Reversal strategy: BB Low Breakdown on elevated volumelongBacktest Results @ NVDA • 30 Minutes
This intraday reversal strategy seeks to enter once price breaks down the Bollinger Bands low, while RSI signaling oversold and while trading volume is above the average. It also never enters on the last candle of a day. It exits once RSI signals oversold, while also having a take profit and a stop loss.
Equity Curve
Backtest covers 3.1 years of NVDA • 30 Minutes (NVIDIA Corporation) data, from July 5, 2022 to August 1, 2025.
Equity curve is the strategy's performance over time. You should compare it to the asset's Buy & Hold performance. In general, you want the blue area to be well above the gray area.
Drawdown is how much losses (realized or unrealized) the strategy has had if compared to the highest equity peak. Compare this to the asset's drawdown to see whether your strategy does a decent job of isolating you from downside volatility. In general, the red area must be well within the gray area.
So, we have backtested Reversal strategy: BB Low Breakdown on elevated volume on 3.1 years of NVDA • 30 Minutes candles. This backtest resulted in 234 positions, with the average win rate of 28% and reward-risk ratio of 5.69. If you assume that 5.69 reward-to-risk ratio holds, you need a minimum win rate of 14.9 to be profitable. So you're looking good so far. The key metrics are as follows:
- Total Return: Total Return: 925.30% vs 1089.50% for the asset
- Max Drawdown: Max Drawdown: -34.10% vs -42.90% for the asset
- Exposure: Exposure: 43.20% time in the market
- Win Rate: Win Rate: 28.0%, vs 14.9% minimum
- Reward/Risk Ratio: Reward/Risk Ratio: 5.69
With that exposure in mind, you can tell that for 43% time-in-market, you get 84.93% of the asset upside potential, and 79.49% of the asset downside potential.
Reversal strategy: BB Low Breakdown on elevated volume: enter a position when
All of the following: # "Romeo"
30min Chart(low) < 30min Bollinger Bands ® (20, 2, 2, 0, close), Low
30min Relative Strength Index (14, 70, 30, close) < 35
30min Volume (20, SMA), Vol. > 30min Volume (20, SMA), MA
None of the following:
30min Candle Time = 1530Reversal strategy: BB Low Breakdown on elevated volume: exit a position when
Any of the following: 30min 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 • 30 Minutes (925.3%) backtest results explained by Mike
Mike
AuthorYo fam, this NVDA strategy is looking pretty juicy! 🚀 Let me break it down for a fellow trader who's living that Wendy's life like me.
The strategy is giving us some serious potential with that 925% net profit over 3 years, even though it's slightly under buy & hold. What really gets me hyped is that risk/reward ratio of 5.69 - we're talking small losses (-1.29%) but fat gains (7.32%) when we hit! That's exactly what we want when we're working with our hard-earned tendies. The win rate might look low at 28%, but we're still crushing the minimal required win rate by a massive margin. 💎🙌
What's really sick is that we're only exposed to the market 43% of the time, which means less stress and more time to flip burgers lol. The max drawdown of -34% is a bit spicy, but hey, that's actually better than NVDA's own drawdown of -43%. Plus, with those Sharpe and Sortino ratios above 1, we're not just gambling here - this is actually some smart stuff.
Just remember fam, past performance doesn't guarantee future gains, but these numbers are making my diamond hands tingle! This could be our ticket out of the drive-thru window! 🍗🔥
Tabular metrics of Reversal strategy: BB Low Breakdown on elevated volume backtested on NVDA • 30 Minutes
| Total Trades | 234 | Net Profit | 925.3% | Buy & Hold Profit | 1089.5% |
| Win Rate | 28% | Reward/Risk Ratio | 5.69 | Max Drawdown | -34.1% |
| Asset Max Drawdown | -42.9% | Exposure | 43.2% | Avg Candles in Position | 17.5 |
| Sharpe Ratio | 2.18 | Sortino Ratio | 1.25 | Realized Volatility | 34.43% |
| Max Winning Streak | 4 | Avg Winning Streak | 1.5 | Max Losing Streak | 13 |
| Avg Losing Streak | 3.9 | Avg Trades per Month | 12.5 | Avg Trades per Day | 0.4 |
| Return Std Dev | 4.7 | Loss Std Dev | 1.1 | Win Std Dev | 4.9 |
| Expectancy | 0.9 | Beta | 0.43 |
All backtests for Reversal strategy: BB Low Breakdown on elevated volume
| backtest | exposure | peformance vs asset | drawdown vs asset | win% | reward/risk |
|---|---|---|---|---|---|
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 |