Does Bullmarket (Confirmed) help BTC Signal RSI/SMA?
Crypto · 331 backtest runs · As of 31 Aug 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
1.3%
no filter
Filtered CAGR
-3.6%
Bullmarket (Confirmed)
Δ CAGR
-7.55%
Sample
331
runs
Filtered Net CAGR
-4.8%
after costs
Risk-Adjusted Performance
Baseline Sharpe
-0.305
median
Filtered Sharpe
-0.114
Δ Sharpe
-0.11
DSR
0.0%
not confirmed
How does this filter work?
BUY signals only in confirmed bull market
DSR Methodology
▼
DSR = PSR(SR̂₀) per Bailey & López de Prado (2014). SR̂₀ = 1.1379 (expected best Sharpe from 9 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 31 Aug 2026 · Methodology