EQUITIES
US
SPX
SPX Bollinger Squeeze
Identifies periods when the market is coiling tightly (bands squeezing) and enters on the breakout. Low volatility precedes high volatility — this algo tries to catch the move before it happens....
Win Rate
53%
35 markets resolved
Backtest Return
29.8%
2-year backtest
Benchmark
27.4%
SPX Buy-and-Hold
Alpha vs Benchmark
+2.4%
2-year period
CURRENT MARKET — WEEK OF —
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Performance History
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Market Activity
Algo Rules — Fully Public
Long on Bollinger Band squeeze breakout (bandwidth < 1%). Exit on band expansion or 2% stop.
Identifies periods when the market is coiling tightly (bands squeezing) and enters on the breakout. Low volatility precedes high volatility — this algo tries to catch the move before it happens.
Tags
bollingersqueezebreakout
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