VTI Stock: Bollinger Band Bounce Backtest — +60.7% vs +98.5% Buy-and-Hold
Real backtest of the Bollinger Band Bounce strategy on VTI over 5 years: +60.7% return vs +98.5% buy-and-hold, 17 trades, 76% win rate, 12.1% max drawdown. Computed on real historical data, not simulated — full trade log and verdict inside.
- Total return: +60.7% (trailed buy-and-hold at +98.5%)
- Win rate: 76% over 17 trades
- Max drawdown: 12.1%
- Sharpe ratio: 0.58
- Period: 5 years of real historical price data
What the numbers say
On VTI, the Bollinger Band Bounce trailed buy-and-hold over the five years through Nov 2026: +60.7% against +98.5% for simply holding — a gap of 37.8 percentage points. The strategy took 17 completed trades (13 profitable, 4 not), a 76% win rate.
That came with a shallower worst stretch: the strategy's max drawdown was 12.1% versus 19.3% for buy-and-hold. Dollar-cost averaging into VTI over the same window returned +47.4%. Best single trade: +15.6% (2025-04-04 to 2025-05-12); worst: -5.0% (2022-08-30 to 2022-09-22).
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 VTI when price touches the lower Bollinger Band, sell when it touches the upper band.
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