Since 2022 Sort Finance

Trading Strategies That Win

Trade the strategies that actually make money — and skip the ones that quietly lose it

52
Strategies
68
Best
47
Median
16
Worst
Rank Strategy Family Score
01 WMA 20 50 200 Stack Trend 68 Open
02 WMA 20 50 200 Early Stack Trend 68 Open
03 WMA 20 50 Crossover Trend 65 Open
04 WMA 20 200 Crossover Trend 64 Open
05 Golden Cross 50 200 Trend 63 Open
06 EMA 20 50 Crossover Trend 62 Open
07 SMA 20 50 Crossover Trend 62 Open
08 Faber Timing Model Trend 61 Open
09 MACD Zero Cross Trend 60 Open
10 WMA 13 21 34 Stack Trend 58 Open
11 CCI Trend Momentum 56 Open
12 EMA 9 21 Crossover Trend 56 Open
13 Ichimoku Cloud Breakout Trend 56 Open
14 Ichimoku TK Cross Trend 56 Open
15 Turtle Breakout 55 20 Breakout 56 Open
16 Aroon Crossover Trend 55 Open
17 Donchian Breakout Breakout 54 Open
18 Dual Momentum 90 252 Momentum 54 Open
19 WMA 20 50 ATR Trailing Stop Trend 54 Open
20 Keltner Channel Breakout Breakout 52 Open
21 WMA 7 20 50 Stack Trend 52 Open
22 Time Series Momentum 252 Momentum 50 Open
23 Skip Month Momentum Momentum 49 Open
24 Time Series Momentum Momentum 49 Open
25 Turtle Breakout Breakout 48 Open
26 Connors RSI 2 Mean reversion 47 Open
27 Double 7 Mean reversion 47 Open
28 High Watermark Momentum Momentum 46 Open
29 MACD Trend Filtered Cross Trend 44 Open
30 MACD Signal Crossover Trend 44 Open
31 WMA 20 50 Proximity Crossover Trend 42 Open
32 ADX DMI Trend Trend 40 Open
33 WMA 50 Price Cross Trend 40 Open
34 VWAP Cross Trend 36 Open
35 Parabolic SAR Trend 34 Open
36 OBV Trend Momentum 33 Open
37 Price WMA 20 Crossover Trend 33 Open
38 RSI WMA Crossover Trend 30 Open
39 WMA 20 50 ADX Filtered Trend 29 Open
40 Bollinger Mean Reversion Mean reversion 28 Open
41 MFI Reversal Mean reversion 28 Open
42 RSI Oversold Overbought Mean reversion 28 Open
43 Bollinger Band To Band Mean reversion 26 Open
44 Bollinger Squeeze Breakout Breakout 26 Open
45 Momentum WMA Crossover Momentum 26 Open
46 Stochastic Oscillator Mean reversion 26 Open
47 MACD Histogram Turn Momentum 25 Open
48 Green Candle Follow Momentum 22 Open
49 Williams R Mean reversion 22 Open
50 Support Resistance Bounce Mean reversion 20 Open
51 WMA 20 50 200 Short Stack Trend 18 Open
52 WMA 20 50 Short Crossover Trend 16 Open

Beats Hold

  1. WMA 20 50 Crossover 76
  2. WMA 20 50 200 Early Stack 75
  3. WMA 20 200 Crossover 75
  4. WMA 20 50 200 Stack 73
  5. EMA 20 50 Crossover 72
  6. MACD Zero Cross 70
  7. SMA 20 50 Crossover 68
  8. Faber Timing Model 66

Risk Adjusted

  1. WMA 20 50 200 Stack 59
  2. WMA 20 50 200 Early Stack 59
  3. WMA 20 50 Crossover 56
  4. WMA 20 200 Crossover 55
  5. EMA 20 50 Crossover 54
  6. SMA 20 50 Crossover 54
  7. MACD Zero Cross 53
  8. Golden Cross 50 200 53

