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190: SPX Opening Range Breakout (ORB) Strategy Using 0DTE Call Debit Spreads (Part3)

190: SPX Opening Range Breakout (ORB) Strategy Using 0DTE Call Debit Spreads (Part3)29 jun14 min

In Part 3 of this series on building an automated SPX 0DTE portfolio, we explore the final strategy we've added to our growing mix of high-frequency, positive expectancy trades: the 30-minute Opening Range Breakout (ORB) Call Debit Spread.

In previous episodes, we discussed the Trend Spread Engine (TSE) credit spreads and the End-of-Day Put Debit Spread (PDS). In this episode, we look at how the ORB strategy adds another layer of diversification by introducing a different combination of win rate, risk/reward, and market conditions.

Topics discussed include:

Why combining strategies with different win rates and risk/reward profiles mattersThe mechanics of a 30-minute Opening Range Breakout strategyWhy we're only trading upside ORBs above the 5-day moving averageThe importance of trade frequency and automationUsing one-minute confirmation for more consistent executionHow portfolio construction can reduce drawdowns and improve consistencyWhy position sizing matters more than any individual trade outcome

Articles Mentioned📈 30-Minute ORB Call Debit Spread Strategy

https://www.alphacrunching.com/blog/30-minute-opening-range-breakout-orb-30-a-mechanical-0dte-call-debit-spread-strategy

📉 End-of-Day Put Debit Spread Strategy

https://www.alphacrunching.com/blog/spx-end-of-day-put-debit-spread-strategy-rules-backtest-and-automation

📈TSE (Trend Spread Engine) 0DTE Credit Spread Strategy

https://www.alphacrunching.com/blog/spx-0dte-credit-spread-strategy-using-time-trend-and-strike-selection

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