Does Stoch-RSI Weekly Filter help BTC Signal RSI/SMA?
Crypto · 239 backtest runs · As of 12 Sept 2026 · Methodology
Not DecidableDSR ✗ not confirmed
Enough runs, but they disagree: the effect's 90% interval straddles the ±1 percentage-point line. Claiming a direction would assert more precision than the data supports.
CAGR Comparison
Baseline CAGR
-7.2%
no filter
Filtered CAGR
9.4%
Stoch-RSI Weekly Filter
Δ CAGR
-1.60%
Sample
239
runs
Baseline Net CAGR
-9.7%
after costs
Filtered Net CAGR
7.9%
after costs
Risk-Adjusted Performance
Baseline Sharpe
-0.322
median
Filtered Sharpe
0.317
Δ Sharpe
—
DSR
0.0%
not confirmed
How does this filter work?
BUY signals only while the asset’s weekly StochRSI(14) sits above its SMA(3)
DSR Methodology
▼
DSR = PSR(SR̂₀) per Bailey & López de Prado (2014). SR̂₀ = 1.0610 (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
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← All edge reportsComputed 12 Sept 2026 · Methodology