PROPBREAKER SYSTEM · Session Breakout & Momentum · System 15

PB-VWAP DOUBLE BREAK

Independently interpreted, formalized, coded and tested by PROPBREAKER.An MNQ Double Break model that fades the first opening-range breakout only after price reclaims New York VWAP toward the opposite range boundary.
CONCEPT REFERENCEAustin SilverIndependent implementation — No affiliation or endorsement.
FuturesIntraday
CONCEPT REFERENCE / Austin SilverNOT AFFILIATED / NOT ENDORSED
PROPBREAKER SYSTEMVERIFIED MODEL VIEW
MNQ1! · 365-day intraday testPB-VWAP DOUBLE BREAK
PROPBREAKER CODE
SETUP15M OR + NY VWAPTRIGGERORH trap + close below NY VWAPSLSession high + tick offsetTPORL / 12:00 exit
PLATFORM TARGETSBuilds in development
TradingView logoTradingViewPine strategy
MetaTrader 5 logoMetaTrader 5MT5 bot
NinjaTrader 8 logoNinjaTrader 8NT8 bot
01 / How it works

Strategy rules.
Complete execution model.

Austin Silver's public work is centered on systematic futures trading and structured session context. This implementation builds the 09:30–09:45 ET opening range, records which side breaks first, then enters only after price reclaims New York VWAP in the opposite direction. The supplied TradingView execution history contains 222 closed trades across a complete 365-day window: 113 long and 109 short. Profitable positions are managed toward the opposite opening-range objective, structural risk is placed beyond the relevant session extreme, and any remaining position is closed by the midday time exit. Every statistic, trade row, Monte Carlo path and prop-firm simulation on this page is calculated from that detailed MNQ1! execution history.

MODEL MAP / VWAP DOUBLE BREAKMNQ ORH trap → NY VWAP reclaim short09:30–09:45 ET OR · buyers trapped above ORH · close below NY VWAP · ORL target
01Build the OR + VWAP mapBuild the complete 09:30–09:45 ET opening range and keep NY, overnight and previous-day VWAP visible.
02Trap buyers above ORHThe first break must trade above ORH. That move establishes the buyers-trapped state; it is context, not the short entry.
03Sell the VWAP reclaimFrom 09:45 to 12:00 ET, sell only after price closes below NY VWAP. Protect above the session high plus the tick offset; target ORL and force-flat at noon.

Representative rule map · entry, invalidation and objective—not a historical trade.

COMPLETE TECHNICAL PLAYBOOK

VWAP DOUBLE BREAK

Austin Silver's public work is centered on systematic futures trading and structured session context. This implementation builds the 09:30–09:45 ET opening range, records which side breaks first, then enters only after price reclaims New York VWAP in the opposite direction. The supplied TradingView execution history contains 222 closed trades across a complete 365-day window: 113 long and 109 short. Profitable positions are managed toward the opposite opening-range objective, structural risk is placed beyond the relevant session extreme, and any remaining position is closed by the midday time exit. Every statistic, trade row, Monte Carlo path and prop-firm simulation on this page is calculated from that detailed MNQ1! execution history.

01

Operating context

  • Market and model: Micro E-mini Nasdaq-100 Futures (MNQ1!), Session Breakout & Momentum family.
  • Operating timeframe: 09:30–09:45 ET OR · 1m execution.
  • Execution window: New York morning.
  • Apply the rules in sequence; one missing condition cancels the signal.
02

Pre-trade checklist

  • Confirm the full operating context before looking for an entry: 09:30–09:45 ET OR · 1m execution.
  • Map the complete trigger without anticipation: First OR break → opposite NY VWAP reclaim.
  • Calculate size, invalidation and maximum loss before the order: Session high/low + tick offset.
03

Entry protocol

  • Execute only after the complete trigger is printed: First OR break → opposite NY VWAP reclaim.
  • Record the level, timestamp and condition that activated the order; never turn a missed order into a chase.
04

