| Indicator | Verdict | Net bps | Edge bps | 95% CI | Range | Trend | Plateau | Folds | p adj | Signals |
|---|---|---|---|---|---|---|---|---|---|---|
| Volume Thrust (abnormales Volumen + Richtung) Trend-Following · 4h |
robust | +28.3 | +37.3 | 11.9…62.8 | +56.5 | +28.7 | 100% | 5/6 | 0.045 | 654 |
| Outside-Inside Breakout (Raschke) Trend-Following · 4h |
robust | +10.8 | +19.9 | 3.2…37.8 | +18.9 | +20.4 | 100% | 6/6 | 0.027 | 204 |
| Micro Pullback (Ross Cameron) Trend-Following · 4h |
conditional | +69.4 | +78.4 | 37.9…120.5 | +19.1 | +106.6 | 100% | 4/6 | 0.003 | 969 |
| Donchian Breakout + Volumen-Gate Trend-Following · 4h |
conditional | +33.2 | +42.2 | -5.6…86.8 | -23.5 | +82.1 | 100% | 4/6 | 0.788 | 800 |
| Donchian Breakout Trend-Following · 4h |
conditional | +23.3 | +32.3 | -11.7…78.2 | -29.3 | +69.6 | 100% | 4/6 | 0.724 | 885 |
| Z-Score Momentum (Continuation) Trend-Following · 4h |
conditional | +12.3 | +21.3 | 3.0…40.4 | +32.0 | +14.8 | 86% | 5/6 | 0.579 | 850 |
| EMA Crossover Trend-Following · 4h |
conditional | +5.3 | +14.3 | -4.7…31.7 | +10.3 | +19.3 | 83% | 5/6 | 0.995 | 595 |
| MACD Zero-Line Crossover Trend-Following · 4h |
none | +37.1 | +46.1 | -22.0…112.8 | +85.2 | +13.8 | 92% | 3/6 | 0.990 | 392 |
| Low-Volume-Node Traversal (Volume Profile) Trend-Following · 4h |
none | -2.6 | +6.4 | -5.6…18.4 | +11.6 | +4.3 | 83% | 5/6 | 0.987 | 1608 |
| ADX/DMI Regime Trend-Onset Trend-Following · 4h |
none | -11.0 | -2.0 | -13.5…10.0 | – | -2.0 | 86% | 3/6 | 1.000 | 442 |
| FibDiv (Pifagor) Trend-Following · 4h |
none | -11.2 | -2.2 | -11.8…7.1 | +0.7 | -3.7 | 50% | 3/6 | 0.984 | 874 |
| SFP — nur Range-Regime Mean-Reversion · 4h |
none | -14.7 | -5.7 | -15.7…4.0 | -5.7 | – | 0% | 1/6 | 1.000 | 472 |
| Elliott Wave 3 Entry Trend-Following · 4h |
none | -17.5 | -8.5 | -16.6…-1.9 | -18.0 | -4.3 | 50% | 1/6 | 0.088 | 4576 |
| Donchian Breakout-Pullback (BOPB) Trend-Following · 4h |
none | -18.7 | -9.7 | -56.7…36.8 | -21.7 | -4.0 | 8% | 3/6 | 1.000 | 249 |
| RSI Mean Reversion Mean-Reversion · 4h |
none | -20.8 | -11.8 | -26.0…3.6 | -5.9 | -12.6 | 37% | 2/6 | 0.852 | 464 |
| Fair-Value-Gap Fill (ICT IRL) Mean-Reversion · 4h |
none | -20.8 | -11.8 | -31.3…7.8 | -19.0 | -8.2 | 12% | 1/6 | 0.987 | 595 |
| Bollinger Band Extreme Mean-Reversion · 4h |
none | -22.1 | -13.1 | -23.2…-3.8 | -18.9 | -10.0 | 15% | 3/6 | 0.434 | 855 |
| Swing Failure Pattern (Hsaka) Mean-Reversion · 4h |
none | -28.8 | -19.8 | -55.7…15.3 | +18.6 | -39.6 | 100% | 2/6 | 0.926 | 1386 |
| Z-Score Dislocation Mean-Reversion · 4h |
none | -30.3 | -21.3 | -40.4…-3.0 | -32.0 | -14.8 | 3% | 1/6 | 0.579 | 850 |
| Holy Grail EMA20 Pullback Trend-Following · 4h |
none | -39.2 | -30.2 | -77.5…7.3 | – | -30.2 | 0% | 0/0 | 0.969 | 9 |
| Value-Area Re-Entry (Volume Profile) Mean-Reversion · 4h |
none | -41.0 | -32.0 | -55.3…-9.6 | -5.8 | -45.0 | 25% | 0/6 | 0.073 | 828 |
| Regime-Switch (SFP / BB) Hybrid (adaptiv) · 4h |
none | -47.5 | -38.5 | -77.7…0.5 | -34.9 | -39.6 | 0% | 1/6 | 0.741 | 1213 |
| Burj Khalifa (Pifagor) Mean-Reversion · 4h |
none | -83.1 | -74.1 | -198.5…43.0 | +553.6 | -104.5 | 16% | 1/6 | 0.999 | 173 |
Registered, not yet tested
turn_of_month
| 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 |