Since 2022 Sort Finance

WMA 7 20 50 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 7, 20 and 50 bars.
  2. Buy when they stack bullishly — fast above mid above slow. The 7-bar leader makes this the fastest of the stack strategies: earlier entries, at the cost of more false starts.
  3. Sell when the fast average drops back below the mid.
Score
Total Score Mean Of Real And Resampled 54 / 100
Real Data 51 / 100
Resampled Data 56 / 100
Overall Rank Top 29% 15 of 52
Rank In Trend Top 50% 14 of 28
Score By Metric
Beats Hold Real 42 · Resampled 65 54 / 100
Risk Adjusted Real 53 · Resampled 50 52 / 100
Profitability Real 64 · Resampled 63 64 / 100
Win Rate Real 39 · Resampled 37 38 / 100
Fee Efficiency Real 52 · Resampled 52 52 / 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.