Question 1

Does the 200 WMA Filter improve BB Squeeze performance on Crypto?

Accepted Answer

Not decidable — the runs disagree: the 90% interval of the effect straddles the ±1 percentage-point line, so claiming a direction would assert more precision than the data supports. Based on 68 independent backtest runs, the 200 WMA Filter changes median CAGR by +0.15% vs. a no-filter baseline. Multiple-testing check: the filtered Sharpe does not clear the threshold SR̂₀ = 0.238.

Question 2

How is multiple testing handled?

Accepted Answer

When 9 variants (no filter plus every filter of this strategy) are tested on the same backtest data, one of them can look good by luck. SR̂₀ = 0.238 is the Sharpe the best of these trials would reach by chance alone, computed from the spread of their Sharpe values with the extreme-value formula of Bailey & López de Prado (2014). The filter passes when its Sharpe lies above SR̂₀ — a threshold test, not a probability. Sharpe values are annualized over 365 calendar days.

Question 3

How is this analysis survivorship-bias-free?

Accepted Answer

Each filter is evaluated in isolation across all real backtest runs saved by users on the platform — with no look-ahead in trade signals. Sample size is shown transparently; verdicts with fewer than 30 runs are marked as insufficient and excluded from search indexing.

Does 200 WMA Filter help BB Squeeze?

CAGR Comparison

Risk-Adjusted Performance

How does this filter work?

Multiple-testing threshold