Yes, but only for a relatively small sample (compared to the years you mentioned) for the YM in 2005. I was trading a breakout strategy (purely discretionary) and entering with a stop order.
No doubt what you found is correct. But there are two details about what I am doing that you must consider:
(1) After the waiting time is over, I am placing a limit order entry near the breakout price. I am entering when the breakout retraces.
(2) My targets are small (5-10 NQ points)
And the big one:
This "semi-automated" technique I am trading is based on the idea of trading in today's market conditions. So if I notice most of the breakouts have pullbacks near the breakout price (true, recently in the NQ) I fit parameters on the fly. If next week I start seeing a lot of the explosive type, I can change the parameters once again (including the profit targets). I don't know if all of the will work; we'll see. So far, so good.
I am heavily influenced by the first professional trader I met who would first analyze the previous trading week. If the prices showed certain dependencies, he would scratch out a methodology for the current week. He always did very well.
In my case, I'm looking at yesterdays prices plus what happened up until "now" which is typically around 8:30 Eastern for NQ trades. I am also reviewing trades from the past few weeks and thinking about how I could filter out the bad ones while retaining the good ones.