Does Bullmarket (Confirmed) help OBV-MACD?
Crypto ยท 143 backtest runs ยท As of 6 Jul 2026 ยท Methodology
HelpsDSR โ not confirmed
This filter increases median CAGR by more than 1 percentage point vs. the baseline.
CAGR Comparison
Baseline CAGR
1.6%
no filter
Filtered CAGR
6.8%
Bullmarket (Confirmed)
ฮ CAGR
+5.20%
Sample
143
runs
Baseline Net CAGR
1.2%
after costs
Filtered Net CAGR
6.4%
after costs
Risk-Adjusted Performance
Baseline Sharpe
0.116
median
Filtered Sharpe
0.112
ฮ Sharpe
-0.00
DSR
0.0%
not confirmed
How does this filter work?
BUY signals only in confirmed bull market
DSR Methodology
DSR = PSR(SRฬโ) per Bailey & Lรณpez de Prado (2014). SRฬโ = 0.8143 (expected best Sharpe from 7 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 โฅ 90%. Current: 0.0%.
Full analysis in Edge Library
Per-asset breakdown, trade-level data, Sharpe comparison โ available after sign-in.
โ All edge reportsComputed 6 Jul 2026 ยท Methodology