Hollow Point Trading

HOLLOW POINT TRADING

What Are Moving Average Envelopes?

Moving Average Envelopes consist of a moving average with two bands plotted at a fixed percentage above and below it. These bands create a channel that contains most price action, with touches of the upper or lower band signaling potential reversal opportunities.

Unlike Bollinger Bands which use standard deviation, envelope bands maintain a constant percentage distance from the moving average regardless of volatility.

How They're Calculated

Middle Line: A simple or exponential moving average (commonly 20 periods)

Upper Band: MA + (MA × Envelope Percentage)

Lower Band: MA - (MA × Envelope Percentage)

Common percentage: 2.5% for stocks, varies by asset volatility.

Trading Strategies

Mean Reversion

Buy: Price touches lower band → Anticipate bounce to MA

Sell: Price touches upper band → Anticipate pullback to MA

Best in: Range-bound markets

Breakout Trading

Bullish: Close above upper band + volume → Enter long

Bearish: Close below lower band + volume → Enter short

Choosing Settings

Percentage Guidelines

  • Low volatility stocks: 1-2%
  • Average stocks: 2.5-3%
  • Volatile stocks: 4-5%
  • Forex majors: 0.5-1%
  • Crypto: 5-10%

Key Takeaways

Moving Average Envelopes identify when price is extended from its average. Calibrate the percentage to your asset's volatility and use them for mean reversion or breakout trading with additional confirmation.