Updated 2026-07-09 · refreshed monthly
ATR Volatility Breakout vs Trend Magic
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.
Trend Magic wins this matchup 47–3 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)
- 3
- Median out-of-sample Sharpe
- -0.60
- Coins where OOS Sharpe stayed positive
- 9
- Median return
- -35.3%
- Median max drawdown
- -55.6%
Trend Magic🏆
- Coins won (full-period return)
- 47
- Median out-of-sample Sharpe
- 0.30
- Coins where OOS Sharpe stayed positive
- 30
- Median return
- +115.9%
- Median max drawdown
- -35.4%
Coin by coin
| Coin | ATR Volatility Breakout | Trend Magic | Winner |
|---|---|---|---|
| AAVE | -10.5% | +699.9% | Trend Magic |
| ADA | -5.8% | +59.1% | Trend Magic |
| ALGO | -63.9% | +40.1% | Trend Magic |
| APT | -34.2% | -22.2% | Trend Magic |
| ARB | -39.1% | -25.0% | Trend Magic |
| ATOM | -63.2% | +187.7% | Trend Magic |
| AVAX | -12.0% | +90.7% | Trend Magic |
| AXS | +145.4% | -3.3% | ATR Volatility Breakout |
| BNB | -46.1% | -49.9% | ATR Volatility Breakout |
| BTC | -57.8% | -65.5% | ATR Volatility Breakout |
| DOGE | -51.9% | +26.6% | Trend Magic |
| DOT | -45.3% | -35.0% | Trend Magic |
| EGLD | -4.9% | +159.1% | Trend Magic |
| ETC | -60.9% | +176.8% | Trend Magic |
| ETH | -37.4% | +4.6% | Trend Magic |
| FET | -34.7% | +1138.9% | Trend Magic |
| FIL | -78.4% | -3.9% | Trend Magic |
| FLOW | -40.8% | +81.0% | Trend Magic |
| GRT | -58.6% | +317.1% | Trend Magic |
| HBAR | -47.6% | +87.4% | Trend Magic |
| ICP | -11.2% | +75.2% | Trend Magic |
| IMX | +32.6% | +598.2% | Trend Magic |
| INJ | -52.3% | +198.5% | Trend Magic |
| JUP | -17.0% | +59.5% | Trend Magic |
| LDO | -17.0% | +232.1% | Trend Magic |
| LINK | -52.8% | +117.7% | Trend Magic |
| LTC | -33.2% | +20.4% | Trend Magic |
| MANA | -25.6% | +544.6% | Trend Magic |
| MATIC | +18.4% | +244.6% | Trend Magic |
| MKR | -21.6% | +213.2% | Trend Magic |
| NEAR | +55.3% | +300.5% | Trend Magic |
| OP | -20.6% | +165.8% | Trend Magic |
| PEPE | +13.0% | +60.4% | Trend Magic |
| RENDER | -15.0% | +42.2% | Trend Magic |
| RUNE | +31.0% | +193.0% | Trend Magic |
| SAND | -72.0% | +673.8% | Trend Magic |
| SEI | -54.8% | +43.8% | Trend Magic |
| SHIB | -56.8% | +110.8% | Trend Magic |
| SOL | -44.8% | +14.5% | Trend Magic |
| SUI | -11.3% | +153.7% | Trend Magic |
| THETA | -55.5% | +483.3% | Trend Magic |
| TIA | -54.9% | +203.8% | Trend Magic |
| TON | -15.5% | -5.4% | Trend Magic |
| TRX | -25.3% | +114.1% | Trend Magic |
| UNI | -64.3% | +188.3% | Trend Magic |
| VET | -45.4% | +270.4% | Trend Magic |
| WIF | +14.1% | +189.9% | Trend Magic |
| XLM | -35.8% | +136.5% | Trend Magic |
| XRP | -20.3% | +182.4% | Trend Magic |
| XTZ | -71.1% | +11.0% | Trend Magic |
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.