Since 2022 Sort Finance

WMA 50 Price Cross

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 50-bar weighted moving average of the close.
  2. Buy when the close crosses above the WMA — price has climbed back above its medium-term trend.
  3. Sell when the close crosses back below it.
Score
Total Score Mean Of Real And Resampled 40 / 100
Real Data 40 / 100
Resampled Data 39 / 100
Overall Rank Top 60% 31 of 52
Rank In Trend Top 72% 20 of 28
Score By Metric
Beats Hold Real 34 · Resampled 46 40 / 100
Risk Adjusted Real 46 · Resampled 40 43 / 100
Profitability Real 54 · Resampled 48 51 / 100
Win Rate Real 5 · Resampled 4 4 / 100
Fee Efficiency Real 40 · Resampled 39 39 / 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.