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Micro Gold Futures
Short

Gold Took the Bait Then Got Body Bagged

15
This afternoon I stepped outside my usual mechanical system and ran a classic: the Opening Range Breakout (ORB) on MGC just to see if gold still respects the old-school plays.
Marked the range of the first 15-minute candle, waited for the break and confirmation close, then entered on the short side.

Asset: Micro Gold Futures (MGC1!)
Timeframe: 15-Minute
Strategy: Opening Range Breakout
Session: NY
Bias: Short
Trigger: Bearish 15-min close below the ORB low

Notes

ATR Expansion: Signalled volatility coming off the open (range >20 ticks)

Liquidity Trap: Gold swept ORB highs before dumping a classic trap-and-flush

Volume Confirmation: Delta turned aggressively negative at the break

Risk-Reward: Tight stop above range, clean 1:3 move into session lows

ORB: Dumb-Simple, Still Deadly

ORB is one of the simplest tools in a trader's playbook and that’s what makes it dangerous (in both directions). When it works, it works. You define the opening range, wait for price to break out and confirm, and ride the move.

But here’s the nuance:

Gold LOVES to fake one side before exploding the other. It’ll sweep liquidity, bait breakout traders, then detonate in the opposite direction. Today was a textbook clean sweep of ORB highs, then a brutal reversal and breakdown.

I usually lean on mechanical, model-based strategies, structured entries, rule-based exits, logic-driven setups. But I’m not blind to price. Having a few flexible strategies like ORB in the toolkit gives you options on days where market intent is obvious. So… does ORB actually work? Here's what the research says:

- Al Brooks (Price Action Trading)
ORB-type plays win 55–60% of the time when confirmed with price action and managed properly.

- Linda Raschke (Street Smarts)
ORB entries rated highly during volatility expansions especially in futures.

- Quantified Strategies (S&P 500 ORB backtest)/b]
57% win rate with basic 1:1 R:R and no filters.

Internal Bookmap/Tradovate tracking on MGC.
Fake outs occur in 30–40% of ORB plays, especially during thin liquidity or low-news days. But let’s be real that 55–60% win rate is open to interpretation. It depends on the confluences. Are you using delta confirmation?

Are you filtering by session or volatility? Are you waiting for a close outside the range or just guessing? ORB works if you work it. The strategy isn’t magic. The execution is.

The twist with today wasn't a "trend continuation" move. It was a rejection. Gold baited breakout longs, then pulled the rug. This is where mechanical structure meets tape intuition.
Retail chased. Price snapped. Quant stayed calm and shorted the flush.

What Do You Think?
Do you still trust ORB? Or is it a trap most days? Do your stats back it up or have you evolved beyond it? Let’s open it up. Drop your ORB rules, tweaks, or horror stories below. I’ll reply to every serious one.

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