Price WMA 20 50 200 Stack

S_{beats_hold} = 1001 + e^{−log₂ (E_net / E_hold)}

Compares final net equity to what simply holding the asset would have returned over the same window, on an S-curve. Matching buy-and-hold scores 50, twice it 73, four times it 88; half of it scores 27. The curve flattens toward 0 and 100 but never reaches them, so a bigger lead always scores higher.

S_risk = 1001 + e^{1.8 − 2.2 · Sharpe}

The rolling annualized Sharpe ratio at the last trade, on an S-curve: a Sharpe of 0 scores 14, about 0.8 scores 50, 2 scores 93. There is no ceiling, only less and less to gain: a Sharpe of 3 scores 99.

S_profit = 1001 + e^{2 − 0.8 log₂ (E_net / E₀)}

How many times the starting cash multiplied, on a log scale bent into an S-curve: breaking even scores 12, doubling 23, about 5.7 times scores 50, 32 times scores 88. Losing money scores below 12, and further multiples keep adding, each a little less than the last.

S_win = 1001 + e^{(40 − W%) / 10}

The share of trades that closed profitable, on an S-curve centred on 40%: winning 20% of trades scores 12, 40% scores 50, 60% scores 88, and the score keeps rising past that.

S_fee = 100 (E_netE_gross)²

The share of the fee-free (gross) result that survives after fees, squared: keeping the full gross result scores 100, keeping 70% of it scores 49, keeping half scores 25.