Ichimoku Cloud Breakout

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. Build the cloud from the bar extremes: midpoints of the 9-, 26- and 52-bar high-low ranges become the conversion line, base line and Span B, and the two spans are projected 26 bars ahead.
  2. Buy when the close rises above the top of the cloud — price has cleared the entire band the market built a month ago, which is Ichimoku's definition of a bullish regime.
  3. Sell when the close drops below the bottom of the cloud. Inside the cloud the strategy simply holds: that zone is explicitly treated as undecided, not as a signal.
Score
Total Score Mean Of Real And Resampled 55 / 100
Real Data 54 / 100
Resampled Data 56 / 100
Overall Rank Top 22% 11 of 52
Rank In Trend Top 36% 10 of 28
Score By Metric
Beats Hold Real 48 · Resampled 66 57 / 100
Risk Adjusted Real 54 · Resampled 51 52 / 100
Profitability Real 70 · Resampled 65 67 / 100
Win Rate Real 19 · Resampled 15 17 / 100
Fee Efficiency Real 68 · Resampled 68 68 / 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.