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Home / Indicators / Chandelier Exit

Volatility indicator

Chandelier Exit: what it's actually best at

Long while price holds above the Chandelier ATR trailing stop (22,3).

9

assets where it was the #1 edge

0.33

average Sharpe across all tests

Volatility

indicator family

Best fits

Assets where Chandelier Exit won

Litecoin (LTC) +25.4%Min Volatility (USMV) +-4.1%Assurant (AIZ) +0.3%Hilton Worldwide (HLT) +0.9%Las Vegas Sands (LVS) +22.1%Lockheed Martin (LMT) +-0.4%Raymond James Financial (RJF) +-3.4%Realty Income (O) +-3.4%Trane Technologies (TT) +-1.1%

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