MES Bollinger Reclaim Research
Free lower-tier research for a MES power-hour Bollinger reclaim model. It was profitable in the audit, but did not meet the 70%+ win-rate bar or the prop-automation readiness bar, so it belongs in the research library rather than the paid shelf.
Equity Preview
Research Verdict
Free C-tierContext filterNot prop-ready
This result is profitable, but the win rate is too ordinary for the original high-win signal goal. It may be useful as a discretionary context layer or educational example, not as a standalone automation engine.
2026 holdout: 50 trades, 62.0% win rate, +8.43R net. Full window: 2023-06-01 through 2026-05-28.
Plain-English Rule Shape
| Component | Research setting |
|---|---|
| Market | MES 5-minute style replay from normalized Databento bars |
| Setup | Power-hour reclaim after price stretches beyond Bollinger Band 20 x 1.25 |
| Confirmation | RSI 14, Stochastic 14, and CCI 20 aligned around mild exhaustion/reclaim behavior |
| Entry | Completed-bar signal, next-bar entry in the research simulator |
| Exit | ATR/structure stop, 0.75R target, 4-bar max hold, stop-first same-bar tie handling |
Why It Is Free
It passed a basic profitability check, but not the product threshold. A strategy can make money historically and still be too weak for paid release, unattended automation, or fast eval passing. That is exactly where this one landed.