Does Bullmarket (Strict) help WMA Trend?
Crypto · 1680 backtest runs · As of 12 Sept 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
-15.7%
no filter
Filtered CAGR
11.4%
Bullmarket (Strict)
Δ CAGR
+11.87%
Sample
1680
runs
Baseline Net CAGR
-16.1%
after costs
Filtered Net CAGR
10.9%
after costs
Risk-Adjusted Performance
Baseline Sharpe
-0.365
median
Filtered Sharpe
0.193
Δ Sharpe
+0.20
DSR
0.0%
not confirmed
How does this filter work?
BUY signals only under strict bull market criterion
DSR Methodology
▼
DSR = PSR(SR̂₀) per Bailey & López de Prado (2014). SR̂₀ = 1.1256 (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 12 Sept 2026 · Methodology