Meta Bollinger Dip Buy
Mean reversionBuys a close below the lower Bollinger band and exits back at the middle band.
What this strategy does
Meta Bollinger Dip Buy is a mean reversion strategy that trades META on 1-hour bars. Buys a close below the lower Bollinger band and exits back at the middle band.
How it performed
Backtested on real META market data from 2023-07-01 to 2026-06-30 (3.0 years), this run returned +53.3%, or +15.3% annualized. It closed 71 trades with a 65% win rate. Risk-adjusted, that is a Sharpe ratio of 0.88, a Sortino ratio of 1.39 and a maximum drawdown of 12.2%.
| Symbol | META |
|---|---|
| Bar size | 1-hour |
| Strategy type | Mean reversion |
| Backtest period | 2023-07-01 → 2026-06-30 |
| Total return | +53.3% |
| Annualized return | +15.3% |
| Sharpe ratio | 0.88 |
| Sortino ratio | 1.39 |
| Max drawdown | 12.2% |
| Win rate | 65% |
| Closed trades | 71 |
Evidence
Full backtest
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Strategy rules & configuration
Past performance does not guarantee future results. Hypothetical.