A backtested short-term swing trading strategy built on Bollinger Bands – designed to capture volatility compression and expansion on the SPY ETF tracking the S&P 500.
✔️ 568 trades ✔️ 0.4% average gain per trade ✔️ 70% win rate ✔️ Profit factor: 1.7 ✔️ 6.5% annual return (CAGR) ✔️ 20% market exposure ✔️ Risk-adjusted return: 16% ✔️ Max drawdown: -18%
You’ll get the full trading rules – ready to test and validate. Some example code for popular platforms is included. Want it? Just ask.
