Does Bullmarket (Confirmed) help Golden Cross?
Crypto · 304 backtest runs · As of 19 Oct 2026 · Methodology
This filter increases median CAGR — clearly enough that the entire 90% interval sits above +1 percentage point, not just the point estimate.
CAGR Comparison
Risk-Adjusted Performance
How does this filter work?
BUY signals only in confirmed bull market
Multiple-testing threshold
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Testing several filters on the same data raises the chance that one looks good by luck. SR̂₀ = 0.092 is the Sharpe the best of 11 trials (no filter + every filter of this strategy) would reach by chance alone — computed from the spread of these trials' Sharpe values (extreme-value formula per Bailey & López de Prado 2014).
The filter passes when its Sharpe (-0.329) lies above SR̂₀. This is a threshold test, not a probability: a true Deflated Sharpe would need each run's period count, skew and kurtosis. All Sharpe values are annualized over 365 calendar days.
Full analysis in Edge Library
Per-asset breakdown, trade-level data, Sharpe comparison — available after sign-in.