{"schemaVersion":"1.0","type":"BacktestEvidence","id":"https://formiq.jp/evidence/cci-settings/data.json","evidencePage":"https://formiq.jp/evidence/cci-settings","language":"en","article":{"title":"Is the CCI ±100 Strategy Profitable? 2,448 Settings Tested","url":"https://formiq.jp/blog/cci-settings","published":"2026-08-27","updated":"2026-08-30"},"author":{"name":"Yuichi Saiki","alternateName":"斉木勇一","url":"https://formiq.jp/about/yuichi-saiki"},"verified":"2026-08-30","question":"Is CCI beyond plus or minus 100 an extreme, and does fading or following it survive?","finding":"Plus or minus 100 is not rare, and following it won. On USD/JPY in 2025 the reading sat inside the band on 57.5% to 61.9% of bars on every timeframe and at every period from 7 to 50, so the line spends about four tenths of the year outside it. At period 14 and level 100, fading the band — entering against the move once outside — lost money in all six cells of three timeframes by two years, while following the break out of the band was profitable in 5 of 6. Price agrees: the move after a break exceeded that after an ordinary bar in 22 of 24 cells on the 15-minute and hourly charts, and the move after a return inside fell short in 24 of 24. The reading that survived best was the hourly zero line at 22 of 30, but the sign of CCI matches the sign of typical price minus its own simple moving average with no exceptions from period 7 to 50, so a zero cross is a price-versus-moving-average cross on a different scale.","methodology":"Measured with Formiq's backtester across three readings: fading the band, following a break of the band, and crossing the zero line. The only exit is the opposite signal, except that fading takes a separate exit level. No stop or target in the main sweep.","scope":["USDJPY, 2025-01-01 to 2025-12-31, with 2024 run identically for comparison","15-minute, hourly and four-hour bars","3 readings x 6 periods (7, 10, 14, 20, 30, 50) x levels (fade: 4 entries x 3 exits; break: 5; zero line: 5) = 204 per cell; 3 timeframes x 4 windows = 2,448 runs","0.3 pip spread fixed, 0.1 lots, filled at the close"],"keyResults":[{"label":"Share of bars inside plus or minus 100","value":"57.5% to 61.9% on every timeframe and period"},{"label":"Fading versus following at period 14, level 100","value":"fading lost in all 6 cells; following was profitable in 5 of 6"},{"label":"Sign of CCI against typical price minus its SMA","value":"no exceptions from period 7 to 50"}],"limitations":["One pair, two years. CCI was built for commodity futures; on another market even the share of time spent outside the band would change.","The spread is fixed at 0.3 pips, while real spreads widen around releases. A setting with 0.80 pips of room does not survive that assumption breaking.","The only exit is the opposite signal. Adding a stop and target gives different numbers and improved only one of the two years.","The four-hour samples are small: roughly 40 trades a year on the band break and 20 on the fade.","The typical-price result is consistent for trade count and win rate only; on net pips it holds in 25 of 36."]}