Keltner Breakout
Buys when price breaks above the Keltner upper band (EMA plus ATR) and sells when it drops below the EMA.
Entry Logic
Buy when the close crosses above the Keltner upper band (EMA 20 + 2×ATR 10).
Exit Logic
Sell when the close falls below the Keltner middle line (EMA 20).
How Rules Combine
Keltner bands are EMA-centered with ATR width, so a cross above the upper means price has pushed unusually far above its trend-adjusted average.
When It Works (Market Edge)
Volatility-adjusted trends: Keltner filters raw price with EMA while ATR adjusts for volatility, catching momentum with context.
When It Fails
Squeeze regimes: when ATR compresses, bands tighten and breakouts become noisy, similar to Bollinger whipsaws.
Common Myths
Myth: Keltner and Bollinger give the same signals.
Truth: Bollinger uses standard deviation (price variance), Keltner uses ATR (range). Keltner is less sensitive to outliers.
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5Y Rankings
Performance across major assets, sorted by return.
| Asset | Total Return | Win Rate | Profit Factor | Max Drawdown | Avg Duration | Trades | Action |
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