Does Bullmarket (Early) help BB Squeeze?
Crypto · 76 backtest runs · As of 12 Sept 2026 · Methodology
NeutralDSR ✗ not confirmed
No material CAGR effect: the entire 90% interval lies within ±1 percentage point. The filter may still reduce drawdown.
CAGR Comparison
Baseline CAGR
-0.9%
no filter
Filtered CAGR
-1.2%
Bullmarket (Early)
Δ CAGR
+0.10%
Sample
76
runs
Baseline Net CAGR
-1.1%
after costs
Risk-Adjusted Performance
Baseline Sharpe
-0.209
median
Filtered Sharpe
-0.193
Δ Sharpe
+0.09
DSR
0.0%
not confirmed
How does this filter work?
BUY signals already under the early bull market criterion
DSR Methodology
▼
DSR = PSR(SR̂₀) per Bailey & López de Prado (2014). SR̂₀ = 0.7993 (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