🏆 Edge Leaderboard
The strongest, statistically robust strategy-filter edges from real backtests. "Filter Δ" = the filter's effect on median CAGR vs. a no-filter run; "after costs" = the same edge net of per-side trading fees; DSR = Deflated Sharpe Ratio (confirms the edge against multiple testing). Only edges with ≥ 30 backtests.
Market:
Sort by:
| # | Strategy / Filter | Market | Median CAGR | After costs | Filter Δ | Backtests | DSR |
|---|---|---|---|---|---|---|---|
| 1 | Ichimoku Cloud 200 WMA Filter | Crypto | +34.3% | +32.4% | +64.9% | 50 | — |
| 2 | Ichimoku Cloud Bullmarket (Strict) | Crypto | +32.7% | +31.5% | +63.3% | 50 | — |
| 3 | Ichimoku Cloud Bullmarket (Confirmed) | Crypto | +26.1% | +24.6% | +56.7% | 50 | — |
| 4 | Ichimoku Cloud Altcoin Season Filter | Crypto | +11.4% | +10.5% | +42.0% | 150 | — |
| 5 | Ichimoku Cloud ATR Expansion | Crypto | +7.4% | +7.0% | +38.0% | 50 | — |
| 6 | Supertrend 200 WMA Filter | Crypto | +33.4% | +32.5% | +36.4% | 50 | — |
| 7 | Ichimoku Cloud ATR Low Volatility | Crypto | +5.5% | +4.3% | +36.1% | 50 | — |
| 8 | Ichimoku Cloud ATR High Volatility | Crypto | +5.5% | +5.2% | +36.1% | 50 | — |
| 9 | EMA Cross Bullmarket (Strict) | Crypto | +34.3% | +33.2% | +32.6% | 150 | ✓ |
| 10 | EMA Cross 200 WMA Filter | Crypto | +32.0% | +30.3% | +30.4% | 150 | — |
| 11 | Supertrend Bullmarket (Strict) | Crypto | +26.1% | +25.6% | +29.1% | 50 | — |
| 12 | Supertrend Bullmarket (Confirmed) | Crypto | +21.6% | +20.9% | +24.6% | 50 | — |
| 13 | Supertrend Altcoin Season Filter | Crypto | +21.0% | +20.5% | +23.9% | 150 | — |
| 14 | EMA Cross Bullmarket (Confirmed) | Crypto | +25.3% | +24.1% | +23.7% | 150 | — |
| 15 | MACD Cross Bullmarket (Strict) | Crypto | +18.5% | +17.1% | +15.4% | 100 | — |
| 16 | MACD Cross 200 WMA Filter | Crypto | +18.3% | +15.5% | +15.2% | 100 | — |
| 17 | F&G Cadence ATR Expansion | Crypto | +8.2% | — | +14.9% | 49 | — |
| 18 | Golden Cross ATR Low Volatility | Crypto | -2.4% | — | +14.7% | 43 | — |
| 19 | WMA Trend Bullmarket (Strict) | Crypto | +11.3% | +10.6% | +14.4% | 159 | — |
| 20 | Williams Alligator 200 WMA Filter | Crypto | +26.9% | +25.9% | +13.5% | 50 | — |
| 21 | RSI / SMA Cross 200 WMA Filter | Crypto | +7.1% | +6.3% | +13.1% | 336 | — |
| 22 | WMA Trend Bullmarket (Confirmed) | Crypto | +10.0% | +9.2% | +13.1% | 169 | — |
| 23 | RSI / SMA Cross Bullmarket (Strict) | Crypto | +6.4% | +5.7% | +12.4% | 145 | — |
| 24 | WMA Trend 200 WMA Filter | Crypto | +9.3% | +8.2% | +12.3% | 298 | — |
