I Backtested a Popular Beginner Bollinger Bands Strategy – Does It Actually Work?

In this video, I backtest a Bollinger Bands trading strategy, one of the most widely used technical indicators for identifying volatility and potential reversals. But does this strategy hold up in real trading conditions?

I’ll go through the full strategy setup, explain how Bollinger Bands work, and analyze the backtest results step by step.

What’s in This Video?
Explanation of the Bollinger Bands strategy and how it works
Step-by-step backtest setup, including entry and exit rules
Performance results and analysis of different settings
Adjustments to improve the strategy’s effectiveness

Backtest Details
Market Tested: S&P500
Strategy Tested: Bollinger Bands
Timeframe Tested: 15 Minutes

Tools Used for Backtesting
Python
Jupyter Notebook
Pandas, NumPy, Matplotlib

Chapters
00:00 Intro & Indicator Setup
01:55 Initial Strategy Rules
02:35 Backtest Code Explanation
05:45 Different Bollinger Band Settings
06:45 Different RSI Settings
07:25 Best Stop Loss
09:00 Best Take Profit
11:10 Improved Strategy Recap

If you enjoyed this video, hit like and leave a comment with the next strategy you’d like me to test.

Disclaimer: This content is for informational and entertainment purposes only and does not constitute financial advice. I am not a licensed financial advisor. Always do your own research before making any investment or trading decisions.

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