Proposing a quantitative investment strategy that integrates the generalized autoregressive conditional heteroskedasticity model for volatility stock selection, Bollinger Band channel breakout timing, and average true range（ATR）dynamic stop-loss.Firstly, 30 stocks with the highest future volatility for the upcoming week are predictd using the generalized autoregressive conditional heteroskedasticity（GARCH） model to construct a stock pool. Secondly, the Bollinger Bands indicator for timing is used to capture price trend changes. Lastly, the stop-loss level based on the ATR indicator it adjusted to protect capital. Through multiple backtests, optimal parameters were determined. The results demonstrate the strategy's performance across various market environments, showcasing its risk-avoidance capabilities in bear markets, profit-making abilities in bull and sideways markets, and stable excess returns. The comprehensive use of volatility stock selection, price breakout, and dynamic stop-loss strategies offers investors an effective quantitative investment solution.