| 25 | RSI OB/OS ATR High Volatility | Crypto | +3.3% | — | +12.3% | 50 | — |
| 26 | Supertrend ATR Low Volatility | Crypto | +8.8% | +8.1% | +11.8% | 50 | — |
| 27 | EMA Cross ATR Low Volatility | Crypto | +13.1% | +11.9% | +11.5% | 150 | — |
| 28 | RSI OB/OS Altcoin Season Filter | Crypto | +1.9% | — | +10.9% | 171 | — |
| 29 | EMA Cross Altcoin Season Filter | Crypto | +12.3% | +11.5% | +10.7% | 450 | — |
| 30 | RSI / SMA Cross ATR Low Volatility | Crypto | +4.3% | +3.6% | +10.3% | 197 | — |
| 31 | RSI / SMA Cross ATR Expansion | Crypto | +4.0% | +3.6% | +10.0% | 181 | — |
| 32 | F&G Cadence Altcoin Season Filter | Crypto | +3.1% | +2.8% | +9.8% | 150 | — |
| 33 | MACD Cross Bullmarket (Confirmed) | Crypto | +12.6% | +10.7% | +9.4% | 100 | — |
| 34 | RSI OB/OS ATR Low Volatility | Crypto | +0.4% | — | +9.4% | 99 | — |
| 35 | RSI OB/OS 200 WMA Filter | Crypto | +0.1% | -0.1% | +9.1% | 134 | — |
| 36 | WMA Trend ATR Expansion | Crypto | +5.2% | +4.9% | +8.3% | 154 | — |
| 37 | RSI OB/OS ATR Expansion | Crypto | -0.9% | — | +8.1% | 71 | — |
| 38 | F&G Cadence ATR Low Volatility | Crypto | +1.0% | +0.7% | +7.7% | 50 | — |
| 39 | MACD Cross ATR High Volatility | Crypto | +10.8% | +10.4% | +7.7% | 100 | — |
| 40 | WMA Trend ATR Low Volatility | Crypto | +4.4% | +3.7% | +7.5% | 264 | — |
| 41 | MACD Cross ATR Low Volatility | Crypto | +10.4% | +8.6% | +7.3% | 100 | — |
| 42 | WMA Trend Altcoin Season Filter | Crypto | +3.8% | +3.3% | +6.9% | 386 | — |
| 43 | Stoch-RSI / SMA Bullmarket (Strict) | Crypto | +6.5% | +5.3% | +6.8% | 148 | — |
| 44 | Golden Cross ATR High Volatility | Crypto | -10.6% | — | +6.5% | 110 | — |
| 45 | RSI / SMA Cross Bullmarket (Confirmed) | Crypto | +0.3% | -0.3% | +6.3% | 417 | — |
| 46 | Fibonacci ATR Low Volatility | Crypto | -3.1% | -3.2% | +6.2% | 150 | — |
| 47 | Golden Cross ATR Expansion | Crypto | -11.1% | -11.2% | +6.1% | 60 | — |
| 48 | RSI / SMA Cross ATR High Volatility | Crypto | -0.4% | -0.8% | +5.6% | 453 | — |
| 49 | RSI OB/OS Bullmarket (Strict) | Crypto | -3.8% | -4.0% | +5.2% | 53 | — |
| 50 | Supertrend ATR Expansion | Crypto | +2.1% | +1.8% | +5.1% | 49 | — |
| 51 | Fibonacci ATR Expansion | Crypto | -4.4% | -4.6% | +4.9% | 146 | — |
| 52 | Fibonacci Bullmarket (Strict) | Crypto | -4.6% | -4.9% | +4.7% | 50 | — |
| 53 | Golden Cross Bullmarket (Strict) | Crypto | -12.6% | -12.8% | +4.5% | 66 | — |
| 54 | EMA Trend Bias Bullmarket (Strict) | Crypto | +1.4% | — | +4.5% | 97 | — |
