Since 2022 Sort Finance

WMA 20 50 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 50.
  2. Buy when the fast WMA crosses above the slow one — recent prices are rising faster than the longer trend, suggesting an uptrend is starting.
  3. Sell when the fast WMA crosses back below the slow one — the short-term push has faded beneath the longer trend.
Score
Total Score Mean Of Real And Resampled 64 / 100
Real Data 63 / 100
Resampled Data 65 / 100
Overall Rank Top 2% 1 of 52
Rank In Trend Top 4% 1 of 28
Score By Metric
Beats Hold Real 63 · Resampled 80 71 / 100
Risk Adjusted Real 60 · Resampled 57 59 / 100
Profitability Real 78 · Resampled 74 76 / 100
Win Rate Real 38 · Resampled 37 37 / 100
Fee Efficiency Real 67 · Resampled 67 67 / 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.