Does Stoch-RSI Weekly Filter help F&G Cadence?
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
-14.7%
no filter
Filtered CAGR
-1.5%
Stoch-RSI Weekly Filter
Δ CAGR
+0.40%
Sample
239
runs
Baseline Net CAGR
-14.9%
after costs
Filtered Net CAGR
-1.7%
after costs
Risk-Adjusted Performance
Baseline Sharpe
-0.133
median
Filtered Sharpe
-0.200
Δ Sharpe
-0.29
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 = 0.9695 (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