Research status — passed the battery on 2026-09-22, downgraded on 2026-09-25 under stricter criteria. Do not use for live trading.
43.62%
break-even 40.9% at its realized average win/loss
re-measured (top 10 coins · 1H · 2026-10-06): 49.15%
Percentage of trades that were profitable
1.12
re-measured (top 10 coins · 1H · 2026-10-06): 1.33
Gross profit / gross loss ratio
as published (top 50 coins · 4H · 2026-08-23)
Marks next to a metric: ~ = borderline (PF between break-even and 1.5; win rate ≤5 pts above break-even, or 50–55% if none shown) · ! = below the bar, or the strategy is already retired or shelved — a closed verdict outranks its number. No mark = clears it and is still standing.
Wins only under specific regimes or windows in our measurements — the card's bull/bear PF row shows the regime side; strategies that win both windows were still killed by half-year walk-forward instability. A past condition profile, not a recommendation — conditions earn trust only by surviving forward.
Card re-measured: 2026-10-06 · 936 trades analyzed
2026-08-23 재측정 (F28): 카드 지표를 버튼이 재현하는 값으로 맞췄다.
POST /simulate를 카드가 싣는 파라미터 그대로(4H · top_n=50 · sl15/tp30 · 5x · fee 0.0005) 호출한 결과 PF 1.1168 · WR 43.62% · 917 거래. 종전 표기 PF 2.28 / WR 56.9 / 367 거래는 2026-04 불장 국면 부분집합의 값으로, 그 구간에서는 참이지만 어떤 버튼 설정으로도 선택되지 않는다(프리셋에 기간·국면 파라미터가 없다 —simulator-presets.tsdefaults 는 sl/tp/coin 뿐). 「Don’t Believe. Verify.」의 Verify 가 카드 숫자를 내야 하므로 재현 가능한 쪽으로 내렸다. 검증 등급은 유지된다 — 1.12 ≥ 1.05.미해결로 남긴 것: 아래 2026-07-14 검증 노트는 top-10 조건인데 frontmatter 는
coins: 50이다. top-10·4H 로 재면 PF 1.4351(n=229)로 또 다르다. 「버튼이 어느 유니버스를 시험해야 하는가」는 별개 결정이라 이번 변경에 안 넣었다.2026-09-26 resolution (Q-F315): the Simulate button runs
top_n=50· 4H (live request capture) — the same universe as the card metrics above. The 2026-07-14 top-10 note below is a record of that day and backs no badge after the 2026-09-25 downgrade.
2026-09-25 downgrade — Verified → Testing. The 2026-07-14 pass below was measured on today’s top 10 coins by market cap, with SL/TP chosen on data up to 2026-07-12. Under stricter criteria added that day (point-in-time coin list, out-of-sample only after the parameter choice, coin concentration, cost stress), the evidence no longer holds: without ZEC and HYPE — two of those ten coins — the full-period PF at 0.05% fee plus 0.20% slippage per fill falls from 1.17 to 0.970, and the window after the SL/TP choice (2026-07-15 → 2026-09-24) has only 79 trades. It returns to Verified only if a point-in-time top-10 re-measure passes, the post-07-12 sample reaches n ≥ 100 with a weekly-cluster CI lower bound above 1, and the PF CI lower bound stays above 1 with any single coin removed. Record: verification index.
2026-07-14 verification: passed the unified verified bar on the live engine at card defaults (sl15/tp30, top-10): OOS(30%) PF 1.36 (n=263, IS 1.24, overfit LOW) and 3-window walk-forward PF 1.13 / 1.42 / 1.27 (n 220/228/319). Promoted testing → verified.
Overview
The Keltner Squeeze LONG strategy is the directional complement to the existing Keltner Squeeze SHORT. It uses the same squeeze detection mechanism — Bollinger Bands compressing inside Keltner Channels — but entries fire when price breaks upward rather than downward.
Discovered 2026-05-04 via a bull-market isolation sweep: IS period = May 2024–Nov 2024 (Bitcoin +150% run), OOS period = Nov 2024–May 2025. The strategy produced PF 2.96 in the OOS period, higher than the IS period (PF 1.63), confirming that the edge persisted and even strengthened in genuinely unseen bull conditions.
How It Works
- Squeeze detection — Bollinger Bands (20-period, 2σ) compress inside the Keltner Channel (20-period, 1.5×ATR). This measures a volatility contraction state.
- Breakout condition — Price closes above the upper Keltner Channel on the squeeze-release bar (previous bar in squeeze, current bar out) — upward momentum breaking through resistance
- Entry — LONG on the next bar’s open after breakout confirmation
- Exit — TP 30% / SL 15% / 48-bar (8-day on 4H) timeout
Why It Works (Thesis)
The Keltner Squeeze is a volatility compression pattern. When Bollinger Bands go inside Keltner Channels, the market has entered an unusually low-volatility state — a coiled spring. The breakout direction reveals which way the tension releases.
In bull markets, the upward breakouts carry far more energy than downward ones. Buying pressure is regime-consistent: bulls are looking for entries, shorts are getting squeezed, and breakouts above the Keltner Channel typically have follow-through measured in multiple ATRs. The wide TP (30%) reflects this explosive potential; the wide SL (15%) gives the trade room to breathe during volatile post-breakout consolidation.
The 4H timeframe reduces false breakouts relative to 1H, at the cost of a low signal rate: about one signal per coin every 50 days in the measured bull window (367 trades / 50 coins / 1 year).
Results (Bull-regime IS/OOS validation, measured 2026-05-04)
| Metric | IS (May24–Nov24) | OOS (Nov24–May25) | Combined |
|---|---|---|---|
| Total trades | 188 | 179 | 367 |
| Win rate | ~57% | ~57% | 56.9% |
| Profit factor | 1.63 | 2.96 | 2.28 |
| Coins profitable | 32/50 | 37/50 | — |
OOS/IS ratio: 1.82 — OOS profit factor (2.96) nearly doubled the IS (1.63). This is the opposite of typical IS/OOS degradation: the strategy improves in out-of-sample bull conditions.
Note: both IS and OOS periods are bull market windows (May–Nov 2024 = +150% BTC, Nov 2024–May 2025 = +120% BTC). The strategy is explicitly regime-conditional. It was promoted testing → verified on 2026-07-14 (downgraded to testing on 2026-09-25 — see the note at the top) on the OOS / walk-forward bar noted above; that grade says the backtest reproduces, not that its behavior in bear markets has been characterized — it has not.
Important: Bull-Regime Conditional
This strategy’s edge is bull-market specific. The validation was intentionally performed on bull periods only. In bear markets (W3: May–Nov 2025, W4: Nov 2025–May 2026, both negative periods), LONG squeeze strategies underperform. Use the regime engine at /strategies to check current market conditions before allocating.
Caveats
- Regime-conditional: treat as a bull-market-only tool, not an all-weather strategy.
- 367 total trades across 50 coins over 1 year — thin sample; diversify across coins.
- Wide SL (15%) and TP (30%) parameters suit volatile post-breakout moves but require larger position tolerance.
- 4H signals fire about once per coin every 50 days in active bull conditions.
- Not live-tracked on OKX. Backtest only.