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Trading and Investment Strategies

Trading Strategies That Win

Find out which trading strategies actually work before you risk a cent. 52 popular strategies, put to the test and ranked so the winners stand out at a glance.

52
Strategies
64
Best
42
Median
16
Worst
Rank Strategy Family Score
01 WMA 20 50 Crossover Trend 64 Open
02 Faber Timing Model Trend 62 Open
03 Golden Cross 50 200 Trend 62 Open
04 SMA 20 50 Crossover Trend 62 Open
05 WMA 20 50 200 Stack Trend 62 Open
06 WMA 20 50 200 Early Stack Trend 62 Open
07 EMA 20 50 Crossover Trend 59 Open
08 WMA 20 200 Crossover Trend 59 Open
09 MACD Zero Cross Trend 56 Open
10 Turtle Breakout 55 20 Breakout 56 Open
11 Ichimoku Cloud Breakout Trend 55 Open
12 WMA 20 50 ATR Trailing Stop Trend 55 Open
13 Aroon Crossover Trend 54 Open
14 WMA 13 21 34 Stack Trend 54 Open
15 WMA 7 20 50 Stack Trend 54 Open
16 CCI Trend Momentum 52 Open
17 Donchian Breakout Breakout 52 Open
18 EMA 9 21 Crossover Trend 52 Open
19 Ichimoku TK Cross Trend 52 Open
20 Keltner Channel Breakout Breakout 51 Open
21 Time Series Momentum Momentum 50 Open
22 Dual Momentum 90 252 Momentum 49 Open
23 Skip Month Momentum Momentum 49 Open
24 Time Series Momentum 252 Momentum 48 Open
25 Turtle Breakout Breakout 45 Open
26 MACD Trend Filtered Cross Trend 43 Open
27 ADX DMI Trend Trend 42 Open
28 WMA 20 50 Proximity Crossover Trend 42 Open
29 Double 7 Mean reversion 40 Open
30 High Watermark Momentum Momentum 40 Open
31 WMA 50 Price Cross Trend 40 Open
32 MACD Signal Crossover Trend 39 Open
33 Connors RSI 2 Mean reversion 38 Open
34 VWAP Cross Trend 35 Open
35 Parabolic SAR Trend 34 Open
36 OBV Trend Momentum 32 Open
37 Price WMA 20 Crossover Trend 31 Open
38 WMA 20 50 ADX Filtered Trend 30 Open
39 RSI Oversold Overbought Mean reversion 28 Open
40 RSI WMA Crossover Trend 28 Open
41 Bollinger Mean Reversion Mean reversion 26 Open
42 MFI Reversal Mean reversion 26 Open
43 Stochastic Oscillator Mean reversion 26 Open
44 Bollinger Band To Band Mean reversion 25 Open
45 Bollinger Squeeze Breakout Breakout 25 Open
46 Momentum WMA Crossover Momentum 24 Open
47 Williams R Mean reversion 23 Open
48 MACD Histogram Turn Momentum 22 Open
49 Support Resistance Bounce Mean reversion 21 Open
50 Green Candle Follow Momentum 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 71
  2. Faber Timing Model 67
  3. SMA 20 50 Crossover 66
  4. WMA 20 50 200 Early Stack 64
  5. WMA 20 50 200 Stack 64
  6. EMA 20 50 Crossover 64
  7. MACD Zero Cross 63
  8. Golden Cross 50 200 63

Risk Adjusted

  1. WMA 20 50 Crossover 59
  2. WMA 20 50 200 Stack 58
  3. WMA 20 50 200 Early Stack 57
  4. Faber Timing Model 56
  5. SMA 20 50 Crossover 56
  6. Golden Cross 50 200 55
  7. EMA 20 50 Crossover 55
  8. WMA 20 200 Crossover 55

Profitability

  1. WMA 20 50 Crossover 76
  2. SMA 20 50 Crossover 73
  3. WMA 20 50 200 Stack 71
  4. WMA 20 50 200 Early Stack 70
  5. MACD Zero Cross 70
  6. EMA 20 50 Crossover 69
  7. Golden Cross 50 200 69
  8. Faber Timing Model 68

Win Rate

  1. Williams R 100
  2. Connors RSI 2 99
  3. Double 7 99
  4. Support Resistance Bounce 98
  5. Bollinger Mean Reversion 98
  6. Stochastic Oscillator 98
  7. Bollinger Band To Band 96
  8. MFI Reversal 93

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 64
  2. WMA 20 50 200 Stack 63
  3. SMA 20 50 Crossover 62
  4. Golden Cross 50 200 62
  5. WMA 20 50 200 Early Stack 62
  6. Faber Timing Model 62
  7. EMA 20 50 Crossover 59
  8. WMA 20 200 Crossover 59

By Category

  1. Trend n=28 47
  2. Breakout n=5 46
  3. Momentum n=10 39
  4. Mean reversion n=9 28

By Timeframe

  1. 1d n=728 50
  2. 4h n=728 50
  3. 1h n=728 38
  4. 30m n=728 31

By Market

  1. SOLUSDT n=416 49
  2. DOGEUSDT n=416 46
  3. ALL n=416 44
  4. BNBUSDT n=416 43
  5. ETHUSDT n=416 41
  6. XRPUSDT n=416 37
  7. BTCUSDT n=416 35

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.