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
66
Best
46
Median
13
Worst
Rank Strategy Family Score
01 WMA 20 50 Crossover Trend 66 Open
02 SMA 20 50 Crossover Trend 64 Open
03 WMA 7 20 50 Stack Trend 64 Open
04 EMA 20 50 Crossover Trend 63 Open
05 Golden Cross 50 200 Trend 62 Open
06 WMA 20 50 200 Stack Trend 62 Open
07 WMA 20 50 200 Early Stack Trend 62 Open
08 Faber Timing Model Trend 60 Open
09 WMA 20 200 Crossover Trend 60 Open
10 CCI Trend Momentum 58 Open
11 MACD Zero Cross Trend 58 Open
12 Aroon Crossover Trend 56 Open
13 EMA 9 21 Crossover Trend 56 Open
14 Ichimoku Cloud Breakout Trend 56 Open
15 Turtle Breakout 55 20 Breakout 56 Open
16 Donchian Breakout Breakout 55 Open
17 WMA 13 21 34 Stack Trend 55 Open
18 Dual Momentum 90 252 Momentum 54 Open
19 Ichimoku TK Cross Trend 54 Open
20 WMA 20 50 ATR Trailing Stop Trend 53 Open
21 Time Series Momentum Momentum 52 Open
22 Keltner Channel Breakout Breakout 50 Open
23 Skip Month Momentum Momentum 50 Open
24 Time Series Momentum 252 Momentum 50 Open
25 Double 7 Mean reversion 47 Open
26 Connors RSI 2 Mean reversion 46 Open
27 Turtle Breakout Breakout 46 Open
28 High Watermark Momentum Momentum 44 Open
29 MACD Trend Filtered Cross Trend 44 Open
30 WMA 20 50 Proximity Crossover Trend 43 Open
31 MACD Signal Crossover Trend 41 Open
32 WMA 50 Price Cross Trend 41 Open
33 ADX DMI Trend Trend 38 Open
34 VWAP Cross Trend 36 Open
35 Parabolic SAR Trend 35 Open
36 OBV Trend Momentum 34 Open
37 Price WMA 20 Crossover Trend 32 Open
38 RSI WMA Crossover Trend 29 Open
39 RSI Oversold Overbought Mean reversion 28 Open
40 MFI Reversal Mean reversion 27 Open
41 Bollinger Mean Reversion Mean reversion 26 Open
42 Bollinger Squeeze Breakout Breakout 26 Open
43 Momentum WMA Crossover Momentum 26 Open
44 Stochastic Oscillator Mean reversion 26 Open
45 WMA 20 50 ADX Filtered Trend 26 Open
46 Bollinger Band To Band Mean reversion 25 Open
47 Williams R Mean reversion 24 Open
48 MACD Histogram Turn Momentum 23 Open
49 Support Resistance Bounce Mean reversion 22 Open
50 Green Candle Follow Momentum 21 Open
51 WMA 20 50 200 Short Stack Trend 15 Open
52 WMA 20 50 Short Crossover Trend 13 Open

Beats Hold

  1. EMA 20 50 Crossover 73
  2. WMA 20 50 Crossover 66
  3. EMA 9 21 Crossover 65
  4. Faber Timing Model 64
  5. CCI Trend 63
  6. WMA 7 20 50 Stack 62
  7. Aroon Crossover 59
  8. SMA 20 50 Crossover 59

Risk Adjusted

  1. WMA 7 20 50 Stack 66
  2. WMA 20 50 Crossover 63
  3. WMA 20 50 200 Stack 62
  4. WMA 20 50 200 Early Stack 61
  5. SMA 20 50 Crossover 60
  6. WMA 20 200 Crossover 59
  7. MACD Zero Cross 59
  8. Golden Cross 50 200 59

Profitability

  1. WMA 20 50 Crossover 81
  2. EMA 20 50 Crossover 80
  3. SMA 20 50 Crossover 78
  4. WMA 7 20 50 Stack 77
  5. MACD Zero Cross 76
  6. WMA 20 50 200 Stack 76
  7. WMA 20 50 200 Early Stack 75
  8. Ichimoku Cloud Breakout 74

Win Rate

  1. Williams R 100
  2. Connors RSI 2 99
  3. Stochastic Oscillator 99
  4. Double 7 99
  5. Support Resistance Bounce 99
  6. Bollinger Mean Reversion 98
  7. MFI Reversal 97
  8. Bollinger Band To Band 95

Fee Efficiency

  1. High Watermark Momentum 97
  2. Golden Cross 50 200 91
  3. WMA 20 50 ADX Filtered 91
  4. RSI Oversold Overbought 90
  5. Bollinger Squeeze Breakout 87
  6. MFI Reversal 87
  7. Faber Timing Model 86
  8. WMA 20 200 Crossover 84

Composite

  1. WMA 20 50 Crossover 65
  2. WMA 7 20 50 Stack 64
  3. SMA 20 50 Crossover 63
  4. EMA 20 50 Crossover 63
  5. WMA 20 50 200 Early Stack 63
  6. WMA 20 50 200 Stack 63
  7. Golden Cross 50 200 62
  8. Faber Timing Model 60

By Category

  1. Trend n=28 48
  2. Breakout n=5 47
  3. Momentum n=10 41
  4. Mean reversion n=9 30

By Timeframe

  1. 4h n=728 51
  2. 1d n=728 50
  3. 1h n=728 40
  4. 30m n=728 33

By Market

  1. SOLUSDT n=416 50
  2. DOGEUSDT n=416 46
  3. ALL n=416 45
  4. ETHUSDT n=416 44
  5. BNBUSDT n=416 43
  6. XRPUSDT n=416 39
  7. BTCUSDT n=416 37

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.