# Opening Range Breakout Plugin Proof Artifact

Generated UTC: `2026-07-19T21:22:38.634499+00:00`

## Status

`PAPER_STRATEGY_SPEC_LINKED`

Proof class: `paper_testing_evidence`  
Execution mode: `paper_only`  
Live execution approved: `False`

This artifact links TradingRobotPlug public strategy claims to **verified** DreamVault
paper-testing artifacts. It is evidence of build capability and workflow discipline,
not a profit claim.

## Strategy

First-range break after open with volume confirmation (paper catalog opening_range_breakout + ORB/VWAP Bot Lab contract).

## Risk Positioning

- Paper-first.
- No guaranteed profit language.
- No live execution approval from this artifact.
- Operator review required before any real-money use.

Not financial advice. Not a profit claim. Not live trade approval. Paper-first review and operator risk controls remain mandatory.

## Linked Public Proofs

- `/proof/tsla-vwap-reclaim-plugin.json`

## Linked DreamVault Artifacts

### `runtime/manifests/trading/strategy_catalog.paper.yaml`

- File: `strategy_catalog.paper.yaml`
- Type: `.yaml`
- Bytes: `2650`
- mtime_utc: `2026-07-01T00:03:04+00:00`

```text
mode: PAPER_ONLY
symbol_focus:
  - TSLA
global_rules:
  no_averaging_down: true
  no_live_orders_until_promoted: true
  end_day_cash_default: true
  protect_green_day: true
  max_runner_risk_from_realized_profit_only: true

strategies:
  - id: tsla_melt_up_reclaim
    name: TSLA Melt-Up Reclaim
    timeframe: [5m, 15m, 30m]
    thesis: "Bear trap / reclaim pressure after failed breakdown."
    trigger:
      type: reclaim_hold
      levels: ["prior decision shelf", "strike magnet", "VWAP/EMA reclaim"]
      example: "417.50/418 reclaim -> 420 magnet"
    targets:
      - target_1: "psychological magnet"
      - extension: "next liquidity shelf"
    invalidation:
      - "lose reclaim shelf"
      - "fail fast reclaim after breakdown"
    execution_notes:
      - "First position is thesis trade."
      - "After target_1, close main risk and optionally roll smaller runner."

  - id: vwap_reclaim_momentum
    name: VWAP Reclaim Momentum
    timeframe: [5m, 15m]
    thesis: "Price reclaims VWAP with volume and holds above EMA stack."
    trigger:
      type: vwap_reclaim
      confirmation:
        - "close above VWAP"
        - "EMA9 curling above/through price"
        - "volume expansion"
    invalidation:
      - "VWAP loss with failed reclaim"
    targets:
      - "opening range high"
      - "prior day level"
      - "round-number magnet"

  - id: opening_range_breakout
    name: Opening Range Breakout
    timeframe: [5m, 15m, 30m]
    thesis: "First range resolves with volume after trap."
    trigger:
      type: range_break
      range: "first 15m/30m high-low"
    invalidation:
      - "breakout candle midpoint lost"
      - "range re-entry and rejection"
    targets:
      - "measured move"
      - "nearest liquidity level"

  - id: tbows_5m_mean_reversion
    nam
…[truncated]…
```

### `runtime/strategies/tsla_orb_vwap_reclaim_001.yaml`

- File: `tsla_orb_vwap_reclaim_001.yaml`
- Type: `.yaml`
- Bytes: `1276`
- mtime_utc: `2026-07-17T23:58:18+00:00`

```text
strategy_id: tsla_orb_vwap_reclaim_001
execution_mode: paper_only
live_execution_approved: false
instrument: TSLA
timeframe: 5m

market_context:
  benchmark: QQQ
  required_session: regular
  opening_ranges:
    - 15m
    - 5m
    - 30m

indicators:
  - vwap
  - ema_8
  - ema_21
  - rsi_14
  - macd
  - volume
  - last_5m_trend

setup:
  type: orb_vwap_reclaim
  quality_required: A_plus
  description: >
    Opening-range break combined with VWAP reclaim. Educational paper setup only —
    not a guaranteed profitable strategy.

risk:
  maximum_daily_loss_usd: 250
  maximum_trades_per_day: 3
  stop_removal_allowed: false
  stop_widening_allowed: false
  end_day_position: cash
  position_size_ceiling: 10
  stale_signal_seconds: 300

experiment:
  minimum_sample_size: 5
  states_allowed:
    - draft
    - ready_for_review
    - paper_trading
    - insufficient_sample
    - promotion_candidate
    - rejected
    - archived

provenance:
  derived_from:
    - runtime/manifests/trading/strategy_catalog.paper.yaml#opening_range_breakout
    - runtime/manifests/trading/strategy_catalog.paper.yaml#vwap_reclaim_momentum
  migration_artifact: data/reports/trading_robot/tsla_orb_vwap_reclaim_001_migration_001.json

