BACKTEST · BOLLINGER

Bollinger band walk (trend)

QQQ band walk: enter on a close above the upper band, stay long until a close below the middle band.

From 2015-01-02 to 2024-12-31, this rule made 47 trades and returned +26.5%. Buying and holding SPY returned +185.3% over the same dates. The largest drop from a past high was 15.6%.

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SCORE

Portfolio equity vs benchmark

The rule

QQQ band walk: enter on a close above the upper band, stay long until a close below the middle band. Orders fill at the next close.

ENTER WHEN

Close above the upper Bollinger band

EXIT WHEN

Close below the middle band

FIRST TRADE, FROM THE REPORT

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Did it beat SPY?

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How it did over time

Strategy in orange-red. SPY buy and hold in light.

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The same result in an AI chat

This is how the result looks when an AI agent such as Claude or ChatGPT runs it. It uses the same engine report.

Every trade

47 trades and 94 fills, straight from the engine report. Each fill shows the day the signal fired, the day it filled, and why. This run used 0 bps fees and 0 bps slippage on each fill, except when a modeled option expires. A basis point (bps) is one hundredth of one percent.

Every fill in this backtest, in time order
Signal date	Fill date	Ticker	Side	Price	Reason
2015-02-12	2015-02-13	QQQ	Buy	$106.91	entry
2015-03-10	2015-03-11	QQQ	Sell	$105.11	exit
2015-04-24	2015-04-27	QQQ	Buy	$110.26	entry
2015-04-30	2015-05-01	QQQ	Sell	$109.05	exit
2015-07-17	2015-07-20	QQQ	Buy	$113.98	entry
2015-08-06	2015-08-07	QQQ	Sell	$110.31	exit
2015-10-23	2015-10-26	QQQ	Buy	$112.85	entry
2015-11-12	2015-11-13	QQQ	Sell	$109.84	exit
2016-04-01	2016-04-04	QQQ	Buy	$109.94	entry
2016-04-22	2016-04-25	QQQ	Sell	$108.98	exit
2016-05-24	2016-05-25	QQQ	Buy	$109.24	entry
2016-06-13	2016-06-14	QQQ	Sell	$108.03	exit
2016-09-06	2016-09-07	QQQ	Buy	$117.92	entry
2016-09-09	2016-09-12	QQQ	Sell	$116.33	exit
2016-09-22	2016-09-23	QQQ	Buy	$118.33	entry
2016-10-11	2016-10-12	QQQ	Sell	$117.42	exit
2017-01-06	2017-01-09	QQQ	Buy	$122.33	entry
2017-03-21	2017-03-22	QQQ	Sell	$130.69	exit
2017-04-24	2017-04-25	QQQ	Buy	$135.13	entry
2017-05-17	2017-05-18	QQQ	Sell	$137.26	exit
2017-05-25	2017-05-26	QQQ	Buy	$141.22	entry
2017-06-09	2017-06-12	QQQ	Sell	$139.23	exit
2017-08-31	2017-09-01	QQQ	Buy	$146.00	entry
2017-09-21	2017-09-22	QQQ	Sell	$144.32	exit
2017-10-05	2017-10-06	QQQ	Buy	$147.66	entry
2017-10-25	2017-10-26	QQQ	Sell	$146.96	exit
2017-10-27	2017-10-30	QQQ	Buy	$151.58	entry
2017-11-29	2017-11-30	QQQ	Sell	$155.15	exit
2017-12-15	2017-12-18	QQQ	Buy	$158.64	entry
2017-12-29	2018-01-02	QQQ	Sell	$158.49	exit
2018-01-03	2018-01-04	QQQ	Buy	$160.31	entry
2018-02-02	2018-02-05	QQQ	Sell	$158.12	exit
2018-05-10	2018-05-11	QQQ	Buy	$169.46	entry
2018-06-25	2018-06-26	QQQ	Sell	$172.07	exit
2018-08-27	2018-08-28	QQQ	Buy	$184.61	entry
2018-09-06	2018-09-07	QQQ	Sell	$181.11	exit
2019-02-04	2019-02-05	QQQ	Buy	$171.03	entry
2019-03-07	2019-03-08	QQQ	Sell	$171.17	exit
2019-03-13	2019-03-14	QQQ	Buy	$176.71	entry
2019-05-07	2019-05-08	QQQ	Sell	$185.77	exit

