D
RAVEN
Dashboard

BB-Squeeze

FUTURESACTIVE4h candles
+$3,699
+37.0% ROI

Enters on Bollinger Band squeeze breakout with ADX confirmation

Performance Metrics
Win Rate47.2%
Sharpe1.61
Max Drawdown$4.1k
Total Trades366.0/mo
Avg Win+$907
Avg Loss$-616
Total Fees$1084
ROI37.0%
How It Works — Plain English

Bollinger Bands measure how quiet or volatile the market is. When the bands squeeze tight together (low volatility), it signals a big move is building. This strategy waits for that squeeze, then rides the breakout in whichever direction it goes. Low win rate but winners are much larger than losers.

Advanced Implementation+ expand
Entry Conditions
  • ▸BB width at or below 20th percentile of its history — squeeze confirmed
  • ▸Current bar BB width expanding (bandwidth > previous bar)
  • ▸ADX > 20 — confirms breakout has momentum, not false move
  • ▸Price breaks above upper BB → LONG
  • ▸Price breaks below lower BB → SHORT
  • ▸Open Interest rising → 1.33x position size (OI confirmation)
Exit Conditions
  • ▸Stop loss: 2x ATR from entry
  • ▸Take profit: 3x ATR from entry (1.5:1 reward/risk ratio)
  • ▸Time stop: 12 bars (2 days on 4h chart) — no move = cut
Position Sizing

size = (balance × 3% × leverage) / (ATR × 2) — risks 3% of balance per trade. OI rising adds 33% to size.

Data Sources
  • OHLCV 4h — Binance Spot
  • Open Interest 4h — Binance Futures (168 records, ~28 days)
Key Parameters
  • ▸BB width percentile threshold: 20th
  • ▸ADX threshold: 20
  • ▸Stop: 2x ATR, Target: 3x ATR
  • ▸Time stop: 12 bars
  • ▸OI boost: 1.33x when OI rising