What I mean by “ORB backtest research”: I’m not trying to call trades in here. The idea is to compare historical behavior across markets, windows, candle timeframes, days of the week, directions, filters, targets, and stops. Such as: Does MNQ behave better with a shorter ORB window or a longer one? Do long-only tests hold up better than long + short? Do certain weekdays produce cleaner results? Does a 1m chart behave differently from a 5m chart with the same ORB window? That is the type of research I’ll be posting here.