| Indicator | Verdict | Net bps | Edge bps | 95% CI | Range | Trend | Plateau | Folds | p adj | Signals |
|---|---|---|---|---|---|---|---|---|---|---|
| Holy Grail EMA20 Pullback Trend-Following · 15m |
conditional | +14.2 | +23.2 | -5.3…52.5 | – | +23.2 | 62% | 5/6 | 0.858 | 158 |
| Micro Pullback (Ross Cameron) Trend-Following · 15m |
none | -4.2 | +4.8 | 0.4…8.9 | +3.6 | +5.4 | 96% | 5/6 | 0.581 | 7077 |
| Bollinger Band Extreme Mean-Reversion · 15m |
none | -6.6 | +2.4 | -0.3…4.9 | +4.0 | +1.3 | 96% | 4/6 | 0.995 | 13676 |
| RSI Mean Reversion Mean-Reversion · 15m |
none | -8.2 | +0.8 | -0.4…2.0 | +2.2 | +0.6 | 87% | 3/6 | 0.946 | 5522 |
| MACD Zero-Line Crossover Trend-Following · 15m |
none | -8.3 | +0.7 | -0.3…1.7 | +1.1 | +0.1 | 80% | 3/6 | 0.992 | 6560 |
| Regime-Switch (SFP / BB) Hybrid (adaptiv) · 15m |
none | -8.5 | +0.5 | -0.1…1.1 | +0.1 | +0.7 | 100% | 3/6 | 0.895 | 17630 |
| ADX/DMI Regime Trend-Onset Trend-Following · 15m |
none | -8.6 | +0.4 | -0.5…1.5 | – | +0.4 | 86% | 5/6 | 1.000 | 6176 |
| EMA Crossover Trend-Following · 15m |
none | -9.8 | -0.8 | -3.5…2.1 | +1.0 | -3.7 | 27% | 2/6 | 1.000 | 10737 |
| Outside-Inside Breakout (Raschke) Trend-Following · 15m |
none | -9.9 | -0.9 | -4.1…2.1 | +2.8 | -3.8 | 0% | 3/6 | 0.585 | 2901 |
| Swing Failure Pattern (Hsaka) Mean-Reversion · 15m |
none | -10.1 | -1.1 | -3.4…1.1 | +0.8 | -2.6 | 75% | 2/6 | 0.955 | 21372 |
| Donchian Breakout Trend-Following · 15m |
none | -12.1 | -3.1 | -4.5…-1.5 | -1.8 | -4.2 | 0% | 1/6 | 0.000 | 13376 |
| FibDiv (Pifagor) Trend-Following · 15m |
none | -15.2 | -6.2 | -14.2…1.5 | -7.6 | -5.4 | 75% | 2/6 | 0.349 | 1279 |
| Burj Khalifa (Pifagor) Mean-Reversion · 15m |
none | -15.9 | -6.9 | -14.5…-0.2 | +37.4 | -7.9 | 28% | 2/6 | 0.774 | 1279 |
| Elliott Wave 3 Entry Trend-Following · 15m |
none | -20.0 | -11.0 | -15.0…-6.6 | -4.8 | -14.6 | 0% | 1/6 | 0.000 | 11604 |
Registered, not yet tested
zscore_dislocationzscore_momentumdonchian_pullback
| Entry (fix) | Verdict | Improvement | Best exit | Baseline | Best | p adj | E-Ratio | Folds | Plateau | Trades |
|---|---|---|---|---|---|---|---|---|---|---|
| Donchian Breakout @ 1d Der robuste Tages-Trend-Edge (Turtle-Breakout) — klassisch fuer Trailing-Exits. |
robust | +5.69% | ATR-Stop | 2.82% | 8.51% | 0.027 | 1.49 | 5/6 | 100% | 161 |
| Z-Score Momentum @ 1d Continuation-Spiegelung: reitet den Spike (E-Ratio<1 beim Fade legt das nahe) — Kandidat für Trailing-Exits. |
conditional | +3.69% | ATR-Stop | 0.64% | 4.33% | 0.485 | 1.29 | 5/6 | 100% | 131 |
| Z-Score Dislocation @ 1d Mean-Reversion auf statistisch abnormale Spikes — Kandidat für schnelle Reversion-Exits. |
conditional | +2.00% | ATR-Stop | -0.82% | 1.18% | 0.999 | 0.77 | 4/6 | 100% | 131 |
| Z-Score Momentum @ 4h Continuation auf 4h — häufigere Spikes mitgehen. |
conditional | +0.45% | ATR-Stop | 0.00% | 0.45% | 0.641 | 1.22 | 5/6 | 100% | 850 |
| EMA Crossover @ 4h Schwacher Trend-Trigger (conditional) — Kontrast zu den robusten Edges. |
conditional | +0.04% | Fester Stop-Loss | 0.02% | 0.06% | 1.000 | 1.15 | 4/6 | 100% | 595 |
| Z-Score Dislocation @ 4h Dieselbe Dislokations-Logik auf 4h — häufigere, kleinere Reversionen. |
none | +0.15% | ATR-Stop | -0.18% | -0.03% | 1.000 | 0.82 | 4/6 | 100% | 850 |
| Outside-Inside Breakout @ 4h Der einzige signifikante 4h-Signal-Edge. |
none | -0.04% | Fester Stop-Loss | 0.58% | 0.54% | 1.000 | 1.28 | 3/6 | 60% | 204 |
| Random Entry @ 4h (Kontrolle) Zufalls-Entries: hilft ein Exit auch HIER, faengt er eine echte Markteigenschaft ein. |
conditional | +0.93% | ATR-Stop | 0.16% | 1.09% | 0.599 | 1.01 | 5/6 | 100% | 279 |
| Random Entry @ 1d (Kontrolle) Zufalls-Kontrolle auf Tagesbasis. |
none | -0.04% | ATR-Stop | 0.77% | 0.72% | 1.000 | 1.09 | 2/6 | 66% | 155 |