Bollinger Band Rider
Riding the upper Bollinger Band — trend momentum with a built-in volatility filter.
Growth of $100
Performance Summary (2023–2026)
How it's built
Computes %B = (close − Lower) / (Upper − Lower) using a 20-day moving average ± 2σ. Stocks with the highest %B values are pressing against (or beyond) their upper band, meaning they're trending strongly relative to their own recent volatility. The 2σ envelope acts as an adaptive filter: a stock has to push past two standard deviations of its OWN recent range to score high, which naturally selects clean uptrends rather than noisy moves.
tech_bbands_pctb_20Why it works
Pure price momentum doesn't tell you whether the move is unusual for that stock. A 5% pop in a low-vol utility is significant; a 5% pop in a meme stock is noise. Bollinger %B normalises by each stock's own recent volatility, so the score actually means "this stock is moving more than usual". The volatility-filtered selection keeps the strategy out of the most explosive (and most risky) trades — the trade-off is lower total return in exchange for a tighter -16% drawdown.
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Past performance is not indicative of future results. Backtests are simulated and do not account for transaction costs, slippage, taxes, or the impact of large orders on market prices. All figures shown are hypothetical. This is not investment advice. See our full disclaimer for details.