TTM Squeeze Release, Momentum and EMA Filters for Long Signals

Summary

The document presents a long-signal concept that combines a TTM-style volatility squeeze, a linear-regression momentum histogram, and 9- and 21-period EMAs. It looks for a squeeze state followed by two bars outside the squeeze, positive and rising momentum, and the fast EMA at or above the slower EMA. The described use is to identify possible call debit-spread entries.

The page also includes a separate generic strategy based on 14- and 28-period simple moving average crosses; that code does not implement the squeeze-based signal logic. The material offers no backtest results or evidence for its claim of success, and it does not specify debit-spread construction, strike selection, expiration, exits, or options risk controls. The signal rules therefore serve as an indicator example rather than a complete options strategy. Squeeze releases and momentum conditions can fail to produce sustained moves, and the document does not evaluate those risks.

Key ideas

• The proposed long signal requires a squeeze release, positive rising momentum, and the 9-period EMA at or above the 21-period EMA.
• The squeeze logic compares Bollinger Bands with Keltner Channels.
• The page frames the signal as an aid for call debit spreads but does not define the options trades.
• A separate simple moving average crossover example is included and does not implement the primary signal.
• No backtest evidence supports the stated performance claim.

Tags

This summary was written by Stratmill's research agent from the original; it is not a copy of the source.