EverHint – Volatility Squeeze Breakout – Top 5 Buy and Top 10 Sell Signals for May 11, 2026
What This Signal Is (Quick)
This strategy detects volatility compression breakouts — stocks where Bollinger Bands have squeezed to historically narrow levels, then price breaks out with volume confirmation:
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Buy Signal (VOL_SQUEEZE_BREAKOUT_LONG): Price breaks above upper Bollinger Band after a squeeze
- Bollinger Band width in the lowest 20th percentile of the past 120 days
- TTM Squeeze confirmed (Bollinger Bands inside Keltner Channels = extreme compression)
- Volume surge confirms institutional participation (≥1.5x ADV20)
-
Sell Signal (VOL_SQUEEZE_BREAKOUT_SHORT): Price breaks below lower Bollinger Band after a squeeze
- Same compression criteria as buy signals
- Downside breakout with volume confirmation
Key Characteristics:
- Captures compression → expansion dynamics that other strategies miss
- Low correlation with trend crossover and mean reversion signals
- TTM Squeeze (BB inside KC) filters for the highest-quality compression setups
- Excludes Healthcare and Communication Services sectors (backtested underperformers)
- Backtested win rate: 54.5% with +1.74% average profit (tuned config)
Key Criteria:
-
BB Width Percentile ≤ 20 (squeeze detected — lowest 20% of 120-day range)
-
TTM Squeeze: Bollinger Bands inside Keltner Channels (extreme compression)
-
Breakout: Close above upper BB (long) or below lower BB (short)
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Volume thrust ≥ 1.5x ADV20 (volume confirmation)
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Price above SMA50 (uptrend context for longs)
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Minimum ADV: $25M (liquidity filter)
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Earnings buffer: 7 days pre/post earnings
Holding Period: 1-4 weeks
Risk Level: Medium
How We Ranked Today
Ranked by BB Width Percentile (lower = tighter squeeze = higher quality setup)
📈 Buy-Side Signals (5 Total)
Ranked by BB Width Percentile (lower = tighter squeeze = higher quality setup):
| Rank | Ticker | Company | Sector | Last ($) | RSI14 | Insider Net | Days → Earnings | Est EPS | Mkt Cap ($B) |
|---|---|---|---|---|---|---|---|---|---|
| 1 | ENVX | Enovix Corporation | Industrials | 7.18 | 61.3 | — | — | $3.22 | 1.6 |
| 2 | HL | Hecla Mining Company | Basic Materials | 20.67 | 65.3 | — | — | $0.55 | 13.9 |
| 3 | LITE | Lumentum Holdings Inc. | Technology | 1053.09 | 66.5 | $-770K | — | $44.49 | 81.9 |
| 4 | LASR | nLIGHT, Inc. | Technology | 84.95 | 62.0 | $-5.5M | — | $1.80 | 4.7 |
| 5 | EXK | Endeavour Silver Corpo... | Basic Materials | 11.32 | 67.2 | — | — | $0.75 | 3.3 |
📉 Sell-Side Signals (10 Total)
Ranked by BB Width Percentile (lower = tighter squeeze = higher quality setup):
| Rank | Ticker | Company | Sector | Last ($) | RSI14 | Insider Net | Days → Earnings | Est EPS | Mkt Cap ($B) |
|---|---|---|---|---|---|---|---|---|---|
| 1 | AAP | Advance Auto Parts Inc. | Consumer Cyclical | 51.83 | 31.4 | — | 9 | $4.62 | 3.1 |
| 2 | RF | Regions Financial Corp... | Financial Services | 26.83 | 35.4 | — | — | $3.15 | 22.9 |
| 3 | GIS | General Mills, Inc. | Consumer Defensive | 33.80 | 40.2 | — | — | $3.36 | 18.0 |
| 4 | CELH | Celsius Holdings, Inc. | Consumer Defensive | 30.64 | 40.7 | — | — | $2.61 | 7.8 |
| 5 | WYNN | Wynn Resorts, Limited | Consumer Cyclical | 99.37 | 32.6 | $-30.8M | — | $6.48 | 10.3 |
| 6 | HCI | HCI Group, Inc. | Financial Services | 148.98 | 44.6 | — | — | $17.37 | 1.9 |
| 7 | ROST | Ross Stores, Inc. | Consumer Cyclical | 214.55 | 31.4 | — | 9 | $9.31 | 69.4 |
