Does Bullmarket (Strict) help BB Squeeze?
Crypto · 92 backtest runs · As of 9 Jun 2026 · Methodology
NeutralDSR ✗ not confirmed
No material CAGR effect (±1pp vs. baseline). Filter may still reduce drawdown.
CAGR Comparison
Baseline CAGR
-0.9%
no filter
Filtered CAGR
-1.0%
Bullmarket (Strict)
Δ CAGR
-0.10%
Sample
92
runs
Risk-Adjusted Performance
Baseline Sharpe
0.466
median
Filtered Sharpe
-0.145
Δ Sharpe
-0.61
DSR
0.0%
not confirmed
How does this filter work?
BUY signals only under strict bull market criterion
DSR Methodology
DSR = PSR(SR̂₀) per Bailey & López de Prado (2014). SR̂₀ = 0.3738 (expected best Sharpe from 7 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.
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