SOL4hhigh riskBest: Accumulate
SOL Bollinger Band + RSI Reversion (4h)
Published April 26, 2026
Mean-reversion strategy: enters on BB lower band touch with RSI < 30 oversold. 4h timeframe on SOL captures short volatility swings.
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Performance Metrics
Total Return
+31.80%
Sharpe Ratio
1.21
Win Rate
62.50%
Max Drawdown
22.40%
Trade Count
64
Profit Factor
1.85
Avg Return/Trade
0.50%
Avg Hold (bars)
6
Out-of-Sample Validation
Tested on unseen data to verify the strategy isn't curve-fitted. Low degradation confirms robustness.
OOS Return
19.20%
OOS Win Rate
58.00%
OOS Sharpe
0.89
Degradation
26.40%
Equity Curve
Strategy Rules
Entry TriggerBB lower price_below close
Confirmation 1RSI value < 30
Stop Losspercent 3%
Take Profitpercent 6%
CFO Regime Breakdown
| Regime | Return | Trades | Win Rate |
|---|---|---|---|
| Wait | 8.1% | 22 | 54.5% |
| Accumulate | 18.5% | 28 | 71.4% |
| Distribute | 5.2% | 14 | 57.1% |
Trade History (64 trades)
| Entry | Exit | Return | Regime |
|---|---|---|---|
| 11/14/2023 | 11/15/2023 | -0.87% | Distribute |
| 11/15/2023 | 11/16/2023 | -0.65% | Accumulate |
| 11/15/2023 | 11/16/2023 | +0.2% | Wait |
| 11/16/2023 | 11/17/2023 | -0.05% | Distribute |
| 11/16/2023 | 11/17/2023 | -0.35% | Distribute |
| 11/17/2023 | 11/18/2023 | +3.64% | Accumulate |
| 11/17/2023 | 11/18/2023 | +1.51% | Distribute |
| 11/18/2023 | 11/19/2023 | +3.96% | Accumulate |
| 11/18/2023 | 11/19/2023 | +3.07% | Wait |
| 11/19/2023 | 11/20/2023 | -1.11% | Accumulate |
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Deploy with AnnyPast performance does not guarantee future results. All strategies involve risk of loss.
