XRP: Bollinger Band Bounce Backtest — +328.0% vs +144.9% Buy-and-Hold
Real backtest of the Bollinger Band Bounce strategy on XRP-USD over 5 years: +328.0% return vs +144.9% buy-and-hold, 50 trades, 36% win rate, 33.9% max drawdown. Computed on real historical data, not simulated — full trade log and verdict inside.
- Total return: +328.0% (beat buy-and-hold at +144.9%)
- Win rate: 36% over 50 trades
- Max drawdown: 33.9%
- Sharpe ratio: 0.57
- Period: 5 years of real historical price data
What the numbers say
On XRP, the Bollinger Band Bounce beat buy-and-hold over the five years through Nov 2026: +328.0% against +144.9% for simply holding — a gap of 183.1 percentage points. The strategy took 50 completed trades (18 profitable, 32 not), a 36% win rate.
That came with a shallower worst stretch: the strategy's max drawdown was 33.9% versus 72.1% for buy-and-hold. Dollar-cost averaging into XRP over the same window returned +46.9%. Best single trade: +75.8% (2023-07-06 to 2023-07-13); worst: -5.0% (2022-06-11 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 XRP when price touches the lower Bollinger Band, sell when it touches the upper band.
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