Updated 2026-07-09 · 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 34–16 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.
Bollinger Reversion🏆
- Coins won (full-period return)
- 34
- Median out-of-sample Sharpe
- -0.17
- Coins where OOS Sharpe stayed positive
- 19
- Median return
- -4.6%
- Median max drawdown
- -9.9%
SMA Breakout
- Coins won (full-period return)
- 16
- Median out-of-sample Sharpe
- -0.46
- Coins where OOS Sharpe stayed positive
- 12
- Median return
- -24.0%
- Median max drawdown
- -44.3%
Coin by coin
| Coin | Bollinger Reversion | SMA Breakout | Winner |
|---|---|---|---|
| AAVE | -5.2% | -34.2% | Bollinger Reversion |
| ADA | -8.1% | -19.8% | Bollinger Reversion |
| ALGO | +0.3% | -61.5% | Bollinger Reversion |
| APT | +1.6% | +2.9% | SMA Breakout |
| ARB | -0.8% | -30.4% | Bollinger Reversion |
| ATOM | -5.7% | -41.7% | Bollinger Reversion |
| AVAX | -10.6% | -23.9% | Bollinger Reversion |
| AXS | -10.1% | +345.8% | SMA Breakout |
| BNB | +3.4% | -25.8% | Bollinger Reversion |
| BTC | -6.7% | -40.6% | Bollinger Reversion |
| DOGE | +7.7% | +203.2% | SMA Breakout |
| DOT | -2.0% | -40.3% | Bollinger Reversion |
| EGLD | -9.8% | +28.4% | SMA Breakout |
| ETC | -10.4% | -36.2% | Bollinger Reversion |
| ETH | -6.0% | -54.8% | Bollinger Reversion |
| FET | -6.4% | +192.6% | SMA Breakout |
| FIL | +3.3% | -60.5% | Bollinger Reversion |
| FLOW | -5.5% | -54.0% | Bollinger Reversion |
| GRT | -16.4% | -58.0% | Bollinger Reversion |
| HBAR | -15.8% | -26.3% | Bollinger Reversion |
| ICP | +3.8% | +18.7% | SMA Breakout |
| IMX | -5.0% | +101.4% | SMA Breakout |
| INJ | +5.1% | +175.1% | SMA Breakout |
| JUP | -2.6% | -2.0% | SMA Breakout |
| LDO | +4.3% | +21.6% | SMA Breakout |
| LINK | +5.7% | -45.5% | Bollinger Reversion |
| LTC | -6.4% | -41.7% | Bollinger Reversion |
| MANA | -1.1% | -52.4% | Bollinger Reversion |
| MATIC | -13.8% | -30.0% | Bollinger Reversion |
| MKR | -10.0% | -16.6% | Bollinger Reversion |
| NEAR | -4.1% | -12.7% | Bollinger Reversion |
| OP | -13.0% | +134.8% | SMA Breakout |
| PEPE | +2.2% | +27.7% | SMA Breakout |
| RENDER | -5.3% | -16.6% | Bollinger Reversion |
| RUNE | +2.7% | +86.2% | SMA Breakout |
| SAND | +0.1% | -35.9% | Bollinger Reversion |
| SEI | +3.0% | +0.5% | Bollinger Reversion |
| SHIB | -1.1% | -39.9% | Bollinger Reversion |
| SOL | -0.1% | -45.8% | Bollinger Reversion |
| SUI | -3.6% | +69.1% | SMA Breakout |
| THETA | -5.8% | -31.1% | Bollinger Reversion |
| TIA | +2.1% | -24.1% | Bollinger Reversion |
| TON | -7.2% | -23.2% | Bollinger Reversion |
| TRX | -7.3% | -2.4% | SMA Breakout |
| UNI | +1.1% | -43.0% | Bollinger Reversion |
| VET | -10.6% | -69.3% | Bollinger Reversion |
| WIF | -5.8% | -6.3% | Bollinger Reversion |
| XLM | +2.7% | -11.3% | Bollinger Reversion |
| XRP | +16.1% | -29.7% | Bollinger Reversion |
| XTZ | -13.1% | +24.3% | 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.