Updated 2026-10-01 · refreshed monthly
ATR Volatility Breakout vs Fair Value Gap (SMC)
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.
Fair Value Gap (SMC) wins this matchup 48–2 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)
- 2
- Median out-of-sample Sharpe
- -0.47
- Coins where OOS Sharpe stayed positive
- 9
- Median return
- -32.5%
- Median max drawdown
- -56.8%
Fair Value Gap (SMC)🏆
- Coins won (full-period return)
- 48
- Median out-of-sample Sharpe
- 0.39
- Coins where OOS Sharpe stayed positive
- 38
- Median return
- +375.3%
- Median max drawdown
- -35.6%
Coin by coin
| Coin | ATR Volatility Breakout | Fair Value Gap (SMC) | Winner |
|---|---|---|---|
| AAVE | -6.2% | +1934.6% | Fair Value Gap (SMC) |
| ADA | -1.4% | +562.6% | Fair Value Gap (SMC) |
| ALGO | -60.3% | +452.6% | Fair Value Gap (SMC) |
| APT | -29.4% | +271.2% | Fair Value Gap (SMC) |
| ARB | -38.0% | +154.0% | Fair Value Gap (SMC) |
| ATOM | -63.6% | +27.9% | Fair Value Gap (SMC) |
| AVAX | -20.9% | +2798.6% | Fair Value Gap (SMC) |
| AXS | +137.7% | +104.4% | ATR Volatility Breakout |
| BNB | -47.5% | +262.0% | Fair Value Gap (SMC) |
| BTC | -57.1% | -64.0% | ATR Volatility Breakout |
| DOGE | -52.3% | +2237.7% | Fair Value Gap (SMC) |
| DOT | -42.0% | +125.4% | Fair Value Gap (SMC) |
| EGLD | -3.0% | +192.8% | Fair Value Gap (SMC) |
| ETC | -60.4% | +286.8% | Fair Value Gap (SMC) |
| ETH | -36.3% | +54.4% | Fair Value Gap (SMC) |
| FET | -21.1% | +8335.3% | Fair Value Gap (SMC) |
| FIL | -77.0% | +59.4% | Fair Value Gap (SMC) |
| FLOW | -33.5% | +283.1% | Fair Value Gap (SMC) |
| GRT | -54.1% | +526.6% | Fair Value Gap (SMC) |
| HBAR | -44.1% | +177.9% | Fair Value Gap (SMC) |
| ICP | -13.1% | +838.7% | Fair Value Gap (SMC) |
| IMX | +34.1% | +1451.6% | Fair Value Gap (SMC) |
| INJ | -47.5% | +659.1% | Fair Value Gap (SMC) |
| JUP | -8.6% | +19.6% | Fair Value Gap (SMC) |
| LDO | -5.0% | +524.6% | Fair Value Gap (SMC) |
| LINK | -56.1% | +6.2% | Fair Value Gap (SMC) |
| LTC | -31.4% | +81.0% | Fair Value Gap (SMC) |
| MANA | -26.3% | +5438.8% | Fair Value Gap (SMC) |
| MATIC | +18.4% | +342.7% | Fair Value Gap (SMC) |
| MKR | -21.6% | +407.9% | Fair Value Gap (SMC) |
| NEAR | +54.0% | +6105.1% | Fair Value Gap (SMC) |
| OP | -20.4% | +640.1% | Fair Value Gap (SMC) |
| PEPE | +14.0% | +2212.5% | Fair Value Gap (SMC) |
| RENDER | -12.8% | +215.1% | Fair Value Gap (SMC) |
| RUNE | +28.9% | +769.2% | Fair Value Gap (SMC) |
| SAND | -71.2% | +4267.6% | Fair Value Gap (SMC) |
| SEI | -52.5% | +454.2% | Fair Value Gap (SMC) |
| SHIB | -51.6% | +1305.8% | Fair Value Gap (SMC) |
| SOL | -39.8% | +83.7% | Fair Value Gap (SMC) |
| SUI | -9.7% | +159.7% | Fair Value Gap (SMC) |
| THETA | -54.5% | +460.1% | Fair Value Gap (SMC) |
| TIA | -54.1% | +204.5% | Fair Value Gap (SMC) |
| TON | -15.5% | +9.1% | Fair Value Gap (SMC) |
| TRX | -25.7% | +46.5% | Fair Value Gap (SMC) |
| UNI | -64.3% | +1070.0% | Fair Value Gap (SMC) |
| VET | -45.9% | +1275.7% | Fair Value Gap (SMC) |
| WIF | +19.7% | +243.8% | Fair Value Gap (SMC) |
| XLM | -37.0% | +847.4% | Fair Value Gap (SMC) |
| XRP | -14.6% | +698.6% | Fair Value Gap (SMC) |
| XTZ | -64.0% | +333.1% | Fair Value Gap (SMC) |
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.