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| Strategy Description |
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The purpose of this strategy is to use the Bollinger Bands to generate trading signals designed to capture powerful breakout price moves and to capitalize on the resulting trends from these breakouts. Strategy developed Australian trader Nick Radge. The strategy is traded on the top 10 markets in the Russell 1000 index by market cap that meet a profit factor > 2 over the last 5 and 10 years rebalance yearly. |
| Key Statistics | Backtest | Live | Backtest | Live | |
|---|---|---|---|---|---|
| Runtime Days | 3606 | {{$KPI-DAYS-LIVE}} | Drawdown | 12.4% | {{$KPI-LIVE-DRAWDOWN}} |
| Turnover | 1% | {{$KPI-LIVE-TURNOVER}} | Probabilistic SR | 41% | {{$KPI-LIVE-PSR}} |
| CAGR | 10.1% | {{$KPI-LIVE-CAGR}} | Sharpe Ratio | 0.7 | {{$KPI-LIVE-SHARPE}} |
| Capacity (USD) | 830M | Sortino Ratio | 0.6 | {{$KPI-LIVE-SORTINO}} | |
| Trades per Day | 0.0 | {{$KPI-LIVE-TRADES-PER-DAY}} | Information Ratio | -0.2 | {{$KPI-LIVE-INFORMATION-RATIO}} |
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