Low-Volatility Squeeze Setup — NIFTY Smallcap 100
Side
long
Universe
NIFTY SMALLCAP 100
Interval
1d
Stop
4%
Entry
textBB_WIDTH < 0.1 AND CLOSE > SMA20Exit
textCLOSE < SMA20FAQ
What is the Low-Volatility Squeeze Setup — NIFTY Smallcap 100 strategy?
Positions in names with a very tight Bollinger Band width while holding above the 20-day average — coiled, low-volatility consolidations — and exits if price loses that average. Aims to be early into the calm that precedes an expansion move. Backtested across the NIFTY Smallcap 100 universe (Indi…
What are the entry and exit rules?
It enters when BB_WIDTH < 0.1 AND CLOSE > SMA20, and exits when CLOSE < SMA20.
Is it a long or short strategy?
It trades the long side — it takes long positions when the entry condition fires.
What are the risk controls?
It uses a 4% stop-loss, with risk_parity position sizing.
How do I backtest it?
Open the strategy and run a backtest to see its historical signals and equity curve on Indian market data before deploying it.
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