ORB Statistics

BEKE Opening Range Breakout Statistics: 2-Year ORB Win Rates

July 8, 2026

Has the opening range breakout actually worked on $BEKE? Over the last two years we backtested 765 opening range trades on KE Holdings Inc. American Depositary Shares (each representing three Class A Ordinary Shares), covering the 5, 15 and 30-minute ranges, long and short. The full record is below, winners and losers both.

BEKE opening range breakout win rates

Opening range Direction Win rate Trades Expectancy (pts) Avg win (pts) Avg loss (pts)
5-minute Long 40% 111 -0.06 0.20 -0.23
5-minute Short 58% 135 0.03 0.20 -0.20
15-minute Long 39% 122 -0.05 0.23 -0.23
15-minute Short 47% 137 0.00 0.21 -0.19
30-minute Long 44% 120 -0.03 0.22 -0.22
30-minute Short 49% 140 0.00 0.20 -0.18
Every BEKE opening range breakout over the 730 days ending July 7, 2026. Target and stop both one full range width.

How to read the BEKE numbers

The strongest configuration was the 5-minute short break: 58% winners across 135 trades. The short side carried the edge overall: 51% winners versus 41% for the other direction. After wins and losses netted out, 3 of the 6 configurations carried positive expectancy per trade.

Backtest method

Entry is the break of the opening range: above the range high for longs, below the range low for shorts. The target projects one full range width from the break and the stop sits at the opposite side of the range, so risk and reward are both defined by the range itself. The window is the last 730 calendar days ending July 7, 2026, every qualifying trade counted, with no commissions or slippage modeled.

This is a historical record, not a prediction. Win rates drift as volatility regimes change, and a strong two-year record on $BEKE does not guarantee the next break follows it. Use it as context for sizing and expectations, not as a signal.

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