Volatility Scanner
Ranks all coins by current ATR percentile vs their 30-day history. Highlights coins entering compression (potential breakout) or expansion (high volatility, defensive mode).
What is this scanner?
Ranks all coins by current ATR percentile vs their 30-day history. Highlights coins entering compression (potential breakout) or expansion (high volatility, defensive mode).
The Volatility Scanner scanner operates across 1h, 4h timeframes and refreshes every 60 seconds, ensuring you see fresh signals as conditions develop.
Origin & History
Volatility analysis as a trading tool was pioneered by Fischer Black and Myron Scholes with their options pricing model in 1973, and extended by Robert Whaley's VIX methodology.
The QSA implementation of Volatility Scanner builds on this foundation with quantitative thresholds calibrated specifically for crypto perpetual futures markets. The 24/7 nature of crypto trading and the unique dynamics of DEX markets like Hyperliquid require different parameters than traditional market approaches.
Detection Criteria
Price Analysis
Price action analysis — evaluates candle patterns, trend structure, and key level proximity.
Atr Analysis
Average True Range — measures volatility expansion/contraction to confirm breakout validity.
Multi-Timeframe Validation
Cross-references the signal across multiple timeframes to ensure alignment and reduce false positives.
Volume Confirmation
Requires volume to be above the 20-period average to confirm institutional participation in the move.
Grading Breakdown
Textbook volatility scanner signal with 4+ domain categories confirming, rare category multipliers contributing, and strong regime alignment. These represent the top 1-2% of signals.
Strong volatility scanner signal with 3+ categories confirming. Good domain diversity and meaningful rarity bonuses from contributing scanners.
Valid volatility scanner detection with 2-3 confirming categories. The core pattern is present but lacks the depth of confirmation needed for higher grades.
Single-category volatility scanner signal or one with limited domain diversity. Pattern detected but conviction is low — worth monitoring, not acting on alone.
Common Mistakes
Confusing high volatility with high probability. Volatile markets are noisy — signals have lower follow-through rates.
Using fixed dollar stop losses across all volatility environments. ATR-based stops adapt to current conditions and prevent premature stop-outs.
Not considering that low-volatility periods precede high-volatility moves. The best time to prepare is during quiet markets.
Over-sizing positions during volatile periods because the potential reward looks large. The potential loss is equally large.
How to Trade
Entry Context
Volatility scanners are often best used as filters rather than entry signals. Identify when volatility is expanding or contracting, and use that information to select the appropriate strategy type.
Risk Management
Adjust position sizes inversely to volatility. Higher volatility = smaller positions. Use ATR-based stop losses that adapt to current conditions rather than fixed percentage stops.
Target Framework
Volatility-based targets should use ATR multiples rather than fixed percentages. In high-volatility environments, 2-3x ATR targets are often reached quickly. In low volatility, reduce expectations.
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See live setups →This is not a prediction of future price movement — it is a way to prioritize which setups deserve your analysis first.
QuantScan AI scans 150+ crypto perpetuals in real-time, 24/7. Not financial advice. Past performance does not guarantee future results.