Volatility System

Script from: TradingViewLongTermVolatilityBreakout

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 69 Backtests of Volatility System

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

Filters

Euro Fx/U.S. Dollar (EURUSD)

+ Volatility System

@ DailyTradeSearcher backtest

2.86

Profit Factor

51.55 %

Total ROI

Gold Futures (GC1!)

+ Volatility System

@ 4 hTradeSearcher backtest

1.48

Profit Factor

220.11 %

Total ROI

196

C3.ai, Inc. (AI)

+ Volatility System

@ 4 h

1.46

Profit Factor

83.58 %

Total ROI

Gold Futures (GC1!)

+ Volatility System

@ 15 minTradeSearcher backtest

1.45

Profit Factor

166.76 %

Total ROI

135

Kinder Morgan, Inc. (KMI)

+ Volatility System

@ Daily

1.43

Profit Factor

53.82 %

Total ROI

CAKE / TetherUS (CAKEUSDT)

+ Volatility System

@ 4 h

1.43

Profit Factor

2,152.96 %

Total ROI

APTUSDT Perpetual Contract (APTUSDT.P)

+ Volatility System

@ 4 h

1.41

Profit Factor

169.54 %

Total ROI

EOS / TetherUS (EOSUSDT)

+ Volatility System

@ Daily

1.41

Profit Factor

106.31 %

Total ROI

Bank of America Corporation (BAC)

+ Volatility System

@ 2 h

1.36

Profit Factor

789.32 %

Total ROI

364

Rent the Runway, Inc. (RENT)

+ Volatility System

@ 4 h

1.33

Profit Factor

53.71 %

Total ROI

Boeing Company (The) (BA)

+ Volatility System

@ 1 h

1.32

Profit Factor

1,009.56 %

Total ROI

421

NEO / TetherUS (NEOUSDT)

+ Volatility System

@ 4 h

1.32

Profit Factor

209.81 %

Total ROI

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Active Trades

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Popular Cryptos

Bitcoin / TetherUS (BTCUSDT)

BINANCE:BTCUSDT

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Ethereum / TetherUS (ETHUSDT)

BINANCE:ETHUSDT

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TetherUS / USD (USDTUSD)

BINANCEUS:USDTUSD

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BINANCE:XRPUSDT

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NASDAQ:MSFT

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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 long-term by holding period.

Backtests run

1.2

Avg profit factor

>1,000%

Avg net profit

+23%

Avg annualized return

61%

Avg max drawdown

0.14

Avg Sharpe ratio

On average, backtests of this strategy beat a buy-and-hold baseline by 865% over the same window.

Performance by asset class

Market	Backtests	Avg profit factor	Avg net profit	Avg max drawdown	Avg Sharpe
Crypto	71	1.3	+567%	65%	0.23
Stocks	1,364	1.1	>1,000%	65%	0.11
Forex	72	2.0	+27%	13%	0.10

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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