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Strategies / Trend / Adaptive Score Crossover Swing

Adaptive Score Crossover Swing

The system scores price trend quality using a set of statistical drivers, smoothed and compared with an adaptive threshold. It buys when the long score crosses above its upper threshold and sells when the short score crosses below its lower threshold.

TrendLong onlySwingNasdaq 100Daily
2.70Profit factor
24,436Net profit EUR
66.25%Win rate
160Trades
-5,486Max drawdown
153Avg trade

Best run of 29. Nasdaq 100, Daily, spread 3, from run pf:2026-10-12-NAS100-D.tsv:26.

Entry rules, long

  1. The long score crosses above its adaptive threshold (0.69 times score standard deviation, skew-tilted) on this bar or the previous bar.

Exit rules

  2. A new long signal while long closes the position, and re-entry can follow on the next bar.

Test conditions

PeriodUp to 2026-10-12
InstrumentNasdaq 100, Daily
Spread3 points
Starting capital1,000,000
CostsSpread only. Commissions and overnight financing are not included.
BarsUp to 200,000 bars, fewer where the instrument has less history
Last tested2026-10-13

Every run

Markets and timeframes tested

MarketTimeframePFTradesWin %NetMax DD
Nasdaq 100Best runDaily2.70 16066.2524,436 EUR-5,486
Nasdaq 1004 hours1.62 49162.5320,316 EUR-4,297
S&P 5004 hours1.35 54961.753,416 EUR-844
USD/JPY30 minn/a 2,73851.83299,170 USD-234,400
USD/JPY10 minn/a 2,87552.21283,240 USD-203,820
EUR/USDDailyn/a 13354.8983,629 USD-42,190
Nikkei 225Dailyn/a 14957.0553,576 USD-16,276
Nikkei 2251 hourn/a 1,38251.7442,745 USD-11,764
Nikkei 2254 hoursn/a 39157.2931,618 USD-16,354
Dow JonesDailyn/a 22660.6230,690 EUR-11,142
Dow Jones4 hoursn/a 14564.1419,854 EUR-5,486
DAX 40Dailyn/a 24058.3316,581 EUR-5,857
Nasdaq 10030 minn/a 2,75051.3113,052 EUR-6,180
Nasdaq 10015 minn/a 2,93053.4810,375 EUR-6,123
DAX 404 hoursn/a 48656.5810,335 EUR-4,936
US Crude OilDailyn/a 15863.928,184 EUR-6,991
Nasdaq 1001 hourn/a 1,92251.778,058 EUR-5,796
Brent Crude30 minn/a 1,69550.977,603 EUR-4,899
Dow Jones3 minn/a 2,73049.016,558 EUR-4,262
US Crude Oil1 hourn/a 1,23552.716,214 EUR-6,076
DAX 401 hourn/a 1,66453.974,585 EUR-4,179
S&P 500Dailyn/a 25762.264,096 EUR-1,862
GoldDailyn/a 17759.323,609 EUR-1,634
FTSE 100Dailyn/a 19558.463,518 EUR-3,211
Gold4 hoursn/a 43853.652,857 EUR-962
Gold1 hourn/a 1,66651.141,662 EUR-1,207
Gold15 minn/a 2,62447.711,559 EUR-1,148
Gold30 minn/a 2,50847.731,539 EUR-1,100
Gold10 minn/a 2,68147.071,380 EUR-823

Charts

Results by run

Top 10 of 29 runs. The full list is in the table above.

Above 1.0 made money, below 1.0 lost money.

The code

ProBuilder code, as tested

// ==============================================================
// Adaptive Score Crossover Swing
// ProRealAlgos Strategy Library  |  prorealalgos.com
// Type: Trend
// Direction: Long only
// Timeframe tested: Daily
// ==============================================================

DEFPARAM CumulateOrders = false

eps = 0.0000000001
ret = 0

186 more lines: the entry and exit rules.

Setup

How to load it

  1. Copy the code with the copy button on the code block.
  2. In ProRealTime, open a chart of the instrument and timeframe you want to test, then open ProOrder > New trading system and choose "Create with programming".
  3. Paste the code, give the system a name and save it.
  4. Click "Backtest", set your own spread and position size, and run it before you consider trading it live.

Indicators used

EMALinear RegressionStandard Deviation
Read this firstKnown weaknesses2 points
  • The code sets no stop loss, so a losing trade stays open until an exit signal arrives.
  • Results include the spread only. Commissions and overnight financing are not included.

Questions

About this strategy

Can I run Adaptive Score Crossover Swing in ProOrder?

Yes. The code is ProBuilder and runs as an automated ProOrder system. Backtest it on your own account with your own spread and position size before trading it live.

Which markets was it tested on?

It was tested on 29 market and timeframe combinations. The best run was Nasdaq 100, Daily, with a profit factor of 2.70 over 160 trades.

How large was the drawdown?

The best run had a maximum drawdown of 5,486 EUR at the tested position size, against a net result of 24,436 EUR.

Does it trade long, short or both?

It only takes long trades.

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Get the full rules, the complete code and the ProRealAlgos portfolio as a member.

Copy trading on US indices is available to ProRealAlgos members as spots open.

Past backtest results do not guarantee future results. This is not financial advice. Curated and maintained by ProRealAlgos. ProRealTime™ is a trademark of ProRealTime SAS. prorealalgos.comStatsDocs