Since 2022 Sort Finance

WMA 20 50 200 Short 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 over 20, 50 and 200 bars — the same trio as the long stack, read from the other side.
  2. Sell short when they stack bearishly — fast below mid below slow. The 200-bar anchor means the short is only taken once the downtrend is established on every horizon.
  3. Buy back (cover) when the fast average climbs back above the mid.
Score
Total Score Mean Of Real And Resampled 18 / 100
Real Data 14 / 100
Resampled Data 22 / 100
Overall Rank Top 99% 51 of 52
Rank In Trend Top 97% 27 of 28
Score By Metric
Beats Hold Real 0 · Resampled 15 7 / 100
Risk Adjusted Real 8 · Resampled 15 11 / 100
Profitability Real 1 · Resampled 6 3 / 100
Win Rate Real 38 · Resampled 43 40 / 100
Fee Efficiency Real 77 · Resampled 77 77 / 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.