Bollinger/Keltner squeezelongBacktest-Ergebnisse @ NVDA • 10 Minutes
Diese Strategie kauft, wenn die Bollinger Bänder in den Keltner Kanal gequetscht werden. Dies deutet normalerweise darauf hin, dass der Markt seitwärts läuft. Diese Strategie verkauft dann, wenn der Preis unter die Mittellinie der Bollinger Bänder fällt. Die Idee ist, während des offensichtlich seitwärts laufenden Marktes zu kaufen und zu hoffen, dass er ausbricht.
Eigenkapitalkurve
Der Backtest umfasst 12.6 months von NVDA • 10 Minutes (NVIDIA Corporation) Daten, von June 28, 2024 bis July 11, 2025.
Die Eigenkapitalkurve zeigt die Leistung der Strategie im Zeitverlauf. Sie sollten sie mit der Buy & Hold Performance des Assets vergleichen. Im Allgemeinen sollte der blaue Bereich deutlich über dem grauen Bereich liegen.
Drawdown zeigt, wie viel Verluste (realisiert oder nicht realisiert) die Strategie im Vergleich zum höchsten Eigenkapitalpeak hatte. Vergleichen Sie dies mit dem Drawdown des Assets, um zu sehen, ob Ihre Strategie eine anständige Arbeit leistet, Sie von Abwärtsvolatilität zu isolieren. Im Allgemeinen muss der rote Bereich gut innerhalb des grauen Bereichs liegen.
Also haben wir Bollinger/Keltner squeeze über 12.6 months von NVDA • 10 Minutes Kerzen getestet. Dieser Backtest ergab 163 Positionen, mit einer durchschnittlichen Gewinnrate von 36% und einem Risiko-Rendite-Verhältnis von 1.61. Wenn Sie annehmen, dass das 1.61 Risiko-Rendite-Verhältnis gilt, benötigen Sie eine Mindestgewinnrate von 38.3, um profitabel zu sein. Sie sind also am Arsch! Die wichtigsten Metriken sind wie folgt:
- Gesamtrendite: Gesamtrendite: -12.10% vs 32.90% für das Asset
- Maximaler Drawdown: Maximaler Drawdown: -24.90% vs -42.80% für das Asset
- Exposition: Exposition: 25.40% Zeit im Markt
- Gewinnrate: Gewinnrate: 36.0%, vs 38.3% Minimum
- Risiko/Rendite-Verhältnis: Risiko/Rendite-Verhältnis: 1.61
Mit dieser Exposition können Sie erkennen, dass Sie bei 25% Marktzeit -36.78% des Asset-Aufwärtspotenzials und 58.18% des Asset-Abwärtspotenzials erhalten.
Bollinger/Keltner squeeze: Position eingehen wenn
All of the following: # Whiskey 10min Chart(close) (2 candles ago) < 10min Bollinger Bands ® (20, 2, 2, 0, close), Up (2 candles ago) 10min Chart(close) (1 candles ago) > 10min Bollinger Bands ® (20, 2, 2, 0, close), Up (1 candles ago) 10min Bollinger Bands ® (20, 2, 2, 0, close), Up (1 candles ago) < 10min Keltner Channel (20, SMA, 10, 2, 0, close), Up (1 candles ago) 10min BB (20, 2, 2, 0, close) (1 candles ago) > 10min Keltner (20, SMA, 10, 2, 0, close) (1 candles ago)
Bollinger/Keltner squeeze: Position verlassen wenn
Any of the following: # Papa 10min Chart(close) < 10min Bollinger Bands ® (20, 2, 2, 0, close), Middle
Bollinger/Keltner squeeze @ NVDA • 10 Minutes (-12.1%) erklärt von Alex C, Mike, Sarah
Alex C
AutorThe backtest results show some concerning patterns. The strategy is significantly underperforming the buy & hold approach (-12.1% vs +32.9%), which is already a red flag for a strategy on NVDA, one of the strongest performers lately.
The mathematical metrics reveal structural problems. While the Risk/Reward ratio of 1.61 looks decent on paper, the actual win rate of 36% is too low for this R/R setup. The negative expectancy of -0.1 confirms this - you're mathematically expected to lose money on every trade on average. The relatively high number of trades (163 over 12.6 months) means these results are statistically significant, so we can't dismiss them as random noise.
