Bollinger mean reversion
Bets that a tag of the lower band snaps back to the middle. In a crash it catches the falling knife.
Data through 2026-08-10 · 0.06% fee and 0.02% slippage per side · 1h timeframe
Profitable
0/6
Median
-100.0%
Best
-98.1%
What this strategy does
Long entrywhen all of these are true
- low touches the lower Bollinger band (20, 2σ)
Exit
- 1.stop loss at -2%
- 2.take profit at +3%
If several conditions hit on the same candle, the one listed first applies.
Results by coin
| Coin | Return | Max drawdown | Win rate | Trades | Profit factor | Sharpe | Run it yourself |
|---|---|---|---|---|---|---|---|
| btc | -98.1% | 98.8% | 39.2% | 2119 | 0.88 | -1.26 | Open in the backtester → |
| eth | -100.0% | 100.0% | 37.2% | 2864 | 0.81 | -2.25 | Open in the backtester → |
| sol | -100.0% | 100.0% | 37.1% | 3090 | 0.73 | -2.63 | Open in the backtester → |
| xrp | -100.0% | 100.0% | 36.5% | 3032 | 0.81 | -2.57 | Open in the backtester → |
| doge | -100.0% | 100.0% | 36.6% | 3266 | 0.83 | -2.70 | Open in the backtester → |
| ada | -100.0% | 100.0% | 35.9% | 3560 | 0.82 | -3.05 | Open in the backtester → |
How to read this honestly
- 6 of 6 coins drew down more than half the account at the worst point.
- Only 3 of 47 coin-and-period cells were profitable.
- 6 of 6 coins carried volatility without being paid for it.
- The worst losing streak ran 18 trades in a row.
Return by period
| Coin | 7y | 5y | 3y | 2y | 1y | 6m | 3m | 1m |
|---|---|---|---|---|---|---|---|---|
| btc | -98.6% | -91.6% | -66.1% | -61.1% | -51.4% | -21.5% | -15.4% | -1.1% |
| eth | -100.0% | -98.7% | -89.5% | -80.9% | -70.6% | -21.9% | -16.0% | +7.0% |
| sol | — | -99.9% | -95.9% | -87.4% | -58.7% | -34.2% | -31.3% | +2.3% |
| xrp | -100.0% | -99.6% | -96.5% | -92.0% | -64.3% | -26.5% | -27.4% | -10.5% |
| doge | -100.0% | -99.9% | -98.8% | -94.4% | -76.2% | -28.7% | -37.2% | -8.2% |
| ada | -100.0% | -99.9% | -97.7% | -89.9% | -65.6% | -24.8% | -26.0% | +8.4% |
Past performance does not guarantee future results. This table is a record of applying rules to past data, not a recommendation to trade them.