Updated 2026-08-01 · refreshed monthly
Bollinger Reversion vs Fair Value Gap (SMC)
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.
Fair Value Gap (SMC) wins this matchup 48–2 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)
- 2
- Median out-of-sample Sharpe
- -0.11
- Coins where OOS Sharpe stayed positive
- 18
- Median return
- -4.1%
- Median max drawdown
- -9.9%
Fair Value Gap (SMC)🏆
- Coins won (full-period return)
- 48
- Median out-of-sample Sharpe
- 0.26
- Coins where OOS Sharpe stayed positive
- 38
- Median return
- +377.2%
- Median max drawdown
- -35.3%
Coin by coin
| Coin | Bollinger Reversion | Fair Value Gap (SMC) | Winner |
|---|---|---|---|
| AAVE | -5.2% | +1909.5% | Fair Value Gap (SMC) |
| ADA | -8.1% | +489.3% | Fair Value Gap (SMC) |
| ALGO | +0.3% | +435.4% | Fair Value Gap (SMC) |
| APT | +1.6% | +271.5% | Fair Value Gap (SMC) |
| ARB | -1.2% | +131.5% | Fair Value Gap (SMC) |
| ATOM | -6.7% | +28.4% | Fair Value Gap (SMC) |
| AVAX | -8.9% | +2181.9% | Fair Value Gap (SMC) |
| AXS | -12.0% | +120.6% | Fair Value Gap (SMC) |
| BNB | +3.4% | +268.6% | Fair Value Gap (SMC) |
| BTC | -6.7% | -62.5% | Bollinger Reversion |
| DOGE | +9.8% | +2058.0% | Fair Value Gap (SMC) |
| DOT | -2.0% | +96.2% | Fair Value Gap (SMC) |
| EGLD | -9.8% | +203.7% | Fair Value Gap (SMC) |
| ETC | -11.3% | +229.4% | Fair Value Gap (SMC) |
| ETH | -6.0% | +55.3% | Fair Value Gap (SMC) |
| FET | -4.1% | +9397.1% | Fair Value Gap (SMC) |
| FIL | +3.3% | +70.7% | Fair Value Gap (SMC) |
| FLOW | -4.4% | +266.4% | Fair Value Gap (SMC) |
| GRT | -17.3% | +496.3% | Fair Value Gap (SMC) |
| HBAR | -15.8% | +156.9% | Fair Value Gap (SMC) |
| ICP | +3.8% | +689.2% | Fair Value Gap (SMC) |
| IMX | -5.0% | +1487.5% | Fair Value Gap (SMC) |
| INJ | +5.1% | +654.2% | Fair Value Gap (SMC) |
| JUP | -2.6% | +16.8% | Fair Value Gap (SMC) |
| LDO | +4.3% | +505.3% | Fair Value Gap (SMC) |
| LINK | +5.7% | -6.1% | Bollinger Reversion |
| LTC | -6.4% | +66.5% | Fair Value Gap (SMC) |
| MANA | -2.1% | +5394.2% | Fair Value Gap (SMC) |
| MATIC | -13.8% | +342.7% | Fair Value Gap (SMC) |
| MKR | -10.0% | +407.9% | Fair Value Gap (SMC) |
| NEAR | -4.1% | +4830.9% | Fair Value Gap (SMC) |
| OP | -14.1% | +579.9% | Fair Value Gap (SMC) |
| PEPE | +2.2% | +1604.3% | Fair Value Gap (SMC) |
| RENDER | -6.4% | +194.0% | Fair Value Gap (SMC) |
| RUNE | +2.7% | +704.3% | Fair Value Gap (SMC) |
| SAND | -1.0% | +3895.5% | Fair Value Gap (SMC) |
| SEI | +3.0% | +404.8% | Fair Value Gap (SMC) |
| SHIB | -0.6% | +1161.2% | Fair Value Gap (SMC) |
| SOL | -0.1% | +96.5% | Fair Value Gap (SMC) |
| SUI | -3.6% | +112.2% | Fair Value Gap (SMC) |
| THETA | -5.8% | +391.4% | Fair Value Gap (SMC) |
| TIA | +2.1% | +173.6% | Fair Value Gap (SMC) |
| TON | -7.2% | +9.1% | Fair Value Gap (SMC) |
| TRX | -7.3% | +41.7% | Fair Value Gap (SMC) |
| UNI | +1.1% | +910.4% | Fair Value Gap (SMC) |
| VET | -10.6% | +1051.1% | Fair Value Gap (SMC) |
| WIF | -5.8% | +210.8% | Fair Value Gap (SMC) |
| XLM | +2.7% | +810.6% | Fair Value Gap (SMC) |
| XRP | +16.1% | +699.6% | Fair Value Gap (SMC) |
| XTZ | -14.1% | +362.9% | Fair Value Gap (SMC) |
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.