How to read this
The four setups were net-positive in 2026, but the evidence is thin.
- No t-stat reached 2, so none of the 2026 results is statistically significant.
- Most of the profit came from shorts in a falling market, and March 2026 dominates. July–August lost money on all four.
- Over 2021–2025 the positional profit factor was only 1.01–1.15, with losing years in 2021–2022 for most.
- CPR filter and 9-EMA exit were both tested and rejected. What you see here is the plain Hull flip. That is why the live paper trading exists: to test it on data the backtest never saw.