Linear perpetual (paper default)v0.3.0PAPER READY

K-SOL Bollinger Overextension Short

A short-only mean-reversion strategy designed for Solana on the 1-hour timeframe. It monitors Bollinger Bands (20-period SMA, 2× standard deviation) and opens a short position when the candle's high breaches the upper band by more than 2%, signaling an overextended move ripe for reversion. The exit is a fixed 2% take-profit measured from the entry price—once price drops 2% below the short entry, the position closes via a limit order. There is no explicit stop-loss, so the strategy relies on the statistical tendency of price to revert after extreme upper-band breakouts. It performs best in chop

HyperliquidSOL均值回归实验趋势高波动
Hosted coming soon Export for local runtimeHosted feasibility is under review; only released Local support produces a runtime configuration
Strategy categoryK 策略迁移研究
Market / timeframeSOL/USDC · 1h
Default riskHIGH
Current runtimeslocal
Strategy thesis

Why it might work

第三方公开时序研究的技术指标迁移草稿;待 QuantElse 使用原始行情复现。

Key risks
  • 第三方自报回测,尚未由 QuantElse 复现。
  • 永续合约含资金费、滑点、清算和交易所可用性风险。
Stop / invalidation conditions
  • 原始规则或数据无法复现时停止发布为可运行版本。
Published backtest

Evidence used to compare strategies

Self-reported
Period180 days
Total return+28.00%
Max drawdown9.95%
Trades14
Risk-adjusted metricsOnly fields included in this published result are shown.
Annualized return+56.46%
Sharpe ratio2.29
Interactive backtestHover or use the arrow keys to inspect each sample
126.7119.0111.3103.695.852026-01-182026-03-042026-04-182026-06-022026-07-17
Detail curve · 1h samplingK-SOL Bollinger Overextension ShortNormalized baseline
DATA PERIOD2026-01-18 — 2026-07-17

Minara public Marketplace API (third-party, pending QuantElse replay)
ohlcv · 1h · 240 samples
2026-07-17T23:48:30.143000Z · Public third-party claim; retain attribution and source terms.

BENCHMARK PROFILECatalog defaults

catalog-default-v1
model-based fees · model-based slippage

METHODOLOGY

Imported from Minara public Marketplace API; no QuantElse execution, fees, funding or slippage were recomputed.

LIMITATIONS
  • Third-party self-reported result; not independently verified.
  • Replace this curve after a native QuantElse backtest.
Published records
  • 2026-01-18 — 2026-07-17+28.00%Minara public Marketplace API (third-party, pending QuantElse replay)

Historical results do not guarantee future performance.