Does Min Profit Guard help F&G Cadence?
Crypto · 250 backtest runs · As of 28 Jul 2026 · Methodology
HurtsDSR ✗ not confirmed
This filter reduces median CAGR by more than 1 percentage point — either more false signals or too many blocked trades.
CAGR Comparison
Baseline CAGR
-8.3%
no filter
Filtered CAGR
-15.4%
Min Profit Guard
Δ CAGR
-7.20%
Sample
250
runs
Baseline Net CAGR
-8.5%
after costs
Filtered Net CAGR
-15.7%
after costs
Risk-Adjusted Performance
Baseline Sharpe
0.029
median
Filtered Sharpe
-0.060
Δ Sharpe
-0.09
DSR
0.0%
not confirmed
How does this filter work?
SELL signals only past −10 % open result — holds losers longer
DSR Methodology
▼
DSR = PSR(SR̂₀) per Bailey & López de Prado (2014). SR̂₀ = 0.9021 (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 28 Jul 2026 · Methodology