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I didn’t build this ORB strategy to generate alpha or beat the S&P. I built it specifically for prop firms. The goal was simple: create a system with positive expectancy, frequent winning clusters, and relatively shallow losing streaks while staying within prop firm rules. This version uses a high win-rate, negative R scalping structure with very few degrees of freedom. The biggest challenge wasn’t finding the winning streaks… it was making sure I wasn’t simply overfitting them. So we put the st
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I didn’t build this ORB strategy to generate alpha or beat the S&P. I built it specifically for prop firms. The goal was simple: create a system with positive expectancy, frequent winning clusters, and relatively shallow losing streaks while staying within prop firm rules. This version uses a high win-rate, negative R scalping structure with very few degrees of freedom. The biggest challenge wasn’t finding the winning streaks… it was making sure I wasn’t simply overfitting them. So we put the st
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