{
  "id": 2549,
  "rank": 1548,
  "name": "TTM Squeeze",
  "aka": [
    "Simpler Trading Squeeze Pro",
    "Squeeze"
  ],
  "family": "G",
  "subtype": "G1",
  "one_liner": "Detects volatility compression and expansion to identify potential directional moves in futures markets.",
  "market_regime": "ranging|trending",
  "timeframes": [
    "15M",
    "1H",
    "4H",
    "D"
  ],
  "symbols": [
    "ES",
    "NQ"
  ],
  "sessions": [
    "RTH only"
  ],
  "indicators": [
    {
      "name": "Bollinger Bands",
      "params": {
        "period": 20,
        "deviation": 2.0
      },
      "applied_to": "close"
    },
    {
      "name": "Keltner Channels",
      "params": {
        "period": 20,
        "multiplier": 1.5
      },
      "applied_to": "close"
    },
    {
      "name": "Momentum Histogram",
      "params": {
        "type": "MACD",
        "fast_period": 12,
        "slow_period": 26,
        "signal_period": 9
      }
    },
    {
      "name": "ADX",
      "params": {
        "period": 14
      }
    },
    {
      "name": "VWAP",
      "params": null
    },
    {
      "name": "TICK",
      "params": null
    },
    {
      "name": "ATR",
      "params": {
        "period": 14
      }
    }
  ],
  "entry_long": [
    "Squeeze ON 8+ bars",
    "Regime supports (ADX < 30)",
    "Release confirmed with 2+ bars of expanding momentum",
    "Price beyond compression range",
    "Price on correct side of VWAP",
    "$TICK/TRIN aligned (RTH only)",
    "Volume > 120% of average",
    "HTF trend supports direction"
  ],
  "entry_short": [
    "Squeeze ON 8+ bars",
    "Regime supports (ADX < 30)",
    "Release confirmed with 2+ bars of expanding momentum",
    "Price beyond compression range",
    "Price on correct side of VWAP",
    "$TICK/TRIN aligned (RTH only)",
    "Volume > 120% of average",
    "HTF trend supports direction"
  ],
  "exit_rules": [
    "Tier 1: 50% of position, target 1.0x squeeze range width from entry, move stop to breakeven",
    "Tier 2: 30% of position, target 1.5-2.0x squeeze range width, trail stop to Tier 1 exit level",
    "Tier 3: 20% of position, trail with 2.0x ATR or below VWAP, let momentum exhaust naturally, target next major structural level",
    "Time-based exit: If momentum histogram starts shrinking within 5 bars of entry, cut position early"
  ],
  "filters": [
    "ADX filter: Check ADX(14) on the higher timeframe. Above 30 and rising = squeeze signals suspect",
    "Session filter: RTH only",
    "Volume filter: Release bar volume > 120% of 20-bar average",
    "Price discovery session filter: Immediately after major news events"
  ],
  "stop_loss": "1.5x ATR from entry",
  "take_profit": "Tier 1: 1.0x squeeze range width, Tier 2: 1.5-2.0x squeeze range width, Tier 3: 2.0x ATR or below VWAP",
  "position_size": "Contracts = Account Risk ÷ (Stop Distance × Point Value)",
  "evidence_type": "backtest_shown",
  "completeness": 70.0,
  "signal_warnings": null,
  "claim_warnings": null,
  "opacity_warnings": null,
  "build_warnings": null,
  "canonical": "https://prismaticalgos.com/compendium/algo/2549-ttm-squeeze",
  "snapshot": "2026-10-31 15:46 UTC",
  "source_url": "https://nexusfi.com/a/indicators/ttm-squeeze-volatility-compression-strategies",
  "limitations": "These are machine-extracted research records, not verified trading systems. Catalog rank measures specification detail and claimed evidence, not profitability. The catalog extraction pipeline did not independently backtest these records. Its separate selected testing ledger does not validate the wider corpus. Rules, labels and parameters can be incomplete or wrong; consult the original source and its reuse terms."
}