Bollinger/Keltner squeezelongBacktest-Ergebnisse @ WMT • Daily
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 38.7 years von WMT • Daily (Walmart Inc.) Daten, von November 10, 1986 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 38.7 years von WMT • Daily Kerzen getestet. Dieser Backtest ergab 169 Positionen, mit einer durchschnittlichen Gewinnrate von 36% und einem Risiko-Rendite-Verhältnis von 1.60. Wenn Sie annehmen, dass das 1.60 Risiko-Rendite-Verhältnis gilt, benötigen Sie eine Mindestgewinnrate von 38.5, um profitabel zu sein. Sie sind also am Arsch! Die wichtigsten Metriken sind wie folgt:
- Gesamtrendite: Gesamtrendite: -44.00% vs 9978.00% für das Asset
- Maximaler Drawdown: Maximaler Drawdown: -74.70% vs -50.60% für das Asset
- Exposition: Exposition: 26.00% Zeit im Markt
- Gewinnrate: Gewinnrate: 36.0%, vs 38.5% Minimum
- Risiko/Rendite-Verhältnis: Risiko/Rendite-Verhältnis: 1.60
Mit dieser Exposition können Sie erkennen, dass Sie bei 26% Marktzeit -0.44% des Asset-Aufwärtspotenzials und 147.63% des Asset-Abwärtspotenzials erhalten.
Bollinger/Keltner squeeze: Position eingehen wenn
All of the following: # Whiskey D Chart(close) (2 candles ago) < D Bollinger Bands ® (20, 2, 2, 0, close), Up (2 candles ago) D Chart(close) (1 candles ago) > D Bollinger Bands ® (20, 2, 2, 0, close), Up (1 candles ago) D Bollinger Bands ® (20, 2, 2, 0, close), Up (1 candles ago) < D Keltner Channel (20, SMA, 10, 2, 0, close), Up (1 candles ago) D BB (20, 2, 2, 0, close) (1 candles ago) > D Keltner (20, SMA, 10, 2, 0, close) (1 candles ago)
Bollinger/Keltner squeeze: Position verlassen wenn
Any of the following: # Papa D Chart(close) < D Bollinger Bands ® (20, 2, 2, 0, close), Middle
Bollinger/Keltner squeeze @ WMT • Daily (-44.0%) erklärt von Mike
Mike
AutorYo fam, let me break down this Bollinger/Keltner squeeze strategy on WMT! 🎯
This one's giving me mixed vibes tbh. The win rate is sitting at 36% which isn't great, but check this out - when we win, we're winning bigger than we're losing (4.64% vs -2.91% losses) 📈. That's actually a decent risk/reward ratio of 1.6! The strategy has a healthy win rate leeway too, which is pretty sweet.
But here's where it gets rough my dudes - that -74.7% max drawdown is SCARY AF 😱. Like, that's the kind of number that'll have you living off ramen for months (and not the fancy kind either). Plus, being right only 36% of the time might mess with your mental game. The overall market exposure is pretty low at 26%, which means we're mostly sitting on the sidelines while WMT has been absolutely mooning (that 9978% buy & hold return tho! 🚀).
Looking at the recent performance though, it's actually not too shabby - we're up 8.4% in the last year and 12.5% over two years. But real talk, if you're gonna YOLO on this one, you better have diamond hands 💎🙌 and be ready for some wild rides. Might need to tweak those entry/exit conditions to pump those rookie numbers up! 🔧
Tabellarische Metriken von Bollinger/Keltner squeeze getestet auf WMT • Daily
| Gesamttrades | 169 | Nettogewinn | -44.0% | Buy & Hold Gewinn | 9978.0% |
| Gewinnrate | 36% | Risiko/Rendite-Verhältnis | 1.60 | Maximaler Drawdown | -74.7% |
| Asset Maximaler Drawdown | -50.6% | Exposition | 26.0% | Durchschn. Kerzen in Position | 14.0 |
| Sharpe-Ratio | -0.60 | Sortino-Ratio | -0.44 | Realisierte Volatilität | 9.91% |
| Max. Gewinnserie | 7 | Durchschn. Gewinnserie | 1.4 | Max. Verlustserie | 7 |
| Durchschn. Verlustserie | 2.5 | Durchschn. Trades pro Monat | 0.7 | Durchschn. Trades pro Tag | 0.0 |
| Rendite Std Dev | 4.9 | Verlust Std Dev | 2.2 | Gewinn Std Dev | 4.7 |
| Erwartungswert | -0.1 | Beta | 0.19 |
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 |