Score
| Total score | mean of real and resampled | 52 / 100 |
| Real data | 53 / 100 | |
| Resampled data | 52 / 100 | |
| Overall rank | top 35% | 18 of 52 |
| Rank in trend | top 54% | 15 of 28 |
Score by metric
| Beats Hold | real 50 · resampled 62 | 56 / 100 |
| Risk Adjusted | real 54 · resampled 48 | 51 / 100 |
| Profitability | real 69 · resampled 62 | 66 / 100 |
| Win Rate | real 25 · resampled 20 | 23 / 100 |
| Fee Efficiency | real 53 · resampled 53 | 53 / 100 |
The Strategy Example
- Compute a 9-bar and a 21-bar exponential moving average — the short pair that intraday traders watch.
- Buy when the 9 crosses above the 21.
- Sell when it crosses back below. With spans this short both averages sit close to price, so the crossings come far more often than on the 20/50 pair — earlier into a real move, but with many more false starts in between.
Details
One run, cut two ways: which dataset it was measured on, and what of it you are reading — every trade as it happened, where the run ended, or the five scores it earned.