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 Capitulation Reversal strategy across every coin
Mean reversion lives or dies by which coins you fade: a panic in a healthy major often mean-reverts; a panic in a dying coin is just price discovery. This scan runs the Capitulation Reversal rule — oversold RSI, 1.5x volume expansion, upper-half close — across the whole coin universe with each coin split walk-forward.
Because the entries cluster on market-wide fear days, the out-of-sample table also shows how the strategy behaved across correlated panics at once — the regime where this style either earns its keep or gets run over.
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 does an out-of-sample Sharpe mean for a reversal strategy?
It is the risk-adjusted return computed only on the held-out segment after the walk-forward split — reversals the strategy never tuned for. Positive OOS Sharpe across a majority of coins means the panic-absorption effect, not curve-fitting, did the work.
When does Capitulation Reversal lose money?
In sustained downtrends with slow bleeding rather than climactic flushes: the entry rarely fires, and when it does, the 10-bar-low stop cuts losses quickly. The scan's drawdown column shows exactly how expensive that failure mode has been per coin.
More multi-coin scanner pages
MA Cross 5/20 · MACD Cross · RSI 30/70 · Bollinger Breakout · KDJ Cross · Donchian 20/10 · Net Flow Trend · Trend Ignition
Related tools
RSI 30/70 in the Strategy Backtester · Trend Ignition in the Strategy Backtester