| Indicator | Verdict | Net bps | Edge bps | 95% CI | Range | Trend | Plateau | Folds | p adj | Signals |
|---|---|---|---|---|---|---|---|---|---|---|
| Micro Pullback (Ross Cameron) Trend-Following · 30m |
robust | +3.0 | +12.0 | 5.5…19.0 | +8.7 | +13.5 | 100% | 5/6 | 0.020 | 4752 |
| Elliott Wave 3 Entry Trend-Following · 30m |
none | -1.1 | +7.9 | 3.5…12.7 | -1.9 | +13.3 | 75% | 4/6 | 0.003 | 13464 |
| Outside-Inside Breakout (Raschke) Trend-Following · 30m |
none | -5.6 | +3.4 | -1.1…8.1 | +0.7 | +5.5 | 100% | 4/6 | 0.125 | 1532 |
| Bollinger Band Extreme Mean-Reversion · 30m |
none | -6.1 | +2.9 | -0.1…5.9 | +1.1 | +4.1 | 73% | 4/6 | 0.996 | 6917 |
| EMA Crossover Trend-Following · 30m |
none | -7.7 | +1.3 | 0.0…2.7 | +2.0 | +0.3 | 22% | 5/6 | 0.857 | 5165 |
| MACD Zero-Line Crossover Trend-Following · 30m |
none | -12.4 | -3.4 | -11.5…4.3 | -5.8 | -0.5 | 8% | 3/6 | 1.000 | 3239 |
| ADX/DMI Regime Trend-Onset Trend-Following · 30m |
none | -12.7 | -3.7 | -9.2…1.0 | – | -3.7 | 16% | 1/6 | 0.984 | 3152 |
| RSI Mean Reversion Mean-Reversion · 30m |
none | -13.8 | -4.8 | -9.0…-1.1 | -2.6 | -5.0 | 31% | 1/6 | 0.251 | 3035 |
| Donchian Breakout Trend-Following · 30m |
none | -14.1 | -5.1 | -9.1…-1.4 | -0.9 | -8.3 | 0% | 3/6 | 0.068 | 6404 |
| Regime-Switch (SFP / BB) Hybrid (adaptiv) · 30m |
none | -15.4 | -6.4 | -11.0…-1.7 | +1.2 | -9.7 | 0% | 2/6 | 0.218 | 8840 |
| Swing Failure Pattern (Hsaka) Mean-Reversion · 30m |
none | -18.4 | -9.4 | -14.0…-5.1 | -9.1 | -9.7 | 50% | 1/6 | 0.000 | 10558 |
| FibDiv (Pifagor) Trend-Following · 30m |
none | -21.9 | -12.9 | -28.2…2.1 | -35.1 | -0.2 | 75% | 1/6 | 0.321 | 1548 |
| Burj Khalifa (Pifagor) Mean-Reversion · 30m |
none | -30.2 | -21.2 | -43.5…1.4 | -10.0 | -21.4 | 24% | 1/6 | 0.828 | 694 |
| Holy Grail EMA20 Pullback Trend-Following · 30m |
none | -32.7 | -23.7 | -49.7…-0.9 | – | -23.7 | 0% | 0/1 | 0.602 | 70 |
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 |