ETH: Bollinger Band Bounce Backtest — +77.1% vs +0.7% Buy-and-Hold
Real backtest of the Bollinger Band Bounce strategy on ETH-USD over 5 years: +77.1% return vs +0.7% buy-and-hold, 48 trades, 27% win rate, 44.2% max drawdown. Computed on real historical data, not simulated — full trade log and verdict inside.
- Total return: +77.1% (beat buy-and-hold at +0.7%)
- Win rate: 27% over 48 trades
- Max drawdown: 44.2%
- Sharpe ratio: 0.28
- Period: 5 years of real historical price data
What the numbers say
On ETH, the Bollinger Band Bounce beat buy-and-hold over the five years through Nov 2026: +77.1% against +0.7% for simply holding — a gap of 76.4 percentage points. The strategy took 48 completed trades (13 profitable, 35 not), a 27% win rate.
That came with a shallower worst stretch: the strategy's max drawdown was 44.2% versus 67.6% for buy-and-hold. Dollar-cost averaging into ETH over the same window returned -5.4%. Best single trade: +49.8% (2025-04-08 to 2025-05-08); worst: -5.0% (2022-06-11 to 2022-06-12).
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 Ethereum when price touches the lower Bollinger Band, sell when it touches the upper band.
Run this exact rule on your own ticker — Test-My-Rule, free · StratIQ Premium: daily picks with exact levels