Multi-Coin Scanner
Runs one strategy across many coins with a walk-forward split: the in-sample segment is where an edge would have been discovered, the out-of-sample segment is scored blind. Results are ranked by OOS Sharpe and summarized by how many coins stay profitable — a formula that only works on one cherry-picked chart is noise. Note the coin list itself is today's survivors, so historical results carry survivorship bias.
Signals are computed once per coin over the full window and sliced at the split date; the OOS simulation starts flat with full warmup history, exactly like an account funded on that day.
Scan the Bollinger Breakout strategy across every coin
Crypto breakouts cluster: when volatility expands, many coins break their upper Bollinger band at once — but follow-through is uneven. This scan runs the band-breakout rule — long on a close above the 20-bar +2σ band, out at the mid band — across the whole universe with each coin split walk-forward.
The out-of-sample ranking shows which coins actually followed through after the in-sample cut, and the summary counts how many stayed profitable. Comparing OOS Sharpe across the board separates a genuine volatility-expansion regime from a handful of lucky squeezes.
How it works
- Pick an interval, the coin universe (majors or all) and the walk-forward split.
- The strategy formula loads into the editor, fully editable.
- Set fees and slippage, then scan — every coin is backtested with the same rules.
- Rank by out-of-sample Sharpe, return, drawdown or win rate.
Frequently asked questions
What in-sample vs out-of-sample means for breakout scans?
In-sample (IS) metrics cover the first segment of each coin's history, where parameters would effectively have been chosen; out-of-sample (OOS) metrics cover the later, held-out segment scored blind. For breakout strategies the OOS numbers are the ones that matter — bands are prone to overfitting in quiet data.
Can I tighten or loosen the bands in the scan?
Yes — the formula is editable. Change the 2 multiplier, the 20-bar period, or swap the mid-band exit for the lower band, and rescan the universe; every coin is re-evaluated with your exact rules on the same walk-forward split.
More multi-coin scanner pages
MA Cross 5/20 · MACD Cross · RSI 30/70 · KDJ Cross · Donchian 20/10