Updated 2026-08-01 · 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 36–14 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)
- 36
- Median out-of-sample Sharpe
- -0.11
- Coins where OOS Sharpe stayed positive
- 18
- Median return
- -4.1%
- Median max drawdown
- -9.9%
SMA Breakout
- Coins won (full-period return)
- 14
- Median out-of-sample Sharpe
- -0.48
- Coins where OOS Sharpe stayed positive
- 8
- Median return
- -25.9%
- Median max drawdown
- -44.6%
Coin by coin
| Coin | Bollinger Reversion | SMA Breakout | Winner |
|---|---|---|---|
| AAVE | -5.2% | -35.5% | Bollinger Reversion |
| ADA | -8.1% | -22.9% | Bollinger Reversion |
| ALGO | +0.3% | -62.5% | Bollinger Reversion |
| APT | +1.6% | -3.8% | Bollinger Reversion |
| ARB | -1.2% | -30.4% | Bollinger Reversion |
| ATOM | -6.7% | -41.7% | Bollinger Reversion |
| AVAX | -8.9% | -28.6% | Bollinger Reversion |
| AXS | -12.0% | +345.8% | SMA Breakout |
| BNB | +3.4% | -27.7% | Bollinger Reversion |
| BTC | -6.7% | -41.2% | Bollinger Reversion |
| DOGE | +9.8% | +188.4% | SMA Breakout |
| DOT | -2.0% | -42.8% | Bollinger Reversion |
| EGLD | -9.8% | +28.4% | SMA Breakout |
| ETC | -11.3% | -40.1% | Bollinger Reversion |
| ETH | -6.0% | -54.8% | Bollinger Reversion |
| FET | -4.1% | +181.3% | SMA Breakout |
| FIL | +3.3% | -60.7% | Bollinger Reversion |
| FLOW | -4.4% | -50.6% | Bollinger Reversion |
| GRT | -17.3% | -58.0% | Bollinger Reversion |
| HBAR | -15.8% | -28.6% | Bollinger Reversion |
| ICP | +3.8% | +15.2% | SMA Breakout |
| IMX | -5.0% | +96.9% | SMA Breakout |
| INJ | +5.1% | +161.1% | SMA Breakout |
| JUP | -2.6% | -3.7% | Bollinger Reversion |
| LDO | +4.3% | +21.6% | SMA Breakout |
| LINK | +5.7% | -47.3% | Bollinger Reversion |
| LTC | -6.4% | -41.7% | Bollinger Reversion |
| MANA | -2.1% | -52.4% | Bollinger Reversion |
| MATIC | -13.8% | -30.0% | Bollinger Reversion |
| MKR | -10.0% | -16.6% | Bollinger Reversion |
| NEAR | -4.1% | -11.8% | Bollinger Reversion |
| OP | -14.1% | +133.7% | SMA Breakout |
| PEPE | +2.2% | +26.0% | SMA Breakout |
| RENDER | -6.4% | -16.6% | Bollinger Reversion |
| RUNE | +2.7% | +85.9% | SMA Breakout |
| SAND | -1.0% | -37.0% | Bollinger Reversion |
| SEI | +3.0% | +0.5% | Bollinger Reversion |
| SHIB | -0.6% | -33.6% | Bollinger Reversion |
| SOL | -0.1% | -46.3% | Bollinger Reversion |
| SUI | -3.6% | +67.8% | 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% | -4.0% | SMA Breakout |
| UNI | +1.1% | -43.0% | Bollinger Reversion |
| VET | -10.6% | -70.0% | Bollinger Reversion |
| WIF | -5.8% | -7.3% | Bollinger Reversion |
| XLM | +2.7% | -14.0% | Bollinger Reversion |
| XRP | +16.1% | -31.4% | Bollinger Reversion |
| XTZ | -14.1% | +17.7% | 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.