Volatility indicator

Keltner Breakout: what it's actually best at

Keltner Breakout is a channel / envelope rule in our volatility family — it measures how far price has travelled from a moving reference and acts at the extremes. We publish where it holds up and where it fails, with the out-of-sample numbers; the exact settings we tested stay in the engine.

Tested and published by IndicatorEdge · backtest grid generated 2026-09-30 · base rates recomputed 2026-10-11 · how we test

1 of 861

asset where it was the #1 edge

on the other 860, a different indicator did better

0.19

average Sharpe across all tests

median across all 382 indicators is 0.26 — this one ranks above 100 of them

Volatility

indicator family

Base rate

How often Keltner Breakout beat buy-and-hold

263 of 1,628 out-of-sample tests beat simply buying and holding the same asset — 16.2%. On the other 1,365 it did not. That is below the 18.8% rate across all 382 indicators we test (one pooled rate over all 644,149 tests we have run, not a mean of the per-indicator rates).

Each test is one asset on one timeframe: 1,628 of them, drawn from 861 assets across up to 4 timeframes. Not every asset has usable history on every timeframe, so that total is the grid we could actually run — it is not 861 × 4, and we do not pad it with tests we did not do. "Beat" means a higher return than holding that same asset over that same window. Measured out-of-sample — on data the setup was not chosen on.

Picking the single best timeframe for each asset after the fact raises it to 24.2% (208/861 assets). That number is the one worth distrusting: choosing the timeframe once you already know the answer is how backtests flatter themselves. Every indicator, ranked by this number

What's on this page — and what isn't

We publish the verdict: the indicator's name, the assets and timeframes it holds up on, and the honest numbers for both its wins and its failures. We do not publish the recipe — the settings, lengths and thresholds we tested. That is the part worth paying for, and republishing it would just add one more free indicator to a market that already has thousands. Everything you need to judge whether Keltner Breakout is worth your attention is below; everything you'd need to clone it is not.

Best fits

Assets where Keltner Breakout won

Nikkei 225 -0.7%-30% drawdown · 269 trades · 60.2y

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Keltner Breakout: what it's actually best at

How often Keltner Breakout beat buy-and-hold

Assets where Keltner Breakout won

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