The breakout screener that publishes every prediction — and grades itself in the open.
Markets walk randomly — until they don’t. We find the gradient.
Live, in the open
Every prediction is logged the day it’s made and graded automatically. No backtests, no hindsight — audit the raw record yourself.
See the live record →A statistically honest breakout screener. Every night it scans ~6,900 US stocks for both breakouts and breakdowns, ranks each setup by a transparent quality score, and logs every prediction — with its exact entry, stop and target — to a public forward track record. Trust is earned out-of-sample, not with cherry-picked backtests.
- 01Mathematical definitions, not drawn trendlines — a volatility squeeze (Yang-Zhang), Donchian breaks and ATR-sized risk. No chart patterns, no discretion.
- 02A Hurst regime filter and a CUSUM change-point trigger — the confirmation most screeners skip — for longs and shorts alike.
- 03Every setup ships a complete R-based plan: entry, stop at −1R, target at +2R, a fixed horizon — a dated bet you can grade later.
- 04Competing variants run side by side, and their live head-to-head record is published as it accrues — the parameters prove themselves, or don’t.
The record is young — it started recording on the first live scan and grows one night at a time. No paper profits, no promises: just what the math actually called, out in the open.
How it works
Illustration — compression, then a confirmed break. Not real results.
- 01
Detect the squeeze
Find stocks whose volatility has compressed into the calmest quartile of their own year — a coiled spring, measured (Yang-Zhang), not eyeballed.
- 02
Confirm the break
Require a new N-day high (or low) out of that squeeze, in a trending regime (Hurst), with a real change-point (CUSUM) and volume behind it.
- 03
Log it & grade it
Ship a complete R-based plan — entry, stop, target, horizon — logged the day it’s made, then graded automatically. In the open, forever.
The math behind a setup
A setup fires only when all of these align on the same bar. Each is a mathematical definition — no drawn trendlines, no discretion.
- 01Volatility squeeze — Realized volatility via the Yang-Zhang OHLC estimator (drift- and gap-aware), ranked into a percentile of its own trailing year. Must sit in the bottom quartile (≤ 25th percentile) — and it’s measured a few bars before the break so the breakout’s own move doesn’t inflate it. Low percentile = compressed = coiled spring.
- 02Donchian breakout — Today’s close makes a new 20-day high (long) or 20-day low (short) — the actual break out of the channel.
- 03Trend regime — Hurst > 0.5 — The Hurst exponent (rescaled-range R/S analysis). H > 0.5 is persistent/trending, so a break tends to follow through; H < 0.5 is mean-reverting and is filtered out.
- 04Change-point — CUSUM — Page’s one-sided CUSUM on standardized log returns (slack k = 0.5, decision threshold 5), with a recency gate. A statistically significant regime shift must have just happened — not random drift.
- 05Volume confirmation — Today’s volume as a robust z-score — (volume − median) / (1.4826 · MAD) over the trailing 20 bars — must clear 2σ. Real participation, not a thin-tape fakeout.
- 06Liquidity floor — Price ≥ $5 and median daily dollar-volume (close × volume) ≥ $1M — tradeable names only, no penny stocks.
Risk & plan. Risk is sized off the ATR (Average True Range, 20-day). One unit of risk is 1R = 2 · ATR: stop = entry − 2·ATR (long), target = entry + 2R, horizon = 20 trading days. Everything downstream is quoted in R, so a $5 and a $500 stock are compared on the same scale.
Quality score (0–100). An equal-weighted blend of the four gate strengths — squeeze tightness, Hurst, CUSUM magnitude, and volume z. It ranks setups, but it’s a heuristic, not a calibrated probability (that’s still withheld until enough trades mature).
What you’ll see inside
Every night: ranked setups with the math behind each one, a breakout chart, and every variant’s plan — plus the full record of how past calls turned out. Then size positions to your account (equally or weighted by quality), add your own tickers, and log allocations to a personal journal that tracks your P&L automatically.
| Score | Symbol | Squeeze | Variants fired | R:R |
|---|---|---|---|---|
| 91 | NVDA ▲ | 8% | basetightrunner | 2.0R |
| 84 | AVGO ▲ | 14% | basehivol | 2.0R |
| 78 | PANW ▲ | 19% | baseloose | 2.0R |
| 73 | XOM ▼ | 11% | basecusum_loose | 2.0R |
Example rows. Create a free account to see tonight’s real setups.