Session structure · 1–15m charts · Futures, stocks & ETFs, crypto

The opening range, drawn correctly. Volume delta, labeled honestly.

Auto-detects the real 9:30 New York open on any asset — futures, ETFs, or crypto — and shows a buying-vs-selling readout that calls itself an estimate, because our own testing showed that's what it is.

TESTED · CLAIMS SCOPED $50 / month
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Best forSession structure and abnormal-range detection
ReadsAuto NY-open ORB + 3-window CVD composite
OutputsRange levels, extensions, alerts, gap diagnostics
Timeframes1–15m · composite sharpest at 5m and below
What it does

Session structure you can trust. Order-flow telemetry that tells you what it is.
The opening range resolves to the correct real-world 9:30 ET open on every asset class, with an abnormal-range filter self-calibrated to the last ten sessions. CVD confirmation is on the chart as information — we tested whether requiring it improves breakout selection, on two markets and two data engines, and it didn't. So it's optional, and we say why.

Evidence

See it on a chart

Real ES and NQ examples from the validation study period, including a breakout the confirmation filters flagged as unconfirmed that performed fine anyway — the exact result the study measured.

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orb-signal-1-clean-breakout.png
A textbook opening-range breakout with the abnormal-range filter passing
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orb-signal-2-both-confirm.png
Both CVD checks fired — shown to scale, not oversold as 'high conviction'
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orb-signal-3-unconfirmed-worked.png
An unconfirmed breakout that worked anyway — the confirmed-vs-unconfirmed gap in one chart
Honest claims

What we can say, and what we can't

We don't claim

  • That CVD confirmation picks better breakouts — tested on ES and NQ, with estimated and true order flow, and it didn't
  • That CVD is "institutional order flow" — it's a same-second price-polarity estimate, 74% direction-accurate against true data
  • A fixed-horizon directional edge from the opening range alone — the average tested breakout returned less than round-trip costs

We can say

  • The session auto-detection is correct on futures, equities, and crypto — verified against the real 9:30 ET open, DST-safe
  • The abnormal-range filter and gap-vs-mitigation handling were built and reset-tested to remove a discontinuity bug found in review
  • Every number above comes from a pre-registered test — see the ORB+CVD section of the study →
Questions

FAQ

Does CVD confirm breakouts with real order flow?
It's an estimate. In our study it correlated 0.70 with true aggressor-side trade data and agreed on direction 74% of the time. Shown as labeled information; the confirmation filters are optional because requiring them didn't select better breakouts in testing — on two markets, using both the estimate and true order-flow data. Full proxy-vs-true benchmark →
What timeframes does it support?
1 to 15 minute charts. The CVD composite's fast window is 5 minutes, so it runs at full resolution on 5m charts and below; the session detection and opening range work correctly across the whole 1–15m range.
Does the opening range work on stocks and crypto?
Yes — session detection resolves the real 9:30 New York open per symbol automatically and DST-safe, whether you're charting a futures contract, an ETF, or a 24/7 crypto pair.

Ready to try it?

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