Show all 94 fills

More fills in this backtest
Signal date	Fill date	Ticker	Side	Price	Reason
2019-09-05	2019-09-06	QQQ	Buy	$191.59	entry
2019-09-24	2019-09-25	QQQ	Sell	$190.08	exit
2019-11-27	2019-11-29	QQQ	Buy	$205.10	entry
2019-12-03	2019-12-04	QQQ	Sell	$202.43	exit
2019-12-12	2019-12-13	QQQ	Buy	$207.19	entry
2020-01-27	2020-01-28	QQQ	Sell	$221.45	exit
2020-02-04	2020-02-05	QQQ	Buy	$228.22	entry
2020-02-24	2020-02-25	QQQ	Sell	$215.37	exit
2020-04-14	2020-04-15	QQQ	Buy	$209.43	entry
2020-06-26	2020-06-29	QQQ	Sell	$242.84	exit
2020-07-06	2020-07-07	QQQ	Buy	$256.61	entry
2020-07-24	2020-07-27	QQQ	Sell	$260.12	exit
2020-08-03	2020-08-04	QQQ	Buy	$270.38	entry
2020-09-08	2020-09-09	QQQ	Sell	$277.88	exit
2020-10-12	2020-10-13	QQQ	Buy	$294.52	entry
2020-10-26	2020-10-27	QQQ	Sell	$282.66	exit
2020-12-02	2020-12-03	QQQ	Buy	$304.28	entry
2021-01-06	2021-01-07	QQQ	Sell	$314.98	exit
2021-01-08	2021-01-11	QQQ	Buy	$314.42	entry
2021-01-15	2021-01-19	QQQ	Sell	$316.41	exit
2021-01-20	2021-01-21	QQQ	Buy	$326.36	entry
2021-01-29	2021-02-01	QQQ	Sell	$322.42	exit
2021-04-05	2021-04-06	QQQ	Buy	$330.82	entry
2021-05-03	2021-05-04	QQQ	Sell	$330.14	exit
2021-07-23	2021-07-26	QQQ	Buy	$368.49	entry
2021-08-17	2021-08-18	QQQ	Sell	$362.21	exit
2021-08-23	2021-08-24	QQQ	Buy	$374.37	entry
2021-09-17	2021-09-20	QQQ	Sell	$365.70	exit
2022-07-19	2022-07-20	QQQ	Buy	$303.03	entry
2022-08-22	2022-08-23	QQQ	Sell	$314.10	exit
2022-11-11	2022-11-14	QQQ	Buy	$285.44	entry
2022-12-06	2022-12-07	QQQ	Sell	$280.53	exit
2023-01-23	2023-01-24	QQQ	Buy	$288.37	entry
2023-02-21	2023-02-22	QQQ	Sell	$294.25	exit
2023-03-16	2023-03-17	QQQ	Buy	$305.36	entry
2023-04-24	2023-04-25	QQQ	Sell	$309.99	exit
2023-05-18	2023-05-19	QQQ	Buy	$336.51	entry
2023-06-26	2023-06-27	QQQ	Sell	$363.83	exit
2023-07-13	2023-07-14	QQQ	Buy	$379.07	entry
2023-08-02	2023-08-03	QQQ	Sell	$373.79	exit
2023-11-14	2023-11-15	QQQ	Buy	$385.62	entry
2023-12-06	2023-12-07	QQQ	Sell	$390.43	exit
2023-12-11	2023-12-12	QQQ	Buy	$398.67	entry
2024-01-03	2024-01-04	QQQ	Sell	$396.28	exit
2024-01-19	2024-01-22	QQQ	Buy	$421.73	entry
2024-02-20	2024-02-21	QQQ	Sell	$425.61	exit
2024-03-01	2024-03-04	QQQ	Buy	$444.02	entry
2024-03-15	2024-03-18	QQQ	Sell	$437.48	exit
2024-05-15	2024-05-16	QQQ	Buy	$451.98	entry
2024-07-17	2024-07-18	QQQ	Sell	$479.49	exit
2024-11-06	2024-11-07	QQQ	Buy	$513.54	entry
2024-11-15	2024-11-18	QQQ	Sell	$500.02	exit
2024-12-04	2024-12-05	QQQ	Buy	$521.81	entry
2024-12-18	2024-12-19	QQQ	Sell	$514.17	exit

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Risk warning

Past results do not predict future returns. Not investment advice.