VCP breakout EVBX
E_VCP_BREAKOUT | entry trigger | trigger | entry | computed
Logic
5D range / 20D avg range <= 0.60 AND Close > Prior 20D high AND Volume > Prior 20D avg volume AND 5D return <= 8%Edge-
Samples0
Definition
Enter on volatility contraction plus breakout.
Logic Triples
| Predicate | Left | Op | Right | Formula |
|---|---|---|---|---|
| 5D range contracted to 60% of 20D averageThe recent 5-day range is no more than 60% of the average 20-day range. | 5D range / 20D avg range | <= | 0.60 | range_5d[t] / avg(range_20d)[t] <= 0.6 |
| Close above prior 20D highToday's close is greater than the highest high over the prior 20 sessions. | Close | > | Prior 20D high | close[t] > max(high[t-20:t-1]) |
| Volume above prior 20D averageToday's volume is greater than the average volume over the prior 20 sessions. | Volume | > | Prior 20D avg volume | volume[t] > avg(volume[t-20:t-1]) |
| 5D return no more than 8%Avoid entries after the ticker has already rallied more than 8% over five sessions. | 5D return | <= | 8% | return_5d[t] <= 0.08 |
Strategies Using Atom
| Strategy | Family | Edge | Signals |
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