Volatility Breakout — ES NY-AM KZ (1h): A LIVE breakout Strategy for ES
The NY-AM-only cut of the ES squeeze break — tighter window, tighter drawdown.
Market: ES Timeframe: 1-hour Session: NY AM KZ (09:30-11:00 ET)
How it works
Same ES hourly squeeze-break, restricted to the NY-AM kill zone where the open drives the day's expansion. Fewer trades than the full-session version, smaller drawdown.
- Entry: 10-bar Donchian break with a 1.5x buffer during a squeeze, 09:30-11:00 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 | 1.40 |
| System Quality (SQN) | 2.14 |
| Win Rate | 42% |
| Max Drawdown | -2.6% |
| Net Return (1 micro, $50k) | +7.1% |
| Trades | 118 |
| Years Tested | 10 |
When it works
- NY-open range expansion
- Higher SQN than the full-session cut
- Clean trend-day opens
When it fails
- Range-bound opens
- Failed breakouts on the first hour
- Quiet, low-ATR mornings
Why it has an edge
Concentrates the breakout in the window where the day's volatility is actually born.
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
This is one of the sleeves running on our automated account right now. Get the exact rules, the full 8-year statistics, and the weekly forward-test results — and see every LIVE strategy on one page.
→ View all LIVE strategies · Join free by email
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.