Mean reversion · Bollinger band reversion
DOT Band Reversion 20·1.5σ · 1H
Bollinger band reversion on DOT/USD CFDs, evaluated on completed 1H bars and executed at live bid/ask.
Annual return−13.6%Backtest
Max drawdown−25.7%Volatility 20.7%
Sharpe-0.53Trades 454
Since go-live—awaiting first trade
Backtest on real market data
Annual return−13.6%
Max drawdown−25.7%
Sharpe-0.53
Trades454
Winning trades67%
Time in market57%
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 | -2.9 | 5.0 | 1.9 | 4.0% | |||||||||
| 2026 | 4.1 | -4.2 | 4.6 | -3.7 | -2.8 | -1.3 | -2.5 | -5.5 | -7.9 | 1.7 | -16.8% |