Risk Parity Hedge
Conservative trend entry that only fires when EMA crosses up while Bollinger Band width signals low volatility.
By STLab · Published 2026-06-11 · CC-BY-SA-4.0
Reliability
Read with caution — from 10 trades, fewer than the 30 a result needs to mean much.
Backtest result
| Return | +12.7% |
|---|---|
| Sharpe | 0.31 |
| Max drawdown | 5.8% |
| Profit factor | 2.02 |
| Win rate | 40.0% |
| Trades | 10 |
Run on AAPL 1h · 6m · 853 bars · data from yahoo. Frozen at publish time, captured 2026-07-15.
Strategy rules
{
"exit": {
"logic": "AND",
"conditions": [
{
"value": 0,
"params": {
"period": 12
},
"operator": "crosses_below",
"indicator": "EMA",
"compareParams": {
"period": 26
},
"compareIndicator": "EMA"
}
]
},
"name": "Risk Parity Hedge",
"risk": {
"stopLoss": 2,
"takeProfit": 6,
"positionSize": 100
},
"entry": {
"side": "long",
"logic": "AND",
"conditions": [
{
"value": 0,
"params": {
"period": 12
},
"operator": "crosses_above",
"indicator": "EMA",
"compareParams": {
"period": 26
},
"compareIndicator": "EMA"
},
{
"value": 0,
"params": {},
"operator": "<",
"indicator": "PRICE",
"compareParams": {
"period": 20,
"stdDev": 2
},
"compareSubField": "upper",
"compareIndicator": "BB"
}
]
},
"source": "preset",
"version": "1.0"
}