ futures trade long before that, so there's a 15 minute ORB you can mark at any point in the morning.

for the full breakdown of how futures trade outside regular hours, see electronic vs regular trading hours.

when you move the start time, 3 things change:

• the range itself, since you're marking a different high and low
• how much of the session is left after the range closes
• how often both sides break

the second one matters most when you compare windows. a range that closes at 6:00AM has 10 hours until the 4PM close, and a range that closes at 9:45AM has 6 hours and 15 minutes. if you compare every window by the 4PM close, the early ones get extra hours to break both sides.

so the comparison below measures each ORB the same way: how often both sides broke within 1.5, 2.5, and 3.5 hours after its range closed.

all of these numbers are NQ, 15 minute ORBs, wick breaks, over the last 12 months (October 13, 2025 to October 9, 2026), with every time in ET.

what Claude found in 37 NQ opening range breakout windows

the full search covered 37 windows: a 15 minute ORB starting every 15 minutes from 3AM to 12PM ET on NQ. every number came from edgeful's opening range breakout report, pulled through the API.

here are 3 of those windows side by side: the regular 9:30AM ORB, a premarket ORB at 5:45AM, and an ORB during the session at 11:15AM. this is how often both sides of each NQ opening range breakout broke after the range closed, over the last 12 months:

• 5:45AM ORB (premarket)
  • within 1.5 hours (by 7:30AM ET): 58.4%
  • within 2.5 hours (by 8:30AM ET): 70.0%
  • within 3.5 hours (by the 9:30AM open): 78.3%
• 9:30AM ORB (the regular ORB)
  • within 1.5 hours (by 11:15AM ET): 34.6%
  • within 2.5 hours (by 12:15PM ET): 39.7%
  • within 3.5 hours (by 1:15PM ET): 42.0%
• 11:15AM ORB (during the session)
  • within 1.5 hours (by 1PM ET): 45.5%
  • within 2.5 hours (by 2PM ET): 54.9%
  • within 3.5 hours (by 3PM ET): 59.9%

here's what the 3 windows show:

• the 9:30AM ORB had the lowest numbers of the 3 at every point
• the 5:45AM ORB had the highest of the 3, and most of its double breaks happened before New York opened
• the 11:15AM ORB had the highest number of any window from 9:45AM to 12PM ET by the 4PM close: 63.8% of sessions, compared to 50.2% for the 9:30AM ORB

by the 4PM close, every window that started after 9:30AM, from 9:45AM to 12PM ET, broke both sides more often than the 9:30AM ORB did, even though each one had less of the session left.

so for the double break on NQ over the last 12 months, the data shows 9:30AM wasn't the best 15 minute ORB window. which one fits you depends on the hours you actually trade.

the 5:45AM premarket ORB before the open

since most of the 5:45AM ORB's double breaks happened before the open, it works as a premarket ORB setup. it's the same 15 minute ORB, built before New York opens: you mark the high and low from 5:45 to 6:00AM ET, and look for both sides to break before 9:30AM.

over the last 12 months on NQ, both sides broke:

• by 7:30AM ET on 58.4% of sessions
• by 8:30AM ET on 70.0%
• by the 9:30AM open on 78.3%

within 3.5 hours after the range closed, that's 78.3% for the 5:45AM ORB, compared to 42.0% for the regular 9:30AM ORB on NQ.

once 1 side of the 5:45AM range breaks, the other side is the level to target. use your own entry and stop. these numbers only measure whether both sides broke.

the 5:45AM ORB was the highest of the 3 windows in the comparison above, and it's 1 of 26 windows Claude tested that start before the open, from 3AM to 9:15AM ET. if you trade the premarket, run the same comparison on the hours you're at the screen.

what the premarket ORB looked like on Wednesday 10/7

on Wednesday, October 7, 2026, the 5:45 to 6:00AM range on NQ ran from 31,325.00 to 31,360.25, a 35.25-point range.

the high broke at 6:00AM, right after the range closed. the low broke at 6:30AM, which completed the double break 3 hours before New York opened.

on a double break, the high breaking at 6:00AM made the range low at 31,325.00 the level to target, and price broke it 30 minutes later.

the 11:15AM ORB during the session

if you trade during the session, you mark the high and low from 11:15 to 11:30AM ET, and look for both sides to break after the range closes.

