Updated 2026-08-01 · 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 41–8 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)
- 8
- Median out-of-sample Sharpe
- -0.60
- Coins where OOS Sharpe stayed positive
- 9
- Median return
- -35.8%
- Median max drawdown
- -56.8%
Bollinger Reversion🏆
- Coins won (full-period return)
- 41
- Median out-of-sample Sharpe
- -0.11
- Coins where OOS Sharpe stayed positive
- 18
- Median return
- -4.1%
- Median max drawdown
- -9.9%
1 coins were ties (return gap under 0.5 points).
Coin by coin
| Coin | ATR Volatility Breakout | Bollinger Reversion | Winner |
|---|---|---|---|
| AAVE | -11.2% | -5.2% | Bollinger Reversion |
| ADA | -7.8% | -8.1% | — |
| ALGO | -64.4% | +0.3% | Bollinger Reversion |
| APT | -35.8% | +1.6% | Bollinger Reversion |
| ARB | -39.1% | -1.2% | Bollinger Reversion |
| ATOM | -63.2% | -6.7% | Bollinger Reversion |
| AVAX | -21.5% | -8.9% | Bollinger Reversion |
| AXS | +145.4% | -12.0% | ATR Volatility Breakout |
| BNB | -47.5% | +3.4% | Bollinger Reversion |
| BTC | -59.6% | -6.7% | Bollinger Reversion |
| DOGE | -53.5% | +9.8% | Bollinger Reversion |
| DOT | -45.3% | -2.0% | Bollinger Reversion |
| EGLD | -4.9% | -9.8% | ATR Volatility Breakout |
| ETC | -62.9% | -11.3% | Bollinger Reversion |
| ETH | -37.4% | -6.0% | Bollinger Reversion |
| FET | -34.7% | -4.1% | Bollinger Reversion |
| FIL | -78.5% | +3.3% | Bollinger Reversion |
| FLOW | -35.7% | -4.4% | Bollinger Reversion |
| GRT | -58.6% | -17.3% | Bollinger Reversion |
| HBAR | -46.5% | -15.8% | Bollinger Reversion |
| ICP | -15.8% | +3.8% | Bollinger Reversion |
| IMX | +32.6% | -5.0% | ATR Volatility Breakout |
| INJ | -52.8% | +5.1% | Bollinger Reversion |
| JUP | -18.4% | -2.6% | Bollinger Reversion |
| LDO | -17.0% | +4.3% | Bollinger Reversion |
| LINK | -53.8% | +5.7% | Bollinger Reversion |
| LTC | -34.4% | -6.4% | Bollinger Reversion |
| MANA | -29.4% | -2.1% | Bollinger Reversion |
| MATIC | +18.4% | -13.8% | ATR Volatility Breakout |
| MKR | -21.6% | -10.0% | Bollinger Reversion |
| NEAR | +56.0% | -4.1% | ATR Volatility Breakout |
| OP | -20.1% | -14.1% | Bollinger Reversion |
| PEPE | +6.1% | +2.2% | ATR Volatility Breakout |
| RENDER | -15.0% | -6.4% | Bollinger Reversion |
| RUNE | +31.0% | +2.7% | ATR Volatility Breakout |
| SAND | -72.0% | -1.0% | Bollinger Reversion |
| SEI | -54.8% | +3.0% | Bollinger Reversion |
| SHIB | -50.7% | -0.6% | Bollinger Reversion |
| SOL | -47.8% | -0.1% | Bollinger Reversion |
| SUI | -12.6% | -3.6% | Bollinger Reversion |
| THETA | -55.3% | -5.8% | Bollinger Reversion |
| TIA | -54.9% | +2.1% | Bollinger Reversion |
| TON | -15.5% | -7.2% | Bollinger Reversion |
| TRX | -26.8% | -7.3% | Bollinger Reversion |
| UNI | -64.3% | +1.1% | Bollinger Reversion |
| VET | -47.3% | -10.6% | Bollinger Reversion |
| WIF | +14.1% | -5.8% | ATR Volatility Breakout |
| XLM | -37.1% | +2.7% | Bollinger Reversion |
| XRP | -25.2% | +16.1% | Bollinger Reversion |
| XTZ | -71.8% | -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.