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@Muninn Interesting! Does moving the stop to BE at +3/4R perform better or worse for trades with the tightest initial stops? You have data?

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@Muninn @jfsrev Have you looked at wat happens if you close the trades if they close below BO level on any certain day since entry?

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@popspinedev @Muninn @SunriseTrader (2/2) A 3R cushion with a very tight stop could be just 0.6 ATR, while with a wider stop it could be 1.8 ATR. So that's why im curious if there is ATR/ADR minimum threshold.

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@popspinedev @Muninn @SunriseTrader (1/2) My point is that Qullamaggie's stop is usually based on the low of day, so the initial stop distance can vary significantly. Wouldn't that make a difference?

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@Muninn @SunriseTrader Do you know how that 3R translate into terms of ADR/ATR, given that the stop-loss distance varies and therefore how soon you reach to 3R?

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@Muninn @TMLitalia Have you ever looked at or tested an idea like that? @Muninn

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@Muninn @TMLitalia I’ve been experimenting with a variation/idea—using the 10>20 ma as an indicator for specific sectors, based on the concept of capital rotation. For instance, if the 10<20 for the XLK, you dont trade stocks in XLK; however, if the 10>20 for the XLY you could still trade XLY

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@Muninn You mention that you sell half your position into strength at a fixed ADR level. Why did you choose this approach instead of selling half at the close on day 3/5? Also, is your ADR target measured from entry, or is it an extension from the 50MA like Jeff Sun’s ATR-based target?

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@denis__hamel @SteveDJacobs @jfsrev Hi Denis, quick question about this ATR extension study. Did this September 2025 study use Jeff Sun’s ATR% multiple formula, while your May 2026 follow-up used the simpler (Close − SMA50) / ATR formula? Thanks!

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@Muninn @areweincalls I’m also curious about how the relative volume is measured. Relative to which day(s)? Jeff often mentions yesterday as the best point of comparison. As you can tell, your post has really got me thinking, haha! :

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@Muninn @areweincalls Could be. Would you say, then, that there’s no point in looking at relative volume during the first 5–15 minutes? And at what point does it become useful/ does the correlation begin—given that you mentioned an edge, according to Jeff, starting from the 30-minute mark?

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@Muninn @areweincalls Have you looked at the study I sent (which Jeff referenced), given that it finds a degree of predictability starting from the 5-minute opening range breakout (ORB)? How do you interpret that?

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@Muninn @areweincalls Thanks for your reply. So, if I understand correctly, Jeff’s 30-minute wait isn’t a perfect predictor of end-of-day (EOD) volume/winners, but it does have some predictive value regarding the end of the day—thereby indirectly providing an edge/predict winners?

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@Muninn @areweincalls 3/3 I understand the hindsight bias in using EOD relative volume. But it seems logical that elevated relative volume at the time of the breakout also predict higher EOD relative volume on average?

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@Muninn @areweincalls 2/3 Jeff mentioned this study, i know its daytrading but the argument is that relative volume at time has edge. https://t.co/y3wm7R6Fdu

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@Muninn @areweincalls 1/3 Meaby i dont understand it correctly. But you mentioned that Jeff Sun has a huge edge by requiring elevated RVOL during the first 30 minutes. Isn't that contradicting your finding that RVOL at entry has no edge?

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@Muninn 2/2 Or is a relative volume of 1.5 at the time of the breakout sufficient to assume that it will, on average, also close at a level of 1.5?

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@Muninn 1/2 Another thing I find interesting is the minimum threshold for relative volume at the moment of entry. Suppose the relative volume is 1.6 when entering a position; what is a safe margin to ensure that it also closes above the 1.4/1.5 level?