Strategies / S29
Squeeze Breakout
Bollinger bands inside Keltner, then the first close above the band.
Results
| Market class | Return | Holding | Sharpe | Max DD | Win rate | Trades |
|---|---|---|---|---|---|---|
| Crypto, 1d | +98.5% | +602% | 0.52 | -39.1% | 32.0% | 753 |
| Stocks, 1d | +192% | +28K% | 0.68 | -12.3% | 36.7% | 714 |
| Forex, 1d | -10.8% | +3.1% | -0.18 | -19.1% | 32.5% | 539 |
| Commodities, 1d | -5.4% | +1,833% | 0.00 | -26.9% | 34.4% | 299 |
| Indices, 1d | -13.0% | +878% | -0.17 | -16.8% | 31.8% | 233 |
The exact rule
- Go long when close is above SMA(20) + 2 x standard deviation(20) and SMA(20) + 2 x standard deviation(20) 1 bar ago is below EMA(20) + 1.5 x ATR(20) 1 bar ago.
- Exit the long when close is below EMA(20).
- Declared timeframe: 1d.
Explain it with Ask AI (Premium, on a desktop)
Watch it trade
This runs the same engine in your browser on the latest candles, with your own costs. Press Replay to watch every entry and exit arrive bar by bar.
Download
Pine ScriptFor TradingView
Paper botRuns on the Bot API, no real money
Python backtestOne file, no dependencies
READMEThe rule in plain words
Want it to run by itself? Read the automate guide, and use paper money first.
Related strategies
Donchian 55 (Turtle)The Turtle system: a 55-day high in, a 20-day low out.Donchian Long & ShortGoes with whichever side breaks a 20-bar range.Bollinger BreakoutBuy a close above the upper band, exit at the mid-line.
Research, not advice. Past results do not predict future ones. Results run to 2026-10-31.