{
  "id": 4162,
  "rank": 1733,
  "name": "ETH Momentum Breakout",
  "aka": [
    "Dump Reversal Peak Trail v2"
  ],
  "family": "A",
  "subtype": "A4",
  "one_liner": "A volatility-squeeze momentum breakout strategy for major crypto tokens.",
  "market_regime": "breakout",
  "timeframes": [
    "1H–8H"
  ],
  "symbols": [
    "ETHUSDT"
  ],
  "sessions": [],
  "indicators": [
    {
      "name": "Bollinger Bands",
      "params": {
        "length": 20,
        "mult": 2
      },
      "applied_to": "close"
    },
    {
      "name": "Keltner Channels",
      "params": {
        "length": 20,
        "mult": 1.5
      },
      "applied_to": "close"
    },
    {
      "name": "SMA",
      "params": {},
      "applied_to": "close"
    },
    {
      "name": "RSI",
      "params": {
        "period": 14
      },
      "applied_to": "close"
    }
  ],
  "entry_long": [
    "Volatility Squeeze — Bollinger Bands compress inside Keltner Channels for ≥3 bars",
    "Breakout Confirmation — price breaks BB + 0.3× ATR margin, candle body ≥40% of range",
    "Momentum — linear regression of price vs SMA positive and accelerating",
    "Volume Spike — volume > 1.8× 20-period SMA",
    "RSI Filter — RSI(14) below 75",
    "Daily Regime Filter — price within 35% of 200-EMA, ATR in normal range",
    "Cooldown — 12-bar wait after each exit"
  ],
  "entry_short": [],
  "exit_rules": [
    "Peak-retrace trailing exit (tracks highest close since entry)"
  ],
  "filters": [
    "Cooldown — 12-bar wait after each exit"
  ],
  "stop_loss": "2.0× ATR",
  "take_profit": "3.5× ATR",
  "position_size": null,
  "evidence_type": "backtest_shown",
  "completeness": 80.0,
  "signal_warnings": null,
  "claim_warnings": [
    "HIGH PROFIT FACTOR: claimed 3.08. Treat as an in-sample or curve-fitted figure until reproduced out of sample.",
    "VERY THIN SAMPLE: 12 trades. Performance figures over so few trades are indistinguishable from luck."
  ],
  "opacity_warnings": null,
  "build_warnings": null,
  "canonical": "https://prismaticalgos.com/compendium/algo/4162-eth-momentum-breakout",
  "snapshot": "2026-10-31 15:46 UTC",
  "source_url": "https://github.com/grinay/geektrade-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."
}