Market in a state of extreme compression (ATR at 20-period lows), indicating energy build-up for an imminent explosive move.
Stocks matching this pattern right now appear in the list. Select one to see its chart and backtested strategy performance.
47 stocks matching now, newest 20 shown.
The Average True Range (ATR, 14-period) measures typical daily price movement. "ATR below 20-day low" means ATR is currently at its lowest point in the past 20 sessions -- volatility has compressed to a level not seen recently. This is different from just "low ATR": it specifically identifies a fresh multi-period low in volatility, suggesting an unusual calm. The EMA(20) filter -- Exponential Moving Average, which weights recent prices more heavily than a simple moving average -- ensures price is above a short-term trend baseline. This filters out stocks that are quiet simply because they're breaking down; stocks above EMA(20) are compressing in a structurally positive location. Together: compressed volatility + positive trend position = energy buildup without direction yet confirmed.
Low Volatility Compression is a watchlist screen, not a trade trigger. The critical next step is waiting for the breakout: an expansion bar above a prior resistance level, ideally with volume above the 20-period average. The screen fails when compressed stocks fail to expand -- in prolonged sideways markets, ATR can stay at 20-period lows for weeks with no directional resolution. Compare: Bollinger Squeeze Break Bull adds the actual breakout confirmation; High ATR shows stocks already in expansion. For additional confirmation that a breakout is imminent, traders use this screen in combination with NR4 Squeeze or NR7 Squeeze to identify stocks compressing both by ATR and bar range simultaneously.
Educational references. Videos may not match this screen's exact filters.
This screen finds stocks where the Average True Range (ATR) has dropped to its lowest level in 20 periods while the closing price remains above the 20-period Exponential Moving Average (EMA). The combination identifies stocks in genuine energy-building compression -- not falling in volatility because they're in a downtrend, but compressing on top of a rising baseline. Swing traders and position traders use it to build a watchlist of stocks nearing an explosive move. Common search phrases: "low ATR stocks screener", "volatility compression breakout setup", "quiet stocks before breakout".
How did this screen perform on a specific stock? Pick any stock to see backtested exit strategies.