BALY Trend Score Bally's Corporation

What is the Trend Score?

The Trend Score measures how steadily and strongly a stock is trending upward, from 0 to 1 (0 to 100 in the gauge). It is not just whether the stock went up — it rewards stocks that climb smoothly, consistently and with controlled risk.

Score quality bands

The seven scoring components

Each component is normalized to 0–100 and blended by weight (the default Balanced weights shown).

1. Trend slope (30%) — the annualized return implied by a straight-line fit through log prices. A stock that steadily gains about 25% a year scores near 100; negative slopes score poorly.
2. Smoothness / R² (15%) — how closely the price follows that line. An R² near 1 is a straight climb; around 0.3 is erratic. Think of it as “how reliable is this trend?”
3. Relative strength (15%) — how much the stock outperformed the benchmark over the same period. Rising while the market is flat scores higher than rising with the tide.
4. Trend alignment (15%) — the share of days the price closed above its moving average (EMA 50 by default), plus a bonus when the short, medium and long averages are stacked bullishly.
5. Volatility (10%) — lower annualized volatility scores higher: about 15% scores near 100, 60% or more near 0.
6. Max drawdown (10%) — the worst peak-to-trough decline. Under 5% scores 100; deeper than 40% scores near 0.
7. Momentum (5%) — the simple return over the second half of the lookback window.

Reported, not scored

• Sortino ratio — return per unit of downside risk.
• Calmar ratio — annual return divided by the maximum drawdown (“return per unit of pain”).
• Information ratio — how consistently the stock outperformed the benchmark.
• Beta / alpha — sensitivity to the market and the excess return (CAPM).
• Confidence — how trustworthy the score is, from R², data length and sufficiency.

Backtest Timeline — what would the score have said?

The timeline rewinds the score to earlier dates — 1 week, 1 month, 3, 6 and 12 months ago — using only the prices available then. Compare a past score with what happened next: a stock that kept scoring 0.70 or more and then delivered strong returns is one whose score has been a reliable signal. The Backtest Insight under the timeline compares today's score with the oldest snapshot.

Customize for your risk tolerance

Choose a predefined strategy or Custom weights to change what matters:

• Lookback — how many trading days to analyze (252 = one year). Shorter focuses on recent momentum; longer on durable trend quality.
• Moving average type and period — EMA (default, more reactive) or SMA (smoother), and the period used for trend alignment.
• Benchmark — the index ETF for relative strength and the information ratio (SPY, QQQ, IWM, DIA).
• Blend multiple windows — scores 3-, 6- and 12-month windows and blends them for a steadier, timeframe-consistent signal.

Custom weights are relative; the engine normalizes them so they always add up to 100%.