| 55 | Golden Cross Bullmarket (Confirmed) | Crypto | -12.8% | -13.1% | +4.3% | 70 | — |
| 56 | Golden Cross 200 WMA Filter | Crypto | -13.2% | -13.4% | +3.9% | 75 | — |
| 57 | Fibonacci 200 WMA Filter | Crypto | -5.4% | -5.9% | +3.9% | 147 | — |
| 58 | RSI OB/OS Bullmarket (Confirmed) | Crypto | -5.8% | -6.1% | +3.2% | 58 | — |
| 59 | Fibonacci ATR High Volatility | Crypto | -6.3% | -6.5% | +3.0% | 143 | — |
| 60 | EMA Trend Bias ATR Low Volatility | Crypto | -0.1% | — | +3.0% | 138 | — |
| 61 | Golden Cross Altcoin Season Filter | Crypto | -14.4% | -14.6% | +2.7% | 146 | — |
| 62 | BB Squeeze Altcoin Season Filter | Crypto | +1.8% | +1.5% | +2.6% | 172 | — |
| 63 | RSI / SMA Cross Altcoin Season Filter | Crypto | -3.5% | -4.0% | +2.5% | 1244 | — |
| 64 | Stoch-RSI / SMA ATR High Volatility | Crypto | +1.7% | +0.5% | +2.0% | 300 | — |
| 65 | EMA Trend Bias 200 WMA Filter | Crypto | -1.2% | -1.5% | +1.9% | 310 | — |
| 66 | Stoch-RSI / SMA ATR Low Volatility | Crypto | +1.5% | +0.2% | +1.8% | 300 | — |
| 67 | Supertrend ATR High Volatility | Crypto | -1.2% | — | +1.8% | 33 | — |
| 68 | Fibonacci Altcoin Season Filter | Crypto | -8.0% | -8.4% | +1.3% | 153 | — |
| 69 | Stoch-RSI / SMA Bullmarket (Confirmed) | Crypto | +1.0% | -0.4% | +1.3% | 149 | — |
| 70 | Fibonacci Bullmarket (Confirmed) | Crypto | -8.1% | -8.5% | +1.2% | 50 | — |
| 71 | MACD Cross Altcoin Season Filter | Crypto | +4.3% | +3.1% | +1.1% | 299 | — |
| 72 | EMA Trend Bias 200 WMA Filter | Etf | +9.3% | +9.2% | +0.9% | 40 | ✓ |
| 73 | EMA Trend Bias Bullmarket (Confirmed) | Crypto | -2.4% | -2.7% | +0.7% | 103 | — |
| 74 | Stoch-RSI / SMA ATR Expansion | Forex | +0.5% | +0.2% | +0.4% | 56 | — |
| 75 | BB Squeeze 200 WMA Filter | Crypto | -0.6% | — | +0.3% | 102 | — |
| 76 | Stoch-RSI / SMA ATR High Volatility | Forex | +0.5% | +0.2% | +0.3% | 44 | — |
| 77 | MACD Cross ATR Expansion | Crypto | +3.3% | +2.8% | +0.1% | 100 | — |
| 78 | EMA Trend Bias 200 WMA Filter | Stocks | +10.4% | — | -0.1% | 120 | ✓ |
| 79 | BB + RSI 200 WMA Filter | Crypto | +2.7% | — | -0.1% | 98 | — |
| 80 | BB Squeeze Bullmarket (Strict) | Crypto | -1.0% | — | -0.1% | 92 | — |
| 81 | BB Squeeze Bullmarket (Confirmed) | Crypto | -1.0% | — | -0.1% | 94 | — |
| 82 | WMA Trend ATR Low Volatility | Forex | -0.4% | -0.6% | -0.2% | 30 | — |
| 83 | WMA Trend ATR High Volatility | Crypto | -3.4% | — | -0.3% | 123 | — |
| 84 | BB Squeeze ATR Low Volatility | Crypto | -1.2% | -1.5% | -0.3% | 125 | — |
