Since 2022 Sort Finance

Strategy Research

Analytics of Trading and Investment Strategies

Find out which trading strategies actually work before you risk a cent. 49 popular strategies, put to the test and ranked so the winners stand out at a glance.

Strategies

Every strategy in the study, best first. Narrow it to a family, a market, a timeframe or one of the five scores and the ranking is worked out again for exactly that — so the order you are reading always answers the question you set.

Rank Strategy Family Score
01 WMA 20 50 Crossover Trend 64Open
02 Golden Cross 50 200 Trend 62Open
03 WMA 20 50 200 Early Stack Trend 61Open
04 Faber Timing Model Trend 60Open
05 WMA 20 50 200 Stack Trend 60Open
06 WMA 20 200 Crossover Trend 58Open
07 MACD Zero Cross Trend 57Open
08 Turtle Breakout 55 20 Breakout 56Open
09 WMA 13 21 34 Stack Trend 56Open
10 Ichimoku Cloud Breakout Trend 55Open
11 Aroon Crossover Trend 54Open
12 Cci Trend Momentum 54Open
13 Donchian Breakout Breakout 54Open
14 WMA 7 20 50 Stack Trend 54Open
15 Ichimoku Tk Cross Trend 53Open
16 WMA 20 50 ATR Trailing Stop Trend 52Open
17 Time Series Momentum Momentum 51Open
18 Skip Month Momentum Momentum 50Open
19 Dual Momentum 90 252 Momentum 48Open
20 Keltner Channel Breakout Breakout 48Open
21 Time Series Momentum 252 Momentum 48Open
22 Turtle Breakout Breakout 47Open
23 High Watermark Momentum Momentum 43Open
24 Adx Dmi Trend Trend 42Open
25 MACD Trend Filtered Cross Trend 41Open
26 WMA 20 50 Proximity Crossover Trend 41Open
27 MACD Signal Crossover Trend 40Open
28 WMA 50 Price Cross Trend 40Open
29 Double 7 Mean reversion 38Open
30 Connors RSI 2 Mean reversion 36Open
31 Vwap Cross Trend 36Open
32 Parabolic Sar Trend 34Open
33 Obv Trend Momentum 32Open
34 Price WMA 20 Crossover Trend 32Open
35 RSI Oversold Overbought Mean reversion 30Open
36 WMA 20 50 Adx Filtered Trend 30Open
37 Mfi Reversal Mean reversion 28Open
38 RSI WMA Crossover Trend 28Open
39 Bollinger Band To Band Mean reversion 26Open
40 Momentum WMA Crossover Momentum 26Open
41 Stochastic Oscillator Mean reversion 26Open
42 Bollinger Mean Reversion Mean reversion 25Open
43 Williams R Mean reversion 23Open
44 MACD Histogram Turn Momentum 22Open
45 Support Resistance Bounce Mean reversion 22Open
46 Bollinger Squeeze Breakout Breakout 20Open
47 Green Candle Follow Momentum 20Open
48 WMA 20 50 200 Short Stack Trend 14Open
49 WMA 20 50 Short Crossover Trend 12Open

The Scores In Detail

The same scores, cut four ways: who leads on each measure, every strategy in order, the averages by family, clock and market, and the strategy that won each market on each clock. Pick one on the strip — the four figures beside it describe the whole field whichever is showing.

49
Strategies
64
Best
41
Median
12
Worst

Beats Hold

  1. WMA 20 50 Crossover 62
  2. MACD Zero Cross 52
  3. Faber Timing Model 51
  4. WMA 20 50 200 Early Stack 51
  5. Golden Cross 50 200 51
  6. WMA 20 200 Crossover 50
  7. WMA 20 50 200 Stack 48
  8. Ichimoku Cloud Breakout 47

Risk Adjusted

  1. WMA 20 50 Crossover 63
  2. WMA 20 50 200 Early Stack 61
  3. WMA 20 50 200 Stack 60
  4. Golden Cross 50 200 59
  5. WMA 20 200 Crossover 59
  6. Faber Timing Model 58
  7. MACD Zero Cross 58
  8. WMA 13 21 34 Stack 58

Profitability

  1. WMA 20 50 Crossover 82
  2. MACD Zero Cross 76
  3. WMA 20 50 200 Early Stack 75
  4. Ichimoku Cloud Breakout 75
  5. WMA 20 50 200 Stack 75
  6. WMA 20 200 Crossover 74
  7. Golden Cross 50 200 74
  8. Faber Timing Model 72

Win Rate

  1. Williams R 99
  2. Connors RSI 2 99
  3. Double 7 99
  4. Stochastic Oscillator 99
  5. RSI Oversold Overbought 99
  6. Support Resistance Bounce 98
  7. Bollinger Mean Reversion 97
  8. Mfi Reversal 96

Fee Efficiency

  1. High Watermark Momentum 97
  2. Golden Cross 50 200 91
  3. WMA 20 50 Adx Filtered 91
  4. Bollinger Squeeze Breakout 90
  5. RSI Oversold Overbought 90
  6. Faber Timing Model 89
  7. Mfi Reversal 87
  8. WMA 20 200 Crossover 84

Composite

  1. WMA 20 50 Crossover 65
  2. Golden Cross 50 200 61
  3. WMA 20 50 200 Early Stack 61
  4. WMA 20 50 200 Stack 60
  5. Faber Timing Model 59
  6. WMA 20 200 Crossover 59
  7. MACD Zero Cross 57
  8. Turtle Breakout 55 20 56

By Category

  1. Trend n=25 45
  2. Breakout n=5 45
  3. Momentum n=10 39
  4. Mean reversion n=9 28

By Timeframe

  1. 1d n=686 49
  2. 4h n=686 49
  3. 1h n=686 36
  4. 30m n=686 30

By Market

  1. SOLUSDT n=392 48
  2. DOGEUSDT n=392 44
  3. ALL n=392 43
  4. BNBUSDT n=392 41
  5. XRPUSDT n=392 40
  6. ETHUSDT n=392 40
  7. BTCUSDT n=392 32

Best strategy per symbol and timeframe

How Scoring Works

Every strategy is run on every symbol × timeframe cell, on both real and resampled price history. Each cell gets five 0–100 sub-scores, blended into one composite score by the weights below. A strategy's total score (shown next to its name) is the average of its composite score across all cells, then averaged again across the real and resampled datasets.

Beats Hold 25% of the composite

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 composite

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 composite

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 composite

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 composite

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.

Composite

Shows the number every ranking on this site is sorted by, and the one shown beside a strategy's name.

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

The five sub-scores blended by weight into one 0–100 number per symbol × timeframe cell — risk-adjusted return and beating a hold carry the most weight.

The Markets

Every score above is earned on the same markets. Asset Characteristics measures those markets themselves rather than the strategies run on them: what each one returned, how roughly and how evenly it moved, how much of its life it spent going nowhere, and how closely it tracks the rest.