Score
| Total score | mean of real and resampled | 62 / 100 |
| Real data | 59 / 100 | |
| Resampled data | 65 / 100 | |
| Overall rank | top 8% | 4 of 52 |
| Rank in trend | top 15% | 4 of 28 |
Score by metric
| Beats Hold | real 52 · resampled 79 | 66 / 100 |
| Risk Adjusted | real 56 · resampled 56 | 56 / 100 |
| Profitability | real 73 · resampled 73 | 73 / 100 |
| Win Rate | real 45 · resampled 43 | 44 / 100 |
| Fee Efficiency | real 72 · resampled 72 | 72 / 100 |
The Strategy Example
- Compute two simple moving averages of the close: a fast one over 20 bars and a slow one over 50.
- Buy when the fast SMA crosses above the slow one.
- Sell when it crosses back below. Every close in the window counts the same here, and the oldest leaves the average entirely once it ages past the span — so this turns later than the weighted and exponential versions of the same pair, and serves as the baseline they are measured against.
Details
One run, cut two ways: which dataset it was measured on, and what of it you are reading — every trade as it happened, where the run ended, or the five scores it earned.