Did Bollinger Band Bounce Beat Buy-and-Hold After Costs?
We tested Bollinger Band Bounce on Bitcoin, Ethereum, and Solana using daily and four hour candles, with fees and slippage. Every full-history run lost money and trailed buy-and-hold on total return and return divided by maximum drawdown. The newest 30 percent brought a twist: Solana improved and beat holding, while Bitcoin and Ethereum still lost. The evidence supports further regime research, not a claim of dependable profitability.
Method: signal at candle close, trade at next candle open, long only, no leverage. Costs: fee 0.10% + slippage 0.05% per side. Data: Bitget spot candles.
This is a backtest on historical data, not financial advice.