Reversal strategy: BB Low Breakdown on elevated volumelongBacktest-Ergebnisse @ NVDA • 10 Minutes
Diese Intraday-Umkehrstrategie versucht einzusteigen, sobald der Preis nach unten aus dem Bollinger Bands Tief ausbricht, während der RSI Überverkauf signalisiert und das Handelsvolumen über dem Durchschnitt liegt. Sie steigt auch nie auf der letzten Kerze eines Tages ein. Sie steigt aus, sobald der RSI Überverkauf signalisiert, während sie auch einen Take Profit und einen Stop Loss hat.
Eigenkapitalkurve
Der Backtest umfasst 12.5 months von NVDA • 10 Minutes (NVIDIA Corporation) Daten, von July 23, 2024 bis August 1, 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 Reversal strategy: BB Low Breakdown on elevated volume über 12.5 months von NVDA • 10 Minutes Kerzen getestet. Dieser Backtest ergab 193 Positionen, mit einer durchschnittlichen Gewinnrate von 26% und einem Risiko-Rendite-Verhältnis von 3.10. Wenn Sie annehmen, dass das 3.10 Risiko-Rendite-Verhältnis gilt, benötigen Sie eine Mindestgewinnrate von 24.4, um profitabel zu sein. Sie stehen also gut da. Die wichtigsten Metriken sind wie folgt:
- Gesamtrendite: Gesamtrendite: 7.90% vs 41.70% für das Asset
- Maximaler Drawdown: Maximaler Drawdown: -40.00% vs -42.80% für das Asset
- Exposition: Exposition: 55.40% Zeit im Markt
- Gewinnrate: Gewinnrate: 26.0%, vs 24.4% Minimum
- Risiko/Rendite-Verhältnis: Risiko/Rendite-Verhältnis: 3.10
Mit dieser Exposition können Sie erkennen, dass Sie bei 55% Marktzeit 18.94% des Asset-Aufwärtspotenzials und 93.46% des Asset-Abwärtspotenzials erhalten.
Reversal strategy: BB Low Breakdown on elevated volume: Position eingehen wenn
All of the following: # "Romeo"
10min Chart(low) < 10min Bollinger Bands ® (20, 2, 2, 0, close), Low
10min Relative Strength Index (14, 70, 30, close) < 35
10min Volume (20, SMA), Vol. > 10min Volume (20, SMA), MA
None of the following:
10min Candle Time = 1530Reversal strategy: BB Low Breakdown on elevated volume: Position verlassen wenn
Any of the following: 10min Relative Strength Index (14, 70, 30, close) > 80
Exit if lost more than 1% (after candle closes).
Exit if gained more than 10% (after candle closes).
Exit after 100 candles, for any PnL.
Reversal strategy: BB Low Breakdown on elevated volume @ NVDA • 10 Minutes (7.9%) erklärt von Mike, Sarah
Mike
AutorYo fam, this NVDA strategy is pretty wild! 🚀 Not gonna lie, those numbers are giving me some mixed feelings but there's definitely potential here.
First off, that 26% win rate might look scary, but check this out - when we win, we win BIG (4.24% average) compared to our losses (-1.37%). That's a solid 3.1 risk/reward ratio! Plus, we're actually above the minimal required win rate, which is pretty sweet. And running about 1 trade per day means we're not getting killed on commissions like some of those high-frequency strategies.
The thing that's making me a bit nervous is that 40% max drawdown though 😬 That's some serious diamond hands territory right there. And we're underperforming buy & hold (7.9% vs 41.7%), which isn't ideal for a stock like NVDA that's been absolutely ripping. But hey, we're only exposed to the market 55.4% of the time, so maybe that's not terrible considering we're basically playing defense half the time.
What I'm really digging is that positive expectancy and those decent Sharpe/Sortino ratios. Might be worth testing with some position sizing to manage that drawdown better. Could be a nice addition to the portfolio if you're not trying to YOLO your whole Wendy's paycheck on it! 💎🙌
Sarah
AutorMadre mía, this strategy is a complete disaster! The only reason it shows any profit at all is because you're trading NVDA during one of the most bullish periods in its history.
Look at these horrible numbers: 74% loss rate? That's pathetic! You're basically throwing money away with both hands. And that 40% drawdown? Dios mío, you might as well go to Las Vegas - at least they give you free drinks while taking your money!
The most ridiculous part is that while the market went up 41.7%, your "brilliant" strategy only managed to squeeze out a miserable 7.9%. That's what we call in España "hacer el ridículo" - making a fool of yourself!
