What is a trailing stop?

A trailing stop moves up with price to lock in gains for a long position, but never moves down — sized to volatility (ATR) rather than a flat percentage.

Why tie the trail distance to volatility

A fixed-percentage trail is too tight for a genuinely volatile name and too loose for a calm one. Quantustik ties the trail distance to the Average True Range (ATR) — a common form is max(entry × 0.97, current_price − 2 × ATR_20d) — so it stays proportionate whether the stock is quiet or turbulent.

Trailing stop vs. fixed take-profit

A fixed take-profit locks in a specific target and exits once. A trailing stop instead lets a strongly-trending position keep running with no hard ceiling, exiting only once the trend actually reverses by the trail distance — capturing more of an extended move at the cost of giving back some gains before the exit triggers.

Frequently asked questions

How does a trailing stop differ from a regular stop-loss?

A regular stop-loss sits at a fixed price set at entry. A trailing stop moves up as price rises to lock in a growing share of gains, but never moves down.

Why base the trail on ATR instead of a flat percentage?

A flat percentage is too tight for a volatile stock and too loose for a calm one. Tying the distance to ATR keeps the trail proportionate to how much the specific stock actually moves.

Can a trailing stop guarantee the exact exit price?

No — once price crosses the trailing level it triggers an order like any other stop, and the actual fill can differ from the trigger price in a fast-moving or illiquid market (slippage).

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Educational research only — not investment advice.