White Paper

Discover What's Behind The Score

A peer-review-ready scientific document detailing the complete mathematical framework behind every AlgoScore rating.

Authored byValeriia Mischenko
6 Metrics DefinedManual OverlayScore CalibrationFull Formulasv1.4 - Jul 2026
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Contents

What's Inside

Eight sections covering the complete scoring methodology from first principles, including the manual overlay and score calibration.

01Executive Summary

Overview of AlgoScore's purpose, the 10+ years of trading experience behind it, and what the score represents.

02Design Principles

Why Myfxbook TWR data is used directly, how missing days are handled, and the authoritative drawdown source.

03The Six Metrics

Complete mathematical definitions: Sortino, Calmar, Ulcer Index, Negative Skewness, Autocorrelation, and Float Stress.

04Statistical Testing

Ljung-Box Q test for autocorrelation significance, weekly compounding methodology, and minimum data requirements.

05Confidence Model

Bayesian-inspired reliability shrinkage and the confidence dampening model that adjusts scores toward 50 for shorter track records.

06Subscore Anchors

Full calibration tables mapping every raw metric value to its 0-100 subscore via piecewise linear interpolation.

07Manual Overlay

The three transparent multipliers (cash-flow/true-TWR, grid/martingale, scalability) applied on top of the engine score, their allowed ranges, and how each penalty is justified and evidenced.

08Score Calibration

The fixed, percentile-anchored display mapping that converts the raw multiplied score into the published score — intuitive numbers with mathematically guaranteed rank preservation.

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