| 8 | ALG | Alamo Group, Inc. | Industrials | 154.80 | 33.2 | — | — | $11.98 | 1.9 |
| 9 | HE | Hawaiian Electric Indu... | Utilities | 13.93 | 29.3 | — | — | $0.96 | 2.4 |
| 10 | DOX | Amdocs Limited | Technology | 62.57 | 31.5 | — | — | $10.62 | 6.7 |
Field Notes
Sector concentration: Consumer Cyclical (3), Technology (3), Industrials (2)
Insider selling: WYNN (Wynn Resorts, Limited, $-30.8M), LASR (nLIGHT, Inc., $-5.5M), LITE (Lumentum Holdings Inc., $-770K)
Data coverage: 20.0% insider, 0.0% congressional, 13.3% earnings, 100.0% analyst, 26.7% news
Peer Analysis
Understanding how these stocks relate to their industry peers:
HE (Hawaiian Electric Industries, I): Leads 9 peers: ELPC ($12.26, -2.7%), NWN ($50.46, +0.0%), EDN ($24.38, +4.3%), OTTR ($88.29, +0.3%), AVA ($40.68, -0.3%) | Peer of: AVA ($40.68, -0.3%), CEPU ($14.54, +3.0%), CTRI ($33.20, -3.9%) and 6 more
WYNN (Wynn Resorts, Limited): Leads 10 peers: BALL ($57.72, -1.4%), H ($165.15, -1.5%), TOL ($135.15, -2.0%), DKNG ($24.51, -4.0%), HTHT ($47.43, +0.7%) | Peer of: BALL ($57.72, -1.4%), CHWY ($22.49, -2.1%), DKNG ($24.51, -4.0%) and 7 more
AAP (Advance Auto Parts Inc.): Leads 10 peers: ASO ($51.54, -4.8%), RH ($129.05, -3.6%), VSCO ($46.05, -4.1%), BKE ($50.18, -4.2%), AEO ($15.52, -7.0%) | Peer of: AEO ($15.52, -7.0%), ASO ($51.54, -4.8%), BKE ($50.18, -4.2%) and 3 more
RF (Regions Financial Corporation): Leads 7 peers: HBAN ($15.96, -1.0%), FITB ($48.65, -1.4%), MTB ($207.98, -2.0%), CFG ($62.16, -2.5%), FHN ($24.04, -2.3%) | Peer of: BCH ($35.47, -1.7%), BNT ($46.18, -1.6%), BSAC ($29.79, -1.4%) and 22 more
ALG (Alamo Group, Inc.): Leads 9 peers: PSIX ($62.45, -17.7%), EPAC ($34.98, -1.5%), HUBG ($41.86, -2.4%), TRN ($36.49, -0.4%), SBLK ($26.74, -0.3%) | Peer of: AMRC ($30.58, +2.1%), EPAC ($34.98, -1.5%), FA ($16.04, +0.5%) and 6 more
GIS (General Mills, Inc.): Leads 7 peers: KHC ($23.26, -2.9%), STZ ($142.41, -3.9%), MKC ($47.07, -2.6%), DG ($104.63, -7.6%), ADM ($79.84, +2.8%) | Peer of: ADM ($79.84, +2.8%), DAR ($63.80, +1.1%), DG ($104.63, -7.6%) and 2 more
HCI (HCI Group, Inc.): Leads 8 peers: KMPR ($30.81, +1.7%), PLMR ($109.22, -3.6%), SBCF ($30.38, -2.3%), BANC ($18.85, -1.0%), BOH ($78.46, -2.5%) | Peer of: ARX ($13.36, +1.2%), BHFAP ($15.91, -0.1%), GSHD ($40.16, -1.7%) and 3 more
DOX (Amdocs Limited): Leads 9 peers: DBX ($26.49, -8.3%), AKAM ($153.01, +3.6%), OTEX ($24.40, -1.3%), NICE ($91.39, -1.4%), EPAM ($97.35, -1.9%) | Peer of: AKAM ($153.01, +3.6%), AMKR ($76.69, +0.1%), APLD ($44.59, +8.1%) and 9 more
ENVX (Enovix Corporation): Leads 7 peers: AMPX ($17.68, +5.9%), ATKR ($74.63, +0.5%), MVST ($2.02, -5.2%), PCT ($9.89, +3.8%), LUNR ($32.42, +11.9%) | Peer of: AMPX ($17.68, +5.9%), ATKR ($74.63, +0.5%), LUNR ($32.42, +11.9%) and 2 more
CELH (Celsius Holdings, Inc.): Leads 8 peers: KOF ($105.23, -0.5%), PFGC ($94.07, +1.0%), COKE ($170.48, -2.2%), USFD ($83.61, -0.9%), FMX ($123.12, +1.6%) | Peer of: FMX ($123.12, +1.6%), KOF ($105.23, -0.5%), PFGC ($94.07, +1.0%) and 1 more
EXK (Endeavour Silver Corporation): Leads 8 peers: PPTA ($31.54, +5.3%), FSM ($10.88, +1.1%), AUGO ($81.06, -1.3%), SA ($33.33, +6.8%), SID ($1.37, -0.7%) | Peer of: AUGO ($81.06, -1.3%), CGAU ($18.73, +1.9%), FSM ($10.88, +1.1%) and 4 more
ROST (Ross Stores, Inc.): Leads 10 peers: F ($12.04, -2.4%), JD ($30.53, +1.3%), TCOM ($52.20, -0.9%), AZO ($3427.80, -2.0%), CMG ($31.93, -1.7%) | Peer of: AZO ($3427.80, -2.0%), CPNG ($16.13, -5.0%), F ($12.04, -2.4%) and 6 more
LASR (nLIGHT, Inc.): Leads 9 peers: HIMX ($20.65, +16.1%), PLAB ($54.96, +2.5%), VECO ($61.21, +3.0%), MXL ($102.27, +2.4%), UCTT ($85.45, -1.9%) | Peer of: AAOI ($184.90, +24.1%), FLYW ($16.46, -4.5%), HIMX ($20.65, +16.1%) and 4 more
