| Indicator | Verdict | Net bps | Edge bps | 95% CI | Range | Trend | Plateau | Folds | p adj | Signals |
|---|---|---|---|---|---|---|---|---|---|---|
| Micro Pullback (Ross Cameron) Trend-Following · 1h |
conditional | +1.5 | +10.5 | 4.4…17.0 | +11.5 | +10.0 | 100% | 5/6 | 0.060 | 2890 |
| Bollinger Band Extreme Mean-Reversion · 1h |
conditional | +1.4 | +10.4 | 0.1…22.1 | +12.1 | +9.5 | 40% | 4/6 | 0.984 | 3410 |
| MACD Zero-Line Crossover Trend-Following · 1h |
none | +4.1 | +13.1 | -4.1…31.3 | +29.9 | -5.2 | 24% | 3/6 | 0.973 | 1602 |
| Regime-Switch (SFP / BB) Hybrid (adaptiv) · 1h |
none | -1.2 | +7.8 | -2.3…17.2 | +12.1 | +6.2 | 100% | 5/6 | 0.949 | 4549 |
| Burj Khalifa (Pifagor) Mean-Reversion · 1h |
none | -2.4 | +6.6 | -7.0…21.0 | -19.6 | +7.0 | 32% | 3/6 | 1.000 | 451 |
| EMA Crossover Trend-Following · 1h |
none | -6.8 | +2.2 | -4.6…8.7 | +1.6 | +3.1 | 58% | 3/6 | 1.000 | 2514 |
| Z-Score Momentum (Continuation) Trend-Following · 1h |
none | -6.9 | +2.1 | -0.8…5.1 | +0.7 | +3.1 | 66% | 4/6 | 0.996 | 3200 |
| Outside-Inside Breakout (Raschke) Trend-Following · 1h |
none | -6.9 | +2.1 | -1.8…5.8 | +3.5 | +1.1 | 100% | 5/6 | 0.308 | 752 |
| ADX/DMI Regime Trend-Onset Trend-Following · 1h |
none | -7.4 | +1.6 | -4.8…8.1 | – | +1.6 | 83% | 3/6 | 1.000 | 1712 |
| Swing Failure Pattern (Hsaka) Mean-Reversion · 1h |
none | -10.7 | -1.7 | -3.6…0.3 | -4.2 | -0.2 | 0% | 3/6 | 0.482 | 5303 |
| Z-Score Dislocation Mean-Reversion · 1h |
none | -11.1 | -2.1 | -5.1…0.8 | -0.7 | -3.1 | 23% | 2/6 | 0.996 | 3200 |
| Donchian Breakout Trend-Following · 1h |
none | -11.4 | -2.4 | -9.2…4.6 | +5.3 | -7.4 | 12% | 4/6 | 0.996 | 3267 |
| FibDiv (Pifagor) Trend-Following · 1h |
none | -14.8 | -5.8 | -13.8…2.5 | -11.1 | -2.6 | 50% | 3/6 | 0.529 | 1568 |
| RSI Mean Reversion Mean-Reversion · 1h |
none | -17.0 | -8.0 | -17.4…1.3 | -1.9 | -8.7 | 37% | 2/6 | 0.795 | 1697 |
| Elliott Wave 3 Entry Trend-Following · 1h |
none | -19.1 | -10.1 | -16.4…-4.3 | +0.6 | -15.1 | 25% | 2/6 | 0.006 | 11207 |
| Holy Grail EMA20 Pullback Trend-Following · 1h |
none | -27.7 | -18.7 | -34.9…-1.2 | – | -18.7 | 0% | 0/0 | 0.537 | 54 |
Registered, not yet tested
donchian_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 |