$TLT below Lower Bollinger Band – what next

$TLT below Lower Bollinger Band – what next

$TLT closes below Lower Bollinger Band Stock Chart

h/t @ukarlewitz

below the two trading strategies around $TLT and the lower bollinger band

1) $TLT closes below lower bollinger band 

Below the trading odds for the $TLT  longs over the next 1/2/3/4/5 trading days period when ever $TLT  closes below the Lower Bollinger Band ( 20 Moving average , 2 standard deviations ) over next week ( five trading days).

assuming one goes long at close on 11 Nov 2013 and exits , at the close next trading day ( t+1) , and t+5 is over at the  fifth trading close , back test period is over the last four years.

Exit # % Wins Avg% Med% Avg Win % Avg Loss % Pay Off Max Loss %
t+1 61 59 0.08 0.15 0.61 -0.7 0.87 -2.52
t+2 60 50 0.14 0.01 0.92 -0.63 1.46 -2.37
t+3 60 60 0.33 0.38 1.15 -0.9 1.28 -2.67
t+4 60 65 0.57 0.59 1.41 -0.99 1.42 -3.35
t+5 60 73 0.87 1.11 1.63 -1.22 1.34 -2.96

2) $TLT closes below lower bollinger band , $TLT close is below 200-SMA

Below the trading odds for the $TLT  longs over the next 1/2/3/4/5 trading days period when ever $TLT  closes below the Lower Bollinger Band ( 20 Moving average , 2 standard deviations ) , and the $TLT close is below 200-SMA, over next week ( five trading days).

Exit # % Wins Avg% Med% Avg Win % Avg Loss % Pay Off Max Loss %
t+1 41 63 0.18 0.33 0.68 -0.69 0.99 -1.7
t+2 40 53 0.29 0.11 1.06 -0.56 1.89 -1.85
t+3 40 70 0.58 0.61 1.2 -0.87 1.38 -2.17
t+4 40 70 0.9 1.19 1.6 -0.74 2.16 -1.55
t+5 40 80 1.12 1.37 1.67 -1.06 1.58 -2.49

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