Not supported · Filters · before 2026-09-26 (committed 2026-09-30)
Does the Bulls v Bears (BvB v6) filter improve the daily top-40?
What this means
Adding the Bulls v Bears trend filter to the daily top-40 list made results worse on 36 of 40 stocks, cutting the win rate from 64% to 57%. However, the 40 stocks were picked because they backtested well without the filter, which tilts the comparison towards the unfiltered version. The figures also come from summing separate per-stock accounts. The direction is clear, but the size of the gap should not be relied on.
The explanation is our best reading; the data shows the result but not the cause directly.
By timeframe
| Timeframe | Verdict | n | Result |
|---|---|---|---|
| 15-minute | Not tested: outside indicator whose source is not in the repo; study was a daily top-40 check by design | ||
| 1-hour | Not tested: outside indicator whose source is not in the repo; study was a daily top-40 check by design | ||
| 4-hour | Not tested: outside indicator whose source is not in the repo; study was a daily top-40 check by design | ||
| Daily | Not supported | 40 | BvB worse on 36 of 40 tickers |
- Hypothesis
- Adding the third-party BvB v6 trend filter improves the daily strategy on the 40 best daily names.
- Method
- TradingView headline scrapes, daily, 2016-2026, same 40 tickers with and without BvB.
- Result
- Without BvB: 313 tranche trades, 63.9% win, summed per-ticker PnL +694%. With BvB: 294 trades, 56.5% win, +216%. BvB worse on 36 of 40 tickers (median -9.4 points).
- How much to trust it
- Low: 40 tickers chosen in-sample; headline scrape; per-ticker accounts summed, not a portfolio
- Did it change the live rule?
- No.
- Notes
- BvB is an outside indicator; its source is not in the repo.
Scripts and data for this study will be linked here when the research code is published on GitHub.
Education and research only. Not financial advice. Backtests use today's index members (survivorship bias).