Since 2022 Sort Finance

WMA 13 21 34 Stack

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 three weighted moving averages with Fibonacci periods 13, 21 and 34.
  2. Buy when they stack bullishly — fast above mid above slow — meaning the short, medium and long views all agree the trend is up.
  3. Sell when the fast average drops back below the mid: the youngest part of the trend has cracked.
Score
Total Score Mean Of Real And Resampled 54 / 100
Real Data 54 / 100
Resampled Data 54 / 100
Overall Rank Top 27% 14 of 52
Rank In Trend Top 47% 13 of 28
Score By Metric
Beats Hold Real 47 · Resampled 60 53 / 100
Risk Adjusted Real 55 · Resampled 49 52 / 100
Profitability Real 68 · Resampled 60 64 / 100
Win Rate Real 42 · Resampled 40 41 / 100
Fee Efficiency Real 54 · Resampled 54 54 / 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.