NAS100 · stop-loss data
What is a good stop loss for Nasdaq-100 (NAS100)?
Right now one average true range on the 1-hour chart is 80.43 pts (0.26% of price). Since May 2024, a stop that close was hit within 24 hours 77% of the time — whichever way the trade was pointing. The 50/50 line is about 192 pts (2.4 ATR) away.
How often a stop gets hit, by distance
| Stop distance | Today in points | % of price | Hit within 4 h | Hit within 24 h |
|---|---|---|---|---|
| 0.5 ATR | 40.21 pts | 0.13% | 64% | 88% |
| 0.75 ATR | 60.32 pts | 0.20% | 50% | 83% |
| 1 ATR | 80.43 pts | 0.26% | 39% | 77% |
| 1.5 ATR | 121 pts | 0.40% | 25% | 67% |
| 2 ATR | 161 pts | 0.53% | 16% | 57% |
| 2.5 ATR | 201 pts | 0.66% | 10% | 48% |
| 3 ATR | 241 pts | 0.79% | 7% | 41% |
Every hourly close since May 2024 treated as an entry, long and short, and checked for whether a stop at that distance was touched within the next 4 or 24 hours (13,723 hourly candles). Distances are in ATR(14) on the 1-hour chart and converted with today's ATR, so the points column moves with volatility. The rates are stable: measured on one year, they matched the following year to within 1.3 percentage points on average across our markets. They describe ordinary noise, not direction.
What this means for your stop
- A stop inside one ATR is inside the noise: it gets hit on most days whether or not the trade idea was right. That is the usual reason a stop "always gets hit".
- Nasdaq-100 (NAS100) typically covers about 5.6 ATR (449 pts) from high to low in 24 hours.
- Wider is not automatically better: a wider stop loses more when it is hit. Decide the distance first, then size the position to it.
Spread and the stops you never saw coming
Your stop fires on your broker's bid or ask, not on the chart. In normal hours that moves the numbers above by only one or two points. The danger is when spreads widen: at the daily rollover around 22:00 UTC (5 pm New York), around major data releases and at the weekly open, spreads can be several times wider for a few minutes — which is how a stop gets hit on a wick the chart never showed.
Where the crowd's stops are right now
Distance is half of the answer. The other half is not putting your stop where everyone else puts theirs — just past the obvious swing low or round number, where orders pile up and get cleared together. On the free 24-hour-delayed model, the densest modeled stop band for NAS100 sits at 31,083.90 above and 30,884.20 below.
Premium draws these odds live on your chart — the lines where a stop was hit half and a third of the time, moving with price, next to where the crowd's stops sit. See plans →
Chart prices from our market data feed; statistics recalculated weekly. Historical frequencies, not a forecast and not investment advice.