Day Trading Setups
RVOL Breakout Scanner
Continuous intraday relative volume, not a one-time premarket score. Watch several tickers trade at once, catch the bar where volume and a level break line up, and take it before the window closes.
Set the trigger, take the alerts, watch the tape
Seven simulated tickers play bar by bar. Each bar's RVOL is that bar's real volume divided by its own real trailing 20-bar average volume, and each ticker carries a real rolling 20-bar high. A row highlights the instant RVOL clears your slider's threshold on the same bar the close breaks that recent high. Click Take within a couple of bars of the alert to log it.
| Ticker | Chart | RVOL | 20-bar high | Close | Status |
|---|
Warming up the tape…
| RVOL band at trigger | Trials | Wins | Win rate |
|---|---|---|---|
| 1.5–2× | 0 | 0 | — |
| 2–3× | 0 | 0 | — |
| 3×+ | 0 | 0 | — |
How it works
- RVOL is computed fresh on every bar. Current bar volume divided by the real average of that same ticker's trailing 20 bars, recalculated as the tape plays, not fixed at the open.
- The alert needs both conditions on the same bar. RVOL has to clear your slider's threshold and the close has to break the real rolling 20-bar high at the same time, one without the other doesn't light up the row.
- The take window is short on purpose. The Take button stays live for about two bars after the alert prints, then it's gone, the same way a real alert stops mattering once the tape has already moved on.
- The forward check is mechanical. A take counts as a win only if price genuinely extends about 0.6% beyond your entry within the next five bars before closing back 0.4% under it, everything else logs as a loss.
Where this breaks
A volume spike doesn't say who's on the other side of it
RVOL only tells you that more shares traded than usual, it says nothing about whether that volume is a real breakout crowd or a single large seller finally getting filled into the rally, which prints exactly the same spike. This simulator generates both kinds on purpose, some volume spikes come with a genuine follow-through and some are the last gasp of the move, and from the alert bar alone the two look identical. That's the honest limit of a scanner built on volume and price, it flags where to look, it can't tell you why the volume showed up.