Does Bullmarket (Strict) help Golden Cross?
Crypto · 66 backtest runs · As of 20 Jul 2026 · Methodology
Helps
This filter increases median CAGR by more than 1 percentage point vs. the baseline.
CAGR Comparison
Baseline CAGR
-17.1%
no filter
Filtered CAGR
-12.6%
Bullmarket (Strict)
Δ CAGR
+4.55%
Sample
66
runs
Baseline Net CAGR
-17.3%
after costs
Filtered Net CAGR
-12.8%
after costs
Risk-Adjusted Performance
Baseline Sharpe
0.120
median
Filtered Sharpe
—
Δ Sharpe
—
DSR
—
not confirmed
How does this filter work?
BUY signals only under strict bull market criterion
Full analysis in Edge Library
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