Mean reversion
Flawless Victory
TRADING LOGIC
How it trades
The strategy buys below the lower 20-period Bollinger Band when RSI remains above 42, then exits above the upper band when RSI exceeds 70. It is long-only and commits 100% of current simulated equity to each trade.
Bollinger Band and RSI long-only mean-reversion strategy using 100% current equity.
GOOGL · 5m · 2024
Net return279%
Net returnUS$279,293
Buy and hold150%
Excess return130%
Max drawdown-23%
Profit factor1.45
Win rate72%
Sharpe1.40
CAGR66%
Trades410
Strategy versus market
Jan. 2, 2024 — Aug. 21, 2026
Net returnGross strategyBuy and hold
Starting capital: $100000Net results include the published cost model.
REAL COSTS
Commission and slippage assumptions
These fixed, market-specific assumptions are applied automatically and cannot be changed by users. Net results and rankings are shown after costs.
CommissionUS$0.0035 per share, per side · US$0.35 minimum per order
SlippageUS$0.005 per share, per side
Estimated round-trip costUS$19.31 per completed trade
Total costs in this backtestUS$8,339.11
Backtests are hypothetical and do not predict future performance. Review the methodology and risk disclosure before making decisions.