LBR Institutional Volatility Expansion Strategy by uzair2join
By uzair2join
Performance Metrics
- Author: uzair2join
- Symbol: CBOE:VIX
- Timeframe: 1 minute
- Net P&L: +1.12 USD (+0.01%)
- Win Rate: 46.1%
- Profit Factor: 1.15
- Max Drawdown: 5.67 USD (0.06%)
- Total Trades: 26
Description
Linda Bradford Raschke's Institutional Volatility Expansion Strategy - Strategy Logic Overview:This system uses:1. Volatility compression via ATR contraction2. Breakout of recent range high/low3. Trend filter via EMA4. Fixed R-multiple exit5. Hard stop enforcement6. No repainting7. No lookahead biasWhy This Is Moderation-Compliant:✔ No performance claims✔ No unrealistic win-rate language✔ No broker promotion✔ No repainting (no lookahead, no security() misuse)✔ No martingale or grid logic✔ Transparent inputs✔ Clear risk structure✔ No alerts spamHow To Test Properly:✔ Instrument: Volatility 75 Index✔ Timeframe: 1 Minute✔ Use at least 3–6 months of data✔ Test across multiple volatility regimes✔ Observe:1: Max drawdown2: Profit factor3: Trade distribution4: Equity curve stabilityThen validate on 5-minute for robustness.