Does Min Profit Guard help Fibonacci?
Crypto · 168 backtest runs · As of 29 Jul 2026 · Methodology
NeutralDSR ✗ not confirmed
No material CAGR effect (±1pp vs. baseline). Filter may still reduce drawdown.
CAGR Comparison
Baseline CAGR
-9.3%
no filter
Filtered CAGR
-9.6%
Min Profit Guard
Δ CAGR
-0.25%
Sample
168
runs
Baseline Net CAGR
-9.6%
after costs
Filtered Net CAGR
-9.7%
after costs
Risk-Adjusted Performance
Baseline Sharpe
-0.238
median
Filtered Sharpe
-0.271
Δ Sharpe
-0.03
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 = 0.8812 (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 29 Jul 2026 · Methodology