Updated 2026-10-01 · 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 34–15 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)
- 15
- Median out-of-sample Sharpe
- -0.47
- Coins where OOS Sharpe stayed positive
- 9
- Median return
- -32.5%
- Median max drawdown
- -56.8%
SMA Breakout🏆
- Coins won (full-period return)
- 34
- Median out-of-sample Sharpe
- -0.27
- Coins where OOS Sharpe stayed positive
- 12
- Median return
- -21.8%
- Median max drawdown
- -44.8%
1 coins were ties (return gap under 0.5 points).
Coin by coin
| Coin | ATR Volatility Breakout | SMA Breakout | Winner |
|---|---|---|---|
| AAVE | -6.2% | -21.9% | ATR Volatility Breakout |
| ADA | -1.4% | -16.5% | ATR Volatility Breakout |
| ALGO | -60.3% | -57.4% | SMA Breakout |
| APT | -29.4% | +23.3% | SMA Breakout |
| ARB | -38.0% | -25.5% | SMA Breakout |
| ATOM | -63.6% | -39.5% | SMA Breakout |
| AVAX | -20.9% | -28.8% | ATR Volatility Breakout |
| AXS | +137.7% | +322.1% | SMA Breakout |
| BNB | -47.5% | -29.2% | SMA Breakout |
| BTC | -57.1% | -38.4% | SMA Breakout |
| DOGE | -52.3% | +183.9% | SMA Breakout |
| DOT | -42.0% | -39.2% | SMA Breakout |
| EGLD | -3.0% | +29.1% | SMA Breakout |
| ETC | -60.4% | -39.1% | SMA Breakout |
| ETH | -36.3% | -47.4% | ATR Volatility Breakout |
| FET | -21.1% | +235.9% | SMA Breakout |
| FIL | -77.0% | -58.8% | SMA Breakout |
| FLOW | -33.5% | -47.5% | ATR Volatility Breakout |
| GRT | -54.1% | -54.0% | — |
| HBAR | -44.1% | -30.2% | SMA Breakout |
| ICP | -13.1% | +15.2% | SMA Breakout |
| IMX | +34.1% | +112.9% | SMA Breakout |
| INJ | -47.5% | +196.5% | SMA Breakout |
| JUP | -8.6% | +4.9% | SMA Breakout |
| LDO | -5.0% | +37.0% | SMA Breakout |
| LINK | -56.1% | -45.8% | SMA Breakout |
| LTC | -31.4% | -35.3% | ATR Volatility Breakout |
| MANA | -26.3% | -52.0% | ATR Volatility Breakout |
| MATIC | +18.4% | -30.0% | ATR Volatility Breakout |
| MKR | -21.6% | -16.6% | SMA Breakout |
| NEAR | +54.0% | -3.9% | ATR Volatility Breakout |
| OP | -20.4% | +132.2% | SMA Breakout |
| PEPE | +14.0% | +32.9% | SMA Breakout |
| RENDER | -12.8% | -13.4% | ATR Volatility Breakout |
| RUNE | +28.9% | +96.7% | SMA Breakout |
| SAND | -71.2% | -37.4% | SMA Breakout |
| SEI | -52.5% | +0.8% | SMA Breakout |
| SHIB | -51.6% | -34.6% | SMA Breakout |
| SOL | -39.8% | -44.1% | ATR Volatility Breakout |
| SUI | -9.7% | +76.1% | SMA Breakout |
| THETA | -54.5% | -30.7% | SMA Breakout |
| TIA | -54.1% | -21.8% | SMA Breakout |
| TON | -15.5% | -23.2% | ATR Volatility Breakout |
| TRX | -25.7% | -4.3% | SMA Breakout |
| UNI | -64.3% | -39.6% | SMA Breakout |
| VET | -45.9% | -70.8% | ATR Volatility Breakout |
| WIF | +19.7% | -2.1% | ATR Volatility Breakout |
| XLM | -37.0% | -10.4% | SMA Breakout |
| XRP | -14.6% | -21.1% | ATR Volatility Breakout |
| XTZ | -64.0% | +23.4% | 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.