Updated 2026-10-01 · refreshed monthly
Bollinger Reversion vs SMA Breakout
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.
Bollinger Reversion wins this matchup 33–17 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.
Bollinger Reversion🏆
- Coins won (full-period return)
- 33
- Median out-of-sample Sharpe
- -0.08
- Coins where OOS Sharpe stayed positive
- 17
- Median return
- -3.4%
- Median max drawdown
- -10.1%
SMA Breakout
- Coins won (full-period return)
- 17
- Median out-of-sample Sharpe
- -0.27
- Coins where OOS Sharpe stayed positive
- 12
- Median return
- -21.8%
- Median max drawdown
- -44.8%
Coin by coin
| Coin | Bollinger Reversion | SMA Breakout | Winner |
|---|---|---|---|
| AAVE | -5.2% | -21.9% | Bollinger Reversion |
| ADA | -8.1% | -16.5% | Bollinger Reversion |
| ALGO | +0.3% | -57.4% | Bollinger Reversion |
| APT | +5.5% | +23.3% | SMA Breakout |
| ARB | +0.0% | -25.5% | Bollinger Reversion |
| ATOM | -5.0% | -39.5% | Bollinger Reversion |
| AVAX | -8.4% | -28.8% | Bollinger Reversion |
| AXS | -12.0% | +322.1% | SMA Breakout |
| BNB | +3.4% | -29.2% | Bollinger Reversion |
| BTC | -6.7% | -38.4% | Bollinger Reversion |
| DOGE | +9.8% | +183.9% | SMA Breakout |
| DOT | -2.0% | -39.2% | Bollinger Reversion |
| EGLD | -9.8% | +29.1% | SMA Breakout |
| ETC | -11.3% | -39.1% | Bollinger Reversion |
| ETH | -6.0% | -47.4% | Bollinger Reversion |
| FET | -2.7% | +235.9% | SMA Breakout |
| FIL | +1.1% | -58.8% | Bollinger Reversion |
| FLOW | -4.4% | -47.5% | Bollinger Reversion |
| GRT | -17.3% | -54.0% | Bollinger Reversion |
| HBAR | -15.8% | -30.2% | Bollinger Reversion |
| ICP | +2.6% | +15.2% | SMA Breakout |
| IMX | -4.1% | +112.9% | SMA Breakout |
| INJ | +4.0% | +196.5% | SMA Breakout |
| JUP | -3.7% | +4.9% | SMA Breakout |
| LDO | +6.8% | +37.0% | SMA Breakout |
| LINK | +5.7% | -45.8% | Bollinger Reversion |
| LTC | -6.4% | -35.3% | Bollinger Reversion |
| MANA | -3.1% | -52.0% | Bollinger Reversion |
| MATIC | -13.8% | -30.0% | Bollinger Reversion |
| MKR | -10.0% | -16.6% | Bollinger Reversion |
| NEAR | -2.3% | -3.9% | Bollinger Reversion |
| OP | -13.8% | +132.2% | SMA Breakout |
| PEPE | +4.0% | +32.9% | SMA Breakout |
| RENDER | -6.4% | -13.4% | Bollinger Reversion |
| RUNE | +3.0% | +96.7% | SMA Breakout |
| SAND | -0.0% | -37.4% | Bollinger Reversion |
| SEI | +2.1% | +0.8% | Bollinger Reversion |
| SHIB | -0.6% | -34.6% | Bollinger Reversion |
| SOL | +1.8% | -44.1% | Bollinger Reversion |
| SUI | -1.8% | +76.1% | SMA Breakout |
| THETA | -4.0% | -30.7% | Bollinger Reversion |
| TIA | +1.0% | -21.8% | Bollinger Reversion |
| TON | -7.2% | -23.2% | Bollinger Reversion |
| TRX | -5.5% | -4.3% | SMA Breakout |
| UNI | -0.0% | -39.6% | Bollinger Reversion |
| VET | -10.6% | -70.8% | Bollinger Reversion |
| WIF | -6.8% | -2.1% | SMA Breakout |
| XLM | +1.6% | -10.4% | Bollinger Reversion |
| XRP | +18.4% | -21.1% | Bollinger Reversion |
| XTZ | -14.1% | +23.4% | SMA Breakout |
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.