Since 2022 Sort Finance

WMA 20 50 200 Early 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 the same three weighted moving averages as the 20/50/200 stack: 20, 50 and 200 bars.
  2. Buy as soon as the 20 is above both the 50 and the 200. The plain stack also waits for the 50 to clear the 200, but those two slow averages only cross well after the move that lifted them — so the strict version buys near the end of the leg that proved it right, which is exactly the late entry this variant avoids.
  3. Sell when the 20 drops back below the 50 — the same exit as the plain stack, so the entry is the only thing that differs.
Score
Total Score Mean Of Real And Resampled 63 / 100
Real Data 57 / 100
Resampled Data 69 / 100
Overall Rank Top 8% 4 of 52
Rank In Trend Top 15% 4 of 28
Score By Metric
Beats Hold Real 50 · Resampled 61 56 / 100
Risk Adjusted Real 56 · Resampled 70 63 / 100
Profitability Real 67 · Resampled 85 76 / 100
Win Rate Real 44 · Resampled 47 46 / 100
Fee Efficiency Real 76 · Resampled 75 75 / 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.