Volatility Breakout — ES NY Session (1h): A LIVE breakout Strategy for ES
The most-traded breakout sleeve — ES squeeze breaks across the whole NY session.
Market: ES Timeframe: 1-hour Session: NY Session (09:30-16:00 ET)
How it works
On the ES hourly, when volatility compresses (ATR < 85% of average) and price breaks the 10-bar Donchian channel plus a buffer during the NY session, ride the expansion. 189 trades — deep sample.
- Entry: 10-bar Donchian break with a 1.5x buffer during a squeeze, 09:30-16:00 ET.
- Exit: 2x risk target; ATR-based stop.
- Risk: 0.25% of account per trade, 1 micro (MES).
Backtested performance
ES — the numbers
| Profit Factor | 1.41 |
| System Quality (SQN) | 2.09 |
| Win Rate | 41% |
| Max Drawdown | -3.2% |
| Net Return (1 micro, $50k) | +11.5% |
| Trades | 189 |
| Years Tested | 10 |
When it works
- NY-session expansions after coiling
- Deepest sample (189 trades) = most trustworthy
- Trend-day continuation
When it fails
- False breaks out of the squeeze
- Chop that leaks sideways
- Low-volatility grind days
Why it has an edge
Breakout edge with the largest sample size in the book — hard to fluke over 189 trades.
How we validate it
Every sleeve is backtested on 8+ years of Sierra Chart NQ/ES data with realistic costs (2-tick slippage + $0.74/side commission), sized at 0.25% risk on a $50k account, and stress-tested per calendar year. Micros only (MNQ/MES). The 14 kill-zone sleeves were mined from a 10-year ES+NQ session sweep and are scored by Van Tharp SQN. Signals are tracked live every session.
See this strategy live
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Educational content only, not financial advice. Backtested results are hypothetical and do not guarantee future performance. Futures carry substantial risk and most short-term traders lose money. Test on your own data and trade your own plan.