A breakout on volume far above the stock's own average (high RVOL).
Relative volume (RVOL) compares today's volume to the stock's typical volume. A breakout on multiples of average volume signals unusual participation. RVOL is the single most-watched 'in play' filter for day-traders.
We are measuring this pattern on survivorship-free data (delisted names included). Numbers appear here once the study completes.
Win% = share of occurrences with a positive forward return. Avg win / avg loss show the reward-to-risk, which matters as much as the hit rate — a high win rate with a bad reward/risk still loses.
Learn the skill → Reading relative volume (RVOL) — the 'in play' filter Full data reportEvery setup & factor base rate — the complete measured tables, survivorship-free →