| 85 | Stoch-RSI / SMA ATR Low Volatility | Forex | -0.2% | -0.8% | -0.3% | 60 | — |
| 86 | WMA Trend 200 WMA Filter | Forex | -0.6% | -0.7% | -0.4% | 30 | — |
| 87 | Smoothed Heiken Ashi ATR Expansion | Crypto | +0.8% | — | -0.4% | 128 | — |
| 88 | Smoothed Heiken Ashi 200 WMA Filter | Crypto | +0.7% | +0.1% | -0.4% | 144 | — |
| 89 | EMA Cross ATR Expansion | Crypto | +1.2% | +0.9% | -0.4% | 150 | — |
| 90 | Smoothed Heiken Ashi ATR Low Volatility | Forex | -0.2% | -0.4% | -0.5% | 30 | — |
| 91 | Smoothed Heiken Ashi 200 WMA Filter | Forex | -0.3% | -0.4% | -0.6% | 30 | — |
| 92 | Stoch-RSI / SMA 200 WMA Filter | Forex | -0.6% | -1.1% | -0.7% | 30 | — |
| 93 | RSI / SMA Cross 200 WMA Filter | Etf | +4.9% | +4.1% | -0.7% | 40 | — |
| 94 | BB + RSI ATR High Volatility | Crypto | +2.1% | — | -0.7% | 130 | — |
| 95 | BB + RSI Altcoin Season Filter | Crypto | +2.1% | +1.9% | -0.7% | 444 | — |
| 96 | EMA Trend Bias ATR High Volatility | Crypto | -3.8% | — | -0.7% | 172 | — |
| 97 | RSI / SMA Cross ATR Low Volatility | Forex | -0.3% | -0.5% | -0.7% | 30 | — |
| 98 | WMA Trend 200 WMA Filter | Etf | +6.3% | +6.2% | -0.8% | 40 | ✓ |
| 99 | Golden Cross 200 WMA Filter | Stocks | +11.2% | — | -0.8% | 87 | — |
| 100 | EMA Trend Bias 200 WMA Filter | Commodities | +4.2% | — | -0.9% | 38 | — |
#1 · Ichimoku Cloud
200 WMA Filter · Crypto
Median
+34.3%
Net
+32.4%
Filter Δ
+64.9%
50 backtests
#2 · Ichimoku Cloud
Bullmarket (Strict) · Crypto
Median
+32.7%
Net
+31.5%
Filter Δ
+63.3%
50 backtests
#3 · Ichimoku Cloud
Bullmarket (Confirmed) · Crypto
Median
+26.1%
Net
+24.6%
Filter Δ
+56.7%
50 backtests
#4 · Ichimoku Cloud
Altcoin Season Filter · Crypto
Median
+11.4%
Net
+10.5%
Filter Δ
+42.0%
150 backtests
#5 · Ichimoku Cloud
ATR Expansion · Crypto
Median
+7.4%
Net
+7.0%
Filter Δ
+38.0%
50 backtests
#6 · Supertrend
200 WMA Filter · Crypto
Median
+33.4%
Net
+32.5%
Filter Δ
+36.4%
50 backtests
#7 · Ichimoku Cloud
ATR Low Volatility · Crypto
Median
+5.5%
Net
+4.3%
Filter Δ
+36.1%
50 backtests
#8 · Ichimoku Cloud
ATR High Volatility · Crypto
Median
+5.5%
Net
+5.2%
Filter Δ
+36.1%
50 backtests
#9 · EMA Cross
Bullmarket (Strict) · Crypto
Median
+34.3%
Net
+33.2%
Filter Δ
+32.6%
150 backtests
#10 · EMA Cross
200 WMA Filter · Crypto
Median
+32.0%
Net
+30.3%
Filter Δ
+30.4%
150 backtests
#11 · Supertrend
Bullmarket (Strict) · Crypto
Median
+26.1%
Net
+25.6%
Filter Δ
+29.1%
50 backtests
#12 · Supertrend
Bullmarket (Confirmed) · Crypto
