Updated 2026-10-01 · 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
- -0.47
- Coins where OOS Sharpe stayed positive
- 9
- Median return
- -32.5%
- Median max drawdown
- -56.8%
Trend Magic🏆
- Coins won (full-period return)
- 47
- Median out-of-sample Sharpe
- 0.27
- Coins where OOS Sharpe stayed positive
- 32
- Median return
- +110.8%
- Median max drawdown
- -35.5%
Coin by coin
| Coin | ATR Volatility Breakout | Trend Magic | Winner |
|---|---|---|---|
| AAVE | -6.2% | +787.4% | Trend Magic |
| ADA | -1.4% | +59.3% | Trend Magic |
| ALGO | -60.3% | +46.3% | Trend Magic |
| APT | -29.4% | -22.6% | Trend Magic |
| ARB | -38.0% | -3.8% | Trend Magic |
| ATOM | -63.6% | +178.4% | Trend Magic |
| AVAX | -20.9% | +99.2% | Trend Magic |
| AXS | +137.7% | -6.6% | ATR Volatility Breakout |
| BNB | -47.5% | -49.9% | ATR Volatility Breakout |
| BTC | -57.1% | -69.5% | ATR Volatility Breakout |
| DOGE | -52.3% | +33.7% | Trend Magic |
| DOT | -42.0% | -34.8% | Trend Magic |
| EGLD | -3.0% | +110.9% | Trend Magic |
| ETC | -60.4% | +217.7% | Trend Magic |
| ETH | -36.3% | +4.5% | Trend Magic |
| FET | -21.1% | +1021.4% | Trend Magic |
| FIL | -77.0% | +11.2% | Trend Magic |
| FLOW | -33.5% | +110.7% | Trend Magic |
| GRT | -54.1% | +344.5% | Trend Magic |
| HBAR | -44.1% | +73.6% | Trend Magic |
| ICP | -13.1% | +82.4% | Trend Magic |
| IMX | +34.1% | +679.7% | Trend Magic |
| INJ | -47.5% | +199.8% | Trend Magic |
| JUP | -8.6% | +81.4% | Trend Magic |
| LDO | -5.0% | +209.5% | Trend Magic |
| LINK | -56.1% | +112.4% | Trend Magic |
| LTC | -31.4% | +16.9% | Trend Magic |
| MANA | -26.3% | +590.0% | Trend Magic |
| MATIC | +18.4% | +244.6% | Trend Magic |
| MKR | -21.6% | +213.2% | Trend Magic |
| NEAR | +54.0% | +312.2% | Trend Magic |
| OP | -20.4% | +172.9% | Trend Magic |
| PEPE | +14.0% | +71.8% | Trend Magic |
| RENDER | -12.8% | +46.3% | Trend Magic |
| RUNE | +28.9% | +175.3% | Trend Magic |
| SAND | -71.2% | +746.4% | Trend Magic |
| SEI | -52.5% | +57.7% | Trend Magic |
| SHIB | -51.6% | +81.2% | Trend Magic |
| SOL | -39.8% | +0.9% | Trend Magic |
| SUI | -9.7% | +168.3% | Trend Magic |
| THETA | -54.5% | +590.3% | Trend Magic |
| TIA | -54.1% | +230.0% | Trend Magic |
| TON | -15.5% | -5.4% | Trend Magic |
| TRX | -25.7% | +109.7% | Trend Magic |
| UNI | -64.3% | +213.1% | Trend Magic |
| VET | -45.9% | +283.4% | Trend Magic |
| WIF | +19.7% | +233.9% | Trend Magic |
| XLM | -37.0% | +169.3% | Trend Magic |
| XRP | -14.6% | +202.1% | Trend Magic |
| XTZ | -64.0% | +25.1% | 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.