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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: Nasdaq-100 (máx. 20 posiciones)?

Bounce off the lower Bollinger band beats buy-and-hold on Cartera con balance: Nasdaq-100 (máx. 20 posiciones) by +4.3 points a year over 34 years.

Total return
×115
Buy and hold
×32
CAGR
15.2%
Sharpe
0.47
Max drawdown
-59.7%
Trades
14040
Out of sample
—
Years
34
1×10×100×19941997200020032006200920122015201820212024
StrategyCartera con balance: Nasdaq-100 (máx. 20 posiciones)

Findings

  1. Bounce off the lower Bollinger band beats buy-and-hold on Cartera con balance: Nasdaq-100 (máx. 20 posiciones) by +4.3 points a year over 34 years.
  2. Against the S&P 500 over the same window: +4.3 points a year.
  3. Total return ×115 versus ×32 for buy-and-hold, with 14040 trades.
  4. Maximum drawdown -59.7%.
  5. It beats in both halves of the history (split at 2009).
  6. It ranks #2 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: Nasdaq-100 (máx. 20 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: Nasdaq-100 (máx. 20 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: Nasdaq-100 (máx. 20 posiciones)?. Daily backtest 1962-01-01–2026-08-31, artifact 30497848a621. https://finaxion.app/en/research/bollinger-bounce/portfolio-ndx

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