Since 2022 Sort Finance

Faber Timing Model

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

At A Glance

60/ 100
Total Score
9of 53
Overall Rank
9of 29
In Trend
5,579
Trades Taken

Across 24 runs of real history, one for every market and bar size it trades, this strategy scored highest on SOLUSDT · 4h (85 / 100) and lowest on SOLUSDT · 1d (29 / 100).

Market

What A $100.00 Stake Became

Score
Total Score Mean Of Real And Resampled 60 / 100
Real Data 62 / 100
Resampled Data 57 / 100
Overall Rank Top 17% 9 of 53
Rank In Trend Top 32% 9 of 29
By Metric
Beats Hold Real 63 · Resampled 69 66 / 100
Risk Adjusted Real 56 · Resampled 46 51 / 100
Profitability Real 77 · Resampled 60 68 / 100
Win Rate Real 32 · Resampled 32 32 / 100
Fee Efficiency Real 85 · Resampled 85 85 / 100

Score By Symbol and Timeframe

? This strategy's total score, out of 100, on every symbol at every timeframe — one cell per run, on real history. The ALL row is the same strategy with every symbol held at once, as one basket.

Score By Market

? Each of the five scores the total is made of, out of 100, on real history — one bar per market, averaged over every bar size it trades there. ALL is the same strategy with every market held at once, as one basket.

Score By Bar Size

? The same five scores, out of 100, on real history — one bar per bar size, averaged over every market. The colours are the ones the equity chart gives the four bar sizes.