detect-atr-squeeze-regime

You can detect a volatility squeeze regime by calculating 14-day ATR with EMA smoothing and comparing ATR% against a 3-year rolling baseline. This classifies the asset into orderly, elevated, or volatility-dominated squeeze regimes to guide risk adjustments.

A volatility-dominated squeeze regime occurs when ATR% significantly exceeds its 3-year baseline ratio. This mechanism identifies compressed volatility expansion, triggering reliability scoring and recommended stop multiples and position scaling.

Yes, you can batch scan multiple assets for ATR squeeze regimes using yfinance data. The tool processes batch scans across symbols to classify regimes, score reliability, and output suitable timeframes and instruments per asset.

During an elevated volatility trend, adjust risk management by applying the recommended stop multiples and position scaling provided for that specific regime. The output supplies tailored risk-control guidance to optimize tactics accordingly.

Yes, this ATR regime detection approach works for historical backtesting. It assesses performance by applying regime classification and reliability scoring across historical data to determine volatility levels and validate risk adjustments.

Using a 3-year rolling baseline for regime detection limits sensitivity to shorter historical contexts. Assets without sufficient 3-year price history via yfinance cannot establish a reliable baseline, impacting regime classification and reliability scoring accuracy.