Yes, yes, I can see you trying to hide behind that fancy 3.1 risk/reward ratio, but when you're only winning 26% of your trades, that's like putting lipstick on a cerdo! The market exposure of 55.4% shows you're missing half the moves, and probably catching all the wrong ones.
If you want my profesional opinion: throw this strategy in the basura where it belongs and start over. And next time, try not to create something that bleeds money 3 times out of 4 trades!
Tabellarische Metriken von Reversal strategy: BB Low Breakdown on elevated volume getestet auf NVDA • 10 Minutes
| Gesamttrades | 193 | Nettogewinn | 7.9% | Buy & Hold Gewinn | 41.7% |
| Gewinnrate | 26% | Risiko/Rendite-Verhältnis | 3.10 | Maximaler Drawdown | -40.0% |
| Asset Maximaler Drawdown | -42.8% | Exposition | 55.4% | Durchschn. Kerzen in Position | 27.7 |
| Sharpe-Ratio | 1.32 | Sortino-Ratio | 0.81 | Realisierte Volatilität | 37.94% |
| Max. Gewinnserie | 3 | Durchschn. Gewinnserie | 1.4 | Max. Verlustserie | 12 |
| Durchschn. Verlustserie | 3.9 | Durchschn. Trades pro Monat | 31.0 | Durchschn. Trades pro Tag | 1.0 |
| Rendite Std Dev | 3.0 | Verlust Std Dev | 1.2 | Gewinn Std Dev | 2.9 |
| Erwartungswert | 0.1 | Beta | 0.54 |
Alle Backtests für Reversal strategy: BB Low Breakdown on elevated volume
| common.strategy | Exposition | Leistung vs Asset | Drawdown vs Asset | Gewinnrate | Risiko/Rendite |
|---|---|---|---|---|---|
META • 10 Minutes | 55% | (64.3%/53.3%) 1.21x | (-22.5%/-35.1%) 0.64x | 32 | 3.3 |
MSFT • 10 Minutes | 58% | (46.3%/18.1%) 2.56x | (-21.4%/-23.9%) 0.90x | 45 | 1.9 |
NVDA • 10 Minutes | 55% | (7.9%/41.7%) 0.19x | (-40.0%/-42.8%) 0.93x | 26 | 3.1 |
PLTR • 10 Minutes | 50% | (142.4%/439.0%) 0.32x | (-25.7%/-46.5%) 0.55x | 26 | 4.3 |
SPY • 10 Minutes | 64% | (13.5%/12.3%) 1.10x | (-12.7%/-20.7%) 0.61x | 47 | 1.4 |
TSLA • 10 Minutes | 55% | (-2.1%/23.0%) -0.09x | (-42.1%/-55.3%) 0.76x | 20 | 4.2 |
META • 30 Minutes | 46% | (291.9%/356.0%) 0.82x | (-23.6%/-51.8%) 0.46x | 25 | 6.0 |
MSFT • 30 Minutes | 46% | (75.9%/103.5%) 0.73x | (-19.8%/-26.6%) 0.74x | 27 | 4.2 |
NVDA • 30 Minutes | 43% | (925.3%/1089.5%) 0.85x | (-34.1%/-42.9%) 0.79x | 28 | 5.7 |
PLTR • 30 Minutes | 32% | (101.6%/1516.1%) 0.07x | (-28.8%/-48.4%) 0.60x | 23 | 4.5 |
SPY • 30 Minutes | 52% | (60.8%/65.6%) 0.93x | (-12.9%/-20.2%) 0.64x | 35 | 3.0 |
TSLA • 30 Minutes | 37% | (-6.4%/33.8%) -0.19x | (-43.8%/-67.1%) 0.65x | 20 | 4.3 |
META • 1 Hour | 36% | (181.7%/283.5%) 0.64x | (-27.4%/-76.8%) 0.36x | 23 | 5.4 |
MSFT • 1 Hour | 43% | (122.1%/250.0%) 0.49x | (-16.9%/-38.2%) 0.44x | 23 | 5.2 |
NVDA • 1 Hour | 25% | (106.1%/3270.7%) 0.03x | (-44.6%/-68.0%) 0.66x | 23 | 4.3 |
PLTR • 1 Hour | 25% | (163.7%/1420.6%) 0.12x | (-33.3%/-86.6%) 0.38x | 29 | 3.4 |
SPY • 1 Hour | 56% | (89.3%/99.7%) 0.90x | (-27.1%/-35.1%) 0.77x | 28 | 3.8 |
TSLA • 1 Hour | 26% | (-39.1%/1194.5%) -0.03x | (-64.5%/-75.1%) 0.86x | 22 | 3.4 |