Bollinger band reversion strategyvsStochastic %K/%D reversion strategy
Bollinger band reversion strategy: Fade a 2-sigma stretch below the mean and exit when price tags the middle band. · Stochastic %K/%D reversion strategy: Buy a slow stochastic %K cross above %D inside the oversold zone, exit on the mirror.
Bollinger band reversion strategy
Fade a 2-sigma stretch below the mean and exit when price tags the middle band.
Stochastic %K/%D reversion strategy
Buy a slow stochastic %K cross above %D inside the oversold zone, exit on the mirror.
Indicatori
- Bollinger Bands (period 20, σ × 2)
- Slow Stochastic (period 14, smooth 3)
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.
- %K crosses above %D AND
- Both lines are inside the oversold zone (%K < 30).
Regole di uscita
- Exit when close pushes back above the middle band.
- Hard 3% stop-loss; 2% trailing stop locks in any reversion gain.
- %K crosses back below %D, OR %K pushes above 80 (overbought).
- Hard 2.5% stop; 4% take-profit.
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.
Higher trade frequency than RSI mean reversion and louder noise. Fits range-bound regimes; produces fast small wins and small losses. Trend regimes can be expensive — the oscillator stays pinned for many bars.
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 Stochastic %K/%D reversion strategy
- You expect range-bound — the thesis is "Buy a slow stochastic %K cross above %D inside the oversold zone, exit on the mirror."
- You want a long-only bot on 5m–1h candles with a balanced rule-set.
- You're comfortable monitoring 1 indicator (Slow Stochastic (period 14, smooth 3)).
Buy a slow stochastic %K cross above %D inside the oversold zone, exit on the mirror.
Bollinger band reversion strategy
Fade a 2-sigma stretch below the mean and exit when price tags the middle band.
Stochastic %K/%D reversion strategy
Buy a slow stochastic %K cross above %D inside the oversold zone, exit on the mirror.
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