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.
0
assets where it was the #1 edge
0.07
average Sharpe across all tests
Volatility
indicator family
Honest note
In our standard-settings test, Bollinger Mean-Reversion wasn’t the single best indicator for any asset — it was outperformed by others on every one. That’s useful to know too: no indicator wins everywhere.
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