Does Bullmarket (Early) help Triple Strike Reversal?
Crypto · 154 backtest runs · As of 28 Sept 2026 · Methodology
Not DecidableDSR ✗ not confirmed
Enough runs, but they disagree: the effect's 90% interval straddles the ±1 percentage-point line. Claiming a direction would assert more precision than the data supports.
CAGR Comparison
Baseline CAGR
4.3%
no filter
Filtered CAGR
3.5%
Bullmarket (Early)
Δ CAGR
+0.60%
Sample
154
runs
Baseline Net CAGR
4.1%
after costs
Filtered Net CAGR
3.2%
after costs
Risk-Adjusted Performance
Baseline Sharpe
0.174
median
Filtered Sharpe
0.248
Δ Sharpe
+0.04
DSR
0.0%
not confirmed
How does this filter work?
BUY signals already under the early bull market criterion
DSR Methodology
▼
DSR = PSR(SR̂₀) per Bailey & López de Prado (2014). SR̂₀ = 0.6252 (expected best Sharpe from 10 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 Sept 2026 · Methodology