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
44
Median
12
Worst
Rank Strategy Family Score
01 WMA 20 50 Crossover Trend 66 Open
02 SMA 20 50 Crossover Trend 64 Open
03 WMA 20 50 200 Stack Trend 63 Open
04 WMA 20 50 200 Early Stack Trend 63 Open
05 Golden Cross 50 200 Trend 62 Open
06 EMA 20 50 Crossover Trend 61 Open
07 Faber Timing Model Trend 60 Open
08 WMA 20 200 Crossover Trend 60 Open
09 MACD Zero Cross Trend 58 Open
10 Ichimoku Cloud Breakout Trend 57 Open
11 Aroon Crossover Trend 56 Open
12 CCI Trend Momentum 56 Open
13 Turtle Breakout 55 20 Breakout 56 Open
14 WMA 13 21 34 Stack Trend 56 Open
15 WMA 20 50 ATR Trailing Stop Trend 56 Open
16 EMA 9 21 Crossover Trend 55 Open
17 Donchian Breakout Breakout 54 Open
18 Ichimoku TK Cross Trend 54 Open
19 WMA 7 20 50 Stack Trend 54 Open
20 Time Series Momentum Momentum 52 Open
21 Dual Momentum 90 252 Momentum 50 Open
22 Keltner Channel Breakout Breakout 50 Open
23 Skip Month Momentum Momentum 50 Open
24 Time Series Momentum 252 Momentum 50 Open
25 Turtle Breakout Breakout 47 Open
26 ADX DMI Trend Trend 44 Open
27 High Watermark Momentum Momentum 44 Open
28 MACD Trend Filtered Cross Trend 43 Open
29 WMA 20 50 Proximity Crossover Trend 42 Open
30 WMA 50 Price Cross Trend 42 Open
31 MACD Signal Crossover Trend 41 Open
32 VWAP Cross Trend 38 Open
33 Double 7 Mean reversion 37 Open
34 Parabolic SAR Trend 36 Open
35 Connors RSI 2 Mean reversion 34 Open
36 OBV Trend Momentum 34 Open
37 Price WMA 20 Crossover Trend 34 Open
38 MFI Reversal Mean reversion 28 Open
39 RSI Oversold Overbought Mean reversion 28 Open
40 RSI WMA Crossover Trend 28 Open
41 Stochastic Oscillator Mean reversion 28 Open
42 Bollinger Band To Band Mean reversion 26 Open
43 Bollinger Mean Reversion Mean reversion 26 Open
44 Momentum WMA Crossover Momentum 26 Open
45 WMA 20 50 ADX Filtered Trend 25 Open
46 Williams R Mean reversion 24 Open
47 MACD Histogram Turn Momentum 23 Open
48 Bollinger Squeeze Breakout Breakout 22 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 12 Open

Beats Hold

  1. WMA 20 50 Crossover 65
  2. SMA 20 50 Crossover 59
  3. EMA 20 50 Crossover 57
  4. WMA 20 50 200 Early Stack 56
  5. MACD Zero Cross 55
  6. WMA 20 50 200 Stack 54
  7. WMA 20 200 Crossover 54
  8. Golden Cross 50 200 54

Risk Adjusted

  1. WMA 20 50 Crossover 64
  2. WMA 20 50 200 Stack 63
  3. WMA 20 50 200 Early Stack 63
  4. SMA 20 50 Crossover 62
  5. EMA 20 50 Crossover 61
  6. Golden Cross 50 200 60
  7. WMA 20 200 Crossover 60
  8. MACD Zero Cross 60

Profitability

  1. WMA 20 50 Crossover 82
  2. SMA 20 50 Crossover 79
  3. WMA 20 50 200 Stack 77
  4. MACD Zero Cross 77
  5. EMA 20 50 Crossover 76
  6. WMA 20 50 200 Early Stack 76
  7. Ichimoku Cloud Breakout 76
  8. Golden Cross 50 200 75

Win Rate

  1. Williams R 100
  2. Support Resistance Bounce 99
  3. Connors RSI 2 99
  4. Double 7 99
  5. Stochastic Oscillator 98
  6. Bollinger Mean Reversion 98
  7. Bollinger Band To Band 96
  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 66
  2. SMA 20 50 Crossover 64
  3. WMA 20 50 200 Early Stack 63
  4. WMA 20 50 200 Stack 63
  5. Golden Cross 50 200 63
  6. EMA 20 50 Crossover 61
  7. WMA 20 200 Crossover 60
  8. Faber Timing Model 60

By Category

  1. Trend n=28 48
  2. Breakout n=5 46
  3. Momentum n=10 41
  4. Mean reversion n=9 28

By Timeframe

  1. 1d n=728 51
  2. 4h n=728 50
  3. 1h n=728 39
  4. 30m n=728 32

By Market

  1. SOLUSDT n=416 50
  2. DOGEUSDT n=416 46
  3. ALL n=416 45
  4. BNBUSDT n=416 45
  5. ETHUSDT n=416 43
  6. XRPUSDT n=416 37
  7. BTCUSDT n=416 36

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.