Mean reversion · Bollinger band reversion
XRP Band Reversion 20·1.5σ · 1H
Bollinger band reversion on XRP/USD CFDs, evaluated on completed 1H bars and executed at live bid/ask.
Annual return−43.2%Backtest
Max drawdown−43.1%Volatility 20.6%
Sharpe-2.55Trades 417
Since go-live—awaiting first trade
Backtest on real market data
Annual return−43.2%
Max drawdown−43.1%
Sharpe-2.55
Trades417
Winning trades63%
Time in market53%
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 3:1 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 | -8.2 | -3.3 | -0.9 | -12.0% | |||||||||
| 2026 | -6.3 | -4.9 | -6.7 | -5.8 | -3.4 | -3.2 | -4.1 | 0.9 | -8.8 | 0.4 | -35.1% |