Opening Range & Volume Price Analysis · Playbook 19

VPA ORB JDun Trades

Concepts and rules associated with JDun TradesAn NQ opening-range model that waits for a full M5 breakout close, then uses an M1 retest and volume-price confirmation before the long entry.
FuturesOptionsIntraday
CONCEPT REFERENCE / JDun Trades
BOT OUTPUTBUY MODEL
NQ · 15m OR · M5/M1 confirmVPA ORB Strategy
Strategy Tester
SETUP15M OR + VPATRIGGERM1 retest high breakSLRetest wickTPLiquidity / 2R
PLATFORM TARGETSBuilds in development
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01 / Strategy specification

Strategy rules.
Complete execution model.

JDun Trades publicly describes himself as a Volume Price Analysis and price-action trader and repeatedly centers his live morning work on NQ. His documented ORB lesson maps the wick high and wick low of the first three five-minute candles after the 9:30 ET cash open, creating a fixed fifteen-minute opening range. He does not normally trade inside that window. For a long, the next requirement is a complete five-minute candle close above the opening-range high; a wick through the level is not enough. The execution then moves to the one-minute chart rather than chasing the breakout. Price must revisit the fifteen-minute high, show that the broken level is holding, and produce a bullish response whose volume confirms buyer participation. The BUY model enters when the first valid retest candle's high is broken after that confirmation. Structural risk sits below the retest wick or body, whichever invalidates the hold, rather than automatically below the entire opening range. The first objective is the next pre-market or higher-timeframe liquidity level, with a fixed 2R cap for a prop-compatible implementation. JDun also publishes a separate five-minute Reverse ORB variation and uses hourly and four-hour confluence in his broader VPA process; those discretionary filters are acknowledged but are not silently invented here.

MODEL MAP / VPA ORBNQ 15m OR → M5 close → VPA retest longNew York open · wick-defined range · M1 retest · volume-price confirmation
01Map first 15m
02Confirm M5 close
03Retest high → buy

Strategy logic · entry, invalidation and objective map.

02 / STRATEGY TEST LAB

Backtest it.
Stress-test it.
Simulate it on prop.

Every test starts from the same NQ trade ledger. Inspect the performance first, then test robustness and apply the exact rules of your prop account.

365-DAY MODEL · AUG 2025–AUG 2026

VPA ORB JDun Trades

NQ · 15m range · M5 confirm · M1 entry · New York first 1–2 hours

NET P&L+$14,377
PRIMARY ASSETNQ · E-mini Nasdaq-100 FuturesCME · New York first 1–2 hours

JDun's public profile identifies futures and options, daily live trading at the 9:30 ET cash open, VPA, one- and five-minute execution, and hourly/four-hour confluence. His ORB lesson defines the first fifteen minutes, a full M5 close outside the range and an M1 retest with volume confirmation. His newer Reverse ORB thread explicitly names NQ. NQ is therefore the primary contract, while the page models the more completely documented VPA ORB sequence.

Open research source ↗
Total P&L+$14,377
Return14.4%
Sharpe ratio4.56
Win rate51.2%
Max drawdown-$1,718 · 1.7%
Profit factor1.84

Equity curve

EQUITY · DRAWDOWN
Execution equity and drawdown chart.
Aug 2025NovFeb 2026MayAug 2026

Win/Loss analysis

Total trades164
Winning trades84
Losing trades80
Breakeven trades0
Average win$374
Average loss-$213
Largest win$582
Largest loss-$317

Risk & performance

Max consecutive wins7
Max consecutive losses7
Sortino ratio29.36
Recovery factor8.37
Average trade$88
Expectancy$88
Average favorable excursion$0
Average adverse excursion$0

Research status

Strategy rulesCoded
Research terminalReady
Research modelComplete

Access

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Research source

JDun Trades — The ORB Strategy You Were Missing. Source material and methodology documentation.

View reference
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