Price & Market BehaviorCore researchlive in production

Breakout Volume

Updated dailyData needs: lowlong only

In plain terms

A 20-day high breakout is taken only when volume is unusually large and true-range is expanding — confirming it's a real move, not a head-fake.

How it works

Donchian-channel breakout: long the stock when today's close ≥ yesterday's rolling-N-day high, but ONLY if volume is 1.5-2× its 63-day average AND ATR is expanding vs its 60-day baseline. Triple confirmation (price breakout + volume surge + volatility expansion) filters false-breakouts that fail without follow-through. Hold 10 bars.

Live results

7 times picked on its own · 22 times inside a blend (17 beat the stock) · updated 2026-06-06

This strategy is a frequent ingredient in blends that combine a few strategies on one stock. It has contributed to 22 such blended picks (17 of which beat simply holding the stock). Picking it on its own is only one of the ways it shows up.

How its picks scored vs. buy & hold

Each pick is graded on a recent year it was never tuned on, against simply owning the same stock

Where its edge concentrates

Share of picks in each company-size group that beat buy & hold

How often it trades

Active vs. patient. Bars on the left mean it waits for rare setups; bars on the right mean it trades often

Return vs. buy & hold

How much each pick beat or trailed simply owning the stock over the test year (extreme microcap moves trimmed)

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Data dependencies

Daily prices
Adjusted-close OHLCV for every US-listed ticker; primary price feed.

Expected edge

Volume-confirmed breakouts have ~2× the hit-rate of bare breakouts on US equities (Turtle Trader playbook; Kaufman 2013).

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