QQQ Stock: Bollinger Band Bounce Backtest — +48.9% vs +135.0% Buy-and-Hold
Real backtest of the Bollinger Band Bounce strategy on QQQ over 5 years: +48.9% return vs +135.0% buy-and-hold, 16 trades, 50% win rate, 16.9% max drawdown. Computed on real historical data, not simulated — full trade log and verdict inside.
- Total return: +48.9% (trailed buy-and-hold at +135.0%)
- Win rate: 50% over 16 trades
- Max drawdown: 16.9%
- Sharpe ratio: 0.37
- Period: 5 years of real historical price data
What the numbers say
On QQQ, the Bollinger Band Bounce trailed buy-and-hold over the five years through Nov 2026: +48.9% against +135.0% for simply holding — a gap of 86.2 percentage points. The strategy took 16 completed trades (8 profitable, 8 not), a 50% win rate.
That came with a shallower worst stretch: the strategy's max drawdown was 16.9% versus 22.8% for buy-and-hold. Dollar-cost averaging into QQQ over the same window returned +58.9%. Best single trade: +22.0% (2025-04-04 to 2025-05-13); worst: -5.0% (2022-08-30 to 2022-09-21).
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 QQQ when price touches the lower Bollinger Band, sell when it touches the upper band.
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