Since 2022 Sort Finance

Aroon Crossover

How this strategy trades, what it scored, and the measurements the score was read from — every symbol and timeframe, on real and resampled history.

  1. Track how many bars have passed since the highest high and the lowest low of the last 25, and turn each into a 0-100 line: Aroon Up and Aroon Down.
  2. Buy when Aroon Up crosses above Aroon Down — the market is setting new highs more recently than new lows, so the trend has turned up in time terms even before price confirms it by size.
  3. Sell when Aroon Down crosses back above Aroon Up.
Score
Total Score Mean Of Real And Resampled 54 / 100
Real Data 54 / 100
Resampled Data 55 / 100
Overall Rank Top 25% 13 of 52
Rank In Trend Top 43% 12 of 28
Score By Metric
Beats Hold Real 48 · Resampled 63 55 / 100
Risk Adjusted Real 53 · Resampled 48 50 / 100
Profitability Real 68 · Resampled 63 66 / 100
Win Rate Real 46 · Resampled 42 44 / 100
Fee Efficiency Real 54 · Resampled 54 54 / 100

Scores

The six scores the total is made of, one dataset at a time: how each stood as the run went on, and where each of them ended.

Source Metrics

The numbers those scores are read from, one dataset at a time: every trade as it happened, and where the run ended.