Range Expansion Day
A built-in strategy on Central Command, tested on BloFin history. Held up on its coins, not on others. 1D candles, long and short, category Volatility.
Rules
Entry. On a closed daily candle whose range is more than 1.5 x the previous ATR(14): go long if it closed in the top quarter of its range, short if it closed in the bottom quarter.
Managing the trade. Close after 5 days.
Stop and target. Stop 2 x ATR(14) on the daily chart from the entry. No fixed target.
Exact rules
timeframe: 1D
long entry: high - low > 1.5 * ATR(14)[1]
long entry: close > high - 0.25 * (high - low)
short entry: high - low > 1.5 * ATR(14)[1]
short entry: close < low + 0.25 * (high - low)
stop: 2 ATR(14)
take profit: none
max bars: 5
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 | 178 | +39.7% | 1.69 | 7.6% | 53.9% |
| Judged on | 103 | +12.4% | 1.41 | 9.0% | 46.6% |
| Whole period | 281 | +56.9% | 1.57 | 9.0% | 51.3% |
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.