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Home / Indicators / Bollinger Mean-Reversion

Volatility indicator

Bollinger Mean-Reversion: what it's actually best at

Buy the lower band, sell the middle — fade stretches below the 20/2 band.

4

assets where it was the #1 edge

0.25

average Sharpe across all tests

Volatility

indicator family

Best fits

Assets where Bollinger Mean-Reversion won

Biotech (IBB) +-1.6%Kimberly-Clark (KMB) +-6.7%MetLife (MET) +1.7%Zoetis (ZTS) +2.0%

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