Research

Research Opening Range Volatility Breakout: Strategy, Backtest, and Rules Opening range breakout trades the first directional move from the session's opening range. This guide covers timeframe selection (5/15/30 min), ATR range qualification, VIX-filtered… Read → Research TTM Squeeze Indicator: Setup, Signals, and Trading Rules TTM Squeeze detects when Bollinger Bands contract inside Keltner Channels, a compression-to-breakout signal. This guide covers setup on ThinkorSwim, entry rules, momentum histogram reading,… Read → Research Straddle vs Strangle: Which Volatility Strategy to Use and When Straddles cost more but profit from smaller moves. Strangles cost less but need bigger moves to pay off. This guide covers payoff math, Greeks… Read → Research NQ Futures Volatility: Why Nasdaq Futures Move More and How to Trade It NQ futures are 1.3-1.5x more volatile than ES in percentage terms. This guide covers why (tech concentration, higher beta), the VXN index, ATR-based NQ… Read → Research Hedging with Volatility: VIX Calls, Puts, and Cost-Effective Strategies VIX calls cost 1-2% annually and returned 300-500% during March 2020. SPY puts cost 2-3% but cover slow declines. This guide covers hedge sizing,… Read → Research VIX ETFs Explained: UVXY, VXX, SVXY, SVIX, and How They Work VIX ETFs track VIX futures, not spot VIX, and decay 40-80% annually from contango. This guide compares UVXY, VXX, VIXY, SVXY, and SVIX with… Read → Research ATR (Average True Range): The Volatility Indicator Every Trader Needs ATR measures the average magnitude of price movement per bar including gaps. This guide covers the True Range formula, ATR-based position sizing and stop-loss… Read → Research Volatility Regimes Explained: How to Identify and Trade Each Phase Markets spend ~35% of time in low vol, ~30% normal, ~25% elevated, and ~10% in crisis. Each regime demands different stops, position sizes, and… Read → Research Expected Move in Options: How to Calculate and Trade It The expected move tells you the 1SD range where a stock has a ~68% chance of staying. Two formulas, strike placement for iron condors,… Read → Research Long Volatility Strategies: How to Profit When Volatility Rises Long volatility positions profit when markets move more than expected — but lose money ~85% of the time from theta decay. This guide covers… Read →