Since 2022 Sort Finance

Double 7

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. Compute a 200-bar SMA (the long-term trend filter) and the highest and lowest close of the last 7 bars.
  2. Buy when today's close is the lowest of the past 7 bars while price is still above the 200-bar average — a short-term pullback inside a long-term uptrend.
  3. Sell when today's close is the highest of the past 7 bars — the pullback has fully recovered.
Score
Total Score Mean Of Real And Resampled 40 / 100
Real Data 41 / 100
Resampled Data 39 / 100
Overall Rank Top 56% 29 of 52
Rank In Mean Reversion Top 12% 1 of 9
Score By Metric
Beats Hold Real 15 · Resampled 22 19 / 100
Risk Adjusted Real 42 · Resampled 36 39 / 100
Profitability Real 35 · Resampled 27 31 / 100
Win Rate Real 99 · Resampled 99 99 / 100
Fee Efficiency Real 51 · Resampled 51 51 / 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.