Crypto Model vs BTC
The same algo that runs every day, replayed since January 2020. Long-only mode goes to cash when Risk Off. Long/short mode also shorts BTC on bearish signals. Both include 10 bps friction.
Long Only
+39545.46%
Long/Short
+396381.55%
BTC Buy & Hold
+831.23%
Long Only Alpha
+38714.23%
Jan 1, 2020 — Jun 3, 2026 · 2346 days
Long/ShortLong OnlyBTC Buy & Hold
Same-Day Hit Rate
55.7%
Fwd 1D Hit Rate
56.3%
Avg Return (Bull)
+0.588%
Avg Return (Bear)
-0.387%
Regime Distribution
EXTREME RISK ON
321 (13.7%)
RISK ON
571 (24.3%)
NEUTRAL
781 (33.3%)
RISK OFF
500 (21.3%)
EXTREME RISK OFF
173 (7.4%)