# TTM Squeeze

Detects volatility compression and expansion to identify potential directional moves in futures markets.

Canonical: https://prismaticalgos.com/compendium/algo/2549-ttm-squeeze
Record ID: 2549
Catalog rank: 1548 (reading order, not performance)
Snapshot: 2026-10-31 15:46 UTC
Family: Volatility-Based (G)
Source: https://nexusfi.com/a/indicators/ttm-squeeze-volatility-compression-strategies
Evidence label (unverified): backtest_shown

## Scope and 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.

No endorsement, ownership claim or source-code reuse permission is implied.

## Extraction warnings

No automated warnings recorded; this is not validation.

## Recorded profile

- symbols: ES, NQ
- timeframes: 15M, 1H, 4H, D
- sessions: RTH only
- market_regime: ranging|trending

## Indicators

- Bollinger Bands: {"deviation": 2.0, "period": 20}; applied to: close
- Keltner Channels: {"multiplier": 1.5, "period": 20}; applied to: close
- Momentum Histogram: {"fast_period": 12, "signal_period": 9, "slow_period": 26, "type": "MACD"}; applied to: Not specified
- ADX: {"period": 14}; applied to: Not specified
- VWAP: Not specified; applied to: Not specified
- TICK: Not specified; applied to: Not specified
- ATR: {"period": 14}; applied to: Not specified

## Recorded long-entry rules

- 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

## Recorded short-entry rules

- 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

## Recorded 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

## Recorded 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

## Risk controls

- 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 sizing: Contracts = Account Risk ÷ (Stop Distance × Point Value)