ADX regime filter strategies in our lab

Average Directional Index used as a regime filter for trend vs range-bound strategies.

Variants tested

Passed all gates

Honest losses

What is ADX regime filter?

ADX (Average Directional Index) measures trend strength on a 0-100 scale. ADX below 25 typically indicates a ranging market; above 25 indicates a trend. ADX is rarely used as a primary entry signal but is very effective as a regime filter.

Strategies that passed all six gates

These cleared walk-forward validation, deflated Sharpe correction, real Binance fees, cross-coin transfer, holdout window, and regime-stratified consistency.

BB + RSI Entry with ADX Filter Passes All Gates

Bollinger Band lower touch with oversold RSI, trading only in low-ADX regimes, graduated with 27.88 deflated Sharpe.

ROC-12 Mean Reversion in Low-ADX Regimes

Buy dips when 12-period rate of change drops below -2%, but only when ADX signals low trend strength. Passed 6 gates.

RSI+SMA+ADX Chop Filter: 0.44% Per Trade, 88.9% Win Rate

Long-only RSI mean reversion above 200-SMA, filtered to low-ADX chop. Passed 6 gates with 16.83 deflated Sharpe.

RSI+SMA+ADX Range Filter: 0.67% Per Trade, 89% Win Rate

Long-only RSI dip buying above the 200 SMA, restricted to low-ADX ranges. Passed all six gates with 8.47 deflated Sharpe.

SMA crossover with ADX filter passes all 6 gates

Golden cross in low-ADX regimes posts 2.2% per trade, 100% win rate, and a deflated Sharpe of 11.55 across 10 coins.

SMA Golden Cross in Calm Markets Passes All Six Gates

SMA 21/50 cross with ADX-below-50 filter achieved 2.4% per trade and perfect validation win rate across ten coins.

SMA Golden Cross with ADX Filter Passes All Six Gates

Simple moving average cross protected by ADX regime filter hits 2.5% per trade with 96.6% win rate and 0.2% fluke probability.

Honest losses (autopsies)

ADX regime filter variants that did not survive the gates. We publish these because most public backtest libraries only show wins — we think the failures matter more for calibrating your expectations.

ROC-12 reversal with ADX filter killed at audit

Mean-reversion play on 12-period pullbacks failed strict gates with negative Sharpe and negligible edge despite 73% win rate.

RSI/SMA combo with ADX filter passes 6 gates, zero live trades

Mean-revert strategy using RSI 14 below 35, SMA 200, and ADX under 30 cleared validation with 0.638% per trade but hasn't triggered in forward testing yet.

RSI 14 Below 35 With SMA 200 Filter, Low ADX Only

Long-only RSI dip-buyer with trend and regime filters passed all 6 gates with 88.9% win rate, but zero forward trades yet.

RSI-14 / SMA-200 Low-ADX Mean Reversion Passes 6 Gates

Long when RSI under 35 and above 200-day MA, exit at profit target. Passed with 5.35 deflated Sharpe, but zero live trades yet.

RSI 14 Under 35 + SMA 200 Filter, Low ADX Regime Pass

RSI dip buy above the 200-day, filtered for low ADX ranges. Passed 6 gates but zero forward trades yet.

RSI-7 mean reversion killed by its own validation data

ADX-filtered RSI strategy soft-killed after backtest validation showed negative Sharpe and insufficient edge despite brief forward test gains.

RSI 7 below 25 with ADX filter: rescued by regime fit

Mean-revert strategy failed validation gates but showed profitable regime behavior. Now in observation, not for general use.

RSI-7 <25 with ADX filter: restored, still watching

Countertrend entry passed forward test but failed strict backtest gates. Restored for regime-specific observation.

RSI-Bollinger mean reversion cleared gates with 90% win rate

Oversold RSI plus lower Bollinger band entry, filtered by low ADX, passed all six gates but traded zero times live.

RSI + SMA-200 + ADX Filter: Passed, But Zero Live Trades

Oversold entry above 200-SMA in weak-trend regimes. Strong backtest, 2.76 deflated Sharpe, but no forward trades yet.

RSI + SMA 200 + ADX Range Finder: 0.85% Per Trade, 87% Wins

Mean-reversion play in ranging markets passed 6 gates with 4.76 deflated Sharpe, but zero forward trades yet.

RSI + SMA Long in Low-Volatility Windows

Passed all gates with 1.07% per trade and 87.5% win rate, but zero forward trades yet. High fluke risk at 47%.

SMA 21/50 Golden Cross With ADX Filter Graduates

Classic moving average crossover with trend filter passes all gates on 10 coins, but zero forward trades raise deployment questions.

SMA cascade killed at audit: insufficient validation trades

Four-moving-average short strategy died at audit with only 11 validation trades, despite perfect 5-trade forward run.

SMA Cross With ADX Regime Filter Passes All Gates

Golden cross in low-ADX regimes clears validation with 2.2% per trade and 11.55 deflated Sharpe, but zero forward trades yet.

SMA 21/50 Cross With ADX Filter Graduates With 12.7 Sharpe

Golden cross entry with ADX regime filter passes all gates, but zero forward trades yet and narrow win-rate ceiling demand caution.

Williams %R + MFI mean-reversion killed by gate audit

Mean-reversion entry on oversold Williams %R and MFI failed strict gates with -1.90 Sharpe, killed after 19 forward trades.

Want to test a ADX regime filter idea of your own? Type it in plain English at /prove. Verdict in under 2 minutes, no signup, real Binance fees.

Browse the full survivor registry or explore other indicator families: RSI, SMA crossover, Bollinger Bands, MACD, Money Flow Index.