Bollinger/Keltner squeezelongBacktest-Ergebnisse @ NVDA • 1 Hour
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 5.7 years von NVDA • 1 Hour (NVIDIA Corporation) Daten, von October 25, 2019 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 5.7 years von NVDA • 1 Hour Kerzen getestet. Dieser Backtest ergab 121 Positionen, mit einer durchschnittlichen Gewinnrate von 49% und einem Risiko-Rendite-Verhältnis von 2.45. Wenn Sie annehmen, dass das 2.45 Risiko-Rendite-Verhältnis gilt, benötigen Sie eine Mindestgewinnrate von 29.0, um profitabel zu sein. Sie stehen also gut da. Die wichtigsten Metriken sind wie folgt:
- Gesamtrendite: Gesamtrendite: 364.40% vs 3126.30% für das Asset
- Maximaler Drawdown: Maximaler Drawdown: -34.20% vs -68.00% für das Asset
- Exposition: Exposition: 25.70% Zeit im Markt
- Gewinnrate: Gewinnrate: 49.0%, vs 29.0% Minimum
- Risiko/Rendite-Verhältnis: Risiko/Rendite-Verhältnis: 2.45
Mit dieser Exposition können Sie erkennen, dass Sie bei 26% Marktzeit 11.66% des Asset-Aufwärtspotenzials und 50.29% des Asset-Abwärtspotenzials erhalten.
Bollinger/Keltner squeeze: Position eingehen wenn
All of the following: # Whiskey 60min Chart(close) (2 candles ago) < 60min Bollinger Bands ® (20, 2, 2, 0, close), Up (2 candles ago) 60min Chart(close) (1 candles ago) > 60min Bollinger Bands ® (20, 2, 2, 0, close), Up (1 candles ago) 60min Bollinger Bands ® (20, 2, 2, 0, close), Up (1 candles ago) < 60min Keltner Channel (20, SMA, 10, 2, 0, close), Up (1 candles ago) 60min BB (20, 2, 2, 0, close) (1 candles ago) > 60min Keltner (20, SMA, 10, 2, 0, close) (1 candles ago)
Bollinger/Keltner squeeze: Position verlassen wenn
Any of the following: # Papa 60min Chart(close) < 60min Bollinger Bands ® (20, 2, 2, 0, close), Middle
Bollinger/Keltner squeeze @ NVDA • 1 Hour (364.4%) erklärt von Alex C, Mike, Sarah
Alex C
AutorThe results look mathematically interesting, but I have some concerns about the robustness. The strategy shows a decent Win Rate of 49% with a good Risk/Reward ratio of 2.45, which explains why it's profitable despite winning less than half the trades. That's actually quite typical for trend-following strategies.
What worries me is the market exposure of only 25.7% while the buy & hold profit is significantly higher at 3126.3%. This suggests we might be missing many good opportunities. The max drawdown of -34.2% is not terrible for a stock like NVDA, but combined with the relatively low Sharpe ratio of 0.98, it indicates the strategy might not be optimal from a risk-adjusted return perspective. I would expect better numbers here.
The strategy shows good consistency with 3.5 trades per month - that's enough to be statistically significant over the 5.7 year period, but not so frequent that commission costs would kill the profits. The win rate leeway of 48.71% above the minimal required win rate is very positive - it means the strategy has room for deterioration before becoming unprofitable. However, I would want to see how sensitive these results are to small changes in the Bollinger and Keltner parameters before deploying real money.
Mike
AutorYo fam, this NVDA strategy is looking pretty interesting! 🚀 Not gonna lie, that 364% total gain over 5.7 years got me hyped, even though it's not beating the insane buy & hold returns (but who could during this NVDA bull run? 😅).
What's really catching my eye is that risk/reward setup - 2.45 R/R ratio with winners averaging 5.16% while losers only hit -2.11%. That's the kind of asymmetric betting I live for! Plus that 49% win rate is way above the 29% minimum needed, giving us almost 50% safety cushion. That's like having extra fries in your Wendy's bag! 🍟
The drawdown of -34.2% is a bit spicy 🌶️, but hey, that's still better than NVDA's own -68% drawdown. What I really dig is how it's only exposed to the market 25.7% of the time - means you're not always risking your tendies and can sleep better at night. Averaging 3.5 trades per month keeps those commission costs low too. Looking at those yearly returns getting more stable over time (from crazy 1789% monthly to a chill 34.2% 5Y CAGR) tells me this isn't just some lucky moonshot strategy.
Sarah
AutorMadre mía, what a mess of a strategy! Let me tear this disaster apart for you.
First off, you're getting absolutely destroyed by buy & hold - 364% vs 3126%? That's pathetic! You're basically throwing money away by not just buying and sitting on your hands. The market exposure of 25.7% shows you're missing most of the big moves while probably catching all the choppy nonsense.
The win rate is barely breaking even at 49% - you might as well flip a coin! Yes, your risk/reward looks decent at 2.45, but with that 7-trade losing streak lurking in there, you're going to need some serious capital to survive those drawdowns. And speaking of drawdowns - 34.2%? That's going to make you cry in your pilato at night!
The only somewhat decent thing I see is the win rate leeway being positive, but honestly, that's like celebrating that you didn't completely fail your exam - you just mostly failed it.
Those Sharpe and Sortino ratios below 1.0 are embarasing - it means you're not even getting properly compensated for the risk you're taking. You're basically working hard to underperform a simple buy & hold strategy. Felicidades, you've managed to turn a winning stock into a losing strategy!
Tabellarische Metriken von Bollinger/Keltner squeeze getestet auf NVDA • 1 Hour
| Gesamttrades | 121 | Nettogewinn | 364.4% | Buy & Hold Gewinn | 3126.3% |
| Gewinnrate | 49% | Risiko/Rendite-Verhältnis | 2.45 | Maximaler Drawdown | -34.2% |
| Asset Maximaler Drawdown | -68.0% | Exposition | 25.7% | Durchschn. Kerzen in Position | 20.2 |
| Sharpe-Ratio | 0.98 | Sortino-Ratio | 0.86 | Realisierte Volatilität | 19.48% |
| Max. Gewinnserie | 4 | Durchschn. Gewinnserie | 1.8 | Max. Verlustserie | 7 |
| Durchschn. Verlustserie | 1.9 | Durchschn. Trades pro Monat | 3.5 | Durchschn. Trades pro Tag | 0.1 |
| Rendite Std Dev | 6.0 | Verlust Std Dev | 1.7 | Gewinn Std Dev | 6.6 |
| Erwartungswert | 0.7 | Beta | 0.18 |
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 |