Range Breakout Strategy
Range Breakout is one of the momentum-based strategies in the pi-Rate system — built to identify stocks showing unusually wide daily price ranges compared to their recent volatility.
Such expansions often mark the moment when a stock breaks out of its usual trading rhythm — signaling potential trend acceleration or a sharp volatility shift.
How It Works
Every stock trades within a typical daily range — the distance between its high and low prices.
When this range suddenly expands far beyond normal levels, it often means something important has changed: stronger participation, new information, or a shift in sentiment.
The Range Breakout flag is triggered when the current day’s trading range is more than 150% of the 20-day average range.
This simple yet powerful condition helps detect days of abnormal volatility — moments when a stock “stretches” beyond its comfort zone and may be ready for a new directional move.
When this range suddenly expands far beyond normal levels, it often means something important has changed: stronger participation, new information, or a shift in sentiment.
The Range Breakout flag is triggered when the current day’s trading range is more than 150% of the 20-day average range.
This simple yet powerful condition helps detect days of abnormal volatility — moments when a stock “stretches” beyond its comfort zone and may be ready for a new directional move.
How It Looks in the Pi-Rate Screener
How It Looks in the Pi-Rate ScreenerThe example below shows the pi-Rate Screener generated on October 31, 2025, filtered and sorted by Range % Ratio 20d — highlighting stocks whose daily price range expanded far beyond their recent averages.
Columns such as High, Low, Avg Range % 20d, and Range % Ratio 20d illustrate how the system measures each stock’s volatility relative to its normal behavior.
A ratio above 1.5 marks an abnormally wide range, signaling potential breakout conditions and increased market activity.
The Price Performance % column reflects how these stocks performed as of November 5, 2025 — roughly one full trading week after the screener was created.
The Signal Score column shows how many of the 10 pre-calculated Pi-Rate strategies triggered a flag for each stock, indicating where multiple signals align and strengthen the case for movement.
In the full version of the screener, users can apply filters to any of the 80+ available fields, combining metrics, signals, and technical indicators for custom analysis.
For clarity in this example, only the columns directly related to the Range Breakout strategy are shown.
Columns such as High, Low, Avg Range % 20d, and Range % Ratio 20d illustrate how the system measures each stock’s volatility relative to its normal behavior.
A ratio above 1.5 marks an abnormally wide range, signaling potential breakout conditions and increased market activity.
The Price Performance % column reflects how these stocks performed as of November 5, 2025 — roughly one full trading week after the screener was created.
The Signal Score column shows how many of the 10 pre-calculated Pi-Rate strategies triggered a flag for each stock, indicating where multiple signals align and strengthen the case for movement.
In the full version of the screener, users can apply filters to any of the 80+ available fields, combining metrics, signals, and technical indicators for custom analysis.
For clarity in this example, only the columns directly related to the Range Breakout strategy are shown.
Historical Transparency
Unlike most market screeners that only show current data, pi-Rate provides full historical visibility into both indicator values and strategy flags.
Every daily screener generated by the system is archived and available through a shared Google Drive, allowing you to review any past market snapshot — exactly as it looked on that day.
This makes it possible to study how signals evolved over time, verify strategy consistency, and analyze real performance patterns across weeks or months.
The Price Performance % column reflects the percentage change in each stock’s closing price — measured from the end of the trading day when the screener was created to the most recent available price (delayed by approximately 20 minutes).
All current prices are retrieved directly from Google Finance, ensuring transparency and reliability of the data source.
This level of transparency turns pi-Rate into not just a screener, but a living record of market behavior.
Every daily screener generated by the system is archived and available through a shared Google Drive, allowing you to review any past market snapshot — exactly as it looked on that day.
This makes it possible to study how signals evolved over time, verify strategy consistency, and analyze real performance patterns across weeks or months.
The Price Performance % column reflects the percentage change in each stock’s closing price — measured from the end of the trading day when the screener was created to the most recent available price (delayed by approximately 20 minutes).
All current prices are retrieved directly from Google Finance, ensuring transparency and reliability of the data source.
This level of transparency turns pi-Rate into not just a screener, but a living record of market behavior.
Try It Daily
The Pi-Rate Screener updates every morning, covering over 6,300 U.S. stocks from NASDAQ, NYSE, and AMEX.
All 80+ indicators are pre-calculated and verified — no code, no setup, no formulas.
Just download, filter, and start exploring fresh market signals every day.
All 80+ indicators are pre-calculated and verified — no code, no setup, no formulas.
Just download, filter, and start exploring fresh market signals every day.
👉 Learn more and access your daily screener at getpirate.io
