BTC: Bollinger Band Bounce Backtest — +86.0% vs +126.2% Buy-and-Hold
Real backtest of the Bollinger Band Bounce strategy on BTC-USD over 5 years: +86.0% return vs +126.2% buy-and-hold, 40 trades, 38% win rate, 23.1% max drawdown. Computed on real historical data, not simulated — full trade log and verdict inside.
- Total return: +86.0% (trailed buy-and-hold at +126.2%)
- Win rate: 38% over 40 trades
- Max drawdown: 23.1%
- Sharpe ratio: 0.31
- Period: 5 years of real historical price data
What the numbers say
On BTC, the Bollinger Band Bounce trailed buy-and-hold over the five years through Nov 2026: +86.0% against +126.2% for simply holding — a gap of 40.3 percentage points. The strategy took 40 completed trades (15 profitable, 25 not), a 38% win rate.
That came with a shallower worst stretch: the strategy's max drawdown was 23.1% versus 53.1% for buy-and-hold. Dollar-cost averaging into BTC over the same window returned +67.8%. Best single trade: +34.7% (2023-03-09 to 2023-03-17); worst: -5.0% (2022-06-12 to 2022-06-13).
Computed by StratIQ's backtest engine on real daily prices through Nov 2026 (generated 2026-11-12). Fills are assumed at the close with a 5% stop-loss; slippage and commissions are not modeled. This is a historical study of a rule — not a pick, not a recommendation, and not financial advice.
A volatility mean-reversion setup: buy Bitcoin when price touches the lower Bollinger Band, sell when it touches the upper band.
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