Strategies / S37
Bollinger Fade Long & Short
Fades both bands back to the mid-line.
Results
| Market class | Return | Holding | Sharpe | Max DD | Win rate | Trades |
|---|---|---|---|---|---|---|
| Crypto, 4h | - | +518% | 0.00 | -67.1% | 43.5% | 10,704 |
| Stocks, 1d | - | +28K% | 0.00 | -52.0% | 60.2% | 2,183 |
| Forex, 1d | -10.0% | +3.1% | -0.05 | -26.5% | 64.6% | 1,306 |
| Commodities, 1d | - | +1,833% | 0.00 | -55.9% | 63.7% | 1,165 |
| Indices, 1d | +46.8% | +878% | 0.18 | -36.7% | 65.9% | 1,200 |
The exact rule
- Go long when close is below SMA(20) - 2 x standard deviation(20).
- Exit the long when close is above SMA(20).
- Go short when close is above SMA(20) + 2 x standard deviation(20).
- Exit the short when close is below SMA(20).
- Declared timeframe: 4h.
Explain it with Ask AI (Premium, on a desktop)
Watch it trade
This runs the same engine in your browser on the latest candles, with your own costs. Press Replay to watch every entry and exit arrive bar by bar.
Download
Pine ScriptFor TradingView
Paper botRuns on the Bot API, no real money
Python backtestOne file, no dependencies
READMEThe rule in plain words
Want it to run by itself? Read the automate guide, and use paper money first.
Related strategies
Stretch Below SMA 20Buy 2% below the 20 SMA, sell back at it.CCI ReversionBuy CCI crossing back above -100, sell over +100.Money Flow ReversionBuy the Money Flow Index under 20, sell over 80.
Research, not advice. Past results do not predict future ones. Results run to 2026-10-31.