Strategy shootout
20 popular strategies, tested with real fees and without.
Every popular strategy you've seen on YouTube, in a course, or in a trading book has a beautiful zero-fee backtest somewhere. We ran 20 of them on 3 years of real exchange data, twice: once with a zero-fee assumption (what most backtesters show), once with real per-exchange fees on Binance, Kraken, Coinbase, and Gemini.
The gap between the two is the artifact. This is what the course-seller industry doesn't show you.
The gap is the whole story. Of 20 popular strategies, 12 look profitable under zero-fee assumptions. Once real exchange fees apply, only 1 survives on Binance (the cheapest of the four). Each strategy was tested on 10 coins with the same parameters across all four exchanges.
Dollar P&L per $1,000 simulated per coin, averaged across 10 coins.
| Strategy | Claimed | Zero-fee | Binance | Kraken | Coinbase | Gemini | Trades |
|---|---|---|---|---|---|---|---|
| Supertrend + MACD | 11.6% annual | +$933 | -$361 | -$686 | -$951 | -$905 | 3,799 |
| Donchian Breakout (50) | Long-term trend | +$666 | -$380 | -$699 | -$950 | -$903 | 3,730 |
| EMA+RSI+MACD Combo | Multi-confirm | +$658 | -$453 | -$736 | -$951 | -$917 | 3,633 |
| Triple EMA (9/21/55) | Trend filter | +$542 | -$495 | -$774 | -$951 | -$926 | 3,888 |
| Donchian Breakout (20) | Turtle Trading | +$526 | -$710 | -$901 | -$951 | -$951 | 5,879 |
| Keltner Channel Breakout | Volatility break | +$463 | -$677 | -$882 | -$950 | -$950 | 5,143 |
| BB Squeeze + Momentum | Squeeze play | +$374 | -$467 | -$732 | -$946 | -$903 | 3,204 |
| Golden/Death Cross | Classic signal | +$347 | -$66 | -$244 | -$705 | -$499 | 1,108 |
| EMA Cross (13/48) | 66% WR | +$314 | -$426 | -$692 | -$946 | -$887 | 3,119 |
| Williams %R | Reversal signal | +$96 | -$920 | -$951 | -$951 | -$951 | 8,878 |
| Supertrend | 67% WR, 11%/trade | +$88 | -$791 | -$930 | -$951 | -$950 | 6,062 |
| RSI + EMA Trend | Trend pullback | +$20 | +$15 | +$12 | -$4 | +$5 | 14 |
| MACD Crossover | Beats B&H | -$98 | -$886 | -$950 | -$950 | -$950 | 7,500 |
| MACD + ADX Filter | Trend filter | -$142 | -$778 | -$912 | -$950 | -$950 | 5,099 |
| Parabolic SAR | Trailing system | -$174 | -$924 | -$950 | -$951 | -$951 | 8,289 |
| RSI Divergence (7) | Hidden divergence | -$322 | -$806 | -$913 | -$951 | -$950 | 4,629 |
| Stochastic Oversold | 73% WR | -$323 | -$865 | -$945 | -$951 | -$951 | 5,708 |
| Mean Reversion (SMA20) | Revert to mean | -$392 | -$715 | -$829 | -$940 | -$911 | 3,850 |
| RSI Oversold/Overbought | 70% WR | -$412 | -$730 | -$847 | -$950 | -$932 | 3,067 |
| BB + RSI | 67% WR | -$549 | -$815 | -$891 | -$951 | -$943 | 3,316 |
Methodology
Each strategy was implemented from its public source (course materials, YouTube tutorials, popular books) using the parameters those sources recommended. Same parameters across all four exchanges. 3 years of historical data from each exchange's API. 10 coins per strategy. Position sizing: equal-dollar per trade.
Fees applied:per-exchange taker fee (Binance 0.10%, Kraken 0.26%, Coinbase 0.40%, Gemini 0.40% pre-tier) plus realized L2 spread sampled from each exchange's order book at trade time. The zero-fee column applies neither — it's what the marketing material implies.
Every strategy in this table is a strategy the public-facing source claimed was profitable. The methodology has not been tweaked to make any specific strategy look bad. Run any of them through /prove yourself and the engine will give you the same diagnosis.
Last updated: 2026-04-09 (UTC). Data refreshes when new strategies are added or fee schedules change.
Test your own strategy against this same engine: