Fxequity

Q3 2021 Assessment: Brief-Time period Bollinger Reversion Technique 2.0


After its stellar efficiency in Q2, was this mech system capable of observe by means of with one other spectacular run in Q3?

Learn on to seek out out!

On this revised model of the Short-Term Bollinger Reversion Strategy, I’m ready for RSI to cross above or beneath oversold or overbought ranges to point a bit extra momentum within the course of the commerce.

Ensure you evaluate the tweaks here.

And I do know I haven’t actually lined the position sizing guidelines for this technique simply but however, for simplicity’s sake, I made a decision to imagine a 1% danger per commerce as a way to assist me analyze complete efficiency.

Since I’m operating this technique on a per pair foundation, I crunched the numbers for USD/CAD first:

Out of 12 legitimate indicators for the quarter, USD/CAD was capable of win 9 trades or 75% of all of it.

It racked up a complete of 118.5 pips or 2.37%, which pales compared to the previous quarter’s 6.59% win, however a acquire nonetheless!

Much more spectacular is its most profitable streak of 4.62% over eight trades versus its longest dropping streak of only one commerce.

In fact as in earlier intervals, its common win remains to be smaller than its common lack of 1.00%. Its excessive win price yields a fairly first rate expectancy, although!

Did CAD/CHF fare significantly better? Listed here are the numbers:

This pair additionally closed out within the inexperienced, because it caught 13 wins out of 19 legitimate indicators or almost 70% of its positions.

It did barely higher than USD/CAD because it bagged 189.5 pips or 3.79% in wins for the quarter.

It additionally had an honest profitable streak of 5 trades and a most acquire of two.87% in that run, making up for its most drawdown of 1.48% on back-to-back losses.

Its common win isn’t too distant from its common loss both!

To sum it up, this Brief-Time period Bollinger Reversion Technique 2.Zero closed out with a 308-pip or 6.16% win for Q3 2021.

That provides as much as 10.46% in winnings to this point this 12 months!



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