Does Altcoin Season Filter help RSI OB/OS?
Crypto · 1547 backtest runs · As of 21 Sept 2026 · Methodology
HelpsDSR ✗ not confirmed
This filter increases median CAGR — clearly enough that the entire 90% interval sits above +1 percentage point, not just the point estimate.
CAGR Comparison
Baseline CAGR
-17.8%
no filter
Filtered CAGR
-3.2%
Altcoin Season Filter
Δ CAGR
+4.40%
Sample
1547
runs
Baseline Net CAGR
-17.9%
after costs
Filtered Net CAGR
-3.4%
after costs
Risk-Adjusted Performance
Baseline Sharpe
-0.047
median
Filtered Sharpe
-0.126
Δ Sharpe
-0.04
DSR
0.0%
not confirmed
How does this filter work?
BUY signals only during altcoin season — pooled across both modes (aggressive + conservative)
DSR Methodology
▼
DSR = PSR(SR̂₀) per Bailey & López de Prado (2014). SR̂₀ = 1.0346 (expected best Sharpe from 10 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: 0.0%.
Full analysis in Edge Library
Per-asset breakdown, trade-level data, Sharpe comparison — available after sign-in.
← All edge reportsComputed 21 Sept 2026 · Methodology