Volatility Breakout

Strategy overview


Breakouts are a common event that escapes the large majority of market traders

While many traders believe they know how to find a potential breakout and successfully trade it, very few actually do and apply a quantified approach to their strategy.

The Volatility Breakout Strategy is grounded in almost 20 full years of backtested data, and is wholly designed to minimize your overall risk while maximizing your returns.

  • Annual Return: 24.48% (S&P500 return 13.3%)
  • Largest DrawDown: -18.4% (S&P500 DrawDown -18.64%)
  • Sharpe: 2.5

Is this strategy right for you?

This is a low volatility – high return strategy for long term investors, suitable for traders who wish to beat the market in the long run.


If this sounds like the match for your investment appetite, join us today FOR FREE and start building your profitable portfolio!

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Strategy performance


Check out the facts and figures behind this trading strategy

7.90%

Last 3 Months %

$12,320.60

Last 3 Months Gain

0.39%

Last 6 Months %

$661.09

Last 6 Months Gain

Volatility Breakout

Universe:
NASDAQ 100 Components

Entry:
Rank all symbols according to latest range trading, the narrower the better, take only the top 20%
Open Long If EMA(25) > EMA(50) and EMA(50) > EMA(120)

Exit:
Close Long If EMA(25) < EMA(50) or EMA(50) < EMA(120)