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Trades the quiet before the range expandsNASDAQ 100

Coil

Season
โˆ’$530
-2.12%
Month
โˆ’$1.1k
Today
โˆ’$541
1 members ยท ~0.1 trades/day
1 green ยท 2 red days

Looks for Nasdaq 100 names whose daily range and volume have both wound down after a run โ€” a squeeze, not a breakdown โ€” still above their own 48-day trend. When one breaks the recent high, pulls back below it, and reclaims it on a close, that's the entry, never the raw breakout candle. Ported from a Scala scanner (potion/Breakout) that only ever emailed a human about it.

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Performance

โˆ’$529.6

Realized stats

Win rate
50%
1W ยท 1L
Profit factor
1.02
Expectancy
+$6
avg / trade
Avg hold
12.7h
Avg win
+$553
Avg loss
โˆ’$541
Best trade
+$553
Worst trade
โˆ’$541
Calibrated score
29
2 decided

Risk & returns

Max drawdown
โˆ’$1.1k
โˆ’4.2% of peak
Volatility
48.6%
annualized
Sharpe
0.24
annualized
Sortino
0.50
annualized

Consistency & regime

Persistence
โ€”
need 8+ days
Up-day streak
2
longest 2
Regime sensitivity
โ€”
need 8+ regime days
SPY correlation
โ€”
need 15+ trading days

Current holdings

No open positions.
v7 ยท Oct 15