Median
+21.6%
Net
+20.9%
Filter Δ
+24.6%
50 backtests
#13 · Supertrend
Altcoin Season Filter · Crypto
Median
+21.0%
Net
+20.5%
Filter Δ
+23.9%
150 backtests
#14 · EMA Cross
Bullmarket (Confirmed) · Crypto
Median
+25.3%
Net
+24.1%
Filter Δ
+23.7%
150 backtests
#15 · MACD Cross
Bullmarket (Strict) · Crypto
Median
+18.5%
Net
+17.1%
Filter Δ
+15.4%
100 backtests
#16 · MACD Cross
200 WMA Filter · Crypto
Median
+18.3%
Net
+15.5%
Filter Δ
+15.2%
100 backtests
#17 · F&G Cadence
ATR Expansion · Crypto
Median
+8.2%
Net
—
Filter Δ
+14.9%
49 backtests
#18 · Golden Cross
ATR Low Volatility · Crypto
Median
-2.4%
Net
—
Filter Δ
+14.7%
43 backtests
#19 · WMA Trend
Bullmarket (Strict) · Crypto
Median
+11.3%
Net
+10.6%
Filter Δ
+14.4%
159 backtests
#20 · Williams Alligator
200 WMA Filter · Crypto
Median
+26.9%
Net
+25.9%
Filter Δ
+13.5%
50 backtests
#21 · RSI / SMA Cross
200 WMA Filter · Crypto
Median
+7.1%
Net
+6.3%
Filter Δ
+13.1%
336 backtests
#22 · WMA Trend
Bullmarket (Confirmed) · Crypto
Median
+10.0%
Net
+9.2%
Filter Δ
+13.1%
169 backtests
#23 · RSI / SMA Cross
Bullmarket (Strict) · Crypto
Median
+6.4%
Net
+5.7%
Filter Δ
+12.4%
145 backtests
#24 · WMA Trend
200 WMA Filter · Crypto
Median
+9.3%
Net
+8.2%
Filter Δ
+12.3%
298 backtests
#25 · RSI OB/OS
ATR High Volatility · Crypto
Median
+3.3%
Net
—
Filter Δ
+12.3%
50 backtests
#26 · Supertrend
ATR Low Volatility · Crypto
Median
+8.8%
Net
+8.1%
Filter Δ
+11.8%
50 backtests
#27 · EMA Cross
ATR Low Volatility · Crypto
Median
+13.1%
Net
+11.9%
Filter Δ
+11.5%
150 backtests
#28 · RSI OB/OS
Altcoin Season Filter · Crypto
Median
+1.9%
Net
—
Filter Δ
+10.9%
171 backtests
#29 · EMA Cross
Altcoin Season Filter · Crypto
Median
+12.3%
Net
+11.5%
Filter Δ
+10.7%
450 backtests
#30 · RSI / SMA Cross
ATR Low Volatility · Crypto
Median
+4.3%
Net
+3.6%
Filter Δ
+10.3%
197 backtests
#31 · RSI / SMA Cross
ATR Expansion · Crypto
Median
+4.0%
Net
+3.6%
Filter Δ
+10.0%
181 backtests
#32 · F&G Cadence
Altcoin Season Filter · Crypto
Median
+3.1%
Net
+2.8%
Filter Δ
+9.8%
150 backtests
#33 · MACD Cross
Bullmarket (Confirmed) · Crypto
Median
+12.6%
Net
+10.7%
Filter Δ
+9.4%
100 backtests
#34 · RSI OB/OS
ATR Low Volatility · Crypto
Median
+0.4%
Net
—
Filter Δ
+9.4%
99 backtests
#35 · RSI OB/OS
200 WMA Filter · Crypto
Median
+0.1%
Net
-0.1%
Filter Δ
+9.1%
134 backtests
#36 · WMA Trend
ATR Expansion · Crypto
Median
+5.2%
Net
+4.9%
Filter Δ
+8.3%
154 backtests
#37 · RSI OB/OS
ATR Expansion · Crypto
Median
