# ETH Momentum Breakout

A volatility-squeeze momentum breakout strategy for major crypto tokens.

Canonical: https://prismaticalgos.com/compendium/algo/4162-eth-momentum-breakout
Record ID: 4162
Catalog rank: 1733 (reading order, not performance)
Snapshot: 2026-10-31 15:46 UTC
Family: Trend Following & Directional (A)
Source: https://github.com/grinay/geektrade-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

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.

## Recorded profile

- symbols: ETHUSDT
- timeframes: 1H–8H
- sessions: Not specified
- market_regime: breakout

## Indicators

- Bollinger Bands: {"length": 20, "mult": 2}; applied to: close
- Keltner Channels: {"length": 20, "mult": 1.5}; applied to: close
- SMA: {}; applied to: close
- RSI: {"period": 14}; applied to: close

## Recorded long-entry rules

- 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

## Recorded short-entry rules

- Not specified.

## Recorded exit rules

- Peak-retrace trailing exit (tracks highest close since entry)

## Recorded filters

- Cooldown — 12-bar wait after each exit

## Risk controls

- Stop loss: 2.0× ATR
- Take profit: 3.5× ATR
- Position sizing: Not specified