Since 2022 Sort Finance

RSI WMA Crossover

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 20-bar RSI, then smooth the RSI itself with a 20-bar weighted moving average.
  2. Buy when the RSI crosses above its own average — momentum is improving faster than its recent norm.
  3. Sell when the RSI crosses back below its average.
Score
Total Score Mean Of Real And Resampled 28 / 100
Real Data 29 / 100
Resampled Data 26 / 100
Overall Rank Top 77% 40 of 52
Rank In Trend Top 93% 26 of 28
Score By Metric
Beats Hold Real 21 · Resampled 26 24 / 100
Risk Adjusted Real 31 · Resampled 27 29 / 100
Profitability Real 36 · Resampled 27 32 / 100
Win Rate Real 19 · Resampled 18 19 / 100
Fee Efficiency Real 32 · Resampled 32 32 / 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.