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created : 2 years ago| |  live deployment: 0

created : 2 years ago |  live deployment: 0

Mean reversion Bollinger Bands USA

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Strategy description

Intraday mean reversion strategy using Bollinger Bands indicator.



Bollinger Bands are a type of statistical chart characterizing the prices and volatility over time of a financial instrument or commodity, using a formulaic method propounded by John Bollinger in the 1980s.


and 


Mean reversion is a financial term for the assumption that a stock's price will tend to move to the average price over time.


Complete mathematical derivation and information can be found in the below link


https://en.wikipedia.org/wiki/Bollinger_Bands

https://en.wikipedia.org/wiki/Mean_reversion_(finance)



long trade initiates when close crosses above lower BB

Exit on target, SL or when close crosses above upper BB. whichever condition occurs first.



short trade initiated when close crosses below upper BB

Exit on target, SL or when close crosses below lower BB. whichever condition occurs first.


Entry time - before 11 AM


SL - 1%

Target - 3%

exit time - 3 PM


Trading History

Instrument Entry Date Exchange Qty Price
MSFT 03 Oct 2022 NASDAQ-EQ 1 236.43
MSFT 03 Oct 2022 NASDAQ-EQ -1 236.03
MSFT 27 Sep 2022 NASDAQ-EQ 1 239.74
AAPL 27 Sep 2022 NASDAQ-EQ 2 153.44
MSFT 27 Sep 2022 NASDAQ-EQ -1 239.55
AAPL 27 Sep 2022 NASDAQ-EQ -1 153.37
AAPL 27 Sep 2022 NASDAQ-EQ -1 153.37
AAPL 21 Sep 2022 NASDAQ-EQ 2 157.38
AAPL 21 Sep 2022 NASDAQ-EQ -1 157.19
AAPL 21 Sep 2022 NASDAQ-EQ -1 157.19
AAPL 20 Sep 2022 NASDAQ-EQ 2 154.80
AAPL 20 Sep 2022 NASDAQ-EQ -1 154.62
AAPL 20 Sep 2022 NASDAQ-EQ -1 154.62
MSFT 19 Sep 2022 NASDAQ-EQ 1 243.50
AAPL 19 Sep 2022 NASDAQ-EQ 2 151.24
MSFT 19 Sep 2022 NASDAQ-EQ -1 243.49
AAPL 19 Sep 2022 NASDAQ-EQ -1 150.86
AAPL 19 Sep 2022 NASDAQ-EQ -1 150.86
AAPL 14 Sep 2022 NASDAQ-EQ 2 156.38
AAPL 14 Sep 2022 NASDAQ-EQ -1 156.20
AAPL 14 Sep 2022 NASDAQ-EQ -1 156.20
MSFT 12 Sep 2022 NASDAQ-EQ 1 266.75
MSFT 12 Sep 2022 NASDAQ-EQ -1 266.67
AAPL 29 Aug 2022 NASDAQ-EQ 2 162.16
AAPL 29 Aug 2022 NASDAQ-EQ -1 161.93
AAPL 29 Aug 2022 NASDAQ-EQ -1 161.93
AAPL 25 Aug 2022 NASDAQ-EQ 2 169.01
AAPL 25 Aug 2022 NASDAQ-EQ -1 168.99
AAPL 25 Aug 2022 NASDAQ-EQ -1 168.99
AAPL 22 Aug 2022 NASDAQ-EQ 2 168.95
AAPL 22 Aug 2022 NASDAQ-EQ -1 168.69
AAPL 22 Aug 2022 NASDAQ-EQ -1 168.69
MSFT 20 Aug 2022 NASDAQ-EQ 1 285.71
AAPL 20 Aug 2022 NASDAQ-EQ 2 171.51
AAPL 19 Aug 2022 NASDAQ-EQ -1 172.99
AAPL 19 Aug 2022 NASDAQ-EQ -1 172.99
MSFT 19 Aug 2022 NASDAQ-EQ -1 287.91
