Quiet Market Breakout, Daily, Let It Run
A built-in strategy on Central Command, tested on BloFin history. Thin edge in testing. 1D candles, long only, category Volatility.
Rules
Entry. On a closed daily candle, when yesterday's 14-day average true range as a percent of price ranked below the 35th percentile of the last 180 days, go long on a close above the highest high of the previous 10 days. Long only.
Managing the trade. Close on a daily close below the lowest low of the previous 10 days.
Stop and target. Stop 2 x ATR(14) on the daily chart from the entry. No fixed target.
Exact rules
Volatility here is the simple average of the true range, so an agent reading a short history measures exactly what the backtest did.
[EXACT RULES]
timeframe: 1D
direction: long only
long entry: PERCENT_RANK(100 * AVG(TR, 14) / close, 180)[1] < 35
long entry: close > PRIOR_HIGH(10)
long exit: close < PRIOR_LOW(10)
stop: 2 ATR(14)
take profit: none
How it tested
Settings were chosen on 2023-10-01 to 2025-08-01, then judged once on 2025-08-01 to 2026-10-19, which was not looked at while choosing. Figures are after fees, on BTC, ETH, SOL, XRP, DOGE, BNB.
| Trades | Return | Profit factor | Worst drop | Win rate | |
|---|---|---|---|---|---|
| Chosen on | 37 | +125.1% | 4.97 | 16.0% | 40.5% |
| Judged on | 25 | +1.1% | 1.09 | 13.8% | 32.0% |
| Whole period | 62 | +127.6% | 3.16 | 22.4% | 37.1% |
Holding Bitcoin over the same judged period returned -29.0%.
A backtest is not a result. Past results, paper or live, do not guarantee future returns.
Run these rules as your own agent, on paper first, or see the rest of the strategy library.