Range Compression Breakout
Targets trending stocks whose daily range has compressed — a quiet, tight tape that often precedes an expansion move. Requires the close above its 50-day average (established uptrend) and a daily high-low range under 3% of price (low volatility), then holds the 20 largest such names. Weekly rebalancing. Uses live high/low/close fields; volatility compression preceding expansion is the basis of the Bollinger squeeze.
About this strategy
Targets trending stocks whose daily range has compressed — a quiet, tight tape that often precedes an expansion move. Requires the close above its 50-day average (established uptrend) and a daily high-low range under 3% of price (low volatility), then holds the 20 largest such names. Weekly rebalancing. Uses live high/low/close fields; volatility compression preceding expansion is the basis of the Bollinger squeeze.
Strategy Rules
This strategy uses the default universe without additional filters.
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