-0.9%
Net
—
Filter Δ
+8.1%
71 backtests
#38 · F&G Cadence
ATR Low Volatility · Crypto
Median
+1.0%
Net
+0.7%
Filter Δ
+7.7%
50 backtests
#39 · MACD Cross
ATR High Volatility · Crypto
Median
+10.8%
Net
+10.4%
Filter Δ
+7.7%
100 backtests
#40 · WMA Trend
ATR Low Volatility · Crypto
Median
+4.4%
Net
+3.7%
Filter Δ
+7.5%
264 backtests
#41 · MACD Cross
ATR Low Volatility · Crypto
Median
+10.4%
Net
+8.6%
Filter Δ
+7.3%
100 backtests
#42 · WMA Trend
Altcoin Season Filter · Crypto
Median
+3.8%
Net
+3.3%
Filter Δ
+6.9%
386 backtests
#43 · Stoch-RSI / SMA
Bullmarket (Strict) · Crypto
Median
+6.5%
Net
+5.3%
Filter Δ
+6.8%
148 backtests
#44 · Golden Cross
ATR High Volatility · Crypto
Median
-10.6%
Net
—
Filter Δ
+6.5%
110 backtests
#45 · RSI / SMA Cross
Bullmarket (Confirmed) · Crypto
Median
+0.3%
Net
-0.3%
Filter Δ
+6.3%
417 backtests
#46 · Fibonacci
ATR Low Volatility · Crypto
Median
-3.1%
Net
-3.2%
Filter Δ
+6.2%
150 backtests
#47 · Golden Cross
ATR Expansion · Crypto
Median
-11.1%
Net
-11.2%
Filter Δ
+6.1%
60 backtests
#48 · RSI / SMA Cross
ATR High Volatility · Crypto
Median
-0.4%
Net
-0.8%
Filter Δ
+5.6%
453 backtests
#49 · RSI OB/OS
Bullmarket (Strict) · Crypto
Median
-3.8%
Net
-4.0%
Filter Δ
+5.2%
53 backtests
#50 · Supertrend
ATR Expansion · Crypto
Median
+2.1%
Net
+1.8%
Filter Δ
+5.1%
49 backtests
#51 · Fibonacci
ATR Expansion · Crypto
Median
-4.4%
Net
-4.6%
Filter Δ
+4.9%
146 backtests
#52 · Fibonacci
Bullmarket (Strict) · Crypto
Median
-4.6%
Net
-4.9%
Filter Δ
+4.7%
50 backtests
#53 · Golden Cross
Bullmarket (Strict) · Crypto
Median
-12.6%
Net
-12.8%
Filter Δ
+4.5%
66 backtests
#54 · EMA Trend Bias
Bullmarket (Strict) · Crypto
Median
+1.4%
Net
—
Filter Δ
+4.5%
97 backtests
#55 · Golden Cross
Bullmarket (Confirmed) · Crypto
Median
-12.8%
Net
-13.1%
Filter Δ
+4.3%
70 backtests
#56 · Golden Cross
200 WMA Filter · Crypto
Median
-13.2%
Net
-13.4%
Filter Δ
+3.9%
75 backtests
#57 · Fibonacci
200 WMA Filter · Crypto
Median
-5.4%
Net
-5.9%
Filter Δ
+3.9%
147 backtests
#58 · RSI OB/OS
Bullmarket (Confirmed) · Crypto
Median
-5.8%
Net
-6.1%
Filter Δ
+3.2%
58 backtests
#59 · Fibonacci
ATR High Volatility · Crypto
Median
-6.3%
Net
-6.5%
Filter Δ
+3.0%
143 backtests
#60 · EMA Trend Bias
ATR Low Volatility · Crypto
Median
-0.1%
Net
—
Filter Δ
+3.0%
138 backtests
#61 · Golden Cross
Altcoin Season Filter · Crypto
Median
-14.4%
Net
-14.6%
Filter Δ
+2.7%
146 backtests
#62 · BB Squeeze
Altcoin Season Filter · Crypto
Median
+1.8%
Net
+1.5%
Filter Δ
