Backtesting Arena

Backtesting Arena

Does ATR Low Volatility help Williams Alligator?

Crypto · 214 backtest runs · As of 10 Aug 2026 · Methodology

HurtsDSR ✗ not confirmed

This filter reduces median CAGR, with the entire 90% interval below −1 percentage point — either more false signals or too many blocked trades.

CAGR Comparison

Baseline CAGR
7.3%
no filter
Filtered CAGR
-1.5%
ATR Low Volatility
Δ CAGR
-8.80%
Sample
214
runs
Baseline Net CAGR
6.9%
after costs
Filtered Net CAGR
-1.8%
after costs

Risk-Adjusted Performance

Baseline Sharpe
0.082
median
Filtered Sharpe
-0.075
Δ Sharpe
-0.16
DSR
0.0%
not confirmed

How does this filter work?

Signals only in low ATR regime

DSR Methodology

DSR = PSR(SR̂₀) per Bailey & López de Prado (2014). SR̂₀ = 0.7975 (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 10 Aug 2026 · Methodology