Bollinger/Keltner squeezelong

Backtest-Ergebnisse @ WMT • 10 Minutes

The numbers look quite interesting but also raise some concerns. The win rate of 44% combined with the 1.85 risk/reward ratio makes mathematical sense - that's why the strategy is profitable. The minimal required win rate of 35.1% gives good safety margin, which is positive.

What worries me is the high amount of trades per month - 27.8 is quite high for this timeframe. This could make the strategy sensible to spreads and slippage which are not included in backtest. Also the maximum drawdown of 6.2% is not bad, but the 10-trade losing streak is concerning. With leverage, this could be psychologically challenging to trade.

The market exposure of 27.2% suggests this is rather conservative strategy, which explains why it underperformed buy & hold (17.3% vs 40.1%). But the Sharpe ratio of 1.93 is quite good, although Sortino of 0.49 suggests some fat tails in the negative returns distribution. I would recommend running more tests with different time periods to verify the stability of these metrics.

Yo fam, this Bollinger/Keltner squeeze strategy on WMT is looking pretty interesting! 🚀 Not gonna lie, that 17.3% net profit isn't matching the buy & hold, but check out those risk metrics!

The strategy is giving us some sweet risk management vibes with that 1.85 R/R ratio and only 27.2% market exposure. That's like working the Wendy's drive-thru - you're not there all day, but when you are, you're making those tendies count! 💪 The max drawdown is only -6.2% compared to the asset's -23.8%, which means we're keeping our account safer than my paycheck in a savings account.

What's really got me hyped is that win rate leeway - we're crushing the minimal required win rate by over 4000%! 🔥 Sure, the 44% win rate might not look amazing at first, but with those juicy average wins being almost twice the size of average losses, we're playing this smart. The only thing that makes me a bit nervous is that 10-trade losing streak - that could be rough on the mental game, ngl. But hey, if you can handle working the fryer during rush hour, you can handle this! 🍟

Madre mía, this strategy is like a mediocre student who somehow manages to pass the class - barely functioning but nothing to be proud of.

Let's be real here - a 17.3% return when the market gave you 40.1%? That's pathetic! You're basically paying money to underperform. The win rate of 44% is technically above your minimal required rate, but it's like bragging about getting a D- when you needed an F to fail. And that 10-trade losing streak? Dios mío, that's enough to make any sane trader throw their laptop out the window!

The only somewhat decent thing here is your risk management - the 1.85 risk/reward ratio isn't complete garbage, and the -6.2% max drawdown is manageable compared to the asset's -23.8%. But let's not throw a fiesta just yet - your market exposure is only 27.2%, meaning you're sitting on the sidelines most of the time while the market is making real money without you.

I wouldn't touch this strategy with a 10-foot pole. Either fix it or throw it in the basura where it belongs. The market is giving you a beautiful 40% return, and you're choosing to make less than half of that? That's not trading, that's self-sabotage!