Bollinger band reversion strategyvsBollinger squeeze breakout strategy

Bollinger band reversion strategy: Fade a 2-sigma stretch below the mean and exit when price tags the middle band. · Bollinger squeeze breakout strategy: Ride the volatility expansion when price breaks out of a tight Bollinger range.

Mean reversionSolo long

Bollinger band reversion strategy

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

BreakoutSolo long

Bollinger squeeze breakout strategy

Ride the volatility expansion when price breaks out of a tight Bollinger range.

Indicatori

Bollinger Bands (period 20, σ × 2)✓ entrambe

Bollinger Bands (period 20, σ × 2)✓ entrambe

Timeframe

15m1h4h

Bias

Solo long

Adatto al mercato

Range-bound

Volatility expansion

Regole d'ingresso

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.

Enter long when close crosses above the upper Bollinger band.
Single position at a time; 3-bar cooldown after exit.

Regole di uscita

Exit when close pushes back above the middle band.
Hard 3% stop-loss; 2% trailing stop locks in any reversion gain.

Close as soon as price slips back below the middle band (the 20-bar SMA).
Trailing 4% stop on the runner so a failed breakout dies cheaply.

Comportamento atteso

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.

Lots of small chop with a handful of clean runs that come after periods of low realised volatility. Quiet markets feed the strategy with setups; the payoff is asymmetric — many small losses, few large wins.

Complessità

1 ind · 2 entry · 2 exitBalanced

Quale è giusta per te?

Derivato da bias, timeframe e profilo degli indicatori di ogni strategia — non una previsione di backtest.

Quando scegliere 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.

Quando scegliere Bollinger squeeze breakout strategy

You expect volatility expansion — the thesis is "Ride the volatility expansion when price breaks out of a tight Bollinger range."
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)).

Ride the volatility expansion when price breaks out of a tight Bollinger range.

Bollinger band reversion strategy

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

Prova Bollinger band reversion strategy nella dashboard →Leggi l'analisi completa →

Bollinger squeeze breakout strategy

Ride the volatility expansion when price breaks out of a tight Bollinger range.

Prova Bollinger squeeze breakout strategy nella dashboard →Leggi l'analisi completa →

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