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 64 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

Kinder Morgan, Inc. (KMI)

+ Volatility System

@ Daily

1.43

Risk Reward

53.82 %

Total ROI

APTUSDT Perpetual Contract (APTUSDT.P)

+ Volatility System

@ 4 h

1.41

Risk Reward

169.54 %

Total ROI

EOS / TetherUS (EOSUSDT)

+ Volatility System

@ Daily

1.41

Risk Reward

106.31 %

Total ROI

IREN LIMITED (IREN)

+ Volatility System

@ 4 h

1.39

Risk Reward

619.46 %

Total ROI

Bank of America Corporation (BAC)

+ Volatility System

@ 2 h

1.36

Risk Reward

774.46 %

Total ROI

362

Boeing Company (The) (BA)

+ Volatility System

@ 1 h

1.35

Risk Reward

1,050.37 %

Total ROI

414

Rent the Runway, Inc. (RENT)

+ Volatility System

@ 4 h

1.33

Risk Reward

53.71 %

Total ROI

NEO / TetherUS (NEOUSDT)

+ Volatility System

@ 4 h

1.32

Risk Reward

209.81 %

Total ROI

BILL Holdings, Inc. (BILL)

+ Volatility System

@ 2 h

1.30

Risk Reward

521.31 %

Total ROI

136

CAKE / TetherUS (CAKEUSDT)

+ Volatility System

@ 4 h

1.28

Risk Reward

1,410.82 %

Total ROI

HENRY HUB NATURAL GAS FUTURES (NG1!)

+ Volatility System

@ 1 h

1.22

Risk Reward

327.84 %

Total ROI

292

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Active Trades

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Popular Cryptos

Bitcoin / TetherUS (BTCUSDT)

BINANCE:BTCUSDT

56 strategies

Ethereum / TetherUS (ETHUSDT)

BINANCE:ETHUSDT

123 strategies

TetherUS / USD (USDTUSD)

BINANCEUS:USDTUSD

88 strategies

XRP / TetherUS (XRPUSDT)

BINANCE:XRPUSDT

83 strategies

Binance Coin / TetherUS (BNBUSDT)

BINANCE:BNBUSDT

57 strategies

SOL / TetherUS (SOLUSDT)

BINANCE:SOLUSDT

75 strategies

USDC / U.S. Dollar (USDCUSD)

GEMINI:USDCUSD

0 strategies

USTCUSDT SPOT (USTCUSDT)

BYBIT:USTCUSDT

119 strategies

TRON / TetherUS (TRXUSDT)

BINANCE:TRXUSDT

47 strategies

Dogecoin / TetherUS (DOGEUSDT)

BINANCE:DOGEUSDT

87 strategies

Popular Stocks

Tesla, Inc. (TSLA)

NASDAQ:TSLA

275 strategies

NVIDIA Corporation (NVDA)

NASDAQ:NVDA

93 strategies

American Airlines Group, Inc. (AAL)

NASDAQ:AAL

574 strategies

Micron Technology, Inc. (MU)

NASDAQ:MU

76 strategies

Apple Inc. (AAPL)

NASDAQ:AAPL

101 strategies

Safety Shot, Inc. (SHOT)

NASDAQ:SHOT

0 strategies

Microsoft Corporation (MSFT)

NASDAQ:MSFT

102 strategies

Applied UV, Inc. (AUVI)

NASDAQ:AUVI

108 strategies

Lucid Group, Inc. (LCID)

NASDAQ:LCID

603 strategies

Super Micro Computer, Inc. (SMCI)

NASDAQ:SMCI

34 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

+17%

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	72	1.3	+388%	65%	0.22
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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