Since 2022 Sort Finance

Stochastic Oscillator

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 %K — where the close sits inside the 14-bar high-low range, from 0 at the bottom to 100 at the top — and %D, its 3-bar average.
  2. Buy when %K crosses above %D while still below 20: price is pinned near the bottom of its recent range but has just started turning up, which is Lane's oversold reversal.
  3. Sell when %K reaches 80, the top fifth of the range.
Score
Total Score Mean Of Real And Resampled 26 / 100
Real Data 27 / 100
Resampled Data 25 / 100
Overall Rank Top 83% 43 of 52
Rank In Mean Reversion Top 67% 6 of 9
Score By Metric
Beats Hold Real 2 · Resampled 9 5 / 100
Risk Adjusted Real 22 · Resampled 12 17 / 100
Profitability Real 11 · Resampled 9 10 / 100
Win Rate Real 98 · Resampled 98 98 / 100
Fee Efficiency Real 72 · Resampled 72 72 / 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.