15-Minute ORB + VWAP Strategy: Reddit Discussion & Research Insights for ES/NQ Futures

A Reddit user in r/Daytrading plans to test a 15-minute Opening Range Breakout (ORB) strategy combined with VWAP confluence on E-mini S&P500 (ES) and Nasdaq-100 (NQ) futures. Key details include entering post-9:45 ET 1-minute breakouts only if price is above/below VWAP, targeting a 1:2 risk-reward ratio (R/R), using trailing stops, and journaling results with up to 10 micro contracts on a $50k account [11]. Community feedback:

• Discipline as critical for success (Accomplished_Yam5229) [11].
• Concerns over excessive position sizing (daytradingguy notes 10 micros on $50k may be too large) [11].
• Skepticism from some users (AlgoTradingQuant implies potential losses) [11].
• Others using similar setups with additional filters like ADR, S/R, and volume profile (Technical_Fail_1951) [11].

Research confirms the 15-minute ORB strategy is widely used for ES/NQ futures intraday trading, with typical win rates of 50-55% for scalping timeframes and target R/R of1.5:1 to2:1 [3,4]. VWAP confluence enhances ORB strategies by filtering weak signals and aligning with institutional price levels, boosting win rates to45-65% when properly implemented [5,6]. The combination performs best in trending, liquid markets (like ES/NQ) and avoids choppy sideways conditions [2,9].

Both Reddit and research align on ORB+VWAP validity for ES/NQ but stress discipline and risk management. The Reddit user’s 1:2 R/R matches research’s recommended range [3,11]. Position sizing concerns (Reddit) echo research’s emphasis on risk controls [7,11]. Skepticism may reflect limited ES/NQ backtest data [1,8].

• Risks
  : False breakouts in choppy markets, excessive position sizing, lack of discipline [11,9].
• Opportunities
  : High-probability setups in trending markets, refinement via public journaling, integration of additional filters [11,5].