MU 21-Day Time Series & Squeeze Strategy

MU 21-Day Time Series & Squeeze Strategy at a glance

Kind of rule	Joining a move (trend following)
Buys or sells	It can buy, and it can bet on falling prices.
Built on	ATR, EMA, SMA, Standard deviation
Where it was published	TradingView, by its author, as a Pine Script strategy
Tested on	67 cells: 15 coins, October 2021 to June 2026, no fee
Cells that placed a trade	65 of 67
Middle result before fees	−72.9%
Cells above zero	1 of 65
Middle drawdown before fees	123.9%
Page updated	2026-11-08

MU 21-Day Time Series & Squeeze Strategy backtest results, every cell

Every cell is in the picture, not only the strongest. To the right of the black line is above zero. The orange line, when you see one, is the middle.

How MU 21-Day Time Series & Squeeze Strategy works

Rules in this group usually work like this. It waits until price is already moving, then joins that move. It is wrong in small ways many times, and right in a large way a few times. The hard part is the stretch where price chops around and every entry is a fake. The next paragraph is this particular rule, which can be narrower than the group.

It can buy, and it can bet on falling prices. It acts only when several checks agree at once. It leans on ATR, EMA, SMA, standard deviation; those names are explained on their own pages, further down. The exact line is in the list below, in the author's names, and you can skip that list. It gets out when another set of checks agrees. That line is in the list below too.

The author did not set a size, so each trade uses whatever amount the code assumes. It holds one trade at a time.

The exact condition, from the code

Same rule, translated from the code, in the author's names. You can skip this list if the paragraph above was enough.

• Enters long when equity is above 0 and the larger of the close and 0.0001 is above 0 and bars since bull is at or above 1 and bars since bull is at or below 3 and volume is above the 20-period SMA of volume and the close is above the previous high and no position is open.
• Enters long when equity is above 0 and the larger of the close and 0.0001 is above 0 and bars since bull is at or above 10 and the low is at or below the 21-period EMA of the close and the close is above the 21-period EMA of the close and no position is open.
• Enters long when equity is above 0 and the larger of the close and 0.0001 is above 0 and ((the previous gravity days + 1) when is gravity, else 0) is at or above 3 and the close is above inline series (the highest high of the last 3 bars, 1) and no position is open.
• Enters long when equity is above 0 and the larger of the close and 0.0001 is above 0 and not (is squeeze) and the previous is squeeze and the previous ((the previous squeeze days + 1) when is squeeze, else 0) is at or above 15 and the close is above (the 20-period SMA of the close + Bollinger deviation) and no position is open.
• Closes the position when equity is above 0 and the larger of the close and 0.0001 is above 0 and the 8-period EMA of the close crosses below the 21-period EMA of the close and the close is below the previous low.
• Closes the position when a long position is open and the close is below the 21-period EMA of the close.
• Closes the position when a short position is open and the close is above the highest high of the last 5 bars.

Buys or sells	It can buy, and it can bet on falling prices.
Tools it calculates	ATR, EMA, SMA, Standard deviation
A second chart speed	No. It uses one chart speed only.
Only at certain hours	No.
Adding to a trade	It holds one trade at a time.
How much it trades	The author did not set a size, so each trade uses whatever amount the code assumes.
Cost the author assumed	The author assumed a trading cost of 0.03 percent per side.

Default settings

The test used the defaults in the middle column. Nothing was turned to help a coin.

Setting	Default	Group
Fast EMA	8
Slow EMA	21
Squeeze Length	20
BB Multiplier	2
KC Multiplier	1.5
Volume SMA Length	20

How the backtest was run

Every strategy was tried the same way, on the settings the author published.

The years are October 2021 to June 2026. The prices are from Bybit, for 13 widely traded coins, mostly on hourly, 4-hour and daily charts, with some faster charts. That was 47,242 tries. The window stored in the files is 2021-09..2026-06.

599 rules produced a finished try. A rule that finished above zero on at least 12 cells, before any fee, was tried again with a fee of 0.12 percent per side. Only buys are counted in that second try. 273 rules got it.

The method, the aggregate results and a downloadable table are on the study page. What the desk does with the results beyond these pages is its own.

Before any fee, it was tried on 67 cells. It placed a trade on 65 of them. 1 of the cells that traded finished above zero (1.5%).

It was not run a second time with a fee. That second pass happens only when at least 12 cells finished above zero before fees. 273 rules got that pass.

Cells tried	67
Cells that placed a trade	65
Finished above zero	1 (1.5% of the cells that traded)
Middle result, before fees	−72.9%
Strongest cell, the top of the range	ADA daily: +37.9%
Weakest cell, the bottom of the range	AVAX 15-minute: −419.1%
Middle drawdown, before fees	123.9%

Label: backtest · old prices, zero commission · Oct 2021 – Jun 2026. Hypothetical results; see the risk disclosure.

How to read the result

How to read the number

The median of every cell that traded is the result. No fee has been taken off, so the number is a ceiling. A fee comes off each trade, and this page does not guess that cost, because this rule did not get the second pass where the fee is applied. The weakest and the strongest cells are not a result on their own.

The middle drawdown, on the cells that traded, was 123.9%.

What this does not show

The useful question, for a rule that joins a move already underway, is what it gave back in the choppy months when there was no trend to join.

Nothing on this page was fit to the cell that finished highest. One coin, one chart speed, or one strong stretch is a single row. It is not the rule. Other years, another exchange, or another fee would be a different measurement.

Questions about MU 21-Day Time Series & Squeeze Strategy

Words used on this page

Backtest

The rule was tried on old prices. No real money moved.

Cell

One coin on one chart speed. Bitcoin every 4 hours is one cell. Bitcoin once a day is another.

Chart speed

How often a new price bar is drawn. 15m means every 15 minutes, 1h means hourly, 4h means every 4 hours, 1D means once a day.

Fee, per side

A cost taken each time the rule trades. Per side means once on the way in and once on the way out.

Median

Line the cells up from the biggest loss to the biggest gain. The median is the middle one. Half the cells did better and half did worse.

Drawdown

The deepest fall from a high point along the way, as a percent of the account at that high.

Above zero

The account finished with more than it started.

The indicators MU 21-Day Time Series & Squeeze Strategy uses

Each has its own page: what it measures, how it is read, where it misleads.

• ATR (average true range): the volatility number behind most stops
• Exponential moving average (EMA): what it measures and where it misleads
• Simple moving average (SMA): the plainest average, and why it still runs half the strategies
• Standard deviation in trading: the volatility measure inside Bollinger Bands and z-scores

"MU 21-Day Time Series & Squeeze Strategy" was published on TradingView by its author, under the author's own license. This page is an independent reading of those rules and of what they did on these old prices. It is not written with the author, and it is not a recommendation. Not every detail survives the translation onto this page, so read the original before you rely on it.