Backtesting Arena

Backtesting Arena

Does ATR Low Volatility help MACD Cross?

Stocks ยท 60 backtest runs ยท As of 13 Jul 2026 ยท Methodology

HurtsDSR โœ— not confirmed

This filter reduces median CAGR by more than 1 percentage point โ€” either more false signals or too many blocked trades.

CAGR Comparison

Baseline CAGR
7.5%
no filter
Filtered CAGR
2.5%
ATR Low Volatility
ฮ” CAGR
-5.10%
Sample
60
runs
Baseline Net CAGR
7.3%
after costs
Filtered Net CAGR
2.2%
after costs

Risk-Adjusted Performance

Baseline Sharpe
0.350
median
Filtered Sharpe
0.265
ฮ” Sharpe
-0.09
DSR
87.5%
not confirmed

How does this filter work?

Signals only in low ATR regime

DSR Methodology

DSR = PSR(SRฬ‚โ‚€) per Bailey & Lรณpez de Prado (2014). SRฬ‚โ‚€ = 0.5212 (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 โ‰ฅ 90%. Current: 87.5%.

Full analysis in Edge Library

Per-asset breakdown, trade-level data, Sharpe comparison โ€” available after sign-in.

โ† All edge reportsComputed 13 Jul 2026 ยท Methodology
ATR Low Volatility + MACD Cross on Stocks โ€” Edge Analysis | Backtesting Arena