Bollinger/Keltner squeezelong

Resultados de Backtest @ WMT • 1 Hour

The metrics show some concerning patterns that make me skeptical about this strategy's robustness. The Win Rate of 46% combined with 1.61 Risk/Reward is mathematically viable, but the strategy significantly underperforms buy & hold (25.8% vs 138.2%) while still exposing you to notable drawdowns of -9.3%.

The trading frequency is quite low with only 4.3 trades per month. This makes the statistical significance questionable, even though we have 150 trades over 5.7 years. The negative Sharpe ratio (-0.28) and near-zero Sortino ratio (0.06) indicate poor risk-adjusted returns. This suggests the strategy is not generating alpha relative to its risk exposure.

I notice also the market exposure is only 24.6%, which could be good for a part-time strategy. But with these metrics, I would rather look for ways to optimize the entry conditions. The Bollinger/Keltner squeeze is theoretically sound, but the implementation here seems to need work. Maybe we should adjust the lookback periods or the standard deviation multipliers to generate more reliable signals.

Yo fam, let me break down this Bollinger/Keltner squeeze strategy on WMT! 🔍

The stats are showing some interesting potential here. With a 46% win rate and a solid 1.61 risk/reward ratio, we're actually running way above the minimal required win rate (38.3%). That's like having a safety net under our trading trapeze! The average winner brings in 1.32% while average losses are kept at -0.82%, which isn't too shabby for an hourly timeframe. 💪

But here's the thing - the strategy's total return of 25.8% over 5.7 years is kinda underwhelming compared to WMT's buy & hold return of 138.2%. That said, we're only in the market 24.6% of the time, which means way less exposure to market risks and more time to flip burgers at Wendy's! The max drawdown of -9.3% is pretty manageable too, way better than the stock's -26.9% drawdown. 📉

I'm actually pretty stoked about this setup for someone looking for a chill, part-time trading strategy. It's not gonna make us millionaires overnight, but with about 4 trades per month and decent risk metrics, it could be a nice side hustle while we stack those Wendy's paychecks! Just gotta manage those occasional 6-trade losing streaks without losing our cool! 🎯🚀

Madre de Dios, this strategy is a complete desaster! Let me tell you why this is basically throwing money out of the window.

First, look at that pathetic 25.8% net profit over 5.7 years when buy & hold made 138.2%! You're not only underperforming the market by a ridiculous margin, you're doing it with a negative Sharpe ratio of -0.28. That means you're taking on risk without proper compensation - it's like paying someone to punch you in the face!

The win rate of 46% would be acceptable if your winners were significantly bigger than your losers, but they're not! Your average win is just 1.32% while average loss is -0.82%. That's not enough edge to justify trading costs and the emotional rollercoaster of those 6-trade losing streaks you're experiencing.

The only remotely positive thing I see is the decent win rate leeway above the minimal required win rate. But honestly, who cares when your strategy is bleeding money compared to simply buying and holding? This is what happens when people get too clever with their indicators without understanding basic market dynamics.

My advice? Throw this strategy in the garbage where it belongs. If you want to trade WMT, either find something that actually beats buy & hold or just buy and hold it like a normal person.