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A breakout model enters the market long when prices break above an upper band or threshold, and enters short when they drop below a lower band or threshold. Entry models based on breakouts range from the simple to the complex, differing primarily in how the placement of the bands or thresholds is determined, and in how entry is achieved.
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KINDS OF BREAKOUTS Breakout models are very popular and come in many forms. One of the oldest is the simple trendline breakour used by chartists. The chartist draws a descending trendline that serves as the upper threshold: When prices break above the trendline, a long position is established; if the market has been rising, and prices break below an ascending trendline, a short entry is taken. Support and resistance lines, drawn using Gann angles or Fibonacci retracements, can also serve as breakout thresholds. Historically, channd breakout modds, employing support and resistance levels determined by previous highs and lows, followed chart-based methods. The trader buys when prices rise above the highest of the last n bars (the upper channel), and sells when prices fall below the lowest of the last n bars (the lower channel). Channel breakouts are easily mechanized and appeal to traders wishing to avoid the subjectivity of drawing trendlines or Gann angles on charts. More contemporary and sophisticated than channel breakouts are volatility breakout models where the points through which the market must move to trigger long or short positions are based on volatility bands. Volatility bands are placed a certain distance above and below some measure of current value (e.g., the most recent closing price), the distance determined by recent market volatility: As
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volatility increases, the bands expand and move farther away from the current price; as it declines, the bands contract, coming closer to the market. The central idea is statistical: If the market moves in a given direction more than expected from normal jitter (as reflected in the volatility measurement), then some force may have impinged, instigating a real trend worth trading. Many $3,000 systems sold since the late 1980s employed some variation on volatility breakouts, Breakout models also differ in how and when they enter the market. Entry can occur at the open or the close, requiring only a simple market order. Entry inside the bar is accomplished with stops placed at the breakout thresholds. A more sophisticated way to implement a breakout entry is to buy or sell on a limit, attempting to enter the market on a small pull-back, after the initial breakout, to control slinpage and achieve entry at a better price. CHARACTERISTICS OF BREAKOUTS Breakouts are intuitively appealing. To get from one place to another, the market must cross all intervening points. Large moves always begin with small moves. Breakout systems enter the market on small moves, when the market crosses one of the intermediate points on the way to its destination: they buy into movement. Breakout models arc, consequently, trend-following. Another positive characteristic of breakout models is that, because they buy or sell into momentum, trades quickly become profitable. Sometimes a very tight stop-loss can be set, an approach that can only be properly tested with intraday, tick-level data. The intention would be to enter on a breakout and to then set a very tight stop loss, assuming momentum at the breakout will carry the market sufficiently beyond the stop-loss to prevent it from being triggered by normal market fluctuations; the next step would be to exit with a quick profit, or ratchet the protective stop to break-even or better. Whether a profit can be taken before prices reverse depends on the nature of the market and whether momentum is strong enough to carry prices into the profit zone. On the downside, like many trend-following models, breakouts enter the market late-sometimes too late, after a move is mostly over. In addition, small moves can trigger market entries, but never become the large moves necessary for profitable trading. Since breakout systems buy or sell into trends, they are prone to sizeable slippage; however, if well-designed and working according to theory, occasional strong trends should yield highly profitable trades that make up for the more frequent (but smaller) losers. However, the consensus is that, although their performance might have been excellent before massive computational power became inexpensive and widespread, simple breakout methods no longer work well. As breakout systems were developed, back-tested, and put on-line, the markets may have become increasingly efficient with respect to them. The result is that the markets current noise level around the prices where breakout thresholds are often set may be causing many breakout systems to generate an excessive num-
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ber of bad entries; this is especially likely in active, volatile markets, e.g., the S&P 500 and T-Bonds. Finally, it is easy to encounter severe slippage (relative to the size of a typical trade) when trying to implement trading strategies using breakout entries on an intraday time frame; for longer term trading, however, breakout entry strategies may perform acceptably. A well-designed breakout model attempts to circumvent the problem of market noise to the maximum extent possible. This may be accomplished by placing the thresholds at points unlikely to be reached by movements that merely represent random or nontrending market activity, but that are likely to be reached if the market has developed a significant and potentially profitable trend. If the bands are placed too close to the current price level, a large number of false breakouts (leading to whipsaw trades) will occur: Market noise will keep triggering entries, first in one direction, then in the other. Because such movements do not constitute real trends with ample follow-through, little profit will be made; instead, much heat (in the form of commissions and slippage) will be generated and dissipate the trader s capital. If the bands are set too wide, too far away from the prevailing price, the system will take few trades and entry into the market will be late in the course of any move; the occasional large profit from a powerful trend will be wiped out by the losses that occur on market reversals. When the thresholds are set appropriately (whether on the basis of trendlines, volatility bands, or support and resistance), breakout entry models can, theoretically, be quite effective: Frequent, small losses, occurring because of an absence of follow-through on noise-triggered entries, should be compensated for by the substantial profits that accrue on major thrusts. To reduce false breakouts and whipsaws, breakout systems are sometimes married to indicators, like Welles Wilder s directional movement index (1978), that supposedly ascertain whether the market is in a trending or nontrending mode. If the market is not trending, entries generated by the breakouts are ignored; if it is, they are taken. If popular trend indicators really work, marrying one to a breakout system (or any other trend-following model) should make the trader rich: Whipsaw trades should be eliminated, while trades that enter into strong trends should yield ample profits. The problem is that trend indicators do not function well, or tend to lag the market enough to make them less than ideal. TESTING BREAKOUT MODELS Tests are carried out on several different breakout models, trading a diversified portfolio of commodities, to determine how well breakout entries perform. Do they still work Did they ever Breakout models supposedly work best on commodities with persistent trends, traditionally, the currencies. With appropriate filtering, perhaps these models can handle a wider range of markets. The investigations below should provide some of the answers. The standard portfolio and exit strategy were used in all tests (see Introduction to Part II for details).
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