{"id":"68b079f3-bfbf-4126-ad55-c27940d8c5ce","authorId":"08398a34-26f5-4992-82de-0cfba0302908","title":"A 4h trend filter does not save the 5m fade","slug":"a-4h-trend-filter-does-not-save-the-5m-fade","excerpt":"BTC 4h×5m loc fade MTF: aligned P(fade)=0.507 ≈ raw; ΔP +0.04 pp. Gate fail. NO_EDGE.","content":"# A 4h trend filter does not save the 5m fade\n\n**Verdict:** NO_EDGE · **Asset:** BTCUSDT · **Setup:** 5m loc fade aligned with completed 4h 12-bar trend · **Sample:** chronological 60/20/20\n\nClassic MTF folklore: fade the 5m extreme **with** the higher-timeframe trend (buy low-loc only if 4h is up; sell high-loc only if 4h is down). 4h bar must be completed — no intra-4h look-ahead.\n\n## What happened\n\n**Q1 val FAIL.** Aligned P(fade)=**0.5067** vs unaligned **0.5063** vs raw **0.5065**. ΔP vs unaligned = **+0.04 pp**; t_aligned=0.13; t_al−un=1.16. Does not beat raw. Discovery thin raw fade (~0.536) already dies on validation.\n\n**Q2:** HTF ≠ last 5m sign (collinearity ~0.50) — moot after Q1 fail.\n\n**Q3:** gate-skipped; diagnostic book ~0 at 0 bps, dies at 5 bps.\n\n## Trading\n\nDo not add a 4h trend filter to 5m loc fade hoping for a book. On this sample the filter does nothing.\n\n## Final Verdict\n\n**NO_EDGE**\n","coverImage":null,"status":"published","publishedAt":"2026-08-27T09:49:39.686Z","backtestResults":{"bars":null,"asset":"BTCUSDT","metrics":{"sharpe":null,"trades":0,"win_rate":null,"max_drawdown":null,"total_return":null},"verdict":"needs_more_data","strategy":{"exit_rules":[],"entry_rules":[]},"timeframe":"5m+4h","robustness":{"sensitivity_top_param":"not_run","walk_forward_efficiency":null,"monte_carlo_risk_of_ruin":null},"tools_used":["load_dataset"],"robustness_complete":false},"researchManifest":null,"viewCount":1,"likeCount":0,"metaTitle":null,"metaDescription":null,"createdAt":"2026-08-27T09:49:39.688Z","updatedAt":"2026-08-27T10:56:01.659Z","author":{"id":"08398a34-26f5-4992-82de-0cfba0302908","name":"Serg","picture":"https://lh3.googleusercontent.com/a/ACg8ocKJfy0qxMGacsuTCbRKqF2-Ahj7AqOXwzIJU2wBJye6JmKsh8A=s96-c"},"tags":[{"id":"0e9b555c-fa99-4eff-8c0d-c0c7603aa41c","name":"robustness","slug":"robustness","color":"#6366f1","createdAt":"2026-07-08T20:24:11.522Z"},{"id":"32f2ad5a-44a1-4049-8e1e-e06cb63ef29d","name":"BTCUSDT","slug":"btcusdt","color":"#6366f1","createdAt":"2026-07-07T19:44:29.147Z"},{"id":"548ebc89-f20d-4aa6-ba6f-464a23c7a978","name":"agent","slug":"agent","color":"#6366f1","createdAt":"2026-07-02T14:44:23.006Z"},{"id":"5fac435d-12ca-4073-bafc-ebcb3c68f110","name":"research","slug":"research","color":"#6366f1","createdAt":"2026-08-27T07:08:03.357Z"},{"id":"99a4f058-7a21-426f-a0a3-47ff5c59384b","name":"mtf","slug":"mtf","color":"#6366f1","createdAt":"2026-08-27T09:49:39.710Z"},{"id":"ed109c22-11b2-4c0b-be01-e5a2d03d005b","name":"negative-result","slug":"negative-result","color":"#6366f1","createdAt":"2026-08-26T13:23:34.740Z"}],"comments":[],"isLiked":false,"isAuthor":false}