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 survive on Binance (the cheapest of the four). Each strategy was tested on 10 coins with the same parameters across all four exchanges.
| Strategy | Claimed | Zero-fee | Binance | Kraken | Coinbase | Gemini | Trades |
|---|---|---|---|---|---|---|---|
| Supertrend + MACD | 11.6% annual | +$9,330 | -$3,608 | -$6,865 | -$9,508 | -$9,047 | 3,799 |
| Donchian Breakout (50) | Long-term trend | +$6,664 | -$3,797 | -$6,991 | -$9,499 | -$9,029 | 3,730 |
| EMA+RSI+MACD Combo | Multi-confirm | +$6,579 | -$4,534 | -$7,364 | -$9,509 | -$9,173 | 3,633 |
| Triple EMA (9/21/55) | Trend filter | +$5,421 | -$4,946 | -$7,736 | -$9,511 | -$9,264 | 3,888 |
| Donchian Breakout (20) | Turtle Trading | +$5,262 | -$7,096 | -$9,008 | -$9,508 | -$9,507 | 5,879 |
| Keltner Channel Breakout | Volatility break | +$4,627 | -$6,769 | -$8,818 | -$9,505 | -$9,496 | 5,143 |
| BB Squeeze + Momentum | Squeeze play | +$3,738 | -$4,669 | -$7,324 | -$9,460 | -$9,028 | 3,204 |
| Golden/Death Cross | Classic signal | +$3,468 | -$659 | -$2,439 | -$7,049 | -$4,989 | 1,108 |
| EMA Cross (13/48) | 66% WR | +$3,137 | -$4,260 | -$6,925 | -$9,463 | -$8,866 | 3,119 |
| Williams %R | Reversal signal | +$959 | -$9,198 | -$9,506 | -$9,507 | -$9,507 | 8,878 |
| Supertrend | 67% WR, 11%/trade | +$876 | -$7,907 | -$9,302 | -$9,506 | -$9,504 | 6,062 |
| RSI + EMA Trend | Trend pullback | +$200 | +$153 | +$121 | -$42 | +$50 | 14 |
| MACD Crossover | Beats B&H | -$985 | -$8,862 | -$9,499 | -$9,503 | -$9,504 | 7,500 |
| MACD + ADX Filter | Trend filter | -$1,423 | -$7,777 | -$9,121 | -$9,505 | -$9,504 | 5,099 |
| Parabolic SAR | Trailing system | -$1,739 | -$9,239 | -$9,504 | -$9,507 | -$9,506 | 8,289 |
| RSI Divergence (7) | Hidden divergence | -$3,222 | -$8,059 | -$9,134 | -$9,509 | -$9,505 | 4,629 |
| Stochastic Oversold | 73% WR | -$3,235 | -$8,648 | -$9,448 | -$9,506 | -$9,507 | 5,708 |
| Mean Reversion (SMA20) | Revert to mean | -$3,921 | -$7,155 | -$8,291 | -$9,401 | -$9,106 | 3,850 |
| RSI Oversold/Overbought | 70% WR | -$4,117 | -$7,300 | -$8,474 | -$9,502 | -$9,319 | 3,067 |
| BB + RSI | 67% WR | -$5,493 | -$8,146 | -$8,915 | -$9,507 | -$9,433 | 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: