Does Bullmarket (Strict) help Ichimoku Cloud?
Crypto · 50 backtest runs · As of 20 Jul 2026 · Methodology
HelpsDSR ✗ not confirmed
This filter increases median CAGR by more than 1 percentage point vs. the baseline.
CAGR Comparison
Baseline CAGR
-31.4%
no filter
Filtered CAGR
32.7%
Bullmarket (Strict)
Δ CAGR
+64.10%
Sample
50
runs
Baseline Net CAGR
-32.4%
after costs
Filtered Net CAGR
31.5%
after costs
Risk-Adjusted Performance
Baseline Sharpe
-0.388
median
Filtered Sharpe
0.455
Δ Sharpe
+0.84
DSR
85.2%
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 = 1.0758 (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 ≥ 90%. Current: 85.2%.
Full analysis in Edge Library
Per-asset breakdown, trade-level data, Sharpe comparison — available after sign-in.
← All edge reportsComputed 20 Jul 2026 · Methodology