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

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

Score By Category

Score By Timeframe

Score By Symbol

Score By Strategy

Best At Beats Hold

Best At Risk Adjusted

Best At Profitability

Best At Win Rate

Best At Fee Efficiency

Best At Composite

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

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.

What it shows

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

Risk Adjusted

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.

What it shows

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

Profitability

Sprofit = clamp0100(20 log2EnetE0)

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

What it shows

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

Win Rate

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.

What it shows

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

Fee Efficiency

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.

What it shows

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

Composite

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.

What it shows

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

The Markets

Every score above is earned on the same markets. Asset Characteristics measures those markets themselves rather than the rules 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.