Volatility Breakout — ES NY-AM KZ (15m): A LIVE breakout Strategy for ES
A faster 15-min squeeze break on ES for the NY open.
Market: ES Timeframe: 15-min Session: NY AM KZ (09:30-11:00 ET)
How it works
The 15-minute ES squeeze break: ATR compression under 70% of average, then a tight 0.5x-buffer break of the 55-bar Donchian channel during the NY-AM kill zone.
- Entry: 55-bar Donchian break with a 0.5x buffer during a squeeze, 09:30-11:00 ET.
- Exit: 2.5x risk target; ATR-based stop.
- Risk: 0.25% of account per trade, 1 micro (MES).
Backtested performance
ES — the numbers
| Profit Factor | 1.34 |
| System Quality (SQN) | 1.51 |
| Win Rate | 41% |
| Max Drawdown | -2.5% |
| Net Return (1 micro, $50k) | +4.7% |
| Trades | 97 |
| Years Tested | 10 |
When it works
- Sharp NY-open expansions
- Faster entries than the hourly
- Diversifies the hourly breakouts
When it fails
- Choppy, indecisive opens
- More false breaks at 15m than 1h
- Low-volatility mornings
Why it has an edge
A quicker read of the same open-range expansion — earlier entries, more noise filtered by the squeeze.
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.