Does Altcoin Season Filter help RSI OB/OS?
Crypto · 421 backtest runs · As of 31 Aug 2026 · Methodology
HelpsDSR ✗ not confirmed
This filter increases median CAGR — clearly enough that the entire 90% interval sits above +1 percentage point, not just the point estimate.
CAGR Comparison
Baseline CAGR
-13.3%
no filter
Filtered CAGR
2.5%
Altcoin Season Filter
Δ CAGR
+3.35%
Sample
421
runs
Baseline Net CAGR
-13.5%
after costs
Filtered Net CAGR
2.3%
after costs
Risk-Adjusted Performance
Baseline Sharpe
0.073
median
Filtered Sharpe
0.064
Δ Sharpe
-0.09
DSR
0.0%
not confirmed
How does this filter work?
BUY signals only during altcoin season — pooled across both modes (aggressive + conservative)
DSR Methodology
▼
DSR = PSR(SR̂₀) per Bailey & López de Prado (2014). SR̂₀ = 0.7558 (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 31 Aug 2026 · Methodology