Simple Trading Strategy That "Turned $1000 into $50000" Tested 100 Times - Bollinger Bands + MA
Loses money
No edge after realistic trading costs
- trades tested
- 1,507
- per trade after costs
- -10.79bp
- winners
- 46%
- years of data
- 4.8
On the 30-minute chart with Bollinger Bands (20, 2) and a 9-period moving average: after a band squeeze, price opens the bands and closes outside one; the first candle that closes back inside the bands is the entry against the move (buy after a close below, sell after a close above). Target is the 9-period moving average and the stop goes beyond the extreme made before the candle closed back inside.
The exact rules we tested
- 01Instrument: BTCUSDT | Signal timeframe: 30m | Direction: both
- 02LONG sequence: 1. [bb.width <= wlow] just became true this bar THEN 2. [close < bb.lower] just became true this bar (within 20 bars) THEN 3. close > bb.lower (within 10 bars)
- 03SHORT sequence: 1. [bb.width <= wlow] just became true this bar THEN 2. [close > bb.upper] just became true this bar (within 20 bars) THEN 3. close < bb.upper (within 10 bars)
- 04Entry: market at next bar open
- 05Stop: at the lo5 (longs) / hi5 (shorts) level
- 06Target: level: ma9