Strategies / S39
CCI Reversion
Buy CCI crossing back above -100, sell over +100.
Results
| Market class | Return | Holding | Sharpe | Max DD | Win rate | Trades |
|---|---|---|---|---|---|---|
| Crypto, 1d | -3.7% | +602% | 0.18 | -56.4% | 64.3% | 882 |
| Stocks, 1d | +203% | +28K% | 0.35 | -37.1% | 71.4% | 1,117 |
| Forex, 1d | -1.9% | +3.1% | 0.00 | -20.1% | 66.2% | 704 |
| Commodities, 1d | +149% | +1,833% | 0.34 | -39.4% | 71.5% | 625 |
| Indices, 1d | +76.8% | +878% | 0.24 | -48.6% | 74.2% | 640 |
The exact rule
- Go long when CCI(20) crosses above -100.
- Exit the long when CCI(20) is above 100.
- Declared timeframe: 1d.
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
Money Flow ReversionBuy the Money Flow Index under 20, sell over 80.Z-Score ReversionBuy two standard deviations under the mean, sell back at it.Three Down ClosesBuy after three lower closes in a row, hold five bars.
Research, not advice. Past results do not predict future ones. Results run to 2026-10-31.