Bollinger Bands strategies in our lab

Bollinger Band breakout and mean-reversion strategies, real-fee tested.

Variants tested

Passed all gates

Honest losses

What is 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.