Range Expansion Day With the Trend
A built-in strategy on Central Command, tested on BloFin history. Held up in testing. 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 and above SMA(50); go short if it closed in the bottom quarter and below SMA(50).
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)
long entry: close > SMA(50)
short entry: high - low > 1.5 * ATR(14)[1]
short entry: close < low + 0.25 * (high - low)
short entry: close < SMA(50)
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 | 145 | +45.0% | 2.10 | 5.0% | 55.9% |
| Judged on | 75 | +13.6% | 1.67 | 7.0% | 48.0% |
| Whole period | 220 | +64.8% | 1.92 | 7.0% | 53.2% |
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.