Since 2022 Sort Finance

Skip Month Momentum

How this strategy trades, what it scored, and the measurements the score was read from: every symbol and timeframe, on real and resampled history.

At A Glance

49/ 100
Total Score
25of 53
Overall Rank
4of 10
In Momentum
21,400
Trades Taken

Across 24 runs of real history, one for every market and bar size it trades, this strategy scored highest on SOLUSDT · 4h (80 / 100) and lowest on SOLUSDT · 1d (29 / 100).

Market

What A $100.00 Stake Became

Score
Total Score Mean Of Real And Resampled 49 / 100
Real Data 53 / 100
Resampled Data 45 / 100
Overall Rank Top 48% 25 of 53
Rank In Momentum Top 40% 4 of 10
By Metric
Beats Hold Real 43 · Resampled 47 45 / 100
Risk Adjusted Real 48 · Resampled 36 42 / 100
Profitability Real 65 · Resampled 38 51 / 100
Win Rate Real 65 · Resampled 68 67 / 100
Fee Efficiency Real 61 · Resampled 61 61 / 100

Score By Symbol and Timeframe

? This strategy's total score, out of 100, on every symbol at every timeframe — one cell per run, on real history. The ALL row is the same strategy with every symbol held at once, as one basket.

Score By Market

? Each of the five scores the total is made of, out of 100, on real history — one bar per market, averaged over every bar size it trades there. ALL is the same strategy with every market held at once, as one basket.

Score By Bar Size

? The same five scores, out of 100, on real history — one bar per bar size, averaged over every market. The colours are the ones the equity chart gives the four bar sizes.