Updated 2026-08-01 · 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 40–10 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)
- 10
- Median out-of-sample Sharpe
- -0.60
- Coins where OOS Sharpe stayed positive
- 9
- Median return
- -35.8%
- Median max drawdown
- -56.8%
MACD Trend🏆
- Coins won (full-period return)
- 40
- Median out-of-sample Sharpe
- -0.20
- Coins where OOS Sharpe stayed positive
- 18
- Median return
- -7.1%
- Median max drawdown
- -42.7%
Coin by coin
| Coin | ATR Volatility Breakout | MACD Trend | Winner |
|---|---|---|---|
| AAVE | -11.2% | -39.2% | ATR Volatility Breakout |
| ADA | -7.8% | +10.3% | MACD Trend |
| ALGO | -64.4% | -25.5% | MACD Trend |
| APT | -35.8% | -6.6% | MACD Trend |
| ARB | -39.1% | -41.7% | ATR Volatility Breakout |
| ATOM | -63.2% | -31.5% | MACD Trend |
| AVAX | -21.5% | +0.1% | MACD Trend |
| AXS | +145.4% | +63.6% | ATR Volatility Breakout |
| BNB | -47.5% | +8.3% | MACD Trend |
| BTC | -59.6% | -39.1% | MACD Trend |
| DOGE | -53.5% | +3.1% | MACD Trend |
| DOT | -45.3% | -7.4% | MACD Trend |
| EGLD | -4.9% | -6.2% | ATR Volatility Breakout |
| ETC | -62.9% | -1.6% | MACD Trend |
| ETH | -37.4% | -38.4% | ATR Volatility Breakout |
| FET | -34.7% | -5.1% | MACD Trend |
| FIL | -78.5% | -31.6% | MACD Trend |
| FLOW | -35.7% | -23.9% | MACD Trend |
| GRT | -58.6% | -16.9% | MACD Trend |
| HBAR | -46.5% | +13.7% | MACD Trend |
| ICP | -15.8% | +31.8% | MACD Trend |
| IMX | +32.6% | -10.2% | ATR Volatility Breakout |
| INJ | -52.8% | -12.9% | MACD Trend |
| JUP | -18.4% | +35.8% | MACD Trend |
| LDO | -17.0% | -27.4% | ATR Volatility Breakout |
| LINK | -53.8% | -28.4% | MACD Trend |
| LTC | -34.4% | -31.6% | MACD Trend |
| MANA | -29.4% | -45.1% | ATR Volatility Breakout |
| MATIC | +18.4% | +94.6% | MACD Trend |
| MKR | -21.6% | +37.5% | MACD Trend |
| NEAR | +56.0% | +98.9% | MACD Trend |
| OP | -20.1% | +10.9% | MACD Trend |
| PEPE | +6.1% | +10.0% | MACD Trend |
| RENDER | -15.0% | -25.5% | ATR Volatility Breakout |
| RUNE | +31.0% | +108.3% | MACD Trend |
| SAND | -72.0% | -60.5% | MACD Trend |
| SEI | -54.8% | -47.3% | MACD Trend |
| SHIB | -50.7% | -16.5% | MACD Trend |
| SOL | -47.8% | +13.0% | MACD Trend |
| SUI | -12.6% | -47.2% | ATR Volatility Breakout |
| THETA | -55.3% | -50.8% | MACD Trend |
| TIA | -54.9% | +21.1% | MACD Trend |
| TON | -15.5% | -6.8% | MACD Trend |
| TRX | -26.8% | +8.7% | MACD Trend |
| UNI | -64.3% | -2.8% | MACD Trend |
| VET | -47.3% | +24.4% | MACD Trend |
| WIF | +14.1% | +74.4% | MACD Trend |
| XLM | -37.1% | -23.2% | MACD Trend |
| XRP | -25.2% | -18.7% | MACD Trend |
| XTZ | -71.8% | -18.7% | 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.