Since 2022 Sort Finance

MACD Trend Filtered Cross

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 line and its 9-bar signal line as usual.
  2. Buy when MACD crosses above the signal line, but only if MACD is itself above zero. A bullish cross below zero means the 12-bar EMA is recovering while still under the 26-bar — a bounce inside a downtrend, which is where the plain crossover whipsaws.
  3. Sell on the cross back below the signal line, unfiltered, so a position is never held past the exit it was given.
Score
Total Score Mean Of Real And Resampled 44 / 100
Real Data 43 / 100
Resampled Data 46 / 100
Overall Rank Top 56% 29 of 52
Rank In Trend Top 61% 17 of 28
Score By Metric
Beats Hold Real 27 · Resampled 47 37 / 100
Risk Adjusted Real 46 · Resampled 43 45 / 100
Profitability Real 54 · Resampled 45 50 / 100
Win Rate Real 37 · Resampled 36 37 / 100
Fee Efficiency Real 59 · Resampled 59 59 / 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.