Fxequity

This autumn 2021 Evaluation: Quick-Time period Bollinger Reversion Technique 2.0


This technique had back-to-back robust performances in Q2 and Q3.

Did it end the 12 months robust with one other stellar run in This autumn?

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

Be sure to overview the tweaks here.

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

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

Out of 14 legitimate alerts for the quarter, USD/CAD was in a position to win 9 trades or 64.29% of all of it.

It’s not too far-off from the previous quarter’s 75% win rate, however its complete winnings of 16 pips or 0.32% ain’t so spectacular.

It had a most successful streak of 4 trades that racked up 2.30% in positive factors, however this was largely erased by 5 dropping trades that averaged 0.66% in losses.

As in earlier intervals, its common win remains to be smaller than its common lack of 1.00%.

Did CAD/CHF fare a lot better? Listed below are the numbers:

This pair additionally closed out within the inexperienced, because it caught 12 wins out of 17 legitimate alerts or 70.59% of its positions.

It didn’t fare a lot better than USD/CAD because it bagged merely 5.5 pips or 0.11% for This autumn.

Now that pales compared to the previous quarter’s 2.37% in positive factors or Q2’s 6.59% win.

Nonetheless, it had a fairly first rate successful streak of 5 trades versus the longest dropping streak of three. Sadly its expectancy was slowed down by a small common win of 0.19% versus the common lack of 0.44%.

To sum it up, this Quick-Time period Bollinger Reversion Technique 2.Zero closed out with a measly 21.5-pip or 0.43% achieve for This autumn 2021.

It’s not precisely the robust end I had been hoping for, however a minimum of it ain’t a loss.

In addition to, that provides as much as a grand complete of 544.5 pips or 10.89% in winnings this 12 months!



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