Does Min Profit Guard help Golden Cross?
Crypto · 177 backtest runs · As of 28 Jul 2026 · Methodology
HelpsDSR ✗ not confirmed
This filter increases median CAGR by more than 1 percentage point vs. the baseline.
CAGR Comparison
Baseline CAGR
-16.6%
no filter
Filtered CAGR
-14.8%
Min Profit Guard
Δ CAGR
+1.80%
Sample
177
runs
Baseline Net CAGR
-16.8%
after costs
Filtered Net CAGR
-14.9%
after costs
Risk-Adjusted Performance
Baseline Sharpe
-0.197
median
Filtered Sharpe
-0.214
Δ Sharpe
-0.02
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 = 0.8576 (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