Updated 2026-08-01 · refreshed monthly
ATR Volatility Breakout vs SMA Breakout
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.
SMA Breakout wins this matchup 36–14 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)
- 14
- Median out-of-sample Sharpe
- -0.60
- Coins where OOS Sharpe stayed positive
- 9
- Median return
- -35.8%
- Median max drawdown
- -56.8%
SMA Breakout🏆
- Coins won (full-period return)
- 36
- Median out-of-sample Sharpe
- -0.48
- Coins where OOS Sharpe stayed positive
- 8
- Median return
- -25.9%
- Median max drawdown
- -44.6%
Coin by coin
| Coin | ATR Volatility Breakout | SMA Breakout | Winner |
|---|---|---|---|
| AAVE | -11.2% | -35.5% | ATR Volatility Breakout |
| ADA | -7.8% | -22.9% | ATR Volatility Breakout |
| ALGO | -64.4% | -62.5% | SMA Breakout |
| APT | -35.8% | -3.8% | SMA Breakout |
| ARB | -39.1% | -30.4% | SMA Breakout |
| ATOM | -63.2% | -41.7% | SMA Breakout |
| AVAX | -21.5% | -28.6% | ATR Volatility Breakout |
| AXS | +145.4% | +345.8% | SMA Breakout |
| BNB | -47.5% | -27.7% | SMA Breakout |
| BTC | -59.6% | -41.2% | SMA Breakout |
| DOGE | -53.5% | +188.4% | SMA Breakout |
| DOT | -45.3% | -42.8% | SMA Breakout |
| EGLD | -4.9% | +28.4% | SMA Breakout |
| ETC | -62.9% | -40.1% | SMA Breakout |
| ETH | -37.4% | -54.8% | ATR Volatility Breakout |
| FET | -34.7% | +181.3% | SMA Breakout |
| FIL | -78.5% | -60.7% | SMA Breakout |
| FLOW | -35.7% | -50.6% | ATR Volatility Breakout |
| GRT | -58.6% | -58.0% | SMA Breakout |
| HBAR | -46.5% | -28.6% | SMA Breakout |
| ICP | -15.8% | +15.2% | SMA Breakout |
| IMX | +32.6% | +96.9% | SMA Breakout |
| INJ | -52.8% | +161.1% | SMA Breakout |
| JUP | -18.4% | -3.7% | SMA Breakout |
| LDO | -17.0% | +21.6% | SMA Breakout |
| LINK | -53.8% | -47.3% | SMA Breakout |
| LTC | -34.4% | -41.7% | ATR Volatility Breakout |
| MANA | -29.4% | -52.4% | ATR Volatility Breakout |
| MATIC | +18.4% | -30.0% | ATR Volatility Breakout |
| MKR | -21.6% | -16.6% | SMA Breakout |
| NEAR | +56.0% | -11.8% | ATR Volatility Breakout |
| OP | -20.1% | +133.7% | SMA Breakout |
| PEPE | +6.1% | +26.0% | SMA Breakout |
| RENDER | -15.0% | -16.6% | ATR Volatility Breakout |
| RUNE | +31.0% | +85.9% | SMA Breakout |
| SAND | -72.0% | -37.0% | SMA Breakout |
| SEI | -54.8% | +0.5% | SMA Breakout |
| SHIB | -50.7% | -33.6% | SMA Breakout |
| SOL | -47.8% | -46.3% | SMA Breakout |
| SUI | -12.6% | +67.8% | SMA Breakout |
| THETA | -55.3% | -31.1% | SMA Breakout |
| TIA | -54.9% | -24.1% | SMA Breakout |
| TON | -15.5% | -23.2% | ATR Volatility Breakout |
| TRX | -26.8% | -4.0% | SMA Breakout |
| UNI | -64.3% | -43.0% | SMA Breakout |
| VET | -47.3% | -70.0% | ATR Volatility Breakout |
| WIF | +14.1% | -7.3% | ATR Volatility Breakout |
| XLM | -37.1% | -14.0% | SMA Breakout |
| XRP | -25.2% | -31.4% | ATR Volatility Breakout |
| XTZ | -71.8% | +17.7% | SMA Breakout |
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.