Mean reversion · Bollinger band reversion
WTI Oil Band Reversion 20·2σ · 1H
Bollinger band reversion on WTI Crude Oil CFDs, evaluated on completed 1H bars and executed at live bid/ask.
Annual return−15.5%Backtest
Max drawdown−14.3%Volatility 15.8%
Sharpe-1.07Trades 119
Since go-live—awaiting first trade
Outside the System since Oct 5, 08:51 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−15.5%
Max drawdown−14.3%
Sharpe-1.07
Trades119
Winning trades60%
Time in market58%
Backtest on real historical prices from Apr 6, 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. (Binance)
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 4:1 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 | -4.7 | 2.1 | -1.3 | -9.3 | 3.3 | 1.0 | 1.4 | -7.9% |