Does 200 WMA Filter help Triple Strike Reversal?
Crypto · 187 backtest runs · As of 14 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
4.4%
200 WMA Filter
Δ CAGR
-0.60%
Sample
187
runs
Baseline Net CAGR
4.1%
after costs
Filtered Net CAGR
4.1%
after costs
Risk-Adjusted Performance
Baseline Sharpe
0.174
median
Filtered Sharpe
0.184
Δ Sharpe
-0.01
DSR
0.0%
not confirmed
How does this filter work?
BUY signals only when price > 200-week MA
DSR Methodology
▼
DSR = PSR(SR̂₀) per Bailey & López de Prado (2014). SR̂₀ = 0.6298 (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 14 Sept 2026 · Methodology