SOL: Bollinger Band Bounce Backtest — +406.5% vs +72.3% Buy-and-Hold
Real backtest of the Bollinger Band Bounce strategy on SOL-USD over 5 years: +406.5% return vs +72.3% buy-and-hold, 53 trades, 26% win rate, 42.0% max drawdown. Computed on real historical data, not simulated — full trade log and verdict inside.
- Total return: +406.5% (beat buy-and-hold at +72.3%)
- Win rate: 26% over 53 trades
- Max drawdown: 42.0%
- Sharpe ratio: 0.68
- Period: 5 years of real historical price data
What the numbers say
On SOL, the Bollinger Band Bounce beat buy-and-hold over the five years through Nov 2026: +406.5% against +72.3% for simply holding — a gap of 334.2 percentage points. The strategy took 53 completed trades (14 profitable, 39 not), a 26% win rate.
That came with a shallower worst stretch: the strategy's max drawdown was 42.0% versus 79.5% for buy-and-hold. Dollar-cost averaging into SOL over the same window returned +63.1%. Best single trade: +67.1% (2022-12-28 to 2023-01-09); 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 Solana 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