Does Min Profit Guard help BB + RSI?
Crypto · 177 backtest runs · As of 12 Sept 2026 · Methodology
HurtsDSR ✗ not confirmed
This filter reduces median CAGR, with the entire 90% interval below −1 percentage point — either more false signals or too many blocked trades.
CAGR Comparison
Baseline CAGR
0.4%
no filter
Filtered CAGR
-2.2%
Min Profit Guard
Δ CAGR
-4.30%
Sample
177
runs
Baseline Net CAGR
0.2%
after costs
Filtered Net CAGR
-2.4%
after costs
Risk-Adjusted Performance
Baseline Sharpe
0.065
median
Filtered Sharpe
0.168
Δ Sharpe
0.00
DSR
0.0%
not confirmed
How does this filter work?
SELL signals only past −10 % open result — holds losers longer
DSR Methodology
▼
DSR = PSR(SR̂₀) per Bailey & López de Prado (2014). SR̂₀ = 0.6759 (expected best Sharpe from 10 random filter trials).
Testing multiple filters on the same data increases the chance of finding a good result by luck. DSR measures whether this result clears the multiple-testing threshold. Pass threshold: DSR ≥ 90%. Current: 0.0%.
Full analysis in Edge Library
Per-asset breakdown, trade-level data, Sharpe comparison — available after sign-in.
← All edge reportsComputed 12 Sept 2026 · Methodology