Updated 2026-07-09 · refreshed monthly
ATR Volatility Breakout vs RSI Mean Reversion
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.
RSI Mean Reversion wins this matchup 33–16 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)
- 16
- Median out-of-sample Sharpe
- -0.60
- Coins where OOS Sharpe stayed positive
- 9
- Median return
- -35.3%
- Median max drawdown
- -55.6%
RSI Mean Reversion🏆
- Coins won (full-period return)
- 33
- Median out-of-sample Sharpe
- -0.27
- Coins where OOS Sharpe stayed positive
- 14
- Median return
- -19.7%
- Median max drawdown
- -30.9%
1 coins were ties (return gap under 0.5 points).
Coin by coin
| Coin | ATR Volatility Breakout | RSI Mean Reversion | Winner |
|---|---|---|---|
| AAVE | -10.5% | -19.9% | ATR Volatility Breakout |
| ADA | -5.8% | -22.6% | ATR Volatility Breakout |
| ALGO | -63.9% | -5.0% | RSI Mean Reversion |
| APT | -34.2% | -32.9% | RSI Mean Reversion |
| ARB | -39.1% | -33.0% | RSI Mean Reversion |
| ATOM | -63.2% | +5.9% | RSI Mean Reversion |
| AVAX | -12.0% | -12.3% | — |
| AXS | +145.4% | -40.3% | ATR Volatility Breakout |
| BNB | -46.1% | -17.4% | RSI Mean Reversion |
| BTC | -57.8% | +32.8% | RSI Mean Reversion |
| DOGE | -51.9% | +17.0% | RSI Mean Reversion |
| DOT | -45.3% | +14.9% | RSI Mean Reversion |
| EGLD | -4.9% | -19.9% | ATR Volatility Breakout |
| ETC | -60.9% | -30.7% | RSI Mean Reversion |
| ETH | -37.4% | -12.0% | RSI Mean Reversion |
| FET | -34.7% | -27.0% | RSI Mean Reversion |
| FIL | -78.4% | +24.3% | RSI Mean Reversion |
| FLOW | -40.8% | -15.2% | RSI Mean Reversion |
| GRT | -58.6% | -24.9% | RSI Mean Reversion |
| HBAR | -47.6% | -28.5% | RSI Mean Reversion |
| ICP | -11.2% | -18.5% | ATR Volatility Breakout |
| IMX | +32.6% | -43.0% | ATR Volatility Breakout |
| INJ | -52.3% | -13.5% | RSI Mean Reversion |
| JUP | -17.0% | +0.1% | RSI Mean Reversion |
| LDO | -17.0% | -31.5% | ATR Volatility Breakout |
| LINK | -52.8% | -28.6% | RSI Mean Reversion |
| LTC | -33.2% | -23.8% | RSI Mean Reversion |
| MANA | -25.6% | -27.6% | ATR Volatility Breakout |
| MATIC | +18.4% | -8.1% | ATR Volatility Breakout |
| MKR | -21.6% | -16.1% | RSI Mean Reversion |
| NEAR | +55.3% | -34.0% | ATR Volatility Breakout |
| OP | -20.6% | -35.1% | ATR Volatility Breakout |
| PEPE | +13.0% | -1.7% | ATR Volatility Breakout |
| RENDER | -15.0% | -21.2% | ATR Volatility Breakout |
| RUNE | +31.0% | -7.8% | ATR Volatility Breakout |
| SAND | -72.0% | -34.9% | RSI Mean Reversion |
| SEI | -54.8% | -25.9% | RSI Mean Reversion |
| SHIB | -56.8% | -26.6% | RSI Mean Reversion |
| SOL | -44.8% | -31.8% | RSI Mean Reversion |
| SUI | -11.3% | -21.3% | ATR Volatility Breakout |
| THETA | -55.5% | -22.3% | RSI Mean Reversion |
| TIA | -54.9% | -9.0% | RSI Mean Reversion |
| TON | -15.5% | -10.7% | RSI Mean Reversion |
| TRX | -25.3% | +12.5% | RSI Mean Reversion |
| UNI | -64.3% | -33.3% | RSI Mean Reversion |
| VET | -45.4% | -9.1% | RSI Mean Reversion |
| WIF | +14.1% | -19.6% | ATR Volatility Breakout |
| XLM | -35.8% | -9.1% | RSI Mean Reversion |
| XRP | -20.3% | -13.5% | RSI Mean Reversion |
| XTZ | -71.1% | -17.5% | RSI Mean Reversion |
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.