Does Bollinger snapback actually work on MSFT? We tested it
We ran Bollinger snapback on MSFT through walk-forward testing and a 100-run random-entry gauntlet. 4 of 4 unseen periods positive. Beat 99 of 100 random-entry runs.
You gave up raw return for a higher win rate and a shallower drawdown. This setup is about timing and staying out of trouble, not beating the index.
Equity curve over Aug 2016 to Jul 2026. Hover any point for its value. Turn on buy and hold to compare.
The same rules, tested on 28 tickers. Edge held on 5. We ship it on those.
Show every ticker we tested
This strategy made a solid 243% profit over 42 trades, with a high 80.95% win rate and an average gain of 3.06% per trade. The ride was mostly smooth, but it had one very rough patch: a 21.63% drawdown that happened in March 2020, which lines up with the COVID crash. That single period was where the strategy hurt the most, and it was the only major setback. The result is not driven by just a few lucky trades, because the entry timing edge is very strong, beating 99% of random entry runs. This means the entry signal itself is doing the heavy lifting, not the exits. The edge also showed up consistently across all four walk forward test periods, so it was not a fluke from one lucky stretch.
Every verdict on this page comes from the same process. How we test.
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