Backtesting Arena

Backtesting Arena

Does ATR High Volatility help Capitulation Finder?

Crypto · 104 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
0.7%
ATR High Volatility
Δ CAGR
+1.35%
Sample
104
runs
Baseline Net CAGR
-7.3%
after costs
Filtered Net CAGR
0.4%
after costs

Risk-Adjusted Performance

Baseline Sharpe
0.120
median
Filtered Sharpe
0.028
Δ Sharpe
+0.02
DSR
0.0%
not confirmed

How does this filter work?

Signals only in high ATR regime

DSR Methodology

DSR = PSR(SR̂₀) per Bailey & López de Prado (2014). SR̂₀ = 0.7976 (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