Quantitative Trading Research
Trading Strategies, Tested Honestly
Sort Finance backtests trading ideas the hard way — swept across symbols and timeframes, judged out-of-sample, and measured against buy-and-hold. No cherry-picked charts, only what survives the evidence.
Research Notebooks
Reproducible studies, each ending in a verdict.
Enter Long When WMA 20 Crosses Above WMA 50, Exit When It Crosses Back Down
A trend-following crossover on a single market's close: ride the move while the fast weighted moving average sits above the slow one, and step aside when it falls back. The notebook defines the rule, shows it trading on a simulated series, measures it on ten years of real Binance data across a basket of liquid symbols and four timeframes, then replays it on random walks and a resampled history, ending in a verdict.
Read the analysis→ 02Enter Long When RSI 20 Crosses Above Its WMA 20, Exit When It Crosses Back Down
A momentum-timing rule on a single market's close: the 20-bar relative strength index is smoothed by a 20-bar weighted moving average of itself, and the position follows which line is on top — long while the oscillator sits above its smoothing line, flat when it falls back. The notebook defines the rule, shows it trading on a simulated series, measures it on ten years of real Binance data across a basket of liquid symbols and four timeframes, then replays it on random walks and a resampled history, ending in a verdict.
Read the analysis→ 03Enter Short When WMA 20 Crosses Below WMA 50, Exit When It Crosses Back Up
A trend-following crossover on a single market's close, taken from the short side: sell the market while the fast weighted moving average sits below the slow one, and step aside when it climbs back. The notebook defines the rule, shows it trading on a simulated series, measures it on ten years of real Binance data across a basket of liquid symbols and four timeframes, then replays it on random walks and a resampled history, ending in a verdict.
Read the analysis→