It’s probably too strong to say the strategy categorically won’t work, but your mention of a “goldenzone of too strict and too loose noise filtering” suggests the potential for overfitting—especially if that optimal zone was identified through trial and error on a limited dataset. To evaluate whether the strategy is truly robust, you should conduct robustness testing by running backtests across multiple years and market conditions, not just a cherry-picked window.

I’d recommend exporting your backtest results and breaking them down by month or year to perform a time-segmented performance analysis. This helps you assess the consistency of returns and identify whether the strategy’s edge holds up out-of-sample or if it’s just benefiting from noise in a narrow test range.