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
+41576.18%
Long/Short
+352206.14%
BTC Buy & Hold
+937.54%
Long Only Alpha
+40638.64%
Jan 1, 2020 — Apr 16, 2026 · 2298 days
Long/ShortLong OnlyBTC Buy & Hold
Same-Day Hit Rate
55.8%
Fwd 1D Hit Rate
56.4%
Avg Return (Bull)
+0.595%
Avg Return (Bear)
-0.379%
Regime Distribution
EXTREME RISK ON
321 (14.0%)
RISK ON
562 (24.5%)
NEUTRAL
755 (32.9%)
RISK OFF
489 (21.3%)
EXTREME RISK OFF
171 (7.4%)