Since 2022 Sort Finance

WMA 20 50 Proximity 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 the 20- and 50-bar weighted moving averages and their relative gap, (WMA20 − WMA50) / WMA50.
  2. Buy when the gap, rising from below, comes within 0.5% of zero — the fast average is about to overtake the slow one, so this acts one step before the actual crossover.
  3. Sell when the gap, falling from above, drops back within 0.5% of zero — exiting just before the bearish cross completes.
Score
Total Score Mean Of Real And Resampled 42 / 100
Real Data 42 / 100
Resampled Data 43 / 100
Overall Rank Top 54% 28 of 52
Rank In Trend Top 68% 19 of 28
Score By Metric
Beats Hold Real 21 · Resampled 32 26 / 100
Risk Adjusted Real 40 · Resampled 35 37 / 100
Profitability Real 41 · Resampled 38 39 / 100
Win Rate Real 68 · Resampled 68 68 / 100
Fee Efficiency Real 81 · Resampled 82 82 / 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.