Mean reversion · Bollinger band reversion
US100 Band Reversion 20·2σ · 1H
Bollinger band reversion on US100 CFDs, evaluated on completed 1H bars and executed at live bid/ask.
Annual return−4.9%Backtest
Max drawdown−6.4%Volatility 10.5%
Sharpe-0.48Trades 128
Since go-live—awaiting first trade
Outside the System since Oct 5, 08:55 AM (live result below zero). It keeps running here and rejoins automatically once positive.
Live trade history
No trades closed yet — open positions are shown above.
Backtest on real market data
Annual return−4.9%
Max drawdown−6.4%
Sharpe-0.48
Trades128
Winning trades62%
Time in market59%
Backtest on real historical prices from Mar 13, 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. (Hyperliquid)
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 12% annualised volatility (risk level 3/5), capped at 5:1 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 | -1.9 | 0.2 | -0.4 | -0.8 | 1.1 | -1.3 | -0.3 | 0.7 | -2.7% |