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Finaxion Research · Bounce off the lower Bollinger band · single stocks · Recomputed 2026-09-10

Does Bounce off the lower Bollinger band work on Cartera con balance: Dow 30 (máx. 10 posiciones)?

Bounce off the lower Bollinger band does not beat buy-and-hold on Cartera con balance: Dow 30 (máx. 10 posiciones): -1.9 points a year over 34 years.

Total return
×18
Buy and hold
×32
CAGR
9.0%
Sharpe
0.31
Max drawdown
-85.5%
Trades
5444
Out of sample
—
Years
34
1×10×19941997200020032006200920122015201820212024
StrategyCartera con balance: Dow 30 (máx. 10 posiciones)

Findings

  1. Bounce off the lower Bollinger band does not beat buy-and-hold on Cartera con balance: Dow 30 (máx. 10 posiciones): -1.9 points a year over 34 years.
  2. Against the S&P 500 over the same window: -1.9 points a year.
  3. Total return ×18 versus ×32 for buy-and-hold, with 5444 trades.
  4. Maximum drawdown -85.5%.
  5. It beat before 2009 and stopped afterwards.
  6. It ranks #10 of 235 markets for this strategy by annual excess over the S&P 500.

Findings derived from the full panel. Each carries its number and its denominator; the computations are reproducible with artifact 30497848a621.

Exactly what was tested

Close crosses back above the lower band (20, 2σ) after piercing it → entry. Close reaches the 20-day mean → exit.

How to read it

The verdict compares the strategy with buying and holding Cartera con balance: Dow 30 (máx. 10 posiciones) over the same window, with round-trip costs per asset class. “Out of sample” is walk-forward: the rule is fit on one stretch and judged on the next. A result that beats in the full sample but not out of it is overfit. Full methodology in the protocol. How we test.

Open this backtest with its trades   Trades (CSV)

Every strategy on Cartera con balance: Dow 30 (máx. 10 posiciones) → · Full page for Bounce off the lower Bollinger band →

How to cite

Finaxion Research (2026). Does Bounce off the lower Bollinger band work on Cartera con balance: Dow 30 (máx. 10 posiciones)?. Daily backtest 1962-01-01–2026-08-31, artifact 30497848a621. https://finaxion.app/en/research/bollinger-bounce/portfolio-dow

Not a recommendation. Past performance does not guarantee future results.