AMD Keltner Reversion
Mean reversionBuys when price re-enters the lower Keltner channel and exits at the midline.
What this strategy does
AMD Keltner Reversion is a mean reversion strategy that trades AMD on 1-hour bars. Buys when price re-enters the lower Keltner channel and exits at the midline.
How it performed
Backtested on real AMD market data from 2023-07-01 to 2026-06-30 (3.0 years), this run returned +108.7%, or +27.8% annualized. It closed 83 trades with a 73% win rate. Risk-adjusted, that is a Sharpe ratio of 1.26, a Sortino ratio of 2.04 and a maximum drawdown of 15.1%.
| Symbol | AMD |
|---|---|
| Bar size | 1-hour |
| Strategy type | Mean reversion |
| Backtest period | 2023-07-01 → 2026-06-30 |
| Total return | +108.7% |
| Annualized return | +27.8% |
| Sharpe ratio | 1.26 |
| Sortino ratio | 2.04 |
| Max drawdown | 15.1% |
| Win rate | 73% |
| Closed trades | 83 |
Evidence
Full backtest
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Strategy rules & configuration
Past performance does not guarantee future results. Hypothetical.