Mean reversion · Bollinger band reversion
Copper Band Reversion 20·2.2σ · 4H
Bollinger band reversion on Copper CFDs, evaluated on completed 4H bars and executed at live bid/ask.
Annual return+1.6%Backtest
Max drawdown−2.6%Volatility 7.4%
Sharpe0.76Trades 27
Since go-live+0.03% Live
In the OctoHex System since Oct 5, 06:30 AM — client money follows this strategy.
Live equity
Live trade history
No trades closed yet — open positions are shown above.
Backtest on real market data
Annual return+1.6%
Max drawdown−2.6%
Sharpe0.76
Trades27
Winning trades67%
Time in market38%
Backtest on real historical prices from Mar 20, 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 − 2.2σ), sell short a close above the upper band.
- Exit when price returns to the moving average.
- Protective stop: exit if price moves 3× 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 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 | -1.5 | 0.7 | -0.0 | -0.3 | 2.3 | 0.6 | -0.4 | -0.4 | 0.9% |