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OfficialMean-reversion
Lower Band Break Fade — Ethereum strategy backtest
Buys a close beneath the lower Bollinger band, exits at the middle band, with an ATR volatility stop
A curated strategy — a well-known mechanism with sensible risk management built in. Still not a recommendation — it's a mechanism you test yourself.
How this strategy works
- • Buys when Close price is below Bollinger Band(20,2) lower.
- • Sells when Close price is above Bollinger Band(20,2) mid.
- • Uses a volatility (ATR×3) stop.
- • Exits after 15 bars if still open.
Run this exact strategy yourself — pick a window:
How this backtest works
- Data
- Yahoo Finance / Binance daily OHLC, split-adjusted. Recomputed on each run.
- Costs
- Commission + tiered slippage on every fill. No leverage.
- Execution
- Signals act on the next open after a bar closes — never on a price you couldn't have known.
- Look-ahead & survivorship
- Indicators use closed bars only; the forming bar is dropped. Survivorship is labelled, not hidden.
- Benchmark
- Measured against buy & hold of the same asset over the same window.
- What it isn't
- Not advice, not a prediction, no profit claim. I hold no funds and place no orders.