# 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

```text

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](/agents/new), on paper first, or see the rest of the [strategy library](/strategies/library).