Bollinger band reversion strategyvsRSI mean reversion strategy
Bollinger band reversion strategy: Fade a 2-sigma stretch below the mean and exit when price tags the middle band. · RSI mean reversion strategy: Buy when the market is overextended below the mean, ride it back to fair value.
Bollinger band reversion strategy
Fade a 2-sigma stretch below the mean and exit when price tags the middle band.
RSI mean reversion strategy
Buy when the market is overextended below the mean, ride it back to fair value.
Indicatori
- Bollinger Bands (period 20, σ × 2)
- RSI (period 14)
Timeframe
Bias
Solo long
Solo long
Adatto al mercato
Range-bound
Range-bound
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 RSI(14) prints below 30 — the textbook oversold threshold.
- Only one position at a time; the cooldown blocks immediate re-entry after an 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 the position when RSI(14) recovers above 70.
- Hard stop-loss at 3% below entry; take-profit at 5%.
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.
Choppy zig-zag equity curve with frequent small wins and the occasional outlier loss when a sharp downtrend leaves RSI pinned in the oversold zone. Fits range-bound chop; struggles in strong directional regimes.
Complessità
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 RSI mean reversion strategy
- You expect range-bound — the thesis is "Buy when the market is overextended below the mean, ride it back to fair value."
- You want a long-only bot on 15m–4h candles with a balanced rule-set.
- You're comfortable monitoring 1 indicator (RSI (period 14)).
Buy when the market is overextended below the mean, ride it back to fair value.
Bollinger band reversion strategy
Fade a 2-sigma stretch below the mean and exit when price tags the middle band.
RSI mean reversion strategy
Buy when the market is overextended below the mean, ride it back to fair value.
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