Updated 2026-10-01 · refreshed monthly
ATR Volatility Breakout vs Bollinger Reversion
Both strategies backtested with default parameters on the same 50 coins, daily bars since 2021, $10,000 and standard fees — then compared per coin and on unseen data. No cherry-picking: every shared coin counts.
Bollinger Reversion wins this matchup 41–9 across 50 shared coins. That's a description of one past period with default parameters — regimes move this scoreboard, which is why it refreshes monthly.
ATR Volatility Breakout
- Coins won (full-period return)
- 9
- Median out-of-sample Sharpe
- -0.47
- Coins where OOS Sharpe stayed positive
- 9
- Median return
- -32.5%
- Median max drawdown
- -56.8%
Bollinger Reversion🏆
- Coins won (full-period return)
- 41
- Median out-of-sample Sharpe
- -0.08
- Coins where OOS Sharpe stayed positive
- 17
- Median return
- -3.4%
- Median max drawdown
- -10.1%
Coin by coin
| Coin | ATR Volatility Breakout | Bollinger Reversion | Winner |
|---|---|---|---|
| AAVE | -6.2% | -5.2% | Bollinger Reversion |
| ADA | -1.4% | -8.1% | ATR Volatility Breakout |
| ALGO | -60.3% | +0.3% | Bollinger Reversion |
| APT | -29.4% | +5.5% | Bollinger Reversion |
| ARB | -38.0% | +0.0% | Bollinger Reversion |
| ATOM | -63.6% | -5.0% | Bollinger Reversion |
| AVAX | -20.9% | -8.4% | Bollinger Reversion |
| AXS | +137.7% | -12.0% | ATR Volatility Breakout |
| BNB | -47.5% | +3.4% | Bollinger Reversion |
| BTC | -57.1% | -6.7% | Bollinger Reversion |
| DOGE | -52.3% | +9.8% | Bollinger Reversion |
| DOT | -42.0% | -2.0% | Bollinger Reversion |
| EGLD | -3.0% | -9.8% | ATR Volatility Breakout |
| ETC | -60.4% | -11.3% | Bollinger Reversion |
| ETH | -36.3% | -6.0% | Bollinger Reversion |
| FET | -21.1% | -2.7% | Bollinger Reversion |
| FIL | -77.0% | +1.1% | Bollinger Reversion |
| FLOW | -33.5% | -4.4% | Bollinger Reversion |
| GRT | -54.1% | -17.3% | Bollinger Reversion |
| HBAR | -44.1% | -15.8% | Bollinger Reversion |
| ICP | -13.1% | +2.6% | Bollinger Reversion |
| IMX | +34.1% | -4.1% | ATR Volatility Breakout |
| INJ | -47.5% | +4.0% | Bollinger Reversion |
| JUP | -8.6% | -3.7% | Bollinger Reversion |
| LDO | -5.0% | +6.8% | Bollinger Reversion |
| LINK | -56.1% | +5.7% | Bollinger Reversion |
| LTC | -31.4% | -6.4% | Bollinger Reversion |
| MANA | -26.3% | -3.1% | Bollinger Reversion |
| MATIC | +18.4% | -13.8% | ATR Volatility Breakout |
| MKR | -21.6% | -10.0% | Bollinger Reversion |
| NEAR | +54.0% | -2.3% | ATR Volatility Breakout |
| OP | -20.4% | -13.8% | Bollinger Reversion |
| PEPE | +14.0% | +4.0% | ATR Volatility Breakout |
| RENDER | -12.8% | -6.4% | Bollinger Reversion |
| RUNE | +28.9% | +3.0% | ATR Volatility Breakout |
| SAND | -71.2% | -0.0% | Bollinger Reversion |
| SEI | -52.5% | +2.1% | Bollinger Reversion |
| SHIB | -51.6% | -0.6% | Bollinger Reversion |
| SOL | -39.8% | +1.8% | Bollinger Reversion |
| SUI | -9.7% | -1.8% | Bollinger Reversion |
| THETA | -54.5% | -4.0% | Bollinger Reversion |
| TIA | -54.1% | +1.0% | Bollinger Reversion |
| TON | -15.5% | -7.2% | Bollinger Reversion |
| TRX | -25.7% | -5.5% | Bollinger Reversion |
| UNI | -64.3% | -0.0% | Bollinger Reversion |
| VET | -45.9% | -10.6% | Bollinger Reversion |
| WIF | +19.7% | -6.8% | ATR Volatility Breakout |
| XLM | -37.0% | +1.6% | Bollinger Reversion |
| XRP | -14.6% | +18.4% | Bollinger Reversion |
| XTZ | -64.0% | -14.1% | Bollinger Reversion |
Returns are full-period (since 2021), default parameters, $10,000 starting balance. Click a ticker for the full per-coin breakdown.
Settle it on your own terms
Default parameters on daily bars is one arena. Test either strategy on your coin, your timeframe and your risk rules — free, with the same out-of-sample honesty check.
Auto-generated from real backtests of the stated past period with default parameters. Hypothetical results, not financial advice; past performance does not guarantee future results.