The risk metrics are particularly worrying. A Sharpe ratio of -0.23 indicates poor risk-adjusted returns, and the max drawdown of -24.9% is quite high for only 25.4% market exposure. The strategy seems to be catching mostly noise rather than signal, as evidenced by the weak correlation (0.50) to the underlying asset. I would strongly recommend against trading this strategy live without significant modifications to improve the win rate or the risk/reward ratio.
Mike
AutorYo fam, let me break down this NVDA squeeze play! 🚀
The strategy is showing some interesting moves with that Bollinger/Keltner combo, but I'm seeing some red flags that got me worried about my tendies. That -12.1% net profit is straight-up painful when NVDA itself mooned 32.9% during the same period. The win rate at 36% is making me sweat harder than working the Wendy's grill during lunch rush 😅
But check this out - the Risk/Reward ratio is actually pretty solid at 1.61! When we win, we're banking 1.51% vs losing 0.94%. That's the kind of setup that could print if we can bump up that win rate just a little bit. We're only 2.3% away from the minimal sufficient win rate, so there might be hope! 💎🙌
I think this strategy needs some tweaking before I'd YOLO my paycheck into it. The max drawdown of -24.9% is scary AF, and those 8-trade losing streaks could wreck anyone's account. Maybe adding some additional confirmations or adjusting those BB/Keltner parameters could help catch better entries. Until then, I'm sticking to my regular plays, but definitely keeping an eye on this setup! 🔍
Sarah
AutorMadre de Dios, this is one of the most pathetic strategies I have seen in my career! You managed to lose money in one of the hottest stocks during a massive bull run - that takes special talent!
The strategy is complete garbage. You have a negative 12.1% return while NVDA gained 32.9%? That's like trying to drown yourself in a swimming pool full of life jackets! With a miserable 36% win rate and pathetic risk metrics (Sharpe -0.23, really?), this strategy belongs in the trash bin.
Your drawdown is -24.9% which is actually worse than just holding through NVDA's -42.8% drawdown when you account for the mere 25.4% market exposure. Essentially, you found a way to lose money more efficiently than just buying and holding through the dips. Impresionante, but not in a good way!
The only remotely positive thing I can say is that your Risk/Reward ratio of 1.61 isn't completely terrible - but it's like putting lipstick on a cerdo. With such poor execution and timing, it doesn't matter. My advice? Start over from scratch or stick to index funds. This strategy is clearly not working and probably never will.
Tabellarische Metriken von Bollinger/Keltner squeeze getestet auf NVDA • 10 Minutes
| Gesamttrades | 163 | Nettogewinn | -12.1% | Buy & Hold Gewinn | 32.9% |
| Gewinnrate | 36% | Risiko/Rendite-Verhältnis | 1.61 | Maximaler Drawdown | -24.9% |
