ATR & Bollinger Volatility Masterclass
Master volatility compression, band expansions, and dynamic position risk sizing.
Primary Objective & Practical Result
Participants build an objective, rules-based technical playbook capable of distinguishing high-probability compression breakouts from false channel breaches, calculating exact position sizes using ATR multiples, and enforcing volatility-adjusted exit thresholds.
Curriculum Scope & Technical Depth
In-depth instruction across 12 live analytical modules, covering standard deviation envelope construction (Bollinger 20-period 2-sigma), Keltner Channel squeeze filters, 14-period Average True Range trailing architectures, multi-timeframe volatility regime profiling, and backtesting calibration sheets.
Step-by-Step Instructional Progression
Week 1-2: Foundations of Statistical Dispersion
Standard deviations versus linear moving averages, constructing 20-period baseline envelopes, understanding percentage bandwidth (%b) and bandwidth compression.
Week 3-4: The Volatility Squeeze & False Breakout Filters
Superimposing Bollinger Bands over Keltner Channels to identify statistical coiling, volume confirmation metrics, and directional momentum oscillators.
Week 5: True Range Math & Dynamic Position Sizing
Formulating 14-period Wilder's smoothed ATR, scaling contract/share size relative to portfolio risk percentage, and adjusting sizing during regime shifts.
Week 6: Trailing Exits & Portfolio Playbook Defense
Implementing Chandelier stops, multi-ATR profit targets, and conducting structured post-trade volatility reviews.
What is Included & Excluded
Included in this Program:
- 12 live interactive lecture and chart analysis sessions (90 minutes each)
- Weekly 1-on-1 chart audit and personal playbook feedback
- Full access to the Volatility Parameter Workbook and spreadsheet sizing models
- Comprehensive digital course archive with annotated chart casebooks
- Lifetime access to the LogicTrail quarterly indicator recalibration seminars
Explicitly Excluded:
- Automated execution software, proprietary trading bots, or algorithmic trading APIs
- Direct trading capital, funded accounts, or brokerage account management
- Specific trade calls, tipster alerts, or real-time signals