Noon Barbari

Updated 2026-07-09 · refreshed monthly

Bollinger Reversion on UNI — backtest results

Default-parameter Bollinger Reversion replayed on UNI/USDT daily bars from 2021-01-01 to 2026-07-08, starting from $10,000 with standard fees. Fade the bands — revert from Bollinger extremes to the mean.

Strategy return
+1.11%
Buy & hold
-30.73%
Sharpe ratio
0.04
Max drawdown
8.9%
Trades
34
Win rate
41%

Equity curve, 2021-01-01 → 2026-07-08

Does it hold up on unseen data?

In-sample Sharpe (first 70%)
-0.14
Out-of-sample Sharpe (last 30%)
0.60

We split the history chronologically — first 70% vs last 30% — and score both windows separately. A strategy that only works on the window it was designed around is memorizing the past, not finding an edge. This configuration stayed profitable on the unseen window — a good sign, not a guarantee.

Run it yourself — change anything

Open this exact strategy in the studio with every parameter editable, or replay it with your own balance and dates in the free backtester.

Bollinger Reversion on other coins

Other strategies on UNI

Auto-generated from public exchange data with default strategy parameters. Backtests are hypothetical; results describe the stated past period only and are not predictions or financial advice. Past performance does not guarantee future results.