Fractiz
Pattern Detail
Volatility Squeeze Break
How often a tightly compressed period of price action resolves into a directional break, and how those breaks behave afterward.
Total Breaks
488
Squeeze breaks detected on NQ 15m RTH
Squeeze Definition
BB(20, 2σ) inside KC(20, 1.5×ATR)
Min squeeze: 6 bars · Follow-through: 8 bars
Sample Range
15m
2008-01-02 to 2026-02-24
Direction Breakdown
Up Break
- Breaks
- 267
- Continuation rate
- 76.0%
- Failure rate
- 74.2%
- Avg peak extension
- 0.4%
- Avg squeeze length
- 11.5 bars
Down Break
- Breaks
- 221
- Continuation rate
- 83.7%
- Failure rate
- 76.0%
- Avg peak extension
- 0.6%
- Avg squeeze length
- 11.4 bars
Continuation and failure are not mutually exclusive — a break can extend past the threshold and then close back inside the Keltner Channels in the same window.
Recent Breaks (20)
| Date | Direction | Squeeze Bars | Peak Extension | Continued | Failed |
|---|---|---|---|---|---|
| Feb 9, 2026 | Up | 6 | +0.41% | Yes | Yes |
| Jan 30, 2026 | Down | 7 | -0.52% | Yes | Yes |
| Jan 19, 2026 | Down | 6 | -0.04% | No | No |
| Dec 29, 2025 | Down | 7 | -0.24% | Yes | No |
| Dec 23, 2025 | Up | 16 | +0.03% | No | Yes |
| Dec 5, 2025 | Up | 10 | +0.30% | Yes | Yes |
| Nov 13, 2025 | Down | 10 | -0.53% | Yes | Yes |
| Nov 4, 2025 | Down | 7 | -0.15% | Yes | No |
| Oct 22, 2025 | Down | 6 | -0.83% | Yes | Yes |
| Oct 14, 2025 | Down | 7 | -0.13% | No | Yes |
| Oct 3, 2025 | Down | 14 | -0.41% | Yes | Yes |
| Sep 19, 2025 | Up | 9 | +0.04% | No | Yes |
| Sep 17, 2025 | Down | 13 | -0.32% | Yes | Yes |
| Sep 12, 2025 | Up | 10 | +0.11% | Yes | Yes |
| Jul 25, 2025 | Up | 11 | +0.02% | No | Yes |
| Jul 21, 2025 | Up | 7 | +0.37% | Yes | No |
| Jul 14, 2025 | Down | 6 | -0.05% | No | Yes |
| Jul 9, 2025 | Up | 13 | +0.25% | Yes | Yes |
| Jul 7, 2025 | Down | 14 | -0.03% | No | Yes |
| Jun 23, 2025 | Up | 7 | +0.16% | Yes | Yes |
Detection scan: NQ 15m · 2008-01-02 to 2026-02-24 · generated Apr 26, 2026
What this pattern measures
A squeeze is a stretch of bars where the Bollinger Bands sit entirely inside the Keltner Channels — a classic compression signal popularized by John Carter’s TTM Squeeze. A break is the first bar after the squeeze where price closes outside the Keltner Channel. This page measures how often those breaks attract follow-through and how often they fail.
Definitions used on this page:
- Timeframe is 15-minute bars filtered to RTH (08:30 to 15:00 Central Time for CME equity index futures).
- Squeeze: Bollinger(20, 2σ) entirely inside Keltner(20, 1.5×ATR(20)) for at least 6 consecutive bars.
- Break: the first bar where the squeeze ends and price closes outside the Keltner Channels.
- Continuation: within the next 8 bars (2 hours), price extended at least 0.5×ATR further in the break direction.
- Failure: within the next 8 bars, price closed back inside the Keltner Channels at any point.
Why it matters
The squeeze is one of the most-watched volatility-compression signals in retail charting tools. The folk claim is “compression precedes expansion” — but that says nothing about whether the expansion sticks. This page separates the two questions: did the break extend, and did it then come back.
Continuation and failure are not mutually exclusive on this page. Many breaks both extend past the threshold AND close back inside the Keltner Channels later in the window. That’s a common chart shape: an initial impulse that drags price further before getting absorbed. Reporting both rates instead of forcing a binary outcome keeps the picture honest.
How to read the numbers
- Continuation rate is the share of breaks that extended at least 0.5×ATR past the break-bar close in the break direction within the 2-hour follow-through window. It captures whether the break attracted any further commitment.
- Failure rate is the share of breaks that closed back inside the Keltner Channels at any point in the same window. A high failure rate alongside a high continuation rate means many breaks moved further then reverted.
- Avg peak extension is the average maximum favorable excursion from the break-bar close, in the break direction.
- Avg squeeze length is how many 15m bars price sat in compression before the break fired.
What’s not here
- Daily-timeframe squeezes. The numbers below are intraday only.
- Volume confirmation. A real volume filter often discards the cleanest TTM squeezes; including one would change the population materially.
- Cross-asset confirmation, for example whether equity-index squeezes resolve in the same direction as bond or DXY squeezes.