signals / Squeeze fire (bullish)
Squeeze fire (bullish) is a long-side study. Fires when a TTM Squeeze releases with positive momentum.
FAQ
What is Squeeze fire (bullish)?
Squeeze fire (bullish) is a long-side study. Fires when a TTM Squeeze releases with positive momentum.
Which names are firing it?
Among mega-caps in the last 5 daily bars: ABBV.
What is the sample?
Hit rates use the same rank engine as /t/spy on a fixed sample (SPY, SPX, QQQ, IWM, AAPL, MSFT, NVDA, TSLA). 8 of those names have a measurable history for this rule. Windows are 5 days, 1 month and 3 months on daily bars. Last bar in sample: 2026-10-12. Method: /methodology. Caveats: /help.
What does Squeeze fire (bullish) measure?
Fires on a squeeze release bar whose momentum print is strictly greater than zero. Underlying math: see How it works on this page. Catalog line: Fires when a TTM Squeeze releases with positive momentum.
What does a firing mean?
A firing is the daily bar where this rule’s condition becomes true (a cross or a flip). It is a study event, not a recommendation to buy or sell. Forward windows on this site are close-to-close with no costs. Study side is long-side (LONG). A positive forward return is a rise in the close after the print — a scoring convention, not a recommendation to buy. Method: /methodology.
Why can the sample be small?
Hit rates need enough dated prints with a completed forward window. A row with fewer than 10 firings is anecdote, not evidence — the same caveat as /help. Slow rules (especially 50/200 SMA crosses) often have single-digit counts on a two-year tape. We do not invent a hit rate when the count is missing. Names in this sample with a measurable history include TSLA · SPX · AAPL · SPY.
How it works
TTM-style squeeze as implemented here (not a licensed TTM product). Compression is Bollinger width / Keltner width ≤ 1: BB(20, 2.0) inside KC(20, 1.5), where the Keltner channel is EMA(20) of close ± 1.5 × ATR(10). squeeze_release is the first bar compression ends. Momentum is a 20-bar rolling linear regression of (close − midpoint), and midpoint is the average of a 20-bar Donchian mid and the 20-bar SMA of close. A signed fire requires that release and a strictly positive or negative momentum print; NaN momentum is neither side.
Fires on a squeeze release bar whose momentum print is strictly greater than zero.
Definition comes from the rank-rule catalog and the indicator defaults in this repo. Slug squeeze-fire-bullish is listed on /api/meta.
How to read it
Study side is long-side (labeled LONG on firing chips). A positive forward return on this page is a rise in the close after the print. That is how the event is scored — not a recommendation to buy. A squeeze fire is “compression just ended, and the momentum regression has a sign.” It is not a volatility forecast and not John Carter’s commercial TTM Squeeze. Opposite-sign momentum on the release bar is a different rule (the bearish or bullish sibling). Zero or NaN momentum does not fire.
Scoring on this site is shared across every rule (5-day / 1-month / 3-month close-to-close windows, side-adjusted). See How it is scored here below. Names in the tracked sample with a measurable history include TSLA · SPX · AAPL · SPY. Those figures are the same rows as the hit-rate table below — not a second ranking. Historical hit rates, not a prediction / not trade advice.
When it fails
- Compression uses BB-inside-KC with these exact lengths; other squeeze recipes will not match.
- Momentum sign on the release bar can flip the next day — this rule does not wait for confirmation.
- NaN momentum is excluded on purpose so an empty regression is not scored as bearish.
- Past ≠ future. A historical hit rate is not a prediction and not investment advice.
- No costs modeled. Forward returns are close-to-close with no commissions, slippage or borrow.
- Small samples. A row with fewer than 10 firings is anecdote, not evidence.
- Overlap bias. Clustered prints can credit the same later move more than once.
Same caveats as the rest of the site: /methodology · /help.
How it is scored here
On this site every rule is scored the same way: run it over about two years of daily bars, record each firing, and measure what the name did 5 days, 1 month and 3 months later. Sell signals are measured as shorts, so a positive return is a profitable short (side-adjusted). The composite score is 0.6 × average return + 0.4 × (win rate − 50), with longer horizons weighted more. Nothing here is a forecast.
Full catalog: /signals. Method: /methodology. Slug squeeze-fire-bullish is stable and listed on /api/meta.
Same family: Squeeze fire (bearish)
Firing now (mega-caps, last 5 bars)
Hit rates on tracked names
Same rank engine as /t/spy, /t/nvda, and /t/spx, restricted to this rule.
| Symbol | Win 5d | Win 1mo | Win 3mo | Count | Last bar |
|---|---|---|---|---|---|
| TSLA | 20.0% | 75.0%n=4 | 75.0% | 4 | 2026-10-12 |
| AAPL | 50.0% | 50.0%n=4 | 66.7% | 4 | 2026-10-12 |
| SPX | 25.0% | 50.0%n=4 | 75.0% | 4 | 2026-10-12 |
| SPY | 28.6% | 42.9%n=7 | 66.7% | 7 | 2026-10-12 |
| QQQ | 40.0% | 25.0%n=4 | 75.0% | 4 | 2026-10-12 |
| IWM | 60.0% | 20.0%n=5 | 50.0% | 5 | 2026-10-12 |
| NVDA | 33.3% | 33.3%n=3 | 50.0% | 3 | 2026-10-12 |
| MSFT | 40.0% | 33.3%n=9 | 37.5% | 9 | 2026-10-12 |
Honest caveats
- Past ≠ future. Everything here is a historical measurement on daily bars, not a prediction and not investment advice.
- No costs modeled. Forward returns are close-to-close with no commissions, slippage or borrow.
- Overlap bias. Signals that fire in clusters get credit for the same move more than once.
- Small samples. A row with fewer than 10 firings is anecdote, not evidence.
Full method: help manual. Interactive chart: terminal.