Chuck LeBeau's rule sets the stop at, for example, the highest high since entry minus three times the 22 period atr. As new highs are made the stop rises; when volatility expands the stop sits further away, which prevents being shaken out by normal noise.
The design solves a real problem: fixed percentage trailing stops are too tight in volatile markets and too loose in quiet ones, while an ATR-based stop adapts automatically.
The trade-off is unavoidable. A wide multiple keeps you in trends but gives back a lot at the end; a narrow multiple exits closer to the high but gets stopped out mid-trend. There is no setting that does both, and choosing the multiple from historical results invites overfitting.
Related: atr, atr-stop, trailing-stop, trend-following, overfitting