Does Altcoin Season Filter help Williams Alligator?
Crypto · 150 backtest runs · As of 9 Jun 2026 · Methodology
HurtsDSR ✗ not confirmed
This filter reduces median CAGR by more than 1 percentage point — either more false signals or too many blocked trades.
CAGR Comparison
Baseline CAGR
25.4%
no filter
Filtered CAGR
-1.8%
Altcoin Season Filter
Δ CAGR
-27.25%
Sample
150
runs
Risk-Adjusted Performance
Baseline Sharpe
0.551
median
Filtered Sharpe
-0.163
Δ Sharpe
-0.71
DSR
0.0%
not confirmed
How does this filter work?
BUY signals only during altcoin season
DSR Methodology
DSR = PSR(SR̂₀) per Bailey & López de Prado (2014). SR̂₀ = 0.8997 (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 ≥ 90%. Current: 0.0%.
Full analysis in Edge Library
Per-asset breakdown, trade-level data, Sharpe comparison — available after sign-in.
← All edge reportsComputed 9 Jun 2026 · Methodology