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
+41458.29%
Long/Short
+450766.41%
BTC Buy & Hold
+780.84%
Long Only Alpha
+40677.46%
Jan 1, 2020 — Jul 28, 2026 · 2401 days
Long/ShortLong OnlyBTC Buy & Hold
Same-Day Hit Rate
56.1%
Fwd 1D Hit Rate
56.5%
Avg Return (Bull)
+0.589%
Avg Return (Bear)
-0.398%
Regime Distribution
EXTREME RISK ON
324 (13.5%)
RISK ON
589 (24.5%)
NEUTRAL
799 (33.3%)
RISK OFF
505 (21.0%)
EXTREME RISK OFF
184 (7.7%)