Not supported · Filters · 2026-10-11
Do more volatile stocks or setups do better, on any timeframe?
What this means
Volatility doesn't explain the results on any timeframe: the most and least volatile stocks earn about the same, including on 15m, where the whole strategy is weakest (+0.08R). Two 15m hints — calmer setups and larger swings doing slightly better — are leads to check on fresh data, not findings, because with 16 comparisons one or two 'significant' results are expected by chance.
The explanation is our best reading; the data shows the result but not the cause directly.
By timeframe
| Timeframe | Verdict | n | Result |
|---|---|---|---|
| 15-minute | Not supported | 16,496 | stocks no difference; tight-stop setups +0.09R and big-XA +0.07R (borderline) |
| 1-hour | Not supported | 13,208 | all ranges include 0 |
| 4-hour | Not supported | 3,990 | all ranges include 0 |
| Daily | Not supported | 2,098 | all ranges include 0 |
- Hypothesis
- Stated before testing: more volatile instruments and setups earn more R, especially on 15m.
- Method
- Our own analysis of the TradingView universe sweeps (all four timeframes, 35,792 setups). Four volatility measures: each setup's stop distance as % of price; each stock's typical (median) stop distance on that timeframe; the XA swing as % of price; pattern height in ATRs. Setups split into fifths; most-minus-least volatile fifth with 95% ranges bootstrapped by stock. 16 comparisons in total.
- Result
- Volatile vs calm stocks: 15m +0.10 vs +0.11R (no difference); 1h +0.19 vs +0.15; 4h +0.29 vs +0.18; daily +0.22 vs +0.26 — all ranges include zero. Setup stop distance on 15m: tightest fifth +0.16R vs widest +0.07R (−0.09, range −0.15 to −0.03); flat on other timeframes. XA swing on 15m: biggest fifth +0.13R vs smallest +0.06R (+0.07, range +0.01 to +0.13); flat elsewhere. Pattern height in ATRs: flat everywhere.
- How much to trust it
- Medium: TradingView outcomes and large samples, but 16 comparisons: the two borderline 15m results are what chance alone would produce about as often.
- Did it change the live rule?
- No change.
- Notes
- Extends the earlier 15m volatility filter study to all timeframes.
Scripts and data for this study will be linked here when the research code is published on GitHub.
Education and research only. Not financial advice. Backtests use today's index members (survivorship bias).