Updated 2026-07-09 · refreshed monthly
ATR Volatility Breakout vs EMA Crossover
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.
EMA Crossover wins this matchup 44–5 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)
- 5
- Median out-of-sample Sharpe
- -0.60
- Coins where OOS Sharpe stayed positive
- 9
- Median return
- -35.3%
- Median max drawdown
- -55.6%
EMA Crossover🏆
- Coins won (full-period return)
- 44
- Median out-of-sample Sharpe
- -0.06
- Coins where OOS Sharpe stayed positive
- 23
- Median return
- +10.1%
- Median max drawdown
- -16.8%
1 coins were ties (return gap under 0.5 points).
Coin by coin
| Coin | ATR Volatility Breakout | EMA Crossover | Winner |
|---|---|---|---|
| AAVE | -10.5% | +41.0% | EMA Crossover |
| ADA | -5.8% | +9.5% | EMA Crossover |
| ALGO | -63.9% | +45.0% | EMA Crossover |
| APT | -34.2% | -11.1% | EMA Crossover |
| ARB | -39.1% | +15.9% | EMA Crossover |
| ATOM | -63.2% | +5.0% | EMA Crossover |
| AVAX | -12.0% | +15.0% | EMA Crossover |
| AXS | +145.4% | +68.3% | ATR Volatility Breakout |
| BNB | -46.1% | -6.4% | EMA Crossover |
| BTC | -57.8% | +6.3% | EMA Crossover |
| DOGE | -51.9% | +52.5% | EMA Crossover |
| DOT | -45.3% | -18.9% | EMA Crossover |
| EGLD | -4.9% | -7.7% | ATR Volatility Breakout |
| ETC | -60.9% | +23.4% | EMA Crossover |
| ETH | -37.4% | -24.0% | EMA Crossover |
| FET | -34.7% | +194.2% | EMA Crossover |
| FIL | -78.4% | +10.8% | EMA Crossover |
| FLOW | -40.8% | -27.9% | EMA Crossover |
| GRT | -58.6% | +34.6% | EMA Crossover |
| HBAR | -47.6% | +46.4% | EMA Crossover |
| ICP | -11.2% | +43.6% | EMA Crossover |
| IMX | +32.6% | +38.1% | EMA Crossover |
| INJ | -52.3% | +9.4% | EMA Crossover |
| JUP | -17.0% | +1.9% | EMA Crossover |
| LDO | -17.0% | -1.3% | EMA Crossover |
| LINK | -52.8% | +35.9% | EMA Crossover |
| LTC | -33.2% | -9.8% | EMA Crossover |
| MANA | -25.6% | +18.2% | EMA Crossover |
| MATIC | +18.4% | -26.5% | ATR Volatility Breakout |
| MKR | -21.6% | +20.1% | EMA Crossover |
| NEAR | +55.3% | +43.8% | ATR Volatility Breakout |
| OP | -20.6% | -4.2% | EMA Crossover |
| PEPE | +13.0% | +3.0% | ATR Volatility Breakout |
| RENDER | -15.0% | +28.7% | EMA Crossover |
| RUNE | +31.0% | +31.0% | — |
| SAND | -72.0% | -9.0% | EMA Crossover |
| SEI | -54.8% | -8.2% | EMA Crossover |
| SHIB | -56.8% | -7.8% | EMA Crossover |
| SOL | -44.8% | +45.6% | EMA Crossover |
| SUI | -11.3% | +49.0% | EMA Crossover |
| THETA | -55.5% | +7.0% | EMA Crossover |
| TIA | -54.9% | +4.0% | EMA Crossover |
| TON | -15.5% | -4.4% | EMA Crossover |
| TRX | -25.3% | +30.0% | EMA Crossover |
| UNI | -64.3% | -11.6% | EMA Crossover |
| VET | -45.4% | +33.1% | EMA Crossover |
| WIF | +14.1% | +51.3% | EMA Crossover |
| XLM | -35.8% | +29.9% | EMA Crossover |
| XRP | -20.3% | -18.9% | EMA Crossover |
| XTZ | -71.1% | -11.8% | EMA Crossover |
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.