Since 2022 Sort Finance

Support Resistance Bounce

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. Track support (the lowest close of the previous 20 bars) and resistance (the highest).
  2. Buy when price closes below support and then snaps back above it on the next bar — a failed breakdown: sellers pushed under the floor and were rejected.
  3. Sell when the close reaches the 20-bar resistance.
Score
Total Score Mean Of Real And Resampled 21 / 100
Real Data 22 / 100
Resampled Data 20 / 100
Overall Rank Top 95% 49 of 52
Rank In Mean Reversion Top 100% 9 of 9
Score By Metric
Beats Hold Real 0 · Resampled 5 2 / 100
Risk Adjusted Real 13 · Resampled 6 10 / 100
Profitability Real 4 · Resampled 1 3 / 100
Win Rate Real 98 · Resampled 99 98 / 100
Fee Efficiency Real 68 · Resampled 68 68 / 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.