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Nigel Profile picture
Nigel
@StratLaboratory
- Author, TheStrat Protocol - Founder, https://t.co/fTLktR8HUT
May 25 • 6 tweets • 3 min read
🧵 THREAD: ATR Extension - From Heuristic to Empirical P

1/ Backtested @jfsrev 8x ATR heuristic for the 50 SMA across ~2,700 tickers with nearly 5 years of data.

The result? It's not just a rule of thumb. It's statistically correct.

Here's what the data says 👇 Image 2/ Also calculated the 3-sigma extension levels for the other key moving averages too.

Here's where each one sits:
• 10 EMA → 2.7x ATR
• 21 EMA → 4.2x ATR
• 200 SMA → 16x ATR
• 50 SMA → ~7.5–8x ATR

When you're beyond these levels, you're in statistically rare territory. Image
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