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Bollinger band reversion strategyvsPDH/PDL breakout with SuperTrend filter strategy

Bollinger band reversion strategy: Fade a 2-sigma stretch below the mean and exit when price tags the middle band. Β· PDH/PDL breakout with SuperTrend filter strategy: Prior-day-range breakouts, but only the ones that align with the SuperTrend regime.

Mean reversionLong only

Bollinger band reversion strategy

Fade a 2-sigma stretch below the mean and exit when price tags the middle band.

Trend followingLong & short

PDH/PDL breakout with SuperTrend filter strategy

Prior-day-range breakouts, but only the ones that align with the SuperTrend regime.

Indicators

  • Bollinger Bands (period 20, Οƒ Γ— 2)
  • Prior Period Levels
  • SuperTrend (ATR 10, factor 3.0)
  • SMA(1) close wrapper

Timeframes

15m1h4h
15m1h4h

Bias

Long only

Long & short

Market fit

Range-bound

Strong directional trends

Entry rules

  • Enter long when close is below the lower Bollinger band β€” a 2Οƒ stretch below the 20-bar mean.
  • Single position; 3-bar cooldown after exit.
  • Long when close crosses above PDH AND SuperTrend state = +1.
  • Short when close crosses below PDL AND SuperTrend state = -1.

Exit rules

  • Exit when close pushes back above the middle band.
  • Hard 3% stop-loss; 2% trailing stop locks in any reversion gain.
  • Opposite-side breakout closes the trade β€” momentum has flipped.
  • 4% trailing stop, 3-bar cooldown.

Expected behavior

Smooth equity curve in low-volatility regimes with frequent small wins. Sharp drawdowns when a trend extends and price stays pinned below the lower band β€” the strategy expects mean reversion that may not arrive.

Cleaner than a vanilla PDH/PDL bot β€” the SuperTrend filter cuts counter-trend breakouts that fizzle. Fewer trades but better quality; sits out range days where prior-range breaks fail.

Complexity

1 ind Β· 2 entry Β· 2 exitSimpler
3 ind Β· 2 entry Β· 2 exitMore advanced

Which one is right for you?

Derived from the bias, timeframe and indicator profile of each strategy β€” not a back-test forecast.

When to pick Bollinger band reversion strategy

  • You expect range-bound β€” the thesis is "Fade a 2-sigma stretch below the mean and exit when price tags the middle band."
  • You want a long-only bot on 15m–4h candles with a balanced rule-set.
  • You're comfortable monitoring 1 indicator (Bollinger Bands (period 20, Οƒ Γ— 2)).

Fade a 2-sigma stretch below the mean and exit when price tags the middle band.

When to pick PDH/PDL breakout with SuperTrend filter strategy

  • You expect strong directional trends β€” the thesis is "Prior-day-range breakouts, but only the ones that align with the SuperTrend regime."
  • You want a long & short bot on 15m–4h candles with a balanced rule-set.
  • You're comfortable monitoring 3 indicators (Prior Period Levels, SuperTrend (ATR 10, factor 3.0), SMA(1) close wrapper).

Prior-day-range breakouts, but only the ones that align with the SuperTrend regime.

Bollinger band reversion strategy

Fade a 2-sigma stretch below the mean and exit when price tags the middle band.

Try Bollinger band reversion strategy in dashboard β†’Read full breakdown β†’

PDH/PDL breakout with SuperTrend filter strategy

Prior-day-range breakouts, but only the ones that align with the SuperTrend regime.

Try PDH/PDL breakout with SuperTrend filter strategy in dashboard β†’Read full breakdown β†’

Related comparisons

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