+2.6%
172 backtests
#63 · RSI / SMA Cross
Altcoin Season Filter · Crypto
Median
-3.5%
Net
-4.0%
Filter Δ
+2.5%
1244 backtests
#64 · Stoch-RSI / SMA
ATR High Volatility · Crypto
Median
+1.7%
Net
+0.5%
Filter Δ
+2.0%
300 backtests
#65 · EMA Trend Bias
200 WMA Filter · Crypto
Median
-1.2%
Net
-1.5%
Filter Δ
+1.9%
310 backtests
#66 · Stoch-RSI / SMA
ATR Low Volatility · Crypto
Median
+1.5%
Net
+0.2%
Filter Δ
+1.8%
300 backtests
#67 · Supertrend
ATR High Volatility · Crypto
Median
-1.2%
Net
—
Filter Δ
+1.8%
33 backtests
#68 · Fibonacci
Altcoin Season Filter · Crypto
Median
-8.0%
Net
-8.4%
Filter Δ
+1.3%
153 backtests
#69 · Stoch-RSI / SMA
Bullmarket (Confirmed) · Crypto
Median
+1.0%
Net
-0.4%
Filter Δ
+1.3%
149 backtests
#70 · Fibonacci
Bullmarket (Confirmed) · Crypto
Median
-8.1%
Net
-8.5%
Filter Δ
+1.2%
50 backtests
#71 · MACD Cross
Altcoin Season Filter · Crypto
Median
+4.3%
Net
+3.1%
Filter Δ
+1.1%
299 backtests
#72 · EMA Trend Bias
200 WMA Filter · Etf
Median
+9.3%
Net
+9.2%
Filter Δ
+0.9%
40 backtests
#73 · EMA Trend Bias
Bullmarket (Confirmed) · Crypto
Median
-2.4%
Net
-2.7%
Filter Δ
+0.7%
103 backtests
#74 · Stoch-RSI / SMA
ATR Expansion · Forex
Median
+0.5%
Net
+0.2%
Filter Δ
+0.4%
56 backtests
#75 · BB Squeeze
200 WMA Filter · Crypto
Median
-0.6%
Net
—
Filter Δ
+0.3%
102 backtests
#76 · Stoch-RSI / SMA
ATR High Volatility · Forex
Median
+0.5%
Net
+0.2%
Filter Δ
+0.3%
44 backtests
#77 · MACD Cross
ATR Expansion · Crypto
Median
+3.3%
Net
+2.8%
Filter Δ
+0.1%
100 backtests
#78 · EMA Trend Bias
200 WMA Filter · Stocks
Median
+10.4%
Net
—
Filter Δ
-0.1%
120 backtests
#79 · BB + RSI
200 WMA Filter · Crypto
Median
+2.7%
Net
—
Filter Δ
-0.1%
98 backtests
#80 · BB Squeeze
Bullmarket (Strict) · Crypto
Median
-1.0%
Net
—
Filter Δ
-0.1%
92 backtests
#81 · BB Squeeze
Bullmarket (Confirmed) · Crypto
Median
-1.0%
Net
—
Filter Δ
-0.1%
94 backtests
#82 · WMA Trend
ATR Low Volatility · Forex
Median
-0.4%
Net
-0.6%
Filter Δ
-0.2%
30 backtests
#83 · WMA Trend
ATR High Volatility · Crypto
Median
-3.4%
Net
—
Filter Δ
-0.3%
123 backtests
#84 · BB Squeeze
ATR Low Volatility · Crypto
Median
-1.2%
Net
-1.5%
Filter Δ
-0.3%
125 backtests
#85 · Stoch-RSI / SMA
ATR Low Volatility · Forex
Median
-0.2%
Net
-0.8%
Filter Δ
-0.3%
60 backtests
#86 · WMA Trend
200 WMA Filter · Forex
Median
-0.6%
Net
-0.7%
Filter Δ
-0.4%
30 backtests
#87 · Smoothed Heiken Ashi
ATR Expansion · Crypto
Median
+0.8%
Net
—
Filter Δ
-0.4%
128 backtests
#88 · Smoothed Heiken Ashi
