- Measure the trailing 252-bar (12-month) return, but end the measurement 21 bars (one month) ago — the most recent month is skipped because it statistically tends to reverse.
- Stay long while that skip-month return is positive.
- Exit when it turns negative, and stay out until it is positive again.
Score
| Total Score | Mean Of Real And Resampled | 49 / 100 |
| Real Data | 46 / 100 | |
| Resampled Data | 52 / 100 | |
| Overall Rank | Top 45% | 23 of 52 |
| Rank In Momentum | Top 40% | 4 of 10 |
Score By Metric
| Beats Hold | Real 28 · Resampled 51 | 40 / 100 |
| Risk Adjusted | Real 45 · Resampled 45 | 45 / 100 |
| Profitability | Real 50 · Resampled 53 | 51 / 100 |
| Win Rate | Real 67 · Resampled 67 | 67 / 100 |
| Fee Efficiency | Real 65 · Resampled 65 | 65 / 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.