Python · MIT
jianweiweng05/qsx-strategy-score
Free strategy scorecard for trading backtests. Detect overfitting, weak edge, drawdown risk, and random-timing luck from returns, equity curves, or trade logs.
★ 927
Stars
45 forks · 0 open issues
−4.0/wk
Growth · measured
Stars counted between two of our own snapshots roughly a week apart. The repository page gives the exact span.
22.7
Momentum / 100
see the breakdown below
4mo ago
Created
last push 14d ago
Star history
How this score was built
| Component | Weight | Earned | Why |
|---|---|---|---|
| Velocity | 55 | 0.0 | −4.0/wk, log-scaled against a 750/day ceiling |
| Acceleration | 15 | 0.0 | needs 7-day and 30-day rates side by side |
| Freshness | 15 | 14.1 | last push 14d ago; decays to zero at 180 days |
| Scale | 15 | 8.6 | 927 stars, log-scaled against 150k — stops a 3-star repo topping the board |
| Momentum | 100 | 22.7 | sum of the above |
Detail
| Topics | algorithmic-tradingbacktestingdeflated-sharpe-ratiomonte-carlooverfittingpythonquantitative-financerisk-managementstrategy-analysistradingview |
| Matched on | Finance (algorithmic-trading, quantitative-finance) |
| Short window | +-4 stars over 7 days = -0.6/day |
| Long window | no snapshot 14–45 days old yet |
| Lifetime average | 6.89 stars/day over 134 days |
| First seen here | 2026-10-25 |
| Last read | 2d ago |