Micron Squeeze Breakout
VolatilityWaits for volatility to compress, then rides the expansion with an ATR trailing stop.
What this strategy does
Micron Squeeze Breakout is a volatility strategy that trades MU on 30-minute bars. Waits for volatility to compress, then rides the expansion with an ATR trailing stop.
How it performed
Backtested on real MU market data from 2023-07-01 to 2026-06-30 (3.0 years), this run returned +180.3%, or +41.0% annualized. It closed 70 trades with a 43% win rate. Risk-adjusted, that is a Sharpe ratio of 1.51, a Sortino ratio of 2.77 and a maximum drawdown of 28.8%.
| Symbol | MU |
|---|---|
| Bar size | 30-minute |
| Strategy type | Volatility |
| Backtest period | 2023-07-01 → 2026-06-30 |
| Total return | +180.3% |
| Annualized return | +41.0% |
| Sharpe ratio | 1.51 |
| Sortino ratio | 2.77 |
| Max drawdown | 28.8% |
| Win rate | 43% |
| Closed trades | 70 |
Evidence
Full backtest
Loading the full backtest…
Strategy rules & configuration
Past performance does not guarantee future results. Hypothetical.