```

### `data/reports/trading_robot/tsla_orb_vwap_reclaim_001_migration_001.json`

- File: `tsla_orb_vwap_reclaim_001_migration_001.json`
- Type: `.json`
- Bytes: `1961`
- mtime_utc: `2026-07-17T23:58:20+00:00`

```text
{
  "artifact_id": "tsla_orb_vwap_reclaim_001_migration_001",
  "created_utc": "2026-07-17T23:58:00Z",
  "source": "runtime/manifests/trading/strategy_catalog.paper.yaml",
  "target": "runtime/strategies/tsla_orb_vwap_reclaim_001.yaml",
  "operator_review_required": true,
  "semantic_risk": "medium",
  "notes": "Combines ORB + VWAP reclaim into one Bot Lab contract without changing catalog meaning; catalog entries remain SSOT for cockpit runner.",
  "field_map": [
    {
      "original_field": "strategies[id=opening_range_breakout].trigger.type=range_break",
      "target_field": "setup.type=orb_vwap_reclaim (+ opening_range_complete/close_above_or_high)",
      "transformation": "Map first 15m range break to deterministic OR high break on 5m bars",
      "semantic_risk": "low",
      "operator_review_requirement": false
    },
    {
      "original_field": "strategies[id=vwap_reclaim_momentum].trigger.type=vwap_reclaim",
      "target_field": "setup conditions close_above_vwap + ema_stack_bullish",
      "transformation": "Catalog confirmation list → explicit boolean conditions",
      "semantic_risk": "low",
      "operator_review_requirement": false
    },
    {
      "original_field": "global_rules.end_day_cash_default",
      "target_field": "risk.end_day_position=cash",
      "transformation": "direct",
      "semantic_risk": "low",
      "operator_review_requirement": false
    },
    {
      "original_field": "mode=PAPER_ONLY",
      "target_field": "execution_mode=paper_only",
      "transformation": "normalize case/underscore",
      "semantic_risk": "low",
      "operator_review_requirement": false
    },
    {
      "original_field": "strategies[*].timeframe",
      "target_field": "timeframe + market_context.opening_ranges",
      "transformation": "split p
…[truncated]…
```

### `data/reports/trading/tsla_command_center_snapshot_export_001.md`

- File: `tsla_command_center_snapshot_export_001.md`
- Type: `.md`
- Bytes: `1852`
- mtime_utc: `2026-06-08T10:11:28+00:00`

```text
# TSLA Command Center Snapshot Export 001

- output: `runtime/exports/freerideinvestor/tsla-command-center.json`
- symbol: `TSLA`
- status: `pass`
- freshness: `fresh`
- churn_risk: `high`
- behavior_input_present: `True`
- scorecard_input_present: `True`
- minute_data_available: `True`
- minute_data_status: `artifact-present`
- last_candle_at: `2026-06-01T13:02:57Z`
- data_age_minutes: `0`
- freshness_level: `fresh`
- market_session_status: `pre-market`
- collector_status: `artifact-present-live-pending`

## Snapshot

```json
{
  "bias": "neutral until opening range confirms",
  "checklist": [
    "Opening range marked",
    "VWAP relation checked",
    "No revenge re-entry without fresh setup",
    "Stop after two churn entries"
  ],
  "churn_risk": "high",
  "collector_status": "artifact-present-live-pending",
  "data_age_minutes": 0,
  "data_freshness_note": "Local TSLA minute-data artifact found. Live intraday auto-refresh is not wired yet.",
  "freshness": "fresh",
  "freshness_level": "fresh",
  "generated_at": "2026-06-01T13:02:57Z",
  "headline": "TSLA command center ready / 47 fills analyzed",
  "insight": "High activity month: enough fills for behavior clustering. Debit-heavy flow: frequent position initiation/adds exceeded exits.",
  "last_candle_at": "2026-06-01T13:02:57Z",
  "market_session_status": "pre-market",
  "minute_data_available": true,
  "minute_data_bytes": 509,
  "minute_data_source": "/data/data/com.termux/files/home/projects/DreamVault/runtime/trading_journal/data/command_center/tsla_1m_latest.meta.json",
  "minute_data_status": "artifact-present",
  "no_trade_windows": [
    "09:30-09:40 ET",
    "first failed breakout retest"
  ],
  "opening_range": "watch first 10 minutes",
  "status": "pass",
  "symbol": "TSLA",
  "vwap_state": "pending"

…[truncated]…
```


## Remaining Data Blockers

- No dedicated ORB session paper-fill log or ORB-only simulation report under data/reports/trading/.
- Do not claim ORB live performance; status remains paper_strategy_spec_linked until session logs exist.

## Verification Standard

- Strategy logic must be visible.
- Paper or simulated logs must exist before trust claims.
- Risk gates must be documented.
- Live execution is not approved by this artifact.
- Statuses must not use sample/placeholder language.