| Indicator | Verdict | Net bps | Edge bps | 95% CI | Range | Trend | Plateau | Folds | p adj | Signals |
|---|---|---|---|---|---|---|---|---|---|---|
| Donchian Breakout Trend-Following · 1d |
conditional | +420.3 | +429.3 | 156.5…721.0 | +541.5 | +370.6 | 100% | 5/6 | 0.025 | 161 |
| Donchian Breakout + Volumen-Gate Trend-Following · 1d |
conditional | +363.1 | +372.1 | 86.8…712.7 | +390.1 | +363.8 | 71% | 4/5 | 0.330 | 130 |
| Volume Thrust (abnormales Volumen + Richtung) Trend-Following · 1d |
conditional | +351.6 | +360.6 | -22.5…754.4 | +581.0 | +307.1 | 83% | 1/1 | 0.568 | 87 |
| Elliott Wave 3 Entry Trend-Following · 1d |
conditional | +146.0 | +155.0 | 22.3…289.6 | +394.9 | +41.4 | 75% | 4/6 | 0.112 | 649 |
| Fair-Value-Gap Fill (ICT IRL) Mean-Reversion · 1d |
conditional | +106.3 | +115.3 | -3.2…249.3 | -8.2 | +163.1 | 6% | 4/5 | 0.629 | 104 |
| EMA Crossover Trend-Following · 1d |
conditional | +52.8 | +61.8 | -56.1…187.0 | +114.2 | +4.4 | 13% | 2/3 | 1.000 | 88 |
| Z-Score Dislocation Mean-Reversion · 1d |
conditional | +32.6 | +41.6 | -25.9…104.6 | +1.8 | +59.7 | 20% | 5/6 | 0.999 | 131 |
| Micro Pullback (Ross Cameron) Trend-Following · 1d |
none | +558.6 | +567.6 | 332.5…821.8 | +692.0 | +505.4 | 100% | 3/6 | 0.000 | 202 |
| Holy Grail EMA20 Pullback Trend-Following · 1d |
none | +370.5 | +379.5 | – | – | +379.5 | 0% | 0/0 | 1.000 | 1 |
| Turn-of-Month Drift (Etula et al.) Saisonal/Kalender · 1d |
none | +189.3 | +198.3 | -13.6…425.9 | +155.9 | +217.1 | 100% | 0/0 | 0.293 | 75 |
| ADX/DMI Regime Trend-Onset Trend-Following · 1d |
none | +162.2 | +171.2 | -385.7…677.0 | – | +171.2 | 93% | 0/0 | 1.000 | 78 |
| MACD Zero-Line Crossover Trend-Following · 1d |
none | +102.5 | +111.5 | -45.5…269.6 | +44.5 | +178.4 | 92% | 0/0 | 0.990 | 62 |
| FibDiv (Pifagor) Trend-Following · 1d |
none | -20.8 | -11.8 | -54.7…28.9 | -3.8 | -15.8 | 50% | 1/5 | 0.969 | 166 |
| Outside-Inside Breakout (Raschke) Trend-Following · 1d |
none | -26.4 | -17.4 | -97.1…62.9 | +89.4 | -99.5 | 0% | 0/0 | 0.691 | 23 |
| SFP — nur Range-Regime Mean-Reversion · 1d |
none | -30.4 | -21.4 | -68.0…27.1 | -21.4 | – | 0% | 1/2 | 1.000 | 88 |
| Z-Score Momentum (Continuation) Trend-Following · 1d |
none | -50.6 | -41.6 | -104.6…25.9 | -1.8 | -59.7 | 0% | 1/6 | 0.999 | 131 |
| Donchian Breakout-Pullback (BOPB) Trend-Following · 1d |
none | -80.1 | -71.1 | -300.6…197.1 | -196.2 | +4.0 | 8% | 0/0 | 1.000 | 48 |
| Value-Area Re-Entry (Volume Profile) Mean-Reversion · 1d |
none | -88.3 | -79.3 | -183.6…16.4 | +42.1 | -134.1 | 58% | 1/5 | 0.755 | 119 |
| Low-Volume-Node Traversal (Volume Profile) Trend-Following · 1d |
none | -207.9 | -198.9 | -407.4…25.9 | +167.6 | -379.0 | 0% | 2/6 | 0.546 | 263 |
| Bollinger Band Extreme Mean-Reversion · 1d |
none | -234.4 | -225.4 | -520.2…58.9 | -292.9 | -192.0 | 14% | 3/6 | 1.000 | 134 |
| Swing Failure Pattern (Hsaka) Mean-Reversion · 1d |
none | -306.6 | -297.6 | -490.4…-108.0 | -74.3 | -419.0 | 12% | 0/6 | 0.016 | 250 |
| Regime-Switch (SFP / BB) Hybrid (adaptiv) · 1d |
none | -400.8 | -391.8 | -608.9…-181.5 | -292.9 | -419.0 | 0% | 2/6 | 0.006 | 206 |
| RSI Mean Reversion Mean-Reversion · 1d |
none | -457.4 | -448.4 | -832.4…-100.7 | -982.8 | -403.2 | 0% | 0/0 | 0.246 | 77 |
| Burj Khalifa (Pifagor) Mean-Reversion · 1d |
none | -985.4 | -976.4 | -1586.5…-407.7 | +94.3 | -1001.3 | 0% | 0/1 | 0.038 | 44 |
| 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 |