MSFT 17 Aug 2022 NASDAQ-EQ 1 291.54
AAPL 17 Aug 2022 NASDAQ-EQ 2 173.72
MSFT 17 Aug 2022 NASDAQ-EQ -1 291.50
AAPL 17 Aug 2022 NASDAQ-EQ -1 173.71
AAPL 17 Aug 2022 NASDAQ-EQ -1 173.71
MSFT 17 Aug 2022 NASDAQ-EQ 1 291.50
AAPL 17 Aug 2022 NASDAQ-EQ 2 173.71
MSFT 17 Aug 2022 NASDAQ-EQ -1 291.45
AAPL 17 Aug 2022 NASDAQ-EQ -1 173.69
AAPL 17 Aug 2022 NASDAQ-EQ -1 173.69
MSFT 17 Aug 2022 NASDAQ-EQ 1 291.45
AAPL 17 Aug 2022 NASDAQ-EQ 2 173.69
MSFT 17 Aug 2022 NASDAQ-EQ -1 291.49
AAPL 17 Aug 2022 NASDAQ-EQ -1 173.70
AAPL 17 Aug 2022 NASDAQ-EQ -1 173.70
MSFT 17 Aug 2022 NASDAQ-EQ 1 291.49
AAPL 17 Aug 2022 NASDAQ-EQ 2 173.70
MSFT 17 Aug 2022 NASDAQ-EQ -1 291.42
AAPL 17 Aug 2022 NASDAQ-EQ -1 173.65
AAPL 17 Aug 2022 NASDAQ-EQ -1 173.65
MSFT 17 Aug 2022 NASDAQ-EQ 1 291.42
AAPL 17 Aug 2022 NASDAQ-EQ 2 173.65
MSFT 17 Aug 2022 NASDAQ-EQ -1 291.37
AAPL 17 Aug 2022 NASDAQ-EQ -1 173.48
AAPL 17 Aug 2022 NASDAQ-EQ -1 173.48
MSFT 17 Aug 2022 NASDAQ-EQ 1 291.37
AAPL 17 Aug 2022 NASDAQ-EQ 2 173.48
MSFT 17 Aug 2022 NASDAQ-EQ -1 291.32
AAPL 17 Aug 2022 NASDAQ-EQ -1 173.64
AAPL 17 Aug 2022 NASDAQ-EQ -1 173.64
MSFT 17 Aug 2022 NASDAQ-EQ 1 291.32
AAPL 17 Aug 2022 NASDAQ-EQ 2 173.64
MSFT 17 Aug 2022 NASDAQ-EQ -1 291.54
AAPL 17 Aug 2022 NASDAQ-EQ -1 173.73
AAPL 17 Aug 2022 NASDAQ-EQ -1 173.73
MSFT 17 Aug 2022 NASDAQ-EQ 1 291.54
AAPL 17 Aug 2022 NASDAQ-EQ 2 173.73
MSFT 17 Aug 2022 NASDAQ-EQ -1 291.20
AAPL 17 Aug 2022 NASDAQ-EQ -1 173.73
AAPL 17 Aug 2022 NASDAQ-EQ -1 173.73
MSFT 17 Aug 2022 NASDAQ-EQ 1 291.20
AAPL 17 Aug 2022 NASDAQ-EQ 2 173.73
MSFT 17 Aug 2022 NASDAQ-EQ -1 291.60
AAPL 17 Aug 2022 NASDAQ-EQ -1 173.83
AAPL 17 Aug 2022 NASDAQ-EQ -1 173.83
MSFT 17 Aug 2022 NASDAQ-EQ 1 291.60
AAPL 17 Aug 2022 NASDAQ-EQ 2 173.83
MSFT 17 Aug 2022 NASDAQ-EQ -1 291.75
AAPL 17 Aug 2022 NASDAQ-EQ -1 174.20
AAPL 17 Aug 2022 NASDAQ-EQ -1 174.20
AAPL 08 Aug 2022 NASDAQ-EQ 2 167.38
AAPL 08 Aug 2022 NASDAQ-EQ -1 167.23
AAPL 08 Aug 2022 NASDAQ-EQ -1 167.23
MSFT 03 Aug 2022 NASDAQ-EQ 1 278.07
AAPL 03 Aug 2022 NASDAQ-EQ 2 162.76
MSFT 03 Aug 2022 NASDAQ-EQ -1 278.22
AAPL 03 Aug 2022 NASDAQ-EQ -1 162.65
AAPL 03 Aug 2022 NASDAQ-EQ -1 162.65
MSFT 29 Jul 2022 NASDAQ-EQ 1 279.41
AAPL 29 Jul 2022 NASDAQ-EQ 2 162.15
MSFT 29 Jul 2022 NASDAQ-EQ -1 279.17
AAPL 29 Jul 2022 NASDAQ-EQ -1 162.20
AAPL 29 Jul 2022 NASDAQ-EQ -1 162.20
MSFT 28 Jul 2022 NASDAQ-EQ 1 269.40
MSFT 28 Jul 2022 NASDAQ-EQ -1 269.32
MSFT 27 Jul 2022 NASDAQ-EQ 1 263.82
MSFT 27 Jul 2022 NASDAQ-EQ -1 263.81
MSFT 26 Jul 2022 NASDAQ-EQ 1 255.44
MSFT 26 Jul 2022 NASDAQ-EQ -1 254.99
MSFT 20 Jul 2022 NASDAQ-EQ 1 260.75
MSFT 20 Jul 2022 NASDAQ-EQ -1 260.44
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