Momentum#28tier 1live in production
atr breakout
cadence: Dailydata: lowlong onlyshort onlylong short
Mechanism
Different from #7 breakout_volume (which keys off volume confirmation): ATR breakout uses Average True Range to size the breakout magnitude in units of recent realized vol. A 1.5×ATR break above the 20-day high is the canonical Donchian / Turtle entry — Curtis Faith's "Turtle Traders" edge on trend
Data dependencies
daily_pricesAdjusted-close OHLCV for every US-listed ticker; primary price feed.
Expected edge
See referenced paper for original effect size; modern out-of-sample replication may be weaker.
Illustrative pattern only
NOT a backtestIllustrative pattern only — see /app for live backtests and the actual current equity curve.
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