Nvidia Bollinger-Width Expansion
VolatilityEnters as Bollinger band-width expands out of a quiet regime, exits as it contracts.
What this strategy does
Nvidia Bollinger-Width Expansion is a volatility strategy that trades NVDA on 15-minute bars. Enters as Bollinger band-width expands out of a quiet regime, exits as it contracts.
How it performed
Backtested on real NVDA market data from 2023-07-01 to 2026-06-30 (3.0 years), this run returned +103.9%, or +26.8% annualized. It closed 75 trades with a 55% win rate. Risk-adjusted, that is a Sharpe ratio of 1.24, a Sortino ratio of 1.77 and a maximum drawdown of 28.2%.
| Symbol | NVDA |
|---|---|
| Bar size | 15-minute |
| Strategy type | Volatility |
| Backtest period | 2023-07-01 → 2026-06-30 |
| Total return | +103.9% |
| Annualized return | +26.8% |
| Sharpe ratio | 1.24 |
| Sortino ratio | 1.77 |
| Max drawdown | 28.2% |
| Win rate | 55% |
| Closed trades | 75 |
Evidence
Full backtest
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Strategy rules & configuration
Past performance does not guarantee future results. Hypothetical.