Profitability

  1. WMA 20 50 200 Early Stack 85
  2. WMA 20 50 200 Stack 85
  3. WMA 20 50 Crossover 82
  4. SMA 20 50 Crossover 80
  5. WMA 20 200 Crossover 79
  6. EMA 20 50 Crossover 79
  7. MACD Zero Cross 76
  8. Golden Cross 50 200 75

Win Rate

  1. Connors RSI 2 99
  2. Williams R 99
  3. Double 7 99
  4. Bollinger Mean Reversion 98
  5. Stochastic Oscillator 98
  6. Support Resistance Bounce 98
  7. RSI Oversold Overbought 96
  8. MFI Reversal 95

Fee Efficiency

  1. High Watermark Momentum 96
  2. Golden Cross 50 200 89
  3. WMA 20 50 ADX Filtered 88
  4. RSI Oversold Overbought 88
  5. Bollinger Squeeze Breakout 88
  6. Faber Timing Model 86
  7. MFI Reversal 84
  8. WMA 20 200 Crossover 80

Composite

  1. WMA 20 50 200 Early Stack 68
  2. WMA 20 50 200 Stack 67
  3. WMA 20 50 Crossover 65
  4. WMA 20 200 Crossover 64
  5. Golden Cross 50 200 63
  6. SMA 20 50 Crossover 63
  7. EMA 20 50 Crossover 62
  8. Faber Timing Model 61

By Category

  1. Trend n=28 49
  2. Breakout n=5 47
  3. Momentum n=10 41
  4. Mean reversion n=9 30

By Timeframe

  1. 4h n=728 52
  2. 1d n=728 51
  3. 1h n=728 40
  4. 30m n=728 32

By Market

  1. ETHUSDT n=416 50
  2. SOLUSDT n=416 48
  3. ALL n=416 44
  4. DOGEUSDT n=416 44
  5. BTCUSDT n=416 41
  6. BNBUSDT n=416 40
  7. XRPUSDT n=416 39

Best Strategy Per Symbol And Timeframe

How Scoring Works

25% Beats Hold 35% Risk Adjusted 20% Profitability 10% Win Rate 10% Fee Efficiency

Score = 0.25 Sbeats_hold + 0.35 Srisk + 0.20 Sprofit + 0.10 Swin + 0.10 Sfee

One 0–100 number per symbol × timeframe cell. Every strategy is run on every cell, on both real and resampled price history, and the total beside its name is this number averaged over all of them.

Beats Hold 25% Of The Score

Shows whether the strategy was worth running at all. A strategy that cannot beat owning the asset over the same window is an expensive way to own the asset.

Sbeats_hold = clamp0100(50 + 25 log2EnetEhold)

Compares final net equity to what simply holding the asset would have returned over the same window. 50 is break-even; every doubling versus buy-and-hold adds 25 points.

Risk Adjusted 35% Of The Score

Shows what the return cost in volatility, which is what separates a steady strategy from a lucky one. It carries the most weight of the five.

Srisk = clamp0100(55 · Sharpe + 5)

A linear read on the rolling annualized Sharpe ratio at the last trade — 0 Sharpe scores 5, roughly 1.7 Sharpe maxes out the scale.

Profitability 20% Of The Score

Shows how far the account actually grew, with no question of how it got there — the plain result a reader came for.

Sprofit = clamp0100(20 log2EnetE0)

How many times the starting cash multiplied, on a log scale — each doubling of capital is worth 20 points.

Win Rate 10% Of The Score

Shows how often the strategy was right. On its own it says little, since one large loss outweighs many small wins, which is why it is worth a tenth.

Swin = clamp0100(2.5 (W% − 20))

The share of trades that closed profitable, rescaled so a 20% win rate scores 0 and a 60% win rate maxes out the scale.

Fee Efficiency 10% Of The Score

Shows how much of the result survives the exchange. This is where a strategy that changes its mind often loses what it made.

Sfee = clamp0100(Enet/Egross − 0.40.6 × 100)

The share of the fee-free (gross) result that survives after fees — 60% survival scores 0, keeping the full gross result scores 100.