top of page
Equity Proprietary Trading
Options & Volatility
ATR Compression Breakouts: Why the Pattern Fails More Than Traders Realize
The 'compression precedes breakout' pattern doesn't survive 8,688 sessions of data. Tightest days had a 6% breakout rate; widest had 26%. Momentum begets momentum. How our desk actually uses compression — and what we trade instead.
VIX-Adjusted Opening Range: Position Sizing QQQ, NVDA and TSLA Before the Bell
QQQ daily range is 0.97% at VIX<13 and 2.73% at VIX>28 — nearly 3x. NVDA and TSLA scale similarly. Same share size across both regimes is the cleanest way to underperform your own setup. A dynamic-sizing framework.
bottom of page