Strategies / S65
Short Squeeze Fade
Short after short liquidations hit four times their two-week hourly average: 3 ATR stop, 2R target.
Results
| Market class | Return | Holding | Sharpe | Max DD | Win rate | Trades |
|---|---|---|---|---|---|---|
| Crypto, 1h | -16.8% | +25.7% | -2.06 | -25.0% | 40.7% | 494 |
The exact rule
- Go short when ext is above 4 x SMA(336).
- Stop: 3 ATR(14) from entry.
- Target: 2 times the risk.
- Leave after 24 bars at most.
- Declared timeframe: 1h.
Explain it with Ask AI (Premium, on a desktop)
Runs on MarginPad data. This rule reads our own liquidation feed, which TradingView cannot see, so it has no Pine or Python file and no live lab. The sample is short: months, not years.
Related strategies
Open Interest WashoutBuy when open contracts drop 5% in four hours and price fell with them: leverage has just been cleared.Crowded Longs FadeShort when funding is two deviations above its own recent mean. The crowd is paying up to stay long.Crowded Shorts FadeLong when funding is two deviations below its own recent mean. Shorts are paying to stay in.
Research, not advice. Past results do not predict future ones. Results run to 2026-10-31.