Updated 2026-10-01 · refreshed monthly
ATR Volatility Breakout vs MACD Trend
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.
MACD Trend wins this matchup 41–9 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)
- 9
- Median out-of-sample Sharpe
- -0.47
- Coins where OOS Sharpe stayed positive
- 9
- Median return
- -32.5%
- Median max drawdown
- -56.8%
MACD Trend🏆
- Coins won (full-period return)
- 41
- Median out-of-sample Sharpe
- -0.23
- Coins where OOS Sharpe stayed positive
- 18
- Median return
- -2.6%
- Median max drawdown
- -43.0%
Coin by coin
| Coin | ATR Volatility Breakout | MACD Trend | Winner |
|---|---|---|---|
| AAVE | -6.2% | -41.2% | ATR Volatility Breakout |
| ADA | -1.4% | +2.2% | MACD Trend |
| ALGO | -60.3% | -20.6% | MACD Trend |
| APT | -29.4% | -5.7% | MACD Trend |
| ARB | -38.0% | -33.6% | MACD Trend |
| ATOM | -63.6% | -33.5% | MACD Trend |
| AVAX | -20.9% | +33.9% | MACD Trend |
| AXS | +137.7% | +69.1% | ATR Volatility Breakout |
| BNB | -47.5% | +16.8% | MACD Trend |
| BTC | -57.1% | -40.2% | MACD Trend |
| DOGE | -52.3% | +3.9% | MACD Trend |
| DOT | -42.0% | -2.5% | MACD Trend |
| EGLD | -3.0% | -10.7% | ATR Volatility Breakout |
| ETC | -60.4% | -2.8% | MACD Trend |
| ETH | -36.3% | -35.7% | MACD Trend |
| FET | -21.1% | +0.8% | MACD Trend |
| FIL | -77.0% | -27.2% | MACD Trend |
| FLOW | -33.5% | -28.9% | MACD Trend |
| GRT | -54.1% | -23.6% | MACD Trend |
| HBAR | -44.1% | +25.2% | MACD Trend |
| ICP | -13.1% | +43.3% | MACD Trend |
| IMX | +34.1% | -0.9% | ATR Volatility Breakout |
| INJ | -47.5% | +15.5% | MACD Trend |
| JUP | -8.6% | +34.7% | MACD Trend |
| LDO | -5.0% | -31.9% | ATR Volatility Breakout |
| LINK | -56.1% | -34.2% | MACD Trend |
| LTC | -31.4% | -33.5% | ATR Volatility Breakout |
| MANA | -26.3% | -44.9% | ATR Volatility Breakout |
| MATIC | +18.4% | +94.6% | MACD Trend |
| MKR | -21.6% | +37.5% | MACD Trend |
| NEAR | +54.0% | +95.0% | MACD Trend |
| OP | -20.4% | +15.0% | MACD Trend |
| PEPE | +14.0% | +52.7% | MACD Trend |
| RENDER | -12.8% | -19.6% | ATR Volatility Breakout |
| RUNE | +28.9% | +105.5% | MACD Trend |
| SAND | -71.2% | -59.7% | MACD Trend |
| SEI | -52.5% | -50.0% | MACD Trend |
| SHIB | -51.6% | 0.0% | MACD Trend |
| SOL | -39.8% | +11.6% | MACD Trend |
| SUI | -9.7% | -47.9% | ATR Volatility Breakout |
| THETA | -54.5% | -50.5% | MACD Trend |
| TIA | -54.1% | +25.5% | MACD Trend |
| TON | -15.5% | -6.8% | MACD Trend |
| TRX | -25.7% | +9.7% | MACD Trend |
| UNI | -64.3% | +9.4% | MACD Trend |
| VET | -45.9% | +26.3% | MACD Trend |
| WIF | +19.7% | +94.1% | MACD Trend |
| XLM | -37.0% | -22.1% | MACD Trend |
| XRP | -14.6% | -2.9% | MACD Trend |
| XTZ | -64.0% | -18.9% | MACD Trend |
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.