Since 2022 Sort Finance

WMA 20 50 Short 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 — the same pair as the long crossover, traded from the other side.
  2. Sell short when the fast WMA crosses below the slow one: borrowing and selling now to buy back cheaper if price keeps falling.
  3. Buy back (cover) when the fast WMA crosses above the slow one again.
Score
Total Score Mean Of Real And Resampled 16 / 100
Real Data 13 / 100
Resampled Data 19 / 100
Overall Rank Top 100% 52 of 52
Rank In Trend Top 100% 28 of 28
Score By Metric
Beats Hold Real 0 · Resampled 13 6 / 100
Risk Adjusted Real 6 · Resampled 12 9 / 100
Profitability Real 1 · Resampled 4 2 / 100
Win Rate Real 38 · Resampled 38 38 / 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.