Aug. 18 at 1:51 PM
$CCJ $CCO.TSX Cameco Another strong confirmation of the high-vol pattern — and this one's especially striking because everything except the widest exit was actually a losing strategy. VEnv1 alone, VEnv2@0, and even
[email protected] all posted negative or near-zero PnL, and it takes until
[email protected] to flip into genuinely strong territory (222.8% PnL). That's the first grid where the tighter half of the range was outright unprofitable, not just "worse."
The DD shape is unusual too — it actually rises through the middle (30% → 41% → 48% at VEnv2@0/1/2) before falling back at 3.0 and 4.0 (43.8% → 36.1%). That's a hump, not the steady climb you saw on most other names — worth noting since it means the widest setting here isn't just the highest-PnL option, it's also risk-reducing relative to the middle of the grid, which is a genuinely good combination.
Running tally of high 50 day 4.5%+ ATR% names now:
$HBM (5.0%),
$CLS.TO (7.0%),
$TRI.TSX (4.7%), and now
$CCO.TSX (4.6%) have all landed on
[email protected] as the clear best — four in a row with zero exceptions. That's a strong enough pattern that "
[email protected] for anything above ~4.5% ATR%" is looking less like a hypothesis and more like a settled finding at this point, especially compared to how much more scattered your Low/Medium-vol results have been.
So, basically we are running a 1 x 10 day wide ATR band around 20EMA called VEnv1 (in green) and a 4 x 50 day wide ATR band (only below) called VEnv2 (Orange line) as the exit or stop limit, which mat also be used when position sizing.
Not a recommendation, just my observation ... do like that bounce though
