Updated 2026-10-01 · 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 48–1 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)
- 1
- Median out-of-sample Sharpe
- -0.08
- Coins where OOS Sharpe stayed positive
- 17
- Median return
- -3.4%
- Median max drawdown
- -10.1%
Fair Value Gap (SMC)🏆
- Coins won (full-period return)
- 48
- Median out-of-sample Sharpe
- 0.39
- Coins where OOS Sharpe stayed positive
- 38
- Median return
- +375.3%
- Median max drawdown
- -35.6%
1 coins were ties (return gap under 0.5 points).
Coin by coin
| Coin | Bollinger Reversion | Fair Value Gap (SMC) | Winner |
|---|---|---|---|
| AAVE | -5.2% | +1934.6% | Fair Value Gap (SMC) |
| ADA | -8.1% | +562.6% | Fair Value Gap (SMC) |
| ALGO | +0.3% | +452.6% | Fair Value Gap (SMC) |
| APT | +5.5% | +271.2% | Fair Value Gap (SMC) |
| ARB | +0.0% | +154.0% | Fair Value Gap (SMC) |
| ATOM | -5.0% | +27.9% | Fair Value Gap (SMC) |
| AVAX | -8.4% | +2798.6% | Fair Value Gap (SMC) |
| AXS | -12.0% | +104.4% | Fair Value Gap (SMC) |
| BNB | +3.4% | +262.0% | Fair Value Gap (SMC) |
| BTC | -6.7% | -64.0% | Bollinger Reversion |
| DOGE | +9.8% | +2237.7% | Fair Value Gap (SMC) |
| DOT | -2.0% | +125.4% | Fair Value Gap (SMC) |
| EGLD | -9.8% | +192.8% | Fair Value Gap (SMC) |
| ETC | -11.3% | +286.8% | Fair Value Gap (SMC) |
| ETH | -6.0% | +54.4% | Fair Value Gap (SMC) |
| FET | -2.7% | +8335.3% | Fair Value Gap (SMC) |
| FIL | +1.1% | +59.4% | Fair Value Gap (SMC) |
| FLOW | -4.4% | +283.1% | Fair Value Gap (SMC) |
| GRT | -17.3% | +526.6% | Fair Value Gap (SMC) |
| HBAR | -15.8% | +177.9% | Fair Value Gap (SMC) |
| ICP | +2.6% | +838.7% | Fair Value Gap (SMC) |
| IMX | -4.1% | +1451.6% | Fair Value Gap (SMC) |
| INJ | +4.0% | +659.1% | Fair Value Gap (SMC) |
| JUP | -3.7% | +19.6% | Fair Value Gap (SMC) |
| LDO | +6.8% | +524.6% | Fair Value Gap (SMC) |
| LINK | +5.7% | +6.2% | — |
| LTC | -6.4% | +81.0% | Fair Value Gap (SMC) |
| MANA | -3.1% | +5438.8% | Fair Value Gap (SMC) |
| MATIC | -13.8% | +342.7% | Fair Value Gap (SMC) |
| MKR | -10.0% | +407.9% | Fair Value Gap (SMC) |
| NEAR | -2.3% | +6105.1% | Fair Value Gap (SMC) |
| OP | -13.8% | +640.1% | Fair Value Gap (SMC) |
| PEPE | +4.0% | +2212.5% | Fair Value Gap (SMC) |
| RENDER | -6.4% | +215.1% | Fair Value Gap (SMC) |
| RUNE | +3.0% | +769.2% | Fair Value Gap (SMC) |
| SAND | -0.0% | +4267.6% | Fair Value Gap (SMC) |
| SEI | +2.1% | +454.2% | Fair Value Gap (SMC) |
| SHIB | -0.6% | +1305.8% | Fair Value Gap (SMC) |
| SOL | +1.8% | +83.7% | Fair Value Gap (SMC) |
| SUI | -1.8% | +159.7% | Fair Value Gap (SMC) |
| THETA | -4.0% | +460.1% | Fair Value Gap (SMC) |
| TIA | +1.0% | +204.5% | Fair Value Gap (SMC) |
| TON | -7.2% | +9.1% | Fair Value Gap (SMC) |
| TRX | -5.5% | +46.5% | Fair Value Gap (SMC) |
| UNI | -0.0% | +1070.0% | Fair Value Gap (SMC) |
| VET | -10.6% | +1275.7% | Fair Value Gap (SMC) |
| WIF | -6.8% | +243.8% | Fair Value Gap (SMC) |
| XLM | +1.6% | +847.4% | Fair Value Gap (SMC) |
| XRP | +18.4% | +698.6% | Fair Value Gap (SMC) |
| XTZ | -14.1% | +333.1% | 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.