Bollinger %B Reversion — NIFTY Smallcap 250
Side
long
Universe
NIFTY SMALLCAP 250
Interval
1d
Stop
5%
Entry
textBB_PCT < 0.05 AND CLOSE > SMA200Exit
textBB_PCT > 0.5FAQ
What is the Bollinger %B Reversion — NIFTY Smallcap 250 strategy?
Enters when Bollinger %B falls below 0.05 — price is pinned to the lower band, a statistical stretch — while above the 200-day average, and exits when %B reverts to the band midline. Trades the snap-back from a volatility extreme rather than guessing an absolute price floor. Backtested across the…
What are the entry and exit rules?
It enters when BB_PCT < 0.05 AND CLOSE > SMA200, and exits when BB_PCT > 0.5.
Is it a long or short strategy?
It trades the long side — it takes long positions when the entry condition fires.
What are the risk controls?
It uses a 5% stop-loss, with equal position sizing.
How do I backtest it?
Open the strategy and run a backtest to see its historical signals and equity curve on Indian market data before deploying it.
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