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MACD Histogram Turn

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 the MACD histogram: the MACD line minus its 9-bar signal line, which measures how fast momentum is pulling away from its own average.
  2. Buy the bar the histogram stops falling and turns up. Because this reads the histogram's slope rather than its level, it fires while the histogram is still negative — before the signal cross it anticipates.
  3. Sell the bar the histogram stops rising and turns down.
Score
Total Score Mean Of Real And Resampled 25 / 100
Real Data 24 / 100
Resampled Data 26 / 100
Overall Rank Top 91% 47 of 52
Rank In Momentum Top 90% 9 of 10
Score By Metric
Beats Hold Real 17 · Resampled 31 24 / 100
Risk Adjusted Real 23 · Resampled 22 22 / 100
Profitability Real 33 · Resampled 28 30 / 100
Win Rate Real 35 · Resampled 35 35 / 100
Fee Efficiency Real 20 · Resampled 21 20 / 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.