Does the Bollinger band bounce strategy work?
We coded the bollinger band bounce to exact mechanical rules and ran it on june 1, 2025 – june 1, 2026 (12 months) of real data with fees on. No discretion, losers published as losers. Here is the verified result.
Verified Result
No edge: net negative after costs across 4 markets.
| Market | TF | Trades | Win | PF | Max DD | Net |
|---|---|---|---|---|---|---|
| BTC | 1h | 773 | 39.5% | 0.79 | 73.3% | -70.3% |
| ETH | 1h | 746 | 36.7% | 0.73 | 74.0% | -71.3% |
| Gold (PAXG) | 1h | 750 | 39.7% | 0.61 | 88.5% | -88.3% |
| EUR (EURUSDT) | 1h | 587 | 36.1% | 0.30 | 98.8% | -98.8% |
How the SVS 23 breaks down ▾
12 months of real 1-minute data, fees on (0.05%/side), $10k start, 1% risk. How the score works →
The exact rules tested
- Fade a touch of the lower band (long) or upper band (short), 20-period / 2 SD; 1.5x ATR stop; 1.5R target
How to read this
This is the mechanical floor — what the rules alone produced after costs, with zero discretion. A low score doesn’t mean the idea is worthless; it’s the baseline your filtering and judgement have to beat. The SVS methodology explains exactly how the score is built.
Test your own version of this
Add a trend filter, a session window, or a confluence and see if you can beat the floor. Describe it in plain English and the AI backtester runs it on real data.
Open the AI backtester →Questions
Is the Bollinger band bounce strategy profitable?
No edge: net negative after costs across 4 markets. Across 4 markets and 2,856 trades with fees on, it had a profit factor of 0.66 and an average net return of -82.2%.
What is the win rate of the Bollinger band bounce strategy?
38.1% across all tested markets. Note that win rate alone is misleading — with a fixed reward-to-risk target, a mechanically negative strategy can still win 30–45% of the time.
How was the Bollinger band bounce strategy tested?
Coded to exact mechanical rules and run on June 1, 2025 – June 1, 2026 (12 months) of real 1-minute data, fees on (0.05% per side), $10,000 start, 1% risk per trade, on Secuora's deterministic engine. No discretion.