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Research method

Volatility stop

Volatility stop is a canonical archive-taxonomy method; this registry entry defines its inputs, output and use boundary.

Output
Research filter
Input
Account equity, volatility, stop distance and exposure
Horizon
Before entry and throughout the position
Best use
Keep a loss or exposure decision bounded before a trade is placed.

Registry evidence level: replicated. This is a navigation record, not a performance claim.

  • Input: Account equity, volatility, stop distance and exposure.
  • Output: filter.
  • Use boundary: Keep a loss or exposure decision bounded before a trade is placed.
The archive

Where the method has been read

Read in the archive12 readings

1989A close-only volatility reverse bound to average true rangeTrend and mean reversion1992Equity-curve average as a live-capital gateDrawdown and survival1992Constructing volatility-adaptive trailing stopsStops and loss limits1993Constructing skew-adjusted volatility stops and pyramid sizeStops and loss limits1999Evaluating a long-only breakout system with a volatility stopEntry and exit rules1999When markets burst, not trendTrend and mean reversion2005Pricing entries, stops and exits in range unitsEntry and exit rules2005Building entry rules with ratchet volatility stopsEntry and exit rules2013Constructing asymmetric volatility bands for reversal, trend, and stopsIndicators and filters2015Mark the stop, the target, and the invalidation line before entryEntry and exit rules2019Bounding capital risk with phase-aware stopsStops and loss limits2019Measure the Bollinger Bands touch before adding engulfing and a volatility stopEntry and exit rules
This registry entry describes a research method. It is not investment advice and does not make a performance claim.