Stock Screener

Volatility Ratio (Schwager)

  • The Volatility Ratio identifies days with exceptionally wide trading ranges (the distance between High and Low) and is used to signal likely reversal days.
  • Details of the indicator can be found at Volatility Ratio (Schwager).
  • This stock screen combines well with Volume Spikes.

Signals

  • Volatility Ratio (Schwager) > 2.0
    The indicator gives a reading greater than 2 when the true range is more than double its 14-day exponential moving average.
volatility ratio stock screener

To Set the Volatility Ratio screen:

  1. Select the Volatility Ratio (Schwager) filter
  2. Select the amount the Volatility Ratio would be greater or less than, using the drop down menu
  3. Enter the number of days within which the signal must have occurred or excluded
  4. Click on the Add button to add the filter.
Colin Twiggs

Author: Colin Twiggs is a former investment banker with almost 40 years of experience in financial markets. He co-founded Incredible Charts and writes the popular Trading Diary and Patient Investor newsletters.

Using a top-down approach, Colin identifies key macro trends in the global economy before evaluating selected opportunities using a combination of fundamental and technical analysis.

Focusing on interest rates and financial market liquidity as primary drivers of the economic cycle, he warned of the 2008/2009 and 2020 bear markets well ahead of actual events.

He founded PVT Capital (AFSL No. 546090) in May 2023, which offers investment strategy and advice to wholesale clients.