Bollinger Bands strategies in our lab
Bollinger Band breakout and mean-reversion strategies, real-fee tested.
Variants tested
6
Passed all gates
4
Honest losses
2
About Bollinger Bands
Bollinger Bands are a 20-period moving average plus and minus 2 standard deviations. Price touching the lower band signals oversold (mean-reversion entry); breaking the upper band signals momentum (breakout entry).
Strategies that passed all six gates
These cleared walk-forward validation, deflated Sharpe correction, real Binance fees, cross-coin transfer, holdout window, and regime-stratified consistency.
BB + RSI Entry with ADX Filter Passes All Gates
Bollinger Band lower touch with oversold RSI, trading only in low-ADX regimes, graduated with 27.88 deflated Sharpe.
Bollinger RSI oversold above EMA200: 0.625% per trade, 85% wins
Mean reversion strategy buying RSI oversold dips inside lower Bollinger Band passed all 6 gates with 7.83 deflated Sharpe.
BB-RSI Oversold Above EMA200: 85% Win Rate, 7.3 Deflated Sharpe
Bollinger Band / RSI mean reversion with regime filter passed all gates. 0.94% per trade, 85% win rate, 0.1% fluke risk.
Ranging Low-Vol BB+RSI Oversold on 15-Minute Bars
Buys Bollinger lower band touches with RSI oversold, filters out strong trends. 1.7% per trade, 90% win rate, 10 coins.
Honest losses (autopsies)
Bollinger Bands variants that did not survive the gates. We publish these because most public backtest libraries only show wins. We think the failures matter more for calibrating your expectations.
BB Lower + RSI Oversold in Ranging Markets
Mean reversion on 15-minute bars passed all gates with 1.4% per trade and 90% win rate, but zero forward trades yet.
RSI-Bollinger mean reversion cleared gates with 90% win rate
Oversold RSI plus lower Bollinger band entry, filtered by low ADX, passed all six gates but traded zero times live.
Want to test a Bollinger Bands idea of your own? Type it in plain English at /prove. Verdict in under 2 minutes, no signup, real Binance fees.
Browse the full survivor registry or explore other indicator families: RSI, SMA crossover, MACD, ADX regime filter, Money Flow Index.