Filter Delta (CAGR)
Edge· DE: Filter-Delta (CAGR)
The change in median CAGR from applying a filter versus the unfiltered baseline of the same strategy/market — the core measure of an edge.
Calculation
delta_cagr = filtered_median_cagr − baseline_median_cagr (percentage points).
Unit & source
pp · tradingstrategies.work Edge-Library methodology
Related terms
Definitions are for research and education. Metrics describe market conditions — not financial advice or a buy/sell signal.