Since 2022 Sort Finance

WMA 20 200 Crossover

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 two weighted moving averages of the close: a fast one over 20 bars and a slow one over 200.
  2. Buy when the fast WMA crosses above the slow one — the same golden-cross idea as the 50/200 simple averages, but weighted, so both lines turn toward new prices sooner.
  3. Sell when the fast WMA crosses back below the slow one. The 200-bar anchor makes this the slowest of the crossover pairs: few trades, each meant to last a whole trend.
Score
Total Score Mean Of Real And Resampled 59 / 100
Real Data 56 / 100
Resampled Data 62 / 100
Overall Rank Top 16% 8 of 52
Rank In Trend Top 29% 8 of 28
Score By Metric
Beats Hold Real 51 · Resampled 73 62 / 100
Risk Adjusted Real 55 · Resampled 55 55 / 100
Profitability Real 67 · Resampled 69 68 / 100
Win Rate Real 26 · Resampled 22 24 / 100
Fee Efficiency Real 84 · Resampled 84 84 / 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.