200 WMA Filter · Crypto
Median
+0.7%
Net
+0.1%
Filter Δ
-0.4%
144 backtests
#89 · EMA Cross
ATR Expansion · Crypto
Median
+1.2%
Net
+0.9%
Filter Δ
-0.4%
150 backtests
#90 · Smoothed Heiken Ashi
ATR Low Volatility · Forex
Median
-0.2%
Net
-0.4%
Filter Δ
-0.5%
30 backtests
#91 · Smoothed Heiken Ashi
200 WMA Filter · Forex
Median
-0.3%
Net
-0.4%
Filter Δ
-0.6%
30 backtests
#92 · Stoch-RSI / SMA
200 WMA Filter · Forex
Median
-0.6%
Net
-1.1%
Filter Δ
-0.7%
30 backtests
#93 · RSI / SMA Cross
200 WMA Filter · Etf
Median
+4.9%
Net
+4.1%
Filter Δ
-0.7%
40 backtests
#94 · BB + RSI
ATR High Volatility · Crypto
Median
+2.1%
Net
—
Filter Δ
-0.7%
130 backtests
#95 · BB + RSI
Altcoin Season Filter · Crypto
Median
+2.1%
Net
+1.9%
Filter Δ
-0.7%
444 backtests
#96 · EMA Trend Bias
ATR High Volatility · Crypto
Median
-3.8%
Net
—
Filter Δ
-0.7%
172 backtests
#97 · RSI / SMA Cross
ATR Low Volatility · Forex
Median
-0.3%
Net
-0.5%
Filter Δ
-0.7%
30 backtests
#98 · WMA Trend
200 WMA Filter · Etf
Median
+6.3%
Net
+6.2%
Filter Δ
-0.8%
40 backtests
#99 · Golden Cross
200 WMA Filter · Stocks
Median
+11.2%
Net
—
Filter Δ
-0.8%
87 backtests
#100 · EMA Trend Bias
200 WMA Filter · Commodities
Median
+4.2%
Net
—
Filter Δ
-0.9%
38 backtests
Gross CAGR is the canonical benchmark; "after costs" applies per-side trading fees. Each row links to the full edge report with per-asset breakdown and DSR methodology. Methodology
Edge Leaderboard — Aggregate Snapshot
The strongest statistically-confirmed strategy-filter edges across real backtests on the platform. 4 of the top 100 edges pass the Deflated-Sharpe-Ratio multiple-testing threshold (≥90%), spanning 5 asset classes. "Filter Δ" is the filter's effect on median CAGR vs. a no-filter baseline; "after costs" applies per-side trading fees.
- Ranked edges
- 100
- DSR-confirmed (≥90%)
- 4
- Asset classes
- 5
- Min. sample
- 30 backtests
Strongest confirmed edges right now: 200 WMA Filter on Ichimoku Cloud (Crypto) — +34.3% median CAGR, filter Δ +64.9% vs. no-filter, 50 backtests · Bullmarket (Strict) on Ichimoku Cloud (Crypto) — +32.7% median CAGR, filter Δ +63.3% vs. no-filter, 50 backtests · Bullmarket (Confirmed) on Ichimoku Cloud (Crypto) — +26.1% median CAGR, filter Δ +56.7% vs. no-filter, 50 backtests.
Each edge links to its full report with per-asset breakdown, Sharpe comparison and the DSR methodology. Gross CAGR stays the canonical benchmark; "after costs" shows the same edge net of per-side trading fees.