Does Stoch-RSI Weekly Filter help Capitulation Finder?
Crypto · 41 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
7.9%
Stoch-RSI Weekly Filter
Δ CAGR
-1.00%
Sample
41
runs
Baseline Net CAGR
-7.3%
after costs
Filtered Net CAGR
7.0%
after costs
Risk-Adjusted Performance
Baseline Sharpe
0.120
median
Filtered Sharpe
0.311
Δ Sharpe
+0.00
DSR
9.7%
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 = 0.7951 (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: 9.7%.
Full analysis in Edge Library
Per-asset breakdown, trade-level data, Sharpe comparison — available after sign-in.
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