Reversal strategy: BB Low Breakdown on elevated volumelongResultados de Backtest @ NVDA • 10 Minutes
Esta estrategia de reversión intradiaria busca entrar una vez que el precio rompe hacia abajo el mínimo de las Bandas de Bollinger, mientras el RSI señala sobreventa y el volumen de negociación está por encima del promedio. También nunca entra en la última vela del día. Sale una vez que el RSI señala sobreventa, mientras también tiene una toma de beneficios y un stop loss.
Curva de Equidad
El backtest cubre 12.5 months de datos NVDA • 10 Minutes (NVIDIA Corporation), desde July 23, 2024 hasta August 1, 2025.
La curva de equidad es el rendimiento de la estrategia a lo largo del tiempo. Debes compararla con el rendimiento de Compra y Mantén del activo. En general, quieres que el área azul esté bien por encima del área gris.
El drawdown es cuántas pérdidas (realizadas o no realizadas) ha tenido la estrategia si se compara con el pico más alto de equidad. Compara esto con el drawdown del activo para ver si tu estrategia hace un trabajo decente de aislarte de la volatilidad bajista. En general, el área roja debe estar bien dentro del área gris.
Entonces, hemos hecho backtest de Reversal strategy: BB Low Breakdown on elevated volume en 12.5 months de velas NVDA • 10 Minutes. Este backtest resultó en 193 posiciones, con una tasa de ganancia promedio de 26% y una relación riesgo-recompensa de 3.10. Si asumes que la relación riesgo-recompensa de 3.10 se mantiene, necesitas una tasa de ganancia mínima de 24.4 para ser rentable. Así que vas bien hasta ahora. Las métricas clave son las siguientes:
- Retorno Total: Retorno Total: 7.90% vs 41.70% para el activo
- Máximo Drawdown: Máximo Drawdown: -40.00% vs -42.80% para el activo
- Exposición: Exposición: 55.40% tiempo en el mercado
- Tasa de Ganancia: Tasa de Ganancia: 26.0%, vs 24.4% mínimo
- Relación Riesgo/Recompensa: Relación Riesgo/Recompensa: 3.10
Con esa exposición en mente, puedes ver que para 55% tiempo-en-mercado, obtienes 18.94% del potencial alcista del activo, y 93.46% del potencial bajista del activo.
Reversal strategy: BB Low Breakdown on elevated volume: entrar en una posición cuando
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: salir de una posición cuando
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%) explicado por 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!
Métricas tabulares de Reversal strategy: BB Low Breakdown on elevated volume sometido a backtest en NVDA • 10 Minutes
| Total de Operaciones | 193 | Beneficio Neto | 7.9% | Beneficio Compra y Mantén | 41.7% |
| Tasa de Ganancia | 26% | Ratio Riesgo/Recompensa | 3.10 | Máximo Drawdown | -40.0% |
| Máximo Drawdown del Activo | -42.8% | Exposición | 55.4% | Promedio de Velas en Posición | 27.7 |
| Ratio de Sharpe | 1.32 | Ratio de Sortino | 0.81 | Volatilidad Realizada | 37.94% |
| Racha Máxima de Ganancia | 3 | Racha Promedio de Ganancia | 1.4 | Racha Máxima de Pérdida | 12 |
| Racha Promedio de Pérdida | 3.9 | Promedio de Operaciones por Mes | 31.0 | Promedio de Operaciones por Día | 1.0 |
| Desv. Est. del Retorno | 3.0 | Desv. Est. de la Pérdida | 1.2 | Desv. Est. de la Ganancia | 2.9 |
| Expectativa | 0.1 | Beta | 0.54 |
Todos los backtests para Reversal strategy: BB Low Breakdown on elevated volume
| common.strategy | exposición | rendimiento vs activo | drawdown vs activo | tasa de ganancia | recompensa/ riesgo |
|---|---|---|---|---|---|
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 |