Volatility Breakout Strategy [Angel Algo]

Script from: TradingViewSwingBreakoutVolatilityTrend following

The Volatility Breakout Strategy leverages elevated volatility to identify price breakouts. It utilizes the Average True Range (ATR) to determine an asset's volatility and establish breakout levels. Trades are initiated when the price crosses these levels, with colors denoting trend direction. Traders can fine-tune the 'Length' parameter to capture swings or trends, but optimal parameter settings require testing to align with market behavior.

Top 99 Backtests of Volatility Breakout Strategy [Angel Algo]

Explore the most profitable cryptocurrency and stock backtests with Volatility Breakout Strategy [Angel Algo] Strategy (on TradingView).

Filters

ORDI / TetherUS (ORDIUSDT)

+ Volatility Breakout Strategy [Angel Algo]

@ 2 h

2.45

Profit Factor

273.83 %

Total ROI

Affirm Holdings, Inc. (AFRM)

+ Volatility Breakout Strategy [Angel Algo]

@ Daily

2.07

Profit Factor

241.05 %

Total ROI

Blue Owl Capital Inc. (OWL)

+ Volatility Breakout Strategy [Angel Algo]

@ Daily

1.92

Profit Factor

78.52 %

Total ROI

Lucid Group, Inc. (LCID)

+ Volatility Breakout Strategy [Angel Algo]

@ Daily

1.86

Profit Factor

483.04 %

Total ROI

Unity Software Inc. (U)

+ Volatility Breakout Strategy [Angel Algo]

@ 4 h

1.39

Profit Factor

778.42 %

Total ROI

129

CoreWeave, Inc. (CRWV)

+ Volatility Breakout Strategy [Angel Algo]

@ 1 h

1.33

Profit Factor

647.16 %

Total ROI

101

Oklo Inc. (OKLO)

+ Volatility Breakout Strategy [Angel Algo]

@ 4 h

1.32

Profit Factor

799.16 %

Total ROI

115

CAKE / TetherUS (CAKEUSDT)

+ Volatility Breakout Strategy [Angel Algo]

@ 4 h

1.29

Profit Factor

431.93 %

Total ROI

233

Walgreens Boots Alliance, Inc. (WBA)

+ Volatility Breakout Strategy [Angel Algo]

@ 4 h

1.28

Profit Factor

167.65 %

Total ROI

292

VeChain / TetherUS (VETUSDT)

+ Volatility Breakout Strategy [Angel Algo]

@ 4 h

1.28

Profit Factor

2,118.91 %

Total ROI

303

CrowdStrike Holdings, Inc. (CRWD)

+ Volatility Breakout Strategy [Angel Algo]

@ 2 h

1.26

Profit Factor

1,921.15 %

Total ROI

350

RUNE / US Dollar (RUNEUSD)

+ Volatility Breakout Strategy [Angel Algo]

@ 5 min

1.25

Profit Factor

415.28 %

Total ROI

1330

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Volatility Breakout Strategy [Angel Algo] backtest statistics

Aggregated across every validated backtest TradeSearcher has run on this strategy. Figures update automatically as new backtests are added — they are not edited by hand. Classified as swing by holding period.

Backtests run

1.1

Avg profit factor

+721%

Avg net profit

>1,000%

Avg annualized return

64%

Avg max drawdown

0.16

Avg Sharpe ratio

On average, backtests of this strategy beat a buy-and-hold baseline by 712% over the same window.

Performance by asset class

Market	Backtests	Avg profit factor	Avg net profit	Avg max drawdown	Avg Sharpe
Crypto	80	1.3	+554%	82%	0.27
Stocks	1,367	1.1	+808%	64%	0.13
Forex	73	1.1	+15%	19%	0.06

Backtests use the validated-universe filter: non-repainting scripts, over 15 trades, non-excluded. Per-market rows appear only when at least one backtest exists for that asset class.

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