Bollinger band reversion strategyvsPremium/Discount Zones strategy
Bollinger band reversion strategy: Fade a 2-sigma stretch below the mean and exit when price tags the middle band. · Premium/Discount Zones strategy: Buy the discount extreme, fade the premium extreme, exit at equilibrium.
Bollinger band reversion strategy
Fade a 2-sigma stretch below the mean and exit when price tags the middle band.
Premium/Discount Zones strategy
Buy the discount extreme, fade the premium extreme, exit at equilibrium.
Indicadores
- Bollinger Bands (period 20, σ × 2)
- Premium/Discount Zones (lookback 200)
Marcos temporales
Sesgo
Solo largos
Largos y cortos
Ajuste al mercado
Range-bound
Range-bound
Reglas de entrada
- Enter long when close is below the lower Bollinger band — a 2σ stretch below the 20-bar mean.
- Single position; 3-bar cooldown after exit.
- Long when price is inside the discount zone (current_zone = +1).
- Short when price is inside the premium zone (current_zone = -1).
Reglas de salida
- Exit when close pushes back above the middle band.
- Hard 3% stop-loss; 2% trailing stop locks in any reversion gain.
- Position closes when price returns to equilibrium.
- 4% trailing stop, 5-bar cooldown.
Comportamiento esperado
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 — the strategy expects mean reversion that may not arrive.
Range trader — fits balanced markets where extremes get bought / faded back to mid. Stacks losses in strong trends that camp at one extreme for many bars.
Complejidad
¿Cuál es la adecuada para ti?
Derivado del sesgo, marco temporal y perfil de indicadores de cada estrategia — no es una previsión de backtest.
Cuándo elegir Bollinger band reversion strategy
- You expect range-bound — 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, σ × 2)).
Fade a 2-sigma stretch below the mean and exit when price tags the middle band.
Cuándo elegir Premium/Discount Zones strategy
- You expect range-bound — the thesis is "Buy the discount extreme, fade the premium extreme, exit at equilibrium."
- You want a long & short bot on 1h–1d candles with a balanced rule-set.
- You're comfortable monitoring 1 indicator (Premium/Discount Zones (lookback 200)).
Buy the discount extreme, fade the premium extreme, exit at equilibrium.
Bollinger band reversion strategy
Fade a 2-sigma stretch below the mean and exit when price tags the middle band.
Premium/Discount Zones strategy
Buy the discount extreme, fade the premium extreme, exit at equilibrium.
Comparaciones relacionadas
Otros emparejamientos que involucran una de estas estrategias.
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