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Linear Regression Channel Breakout Strategy

Script from: TradingViewSwingBreakoutTrend followingVolatility

Utilize LonesomeTheBlue's Linear Regression Channel Indicator for breakout trading. Trigger a Long or Short when the candle closes beyond the channel lines—Short if the positive slope breaks the lower line; Long if the negative slope breaks the upper. Default settings target 8-hour candles. Customize for other timeframes for optimal results. Adjust slope and breakout criteria to maximize potential gains.

Premium users only

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

@ Daily

5.12

Risk Reward

250.10 %

Total ROI

30

Total Trades

CoreWeave, Inc. (CRWV)

+ Linear Regression Channel Breakout Strategy

@ 2 h

2.29

Risk Reward

396.72 %

Total ROI

49

Total Trades

Advanced Micro Devices, Inc. (AMD)

+ Linear Regression Channel Breakout Strategy

@ 2 h

1.85

Risk Reward

13,250.82 %

Total ROI

498

Total Trades

Advanced Micro Devices, Inc. (AMD)

+ Linear Regression Channel Breakout Strategy

@ 4 h

1.72

Risk Reward

48,878.40 %

Total ROI

347

Total Trades

ONDO / TetherUS (ONDOUSDT)

+ Linear Regression Channel Breakout Strategy

@ 4 h

1.59

Risk Reward

168.12 %

Total ROI

64

Total Trades

Rocket Companies, Inc. (RKT)

+ Linear Regression Channel Breakout Strategy

@ 4 h

1.38

Risk Reward

294.29 %

Total ROI

69

Total Trades

CVS Health Corporation (CVS)

+ Linear Regression Channel Breakout Strategy

@ 1 h

1.31

Risk Reward

599.74 %

Total ROI

399

Total Trades

U.S. Dollar/Japanese Yen (USDJPY)

+ Linear Regression Channel Breakout Strategy

@ Daily

1.26

Risk Reward

224.24 %

Total ROI

235

Total Trades

L'Oreal (OR)

+ Linear Regression Channel Breakout Strategy

@ 15 min

1.24

Risk Reward

70.53 %

Total ROI

391

Total Trades

Spotify Technology S.A. (SPOT)

+ Linear Regression Channel Breakout Strategy

@ 5 min

1.23

Risk Reward

65.57 %

Total ROI

348

Total Trades

U.S. TREASURY BOND FUTURES (ZB1!)

+ Linear Regression Channel Breakout Strategy

@ 2 h

1.22

Risk Reward

44.01 %

Total ROI

359

Total Trades

Rocket Companies, Inc. (RKT)

+ Linear Regression Channel Breakout Strategy

@ 1 h

1.18

Risk Reward

441.76 %

Total ROI

252

Total Trades
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Active Trades

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Linear Regression Channel Breakout Strategy 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.

42
Backtests run
1.3
Avg profit factor
>1,000%
Avg net profit
+38%
Avg annualized return
56%
Avg max drawdown
0.18
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

MarketBacktestsAvg profit factorAvg net profitAvg max drawdownAvg Sharpe
Crypto451.2+582%73%0.30
Stocks7161.3>1,000%55%0.16
Forex661.3+224%41%0.02

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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