Lost money after costs, 81.0 points behind buy and hold.
Bollinger squeeze breakout · NIFTY 50 stocks
It returned −9.1% in total over the test, after costs; buying and holding over the same period returned +71.8%, 81.0 points more. It lost money after costs over the period. Its checks still ran and are shown below for reference: with no gain, a passed check doesn't point to an edge.
The rules: A quiet spell followed by a breakout: enters when the price closes above the upper Bollinger band (20, 2) after the previous day's ATR was under 2% of the price; leaves when the price closes below the middle band. The quiet spell is measured by ATR, a stand-in for a narrow band.
StratLab ran these rules through its own backtest on every stock in the group, after costs, and through four checks: unseen years, nearby settings, a bad-luck drawdown and enough trades. The page shows the return beside buy and hold and the result of each check. A verdict describes the past, not what comes next, and nothing here is investment advice.