Range Scalp Viability Screen
A 12-tick range on ES is a scalp. A 12-tick range on ZN is a commission donation. Pick the contract from the tick and pip reference, enter the range, your stop, the spread and the commission, and the screen tells you whether an edge-to-midpoint scalp clears its costs, what win rate you need to break even, and what each scalp is worth at the win rates you'll see. The breakeven win rate is the plain formula, risk over risk plus reward, with costs folded into both sides. The cost-share cutoffs (15% is fine, 30% is the ceiling) are this tool's convention. Contract specs are the exchange minimums as of 2026; confirm the tick value with your broker before you size anything.
Spread is paid once on a market entry and not on a resting limit, so the screen charges 1 spread. Commission is charged twice, in and out. In dollars, or the account currency the tick value is in.
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Pick a contract and enter the range and the stop. Everything updates as you type.
How it screens. Range in ticks = (high minus low) / tick. Target = half the range, edge to midpoint. Round-trip cost in ticks = spread + 2 × commission / tick value. Net target = target minus cost. Net risk = stop + cost. Breakeven win rate = net risk / (net target + net risk). Cost share = cost / target. Under 15%: scalpable. 15% to 30%: marginal, you need a fill on the limit and a clean exit. Over 30%: not worth the click; widen the range you trade, or move to a contract with a cheaper tick. The ladder shows expectancy per scalp at 45% to 75% win rates: win rate × net target minus loss rate × net risk, in ticks and in money. Specs: ES, NQ, RTY, YM, CL, GC, SI, ZB, ZN, 6E and their micros use CME Group minimum ticks. FX rows are per standard lot with the pip value quoted in the counter currency, so USDJPY reads in yen. Keyboard: click a row or tab through the fields, nothing else to press.
Educational tool only, not financial advice. Tick values and minimum ticks change when exchanges say they do. Slippage isn't in the model, and on a scalp it's the cost that decides.
Built by Jason Parker, founder of Trading Ranges.