Mean reversion · Bollinger band reversion
ADA Band Reversion 20·1.5σ · 1H
Bollinger band reversion on ADA/USD CFDs, evaluated on completed 1H bars and executed at live bid/ask.
Annual return−13.2%Backtest
Max drawdown−24.5%Volatility 21.3%
Sharpe-0.54Trades 455
Since go-live+0.01% Live
Outside the System since Oct 5, 08:50 AM (live result below zero). It keeps running here and rejoins automatically once positive.
Live equity
Live trade history
No trades closed yet — open positions are shown above.
Backtest on real market data
Annual return−13.2%
Max drawdown−24.5%
Sharpe-0.54
Trades455
Winning trades65%
Time in market55%
Backtest on real historical prices from Oct 7, 2025 to Oct 4, 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 − 1.5σ), sell short a close above the upper band.
- Exit when price returns to the moving average.
- Protective stop: exit if price moves 4× ATR(14) against the entry; no re-entry in the same direction until the signal flips.
- Trades both directions (long and short).
- Position size targets 25% annualised volatility (risk level 5/5), 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 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| 2025 | -1.4 | 1.1 | -2.3 | -2.6% | |||||||||
| 2026 | 4.8 | -2.6 | -5.2 | -0.7 | 1.4 | 3.2 | -12.2 | -3.0 | 3.7 | 0.5 | -10.8% |