---
title: Day Trading Profitability
url: https://www.ml-quant.com/papers/ssrn/4898296/
site: ML-Quant (https://www.ml-quant.com)
updated: 2026-09-26
license: Summaries CC BY 4.0; links go to the original sources
index: https://www.ml-quant.com/llms.txt
identifier: SSRN 4898296
source_url: https://papers.ssrn.com/sol3/papers.cfm?abstract_id=4898296
featured: 2024-07-24
citations: unknown
topic: Trading, Microstructure & Execution
---


# Day Trading Profitability

The Opening Range Breakout day trading strategy can yield high returns when used with leverage or leveraged products in US public equity markets.

- Source: https://papers.ssrn.com/sol3/papers.cfm?abstract_id=4898296
- Identifier: SSRN 4898296
- Released: 2024-07-18
- First featured: Quant Letter No. 58 (2024-07-24): https://www.ml-quant.com/issues/2024-07-24/
- Citations (Semantic Scholar): not tracked
- Published in: not yet
- Topic: Trading, Microstructure & Execution

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