Volatility System

Script from: TradingViewSwingVolatilityBreakout

The Volatility System strategy leverages the Average True Range (ATR) to quantify market volatility and enters trades when price changes surpass a set threshold defined by the ATR multiplied by a constant. Originally effective in certain markets, its performance may benefit from the inclusion of stop loss and take profit modifications to adapt to current volatile and noisy market environments.

Top 67 Backtests of Volatility System

Explore the most profitable cryptocurrency and stock backtests with Volatility System Strategy (on TradingView).

Filters

C3.ai, Inc. (AI)

+ Volatility System

@ 4 h

1.46

Risk Reward

83.58 %

Total ROI

Total Trades

Kinder Morgan, Inc. (KMI)

+ Volatility System

@ Daily

1.43

Risk Reward

53.82 %

Total ROI

Total Trades

APTUSDT Perpetual Contract (APTUSDT.P)

+ Volatility System

@ 4 h

1.41

Risk Reward

169.54 %

Total ROI

Total Trades

EOS / TetherUS (EOSUSDT)

+ Volatility System

@ Daily

1.41

Risk Reward

106.31 %

Total ROI

Total Trades

Boeing Company (The) (BA)

+ Volatility System

@ 1 h

1.41

Risk Reward

1,161.30 %

Total ROI

410

Total Trades

IREN LIMITED (IREN)

+ Volatility System

@ 4 h

1.39

Risk Reward

619.46 %

Total ROI

Total Trades

Bank of America Corporation (BAC)

+ Volatility System

@ 2 h

1.34

Risk Reward

733.89 %

Total ROI

361

Total Trades

Rent the Runway, Inc. (RENT)

+ Volatility System

@ 4 h

1.33

Risk Reward

53.71 %

Total ROI

Total Trades

BILL Holdings, Inc. (BILL)

+ Volatility System

@ 2 h

1.33

Risk Reward

532.56 %

Total ROI

132

Total Trades

NEO / TetherUS (NEOUSDT)

+ Volatility System

@ 4 h

1.32

Risk Reward

209.81 %

Total ROI

Total Trades

CAKE / TetherUS (CAKEUSDT)

+ Volatility System

@ 4 h

1.28

Risk Reward

1,410.82 %

Total ROI

Total Trades

C3.ai, Inc. (AI)

+ Volatility System

@ 1 h

1.22

Risk Reward

240.89 %

Total ROI

162

Total Trades

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Active Trades

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Popular Cryptos

Bitcoin / TetherUS (BTCUSDT)

BINANCE:BTCUSDT

62 strategies

Ethereum / TetherUS (ETHUSDT)

BINANCE:ETHUSDT

124 strategies

TetherUS / USD (USDTUSD)

BINANCEUS:USDTUSD

88 strategies

XRP / TetherUS (XRPUSDT)

BINANCE:XRPUSDT

89 strategies

Binance Coin / TetherUS (BNBUSDT)

BINANCE:BNBUSDT

62 strategies

USDC / U.S. Dollar (USDCUSD)

GEMINI:USDCUSD

0 strategies

SOL / TetherUS (SOLUSDT)

BINANCE:SOLUSDT

82 strategies

USTCUSDT SPOT (USTCUSDT)

BYBIT:USTCUSDT

119 strategies

TRON / TetherUS (TRXUSDT)

BINANCE:TRXUSDT

48 strategies

Dogecoin / TetherUS (DOGEUSDT)

BINANCE:DOGEUSDT

91 strategies

Popular Stocks

Tesla, Inc. (TSLA)

NASDAQ:TSLA

281 strategies

NVIDIA Corporation (NVDA)

NASDAQ:NVDA

93 strategies

American Airlines Group, Inc. (AAL)

NASDAQ:AAL

575 strategies

Micron Technology, Inc. (MU)

NASDAQ:MU

78 strategies

Safety Shot, Inc. (SHOT)

NASDAQ:SHOT

0 strategies

Apple Inc. (AAPL)

NASDAQ:AAPL

101 strategies

Microsoft Corporation (MSFT)

NASDAQ:MSFT

111 strategies

Applied UV, Inc. (AUVI)

NASDAQ:AUVI

108 strategies

Super Micro Computer, Inc. (SMCI)

NASDAQ:SMCI

34 strategies

Lucid Group, Inc. (LCID)

NASDAQ:LCID

604 strategies

Volatility System 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

>1,000%

Avg net profit

+18%

Avg annualized return

65%

Avg max drawdown

0.12

Avg Sharpe ratio

On average, backtests of this strategy beat a buy-and-hold baseline by >1,000% over the same window.

Performance by asset class

Market	Backtests	Avg profit factor	Avg net profit	Avg max drawdown	Avg Sharpe
Crypto	73	1.2	+434%	65%	0.21
Stocks	1,363	1.1	>1,000%	65%	0.11
Forex	72	—	—	30%	—

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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