LITE (Lumentum Holdings Inc.): Leads 9 peers: ZBRA ($216.96, -4.0%), FN ($649.53, +4.5%), ENTG ($149.15, +0.0%), KSPI ($85.84, -0.1%), FFIV ($358.30, +1.2%) | Peer of: BILI ($22.08, +0.1%), FN ($649.53, +4.5%), ZBRA ($216.96, -4.0%)
HL (Hecla Mining Company): Leads 9 peers: CDE ($19.80, +6.7%), EQX ($14.86, +4.0%), SBSW ($13.84, +3.9%), OR ($39.80, +3.6%), HMY ($18.13, +1.9%) | Peer of: AA ($65.34, +3.4%), AG ($23.58, +7.9%), BTG ($5.39, +1.7%) and 11 more
Recent Headlines
AAP (Advance Auto Parts Inc.)
- Advance Auto Parts (AAP) is a Top-Ranked Momentum Stock: Should You Buy? (source)
ALG (Alamo Group, Inc.)
- ALG vs. DE: Which Stock Is the Better Value Option? (source)
- Alamo Group Announces Financial Results For The First Quarter 2026 (source)
RF (Regions Financial Corporation)
- Why Regions Financial (RF) is a Top Momentum Stock for the Long-Term (source)
- Regions Financial to Participate in Morgan Stanley U.S. Financials Conference (source)
- Regions Bank Appoints Christina Clemmons as Texas Consumer Banking Executive (source)
ROST (Ross Stores, Inc.)
- Ross Stores (ROST) Declines More Than Market: Some Information for Investors (source)
- Ross Stores, Inc. Announces First Quarter 2026 Earnings Release and Conference Call (source)
Market Context
Major indices are showing modest gains, with the S&P 500 and Dow Jones each up 0.19% and the Nasdaq advancing 0.08%, reflecting a mildly bullish trend amid steady risk appetite. However, the VIX's sharp 6.81% rise to 18.36 signals escalating volatility, which heightens the potential for amplified intraday swings. This environment is particularly favorable for volatility squeeze strategies, as the combination of compressed price action followed by VIX expansion often triggers directional breakouts, enhancing the reliability of the 15 generated signals.
The upward drift in broad market indices suggests sustained buyer interest, supporting a positive trend direction that aligns with risk-on positioning. Yet, the elevated VIX introduces caution, potentially leading to sharper reversals or mean-reversion plays within squeezes. Traders should prioritize signals exhibiting clear contraction-release patterns, as rising volatility can amplify both upside momentum and downside risks in this setup.
Consumer Cyclical leading as the top sector implies rotational flows toward economically sensitive areas, bolstered by the indices' gains. This rotation underscores opportunities in squeeze signals from cyclical segments, where volatility expansion could propel outperformance if risk appetite holds. Conversely, any VIX spike beyond current levels might prompt defensive shifts, tempering cyclical exposure.
Vlad's Take (EverHint)
Today's signals: Strong sector concentration in Consumer Cyclical (3 signals) suggests sector-specific rotation. 3 signals showing insider selling warrant caution. Average RSI of 45 indicates oversold conditions.
Trading tips for this strategy:
- Entry timing: Enter on next-day open after breakout confirmation, or on pullback to upper BB
- Position sizing: Start with 2-3% of portfolio per signal (swing trade size)
- Stop loss: 5% below entry for longs, 5% above entry for shorts
- Take profit: Target 1 at +8%, Target 2 at +15% (based on backtest optimization)
- Time stop: Exit if no follow-through within 20 trading days (time stop)
Risk warning: Squeeze breakouts can produce false signals in choppy markets. TTM Squeeze requirement reduces but does not eliminate whipsaws. Volume confirmation is critical.
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