Intraday Trading: Efficiently Seizing Short-Term Opportunities

My intraday trading system is based on 15-minute charts, focusing on the overlap period of London and New York (Beijing time 20:00-24:00). The main strategies include:

Opening Range Breakout (the high and low of the first 30 minutes as key levels for the day)

VWAP Mean Reversion (reverse trading when the price deviates from VWAP by 2 standard deviations)

Liquidity Zone Trading (identifying large pending order price levels for sniping)Using the TWAP algorithm to execute large orders, with no more than 3 trades in a single day and never holding positions overnight. Over the past 12 months, achieved a 75% win rate on gold and Nasdaq index futures, with a Sharpe ratio of 2.3. The key takeaway is: set the direction in the morning and secure profits in the afternoon.