Since 2022 Sort Finance

WMA 20 50 200 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.
  2. Buy when they stack bullishly — fast above mid above slow. With a 200-bar anchor this is the slowest confirmation of the three stack strategies: fewer signals, but only in established trends.
  3. Sell when the fast average drops back below the mid.
Score
Total Score Mean Of Real And Resampled 62 / 100
Real Data 57 / 100
Resampled Data 68 / 100
Overall Rank Top 10% 5 of 52
Rank In Trend Top 18% 5 of 28
Score By Metric
Beats Hold Real 48 · Resampled 79 64 / 100
Risk Adjusted Real 57 · Resampled 59 58 / 100
Profitability Real 67 · Resampled 75 71 / 100
Win Rate Real 41 · Resampled 46 43 / 100
Fee Efficiency Real 77 · Resampled 78 78 / 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.