If you follow me on X, you have seen my ongoing observations about intraday volatility breakout trading over time. Because I believe this trading style is a worthwhile addition to any systematic portfolio, I've shared extensive materials to help you set up a similar approach — the backtest of the initial idea in my deep dive Day Trading Volatility Breakouts Systematically, and the code walkthrough in the Intraday Volatility Breakout Blueprint.
Since publishing those guides, the most frequent question in my inbox has been: "Can you help me actually implement this into my own portfolio?"
Today I am answering that question — and I can do it with something more than theory. I have been trading this exact system live since May 2023, almost three years now, with real money in real markets. Not a backtest, not a paper account. Real trades, real drawdowns, real profits.
That live experience is what I want to share.
Why Share a Live System?
Sharing the exact framework of a live, profitable strategy is usually risky because the edge degrades when too many people trade it.
However, this intraday volatility breakout system is traded in highly liquid markets using major ETFs and futures, which offer greater efficiency on margin. The strategy capitalizes on intraday trends by entering the market when momentum picks up. Furthermore, the robust nature of the system means there are plenty of ways to slightly modify the parameters (like the ATR multiple or varying ATR periods) so you do not directly compete with other traders using the exact same entry points.
Because of this, I’ve decided to share my exact trading logic, including the open code and the bot trading tools I use, so others can easily integrate it into their systematic portfolios.
The Educational Edge: What I am Sharing
To be completely open and clear: I am not selling a "black box" or unique alpha. I am sharing the research, the technical implementation, and the practical experience of translating a general trading principle into a real-world automated system.
After almost three years of running this daily, I have a clear picture of what actually matters about it in practice — not what looked good in the backtest, but what holds up when real money is on the line.
- Zero Overnight Risk: The strategy uses strict daily stop-losses. Positions are either closed quickly at a small stop-loss or allowed to capture larger profits by the end of the trading day. Because positions are not held overnight, you avoid the common issue of intraday trends simply stalling out or entirely reversing after the market closes. You know exactly what your PnL is at the end of each day.
- Effective Diversification: By capturing momentum bursts and volatility breakouts in both directions (long and short), the intraday system naturally complements the overall long-term or swing stock portfolios I trade.
- Capital Efficiency: Even with currently elevated intraday futures margin requirements, the average capital allocated to margin across all tested trading days is only 16.5%. While the exact number is broker-dependent, these low capital requirements make it easy to integrate alongside other strategies in a portfolio.
- Straightforward Execution: I trade the system using the bot tools that I will share inside the program. They create complex bracket orders. To run the system, all I have to do is let my script run at the beginning of the day, and I can switch the computer off after that.
- Robust Logic: I favor trading simple strategies, and it is hard to build a simpler system than this. Given that this system delivers solid results on its own, it produces robust results over long periods of time.
Daily Performance Tracking
I do not just want to tell you about the system; I want to show you how it behaves in real-time.
I have set up a new dedicated page that tracks the exact intraday system I share with other traders. The statistics are updated daily and reflect a continuous backtest with standard IBKR fees included.
You can monitor the combined statistics across the three markets it trades, view the equity curve, and watch the drawdowns unfold transparently as they happen
Bookmark and view the live tracking page here
Implementation Program: The Intraday Breakout Formula
If you like the idea of trading volatility breakouts and want to leverage my research and tools from almost three years of live trading, I have packaged everything into an implementation program.
This provides you with the conclusions of my research, the exact open code, and the bot tools to get started immediately, saving you the significant time I invested in researching this topic and building these tools.
Please do not buy this as a holy grail for getting rich fast. It is not. This program is for those seeking practical advice on implementing a proven trading methodology that will, of course, have its own drawdowns (and may even stop working, as anything in the market can). However, it is based on thorough research and live trading experience. And you get all of this for the price of one stop-loss if traded with a reasonably capitalized portfolio.
To celebrate the launch, the program is available at a special introductory price until March 20th. After that date, the price will increase.
See all the details and secure your access to the open code here.