Invalidation

  • Define the invalidation before submitting the order: Session high/low + tick offset.
  • Exit when invalidated: do not average down and do not widen the stop.
05

Position management

  • Manage the open position exactly as specified: Opposite opening-range objective · 12:00 time exit.
  • Coded exit model: Opposite opening-range objective · 12:00 time exit.
  • Discretionary changes are allowed only when defined in the preset before entry.
06

When not to trade

  • Skip incomplete signals, late entries and any setup that cannot preserve the documented risk model.
  • Skip the setup when spread, slippage, volatility or liquidity make the calculated risk unreliable.
  • Do not treat historical results as a guarantee of future performance.
Mandatory sequenceContext → setup → trigger → risk → management → exit
Reference & independenceRead details +

This is an independent PROPBREAKER implementation inspired by concepts presented on Austin Silver's official YouTube channel. PROPBREAKER interpreted, coded and tested the rules shown here.

The referenced trader did not develop, review or approve this software and is not affiliated with PROPBREAKER. The coded model may differ from the trader's own methodology.

Official YouTube sourceView channel +

The public strategy reference is exclusively the trader's official YouTube channel.

02 / REVIEW THE RESULTS

Backtest.
Stress test.
Prop test.

Follow the tabs in order. Start with the historical result, check whether it survives weaker trade sequences, then apply the rules of your prop account.

PROPBREAKER SIMULATIONResults shown are generated exclusively by PROPBREAKER's independent coded implementation. They are not results achieved, reported or endorsed by the referenced trader.
HISTORICAL BACKTEST · AUG 19, 2025–AUG 19, 2026

PB-VWAP DOUBLE BREAK

MNQ1! · 09:30–09:45 ET OR · 1m execution · New York morning

PROPBREAKER SIMULATION · NET P&L+$4,564.00
TRADINGVIEW TRADE LOGMNQ1! · Micro E-mini Nasdaq-100 FuturesCME · TradingView · New York morning
Total P&L+$4,564.00
Return9.13%
Sharpe ratio1.25
Win rate57.21%
Max drawdown-$2,957.00 · 5.71%
Profit factor1.197

Equity curve · PROPBREAKER SIMULATION

IMPORTED CLOSED-TRADE LEDGER · TRADE BY TRADE
Execution equity and drawdown chart.
Aug 2025NovFebMayAug 2026
View detailed statistics +

Win/Loss details

Total trades222
Winning trades127
Losing trades95
Breakeven trades0
Average win$218.28
Average loss-$243.76
Largest win$533.00
Largest loss-$514.00

Risk details

Max consecutive wins7
Max consecutive losses5
Sortino ratio2.10
Recovery factor1.54
Average trade$20.56
Expectancy$20.56
Average favorable excursion$175.09
Average adverse excursion-$193.39
STRATEGY FAQ

Before you test the model.

01What is the PB-VWAP DOUBLE BREAK strategy?

PB-VWAP DOUBLE BREAK is PROPBREAKER's independent coded implementation inspired by concepts presented on Austin Silver's official YouTube channel. The trader is a concept reference only, is not affiliated with or endorsing PROPBREAKER, and did not develop or approve the software or its results.

02Which market and timeframe does this VWAP DOUBLE BREAK model use?

The page models Micro E-mini Nasdaq-100 Futures (MNQ1!) on 09:30–09:45 ET OR · 1m execution. The primary setup is first or break → opposite ny vwap reclaim, with session high/low + tick offset.

03How are the PB-VWAP DOUBLE BREAK results tested?

The PROPBREAKER simulation is calculated from the imported MNQ1! closed-trade ledger for AUG 19, 2025–AUG 19, 2026. Monte Carlo and prop-firm tools reuse that implementation's trade history; the results are not results achieved, reported or endorsed by Austin Silver and do not guarantee future performance.

04Which platforms support this VWAP DOUBLE BREAK implementation?

The same coded decision model is designed for TradingView, MetaTrader 5 and NinjaTrader 8. Parameters can be changed, but every changed configuration should be backtested and stress-tested again before use.

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