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
+48893.84%
Long/Short
+492752.89%
BTC Buy & Hold
+977.38%
Long Only Alpha
+47916.45%
Jan 1, 2020 — Sep 11, 2026 · 2446 days
Long/ShortLong OnlyBTC Buy & Hold
Same-Day Hit Rate
56.1%
Fwd 1D Hit Rate
56.4%
Avg Return (Bull)
+0.587%
Avg Return (Bear)
-0.391%
Regime Distribution
EXTREME RISK ON
327 (13.4%)
RISK ON
605 (24.7%)
NEUTRAL
821 (33.6%)
RISK OFF
506 (20.7%)
EXTREME RISK OFF
187 (7.6%)