Mean reversion · Bollinger band reversion
NFLX Band Reversion 20·2σ · 1H
Bollinger band reversion on NFLX CFDs, evaluated on completed 1H bars and executed at live bid/ask.
Annual return+15.2%Backtest
Max drawdown−4.1%Volatility 12.8%
Sharpe1.21Trades 18
Since go-live—market closed
In the OctoHex System since Oct 5, 06:30 AM — client money follows this strategy.
Live trade history
No trades closed yet — open positions are shown above.
Backtest on real market data
Annual return+15.2%
Max drawdown−4.1%
Sharpe1.21
Trades18
Winning trades67%
Time in market61%
Backtest on real historical prices from Jun 22, 2026 to Oct 2, 2026: signals on completed bars, filled at the next bar's open, net of typical spread, commission and overnight financing. Past and backtested results are not a reliable indicator of future results. (Alpaca)
Methodology
- Buy a close below the lower band (20-bar mean − 2σ), sell short a close above the upper band.
- Exit when price returns to the moving average.
- Trades both directions (long and short).
- Position size targets 18% annualised volatility (risk level 4/5), capped at 2:1 leverage per instrument. Costs: live bid/ask spread, commission and overnight financing.
Monthly returns · Backtest
| Jan | Feb | Mar | Apr | May | Jun | Jul | Aug | Sep | Oct | Nov | Dec | Σ | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| 2026 | 0.9 | 0.1 | 5.8 | -1.3 | -1.5 | 4.0% |