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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.

Premium users only

Premium users can access all backtests with a Risk/Reward Ratio > 3

@ Daily

3.52

Risk Reward

351.12 %

Total ROI

27

ORDI / TetherUS (ORDIUSDT)

+ Volatility Breakout Strategy [Angel Algo]

@ 2 h

2.45

Risk Reward

273.83 %

Total ROI

16

Affirm Holdings, Inc. (AFRM)

+ Volatility Breakout Strategy [Angel Algo]

@ Daily

2.07

Risk Reward

241.05 %

Total ROI

19

Blue Owl Capital Inc. (OWL)

+ Volatility Breakout Strategy [Angel Algo]

@ Daily

1.92

Risk Reward

78.52 %

Total ROI

16

Lucid Group, Inc. (LCID)

+ Volatility Breakout Strategy [Angel Algo]

@ Daily

1.86

Risk Reward

483.04 %

Total ROI

16

Oklo Inc. (OKLO)

+ Volatility Breakout Strategy [Angel Algo]

@ 4 h

1.60

Risk Reward

1,234.07 %

Total ROI

107

Unity Software Inc. (U)

+ Volatility Breakout Strategy [Angel Algo]

@ 4 h

1.38

Risk Reward

675.50 %

Total ROI

124

Walgreens Boots Alliance, Inc. (WBA)

+ Volatility Breakout Strategy [Angel Algo]

@ 4 h

1.28

Risk Reward

167.65 %

Total ROI

292

CrowdStrike Holdings, Inc. (CRWD)

+ Volatility Breakout Strategy [Angel Algo]

@ 2 h

1.27

Risk Reward

1,893.67 %

Total ROI

340

CoreWeave, Inc. (CRWV)

+ Volatility Breakout Strategy [Angel Algo]

@ 1 h

1.26

Risk Reward

461.51 %

Total ROI

87

RUNE / US Dollar (RUNEUSD)

+ Volatility Breakout Strategy [Angel Algo]

@ 5 min

1.25

Risk Reward

415.28 %

Total ROI

1330

Bank of America Corporation (BAC)

+ Volatility Breakout Strategy [Angel Algo]

@ 4 h

1.24

Risk Reward

741.10 %

Total ROI

496

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Active Trades

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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.

98
Backtests run
1.2
Avg profit factor
+707%
Avg net profit
>1,000%
Avg annualized return
67%
Avg max drawdown
0.15
Avg Sharpe ratio

On average, backtests of this strategy beat a buy-and-hold baseline by 691% over the same window.

Performance by asset class

MarketBacktestsAvg profit factorAvg net profitAvg max drawdownAvg Sharpe
Crypto821.2+397%82%0.26
Stocks1,3661.1+769%65%0.13
Forex731.0+3%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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