| Indicator | Verdict | Net bps | Edge bps | 95% CI | Range | Trend | Plateau | Folds | p adj | Signals |
|---|---|---|---|---|---|---|---|---|---|---|
| MACD Zero-Line Crossover Trend-Following · 2h |
conditional | +1.0 | +10.0 | 2.5…17.7 | +13.0 | +7.0 | 96% | 5/6 | 0.257 | 763 |
| Micro Pullback (Ross Cameron) Trend-Following · 2h |
none | +27.9 | +36.9 | 15.4…58.8 | +4.9 | +52.9 | 100% | 3/6 | 0.018 | 1755 |
| Donchian Breakout Trend-Following · 2h |
none | -0.0 | +9.0 | -12.6…30.1 | -21.3 | +29.1 | 100% | 4/6 | 0.987 | 1704 |
| EMA Crossover Trend-Following · 2h |
none | -3.9 | +5.2 | -9.6…20.1 | +12.1 | -3.3 | 11% | 3/6 | 1.000 | 1184 |
| Regime-Switch (SFP / BB) Hybrid (adaptiv) · 2h |
none | -8.0 | +1.0 | -3.3…5.2 | -3.8 | +2.8 | 100% | 4/6 | 1.000 | 2277 |
| Holy Grail EMA20 Pullback Trend-Following · 2h |
none | -11.3 | -2.3 | -64.6…72.7 | – | -2.3 | 6% | 0/0 | 1.000 | 18 |
| Bollinger Band Extreme Mean-Reversion · 2h |
none | -11.5 | -2.5 | -7.0…1.9 | -3.8 | -1.8 | 17% | 2/6 | 1.000 | 1689 |
| Swing Failure Pattern (Hsaka) Mean-Reversion · 2h |
none | -14.6 | -5.6 | -23.3…12.2 | +5.4 | -11.9 | 75% | 2/6 | 0.998 | 2641 |
| RSI Mean Reversion Mean-Reversion · 2h |
none | -20.6 | -11.6 | -23.8…-0.3 | -43.4 | -6.9 | 12% | 1/6 | 0.677 | 905 |
| ADX/DMI Regime Trend-Onset Trend-Following · 2h |
none | -22.5 | -13.5 | -40.1…12.2 | – | -13.5 | 33% | 2/6 | 1.000 | 865 |
| FibDiv (Pifagor) Trend-Following · 2h |
none | -24.2 | -15.2 | -32.0…0.6 | -26.2 | -8.6 | 50% | 2/6 | 0.221 | 1293 |
| Outside-Inside Breakout (Raschke) Trend-Following · 2h |
none | -25.6 | -16.6 | -41.2…5.1 | -4.8 | -23.3 | 0% | 0/6 | 0.149 | 432 |
| Elliott Wave 3 Entry Trend-Following · 2h |
none | -28.3 | -19.3 | -29.3…-9.8 | +3.7 | -30.2 | 25% | 2/6 | 0.000 | 8046 |
| Burj Khalifa (Pifagor) Mean-Reversion · 2h |
none | -45.0 | -36.0 | -82.5…11.5 | +178.6 | -37.5 | 4% | 1/6 | 0.980 | 294 |
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 |