Updated 2026-07-09 · 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 35–15 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
- -0.60
- Coins where OOS Sharpe stayed positive
- 9
- Median return
- -35.3%
- Median max drawdown
- -55.6%
SMA Breakout🏆
- Coins won (full-period return)
- 35
- Median out-of-sample Sharpe
- -0.46
- Coins where OOS Sharpe stayed positive
- 12
- Median return
- -24.0%
- Median max drawdown
- -44.3%
Coin by coin
| Coin | ATR Volatility Breakout | SMA Breakout | Winner |
|---|---|---|---|
| AAVE | -10.5% | -34.2% | ATR Volatility Breakout |
| ADA | -5.8% | -19.8% | ATR Volatility Breakout |
| ALGO | -63.9% | -61.5% | SMA Breakout |
| APT | -34.2% | +2.9% | SMA Breakout |
| ARB | -39.1% | -30.4% | SMA Breakout |
| ATOM | -63.2% | -41.7% | SMA Breakout |
| AVAX | -12.0% | -23.9% | ATR Volatility Breakout |
| AXS | +145.4% | +345.8% | SMA Breakout |
| BNB | -46.1% | -25.8% | SMA Breakout |
| BTC | -57.8% | -40.6% | SMA Breakout |
| DOGE | -51.9% | +203.2% | SMA Breakout |
| DOT | -45.3% | -40.3% | SMA Breakout |
| EGLD | -4.9% | +28.4% | SMA Breakout |
| ETC | -60.9% | -36.2% | SMA Breakout |
| ETH | -37.4% | -54.8% | ATR Volatility Breakout |
| FET | -34.7% | +192.6% | SMA Breakout |
| FIL | -78.4% | -60.5% | SMA Breakout |
| FLOW | -40.8% | -54.0% | ATR Volatility Breakout |
| GRT | -58.6% | -58.0% | SMA Breakout |
| HBAR | -47.6% | -26.3% | SMA Breakout |
| ICP | -11.2% | +18.7% | SMA Breakout |
| IMX | +32.6% | +101.4% | SMA Breakout |
| INJ | -52.3% | +175.1% | SMA Breakout |
| JUP | -17.0% | -2.0% | SMA Breakout |
| LDO | -17.0% | +21.6% | SMA Breakout |
| LINK | -52.8% | -45.5% | SMA Breakout |
| LTC | -33.2% | -41.7% | ATR Volatility Breakout |
| MANA | -25.6% | -52.4% | ATR Volatility Breakout |
| MATIC | +18.4% | -30.0% | ATR Volatility Breakout |
| MKR | -21.6% | -16.6% | SMA Breakout |
| NEAR | +55.3% | -12.7% | ATR Volatility Breakout |
| OP | -20.6% | +134.8% | SMA Breakout |
| PEPE | +13.0% | +27.7% | SMA Breakout |
| RENDER | -15.0% | -16.6% | ATR Volatility Breakout |
| RUNE | +31.0% | +86.2% | SMA Breakout |
| SAND | -72.0% | -35.9% | SMA Breakout |
| SEI | -54.8% | +0.5% | SMA Breakout |
| SHIB | -56.8% | -39.9% | SMA Breakout |
| SOL | -44.8% | -45.8% | ATR Volatility Breakout |
| SUI | -11.3% | +69.1% | SMA Breakout |
| THETA | -55.5% | -31.1% | SMA Breakout |
| TIA | -54.9% | -24.1% | SMA Breakout |
| TON | -15.5% | -23.2% | ATR Volatility Breakout |
| TRX | -25.3% | -2.4% | SMA Breakout |
| UNI | -64.3% | -43.0% | SMA Breakout |
| VET | -45.4% | -69.3% | ATR Volatility Breakout |
| WIF | +14.1% | -6.3% | ATR Volatility Breakout |
| XLM | -35.8% | -11.3% | SMA Breakout |
| XRP | -20.3% | -29.7% | ATR Volatility Breakout |
| XTZ | -71.1% | +24.3% | 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.