| Asset Maximaler Drawdown | -42.8% | Exposition | 25.4% | Durchschn. Kerzen in Position | 14.6 |
| Sharpe-Ratio | -0.23 | Sortino-Ratio | -0.09 | Realisierte Volatilität | 23.29% |
| Max. Gewinnserie | 3 | Durchschn. Gewinnserie | 1.4 | Max. Verlustserie | 8 |
| Durchschn. Verlustserie | 2.4 | Durchschn. Trades pro Monat | 25.9 | Durchschn. Trades pro Tag | 0.9 |
| Rendite Std Dev | 1.6 | Verlust Std Dev | 1.1 | Gewinn Std Dev | 1.3 |
| Erwartungswert | -0.1 | Beta | 0.15 |
Alle Backtests für Bollinger/Keltner squeeze
| common.strategy | Exposition | Leistung vs Asset | Drawdown vs Asset | Gewinnrate | Risiko/Rendite |
|---|---|---|---|---|---|
BTCUSD • 1 Minute | 13% | (0.2%/9.8%) 0.02x | (-0.4%/-1.6%) 0.25x | 49 | 1.2 |
EURUSD • 1 Minute | 17% | (-0.1%/-0.9%) 0.11x | (-0.5%/-1.2%) 0.42x | 28 | 2.4 |
GLD • 1 Minute | 18% | (3.6%/0.0%) Infinityx | (-1.0%/-5.5%) 0.18x | 35 | 4.0 |
NVDA • 1 Minute | 24% | (8.1%/16.7%) 0.49x | (-1.8%/-4.4%) 0.41x | 43 | 2.4 |
SPY • 1 Minute | 23% | (1.0%/4.6%) 0.22x | (-1.6%/-2.1%) 0.76x | 33 | 2.4 |
TSLA • 1 Minute | 23% | (-14.5%/-10.3%) 1.41x | (-15.5%/-21.4%) 0.72x | 28 | 1.3 |
WMT • 1 Minute | 18% | (-3.8%/-5.4%) 0.70x | (-3.9%/-6.4%) 0.61x | 31 | 1.4 |
BTCUSD • 10 Minutes | 19% | (1.0%/27.2%) 0.04x | (-6.3%/-12.1%) 0.52x | 35 | 1.9 |
EURUSD • 10 Minutes | 24% | (-0.3%/6.5%) -0.05x | (-4.3%/-4.3%) 1.00x | 30 | 2.3 |
GLD • 10 Minutes | 19% | (-4.0%/43.7%) -0.09x | (-8.0%/-8.3%) 0.96x | 37 | 1.4 |
NVDA • 10 Minutes | 25% | (-12.1%/32.9%) -0.37x | (-24.9%/-42.8%) 0.58x | 36 | 1.6 |
SPY • 10 Minutes | 26% | (-0.3%/14.3%) -0.02x | (-5.6%/-20.7%) 0.27x | 38 | 1.6 |
TSLA • 10 Minutes | 24% | (4.7%/59.0%) 0.08x | (-32.8%/-55.3%) 0.59x | 40 | 1.6 |
WMT • 10 Minutes | 27% | (17.3%/40.1%) 0.43x | (-6.2%/-23.8%) 0.26x | 44 | 1.9 |
BTCUSD • 1 Hour | 25% | (19.1%/71.4%) 0.27x | (-21.5%/-31.0%) 0.69x | 42 | 1.7 |
EURUSD • 1 Hour | 26% | (4.9%/8.2%) 0.60x | (-2.8%/-9.0%) 0.31x | 41 | 1.9 |
GLD • 1 Hour | 16% | (6.2%/117.6%) 0.05x | (-18.6%/-22.2%) 0.84x | 42 | 1.6 |
NVDA • 1 Hour | 26% | (364.4%/3126.3%) 0.12x | (-34.2%/-68.0%) 0.50x | 49 | 2.5 |
SPY • 1 Hour | 22% | (8.9%/106.7%) 0.08x | (-12.4%/-35.1%) 0.35x | 41 | 1.7 |
TSLA • 1 Hour | 21% | (505.6%/1395.5%) 0.36x | (-34.5%/-75.1%) 0.46x | 43 | 3.1 |
WMT • 1 Hour | 25% | (25.8%/138.2%) 0.19x | (-9.3%/-26.9%) 0.35x | 46 | 1.6 |
BTCUSD • Daily | 28% | (2515.4%/67440.2%) 0.04x | (-51.5%/-83.8%) 0.61x | 45 | 4.2 |
EURUSD • Daily | 25% | (5.2%/10.8%) 0.48x | (-9.1%/-23.3%) 0.39x | 39 | 1.9 |
GLD • Daily | 17% | (13.2%/595.1%) 0.02x | (-21.1%/-45.3%) 0.47x | 39 | 1.9 |
NVDA • Daily | 26% | (577.6%/373678.5%) 0.00x | (-51.4%/-90.0%) 0.57x | 43 | 2.5 |
SPY • Daily | 22% | (14.1%/1316.3%) 0.01x | (-39.4%/-56.7%) 0.69x | 39 | 1.9 |
TSLA • Daily | 24% | (1451.6%/24185.2%) 0.06x | (-38.8%/-75.0%) 0.52x | 47 | 3.9 |
WMT • Daily | 26% | (-44.0%/9978.0%) -0.00x | (-74.7%/-50.6%) 1.48x | 36 | 1.6 |