Strategies / Mean reversion / Percent B Zero Cross Long

Percent B Zero Cross Long

The system buys when price moves back inside the lower Bollinger Band, measured as %B crossing above 0. It sells when %B reaches 1.0 or higher, with no stop loss.

Mean reversionLong onlySwingS&P 500Daily

3.20Profit factor

4,790Net profit EUR

80.23%Win rate

172Trades

-1,190Max drawdown

27.85Avg trade

Best run of 29. S&P 500, Daily, spread 1, from run pf:2026-10-05-USA500-D.tsv:20.

Entry rules, long

After bar 25, %B crosses above 0, meaning the close moves back inside the lower band (20 periods, 2 standard deviations).

Exit rules

No stop loss is set.

Test conditions

Period	Up to 2026-10-05
Instrument	S&P 500, Daily
Spread	1 points
Starting capital	1,000,000
Costs	Spread only. Commissions and overnight financing are not included.
Bars	Up to 200,000 bars, fewer where the instrument has less history
Last tested	2026-10-05

Every run

Markets and timeframes tested

Market	Timeframe	PF	Trades	Win %	Net	Max DD
S&P 500Best run	Daily	3.20	172	80.23	4,790 EUR	-1,190
Dow Jones	Daily	3.09	164	78.66	38,403 EUR	-8,615
Nikkei 225	1 hour	1.34	1,127	66.28	42,555 USD	-8,378
S&P 500	1 hour	1.27	1,626	68.27	3,970 EUR	-949
USD/JPY	4 hours	n/a	415	65.54	380,970 USD	-282,580
EUR/USD	30 min	n/a	2,545	64.60	41,290 USD	-23,538
Silver	Daily	n/a	152	69.08	31,133 USD	-9,678
Nikkei 225	4 hours	n/a	274	67.88	22,510 USD	-10,662
Dow Jones	4 hours	n/a	125	76.80	19,500 EUR	-11,189
Dow Jones	1 hour	n/a	534	70.22	17,738 EUR	-7,394
DAX 40	Daily	n/a	173	65.32	17,627 EUR	-5,511
Nikkei 225	30 min	n/a	2,258	64.04	17,295 USD	-16,235
Nasdaq 100	4 hours	n/a	378	73.54	16,789 EUR	-4,569
Nikkei 225	15 min	n/a	2,384	64.85	16,016 USD	-14,329
Nasdaq 100	1 hour	n/a	1,628	67.44	14,985 EUR	-4,988
Dow Jones	30 min	n/a	1,018	67.78	12,522 EUR	-8,020
Dow Jones	10 min	n/a	2,369	68.17	11,843 EUR	-6,017
Dow Jones	15 min	n/a	1,989	69.78	11,649 EUR	-7,534
Nasdaq 100	Daily	n/a	113	72.57	11,578 EUR	-6,059
FTSE 100	Daily	n/a	127	74.80	9,874 EUR	-2,902
DAX 40	4 hours	n/a	365	67.40	9,823 EUR	-5,837
Nasdaq 100	30 min	n/a	2,514	64.96	7,877 EUR	-5,344
FTSE 100	1 hour	n/a	1,422	70.18	6,913 EUR	-2,542
Nasdaq 100	15 min	n/a	2,364	68.61	6,093 EUR	-5,757
S&P 500	4 hours	n/a	378	71.96	3,952 EUR	-1,205
FTSE 100	4 hours	n/a	334	67.66	2,933 EUR	-2,782
FTSE 100	10 min	n/a	2,395	66.01	2,209 EUR	-2,179
S&P 500	30 min	n/a	2,509	66.96	1,792 EUR	-1,286
Gold	Daily	n/a	152	61.84	1,293 EUR	-856

Charts

Results by run

Top 10 of 29 runs. The full list is in the table above.

Above 1.0 made money, below 1.0 lost money.

The code

ProBuilder code, as tested

// ==============================================================
// Percent B Zero Cross Long
// ProRealAlgos Strategy Library  |  prorealalgos.com
// Type: Mean reversion
// Direction: Long only
// Timeframe tested: Daily
// ==============================================================

DEFPARAM CumulateOrders = false

ONCE pctb = 0.5

basis = Average[20](close)
dev = 2.0 * STD[20](close)
upper = basis + dev
lower = basis - dev

13 more lines: the entry and exit rules.

Setup

How to load it

Copy the code with the copy button on the code block.
In ProRealTime, open a chart of the instrument and timeframe you want to test, then open ProOrder > New trading system and choose "Create with programming".
Paste the code, give the system a name and save it.
Click "Backtest", set your own spread and position size, and run it before you consider trading it live.

Indicators used

Bollinger BandsSMAStandard Deviation

Longer historyRe-run on up to 1,000,000 barsS&P 500 · Daily · older data 0.00 EUR

S&P 500 had no history beyond the standard run, so both runs used 14,000 bars.

S&P 500 · Daily

Bars available	14,000
Net, standard 200,000-bar run	4,790.40 EUR
Net, long run	4,790.40 EUR
Net on the older data alone	0.00 EUR

Read this firstKnown weaknesses2 points

Results include the spread only. Commissions and overnight financing are not included.
The code is published as it was backtested and has not been compiled again since.

Questions

About this strategy

Can I run Percent B Zero Cross Long in ProOrder?

Yes. The code is ProBuilder and runs as an automated ProOrder system. Backtest it on your own account with your own spread and position size before trading it live.

Which markets was it tested on?

It was tested on 29 market and timeframe combinations. The best run was S&P 500, Daily, with a profit factor of 3.20 over 172 trades.

How large was the drawdown?

The best run had a maximum drawdown of 1,190 EUR at the tested position size, against a net result of 4,790 EUR.

Does it trade long, short or both?

It only takes long trades.

Trend Surfer

Uses the same indicator.

1.04 PF · 10,813 trades

CCI Sign With EMA Alignment

Best run on the same market, S&P 500.

1.23 PF · 1,253 trades

Lower Band Cross Long

Also a mean reversion strategy.

3.21 PF · 164 trades

See how ProRealAlgos combines strategies like this into one automated portfolio.

Copy trading on US indices is available to ProRealAlgos members as spots open.

Past backtest results do not guarantee future results. This is not financial advice. Curated and maintained by ProRealAlgos. ProRealTime™ is a trademark of ProRealTime SAS. prorealalgos.com Stats Docs

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