the 11:15AM range starts 1 hour and 45 minutes after the open, so it's a 15 minute ORB you can use on days you're not at the screen for 9:30AM.

over the last 12 months on NQ, both sides broke:

• by 1PM ET on 45.5% of sessions
• by 2PM ET on 54.9%
• by 3PM ET on 59.9%
• by the 4PM close on 63.8%

within 3.5 hours after the range closed, that's 59.9% for the 11:15AM ORB (by 3PM), compared to 42.0% for the regular 9:30AM ORB on NQ.

once 1 side of the 11:15AM range breaks, the other side is the level to target.

how to run a 15 minute ORB strategy search yourself

all of these numbers came from the edgeful API. there are 2 ways to connect it, and neither one needs you to write code.

the pro plan, our API plan, includes 8 years of history. NQ and every report are included on pro and all access.

the Claude connector, for quick questions

for quick questions in Claude, it takes about 2 minutes:

1. open Claude and go to settings, then connectors, then add custom connector
2. name it edgeful, paste https://api.edgeful.com/mcp, and save
3. click connect, sign in with your edgeful account, and click allow
4. start a new chat and ask your question in plain English

Claude Code, for a bigger search

for a bigger search like this one, use a coding agent like Claude Code. this search ran the ORB report more than 200 times. the first setup takes about 10 minutes:

1. open your API dashboard inside edgeful and generate a key
2. make a folder for this, open it in Claude Code, and add a file called .env with one line: EDGEFUL_API_KEY=your key
3. paste the API docs link from your dashboard into Claude Code, tell it your key is in .env, and ask your question in plain English. it writes and runs the code for you

here's a prompt you can start from:

"run the 15 minute opening range breakout report on NQ for the last 12 months, once for every start time from 3AM to 12PM ET, every 15 minutes. for each window, tell me how often both sides broke within 1.5, 2.5, and 3.5 hours after the range closed."

swap in your own ticker and the hours you trade.

our edgeful MCP setup guide walks through ChatGPT, GrokBot, Codex, and Cursor too, and the edgeful API quickstart covers the Claude Code setup step by step.

common mistakes with the 15 minute ORB strategy

• treating 9:30AM as the only 15 minute ORB window. on NQ over the last 12 months, the 9:30AM ORB had the lowest double break numbers of the 3 windows compared here, at 1.5, 2.5, and 3.5 hours after the range closed.
• comparing windows over different amounts of time. a range that closes at 6:00AM has 10 hours before the 4PM close, and one that closes at 9:45AM has 6 hours and 15 minutes. measure every window at the same number of hours after its range closes.
• using a premarket ORB number during the New York session. on 78.3% of sessions over the last 12 months, both sides of the NQ 5:45AM range had already broken by the 9:30AM open. if you only trade from 9:30AM on, the 5:45AM double break was already done on those days.
• treating a double break number like a trade result. these numbers only measure whether both sides broke. they don't include your entry, your stop, or what price did after the second break.
• using one ticker's numbers on another. every number here comes from NQ opening range breakout data. run the same search on the ticker you trade before you build anything around it.

key takeaways

• the 15 minute ORB strategy usually starts at 9:30AM ET, but you can test every 15 minute ORB window of the day through the edgeful API
• on NQ over the last 12 months, both sides of the 9:30AM ORB broke by 4PM ET on 50.2% of sessions
• measured at 1.5, 2.5, and 3.5 hours after the range closed, the 9:30AM ORB had the lowest double break numbers of the 3 windows compared
• on NQ over the last 12 months, the 5:45AM premarket ORB broke both sides by the 9:30AM open on 78.3% of sessions, compared to 42.0% for the 9:30AM ORB at the same 3.5 hours
• on NQ over the last 12 months, the 11:15AM ORB broke both sides by the 4PM close on 63.8% of sessions, the highest of any window from 9:45AM to 12PM ET
• the pro plan, our API plan, includes 8 years of history, so you can check how any window held up over a longer stretch
• these numbers only measure whether both sides broke, so your entry, stop, and risk still come from your own plan

this information is not trading advice and should be used for educational purposes only. futures, options, and forex are leveraged instruments, and carry a high degree of risk. past results are not indicative of future returns.