Strategy tester & historical replay
Rules are replayed against stored daily closes — the same history the scores use. Results describe the past only. A rule that worked across one five-year window can fail completely in the next one.
Entry rules — buy when all checked conditions are true
Historical result
2021-08-04 → 2023-10-12The rule was in the market 480 days (60% of the window). Compare the compounded figure against buy & hold before concluding anything — fewer days exposed is worth something on its own. Fees, slippage and taxes are not modelled.
| Entry | Exit | Return |
|---|---|---|
| 2023-08-25 | 2023-09-24 | +0.77% |
| 2023-07-25 | 2023-08-24 | -10.48% |
| 2023-06-11 | 2023-07-11 | +18.08% |
| 2023-05-11 | 2023-06-10 | -4.19% |
| 2023-02-12 | 2023-03-14 | +13.64% |
| 2022-12-27 | 2023-01-26 | +37.80% |
| 2022-11-09 | 2022-12-09 | +7.79% |
| 2022-09-24 | 2022-10-24 | +2.15% |
| 2022-08-19 | 2022-09-18 | -6.80% |
| 2022-06-13 | 2022-07-13 | -9.98% |
| 2022-05-11 | 2022-06-10 | +0.31% |
| 2022-04-10 | 2022-05-10 | -26.48% |
| 2022-02-20 | 2022-03-22 | +10.39% |
| 2022-01-05 | 2022-02-04 | -4.19% |
| 2021-11-22 | 2021-12-22 | -13.63% |
| 2021-09-20 | 2021-10-20 | +53.50% |
Benchmarks — what the alternatives did over the same window
2021-08-04 → 2023-10-12 · 30-day horizon| Approach | Total | Avg 30d | Positive | Worst drop | Time invested |
|---|---|---|---|---|---|
| Your rules16 trades | +52.70% | +4.29% | +56.3% | — | 60% |
Hold Bitcoin Bought on the first tested day and never sold. | -32.66% | -0.76% | +44.2% | -76.7% | 100% |
Hold BTC The same money parked in bitcoin for the whole window. | -32.66% | -0.76% | +44.2% | -76.7% | 100% |
Hold ETH The same money parked in ether for the whole window. | — | — | — | — | 0% |
Do nothing (cash) Stayed out entirely. No return, no drawdown, no risk taken. | 0.00% | 0.00% | 0% | 0% | 0% |
Dollar-cost averaging Equal-sized buys spread evenly across the window, never sold. | -4.41% | -0.41% | +42.2% | -67.4% | 100% |
Above the 200-day average Held only while price sat above its 200-day average, otherwise in cash. | -9.25% | +0.34% | +22.1% | -35.8% | 42% |
50/200 crossover Held after a golden cross, out after a death cross. | -0.51% | +0.49% | +20.4% | -44.5% | 42% |
Benchmarks run on the same stored daily closes, the same start and end dates and the same 30-day holding period. "Avg 30d" is the mean of every rolling 30-day period, so a strategy that only traded a handful of times is compared against every period the alternative could have been held. Fees, slippage and taxes are not modelled.
Signal power by regime — did the score predict anything?
2021-08-14 → 2023-10-12 · 790 scored daysEvery past day is re-scored using only the data available on that day, then paired with what actually happened next. Days are split into a bull regime (above a rising 200-day average) and a bear regime. A signal is only useful if high scores were genuinely followed by better returns — and if that holds in both regimes, not just the one where everything went up.
Bull regime (above a rising 200-day average)
284 days| Score band | Days | Avg 30d | Up rate |
|---|---|---|---|
| Low (0-40) | 0 | — | — |
| Mid (40-60) | 71 | -2.75% | 28% |
| High (60-100) | 213 | -3.06% | 32% |
inconclusiveToo few days in the outer score bands to compare.
Bear regime (below or under a falling 200-day average)
506 days| Score band | Days | Avg 30d | Up rate |
|---|---|---|---|
| Low (0-40) | 44 | -2.22% | 59% |
| Mid (40-60) | 316 | +0.80% | 53% |
| High (60-100) | 116 | +0.15% | 43% |
inconclusiveHigh scores were followed by 2.4pp higher 30-day returns than low scores — but the gap is small enough to be noise.
Caveats worth keeping in front of you: forward windows overlap day to day, so the effective sample is far smaller than the day count suggests; one asset over five years is a handful of real market cycles, not a large sample; and only the price-derived part of the score is tested here, because social, derivatives and on-chain feeds only have history from the day scanning started.
Historical replay
On 2023-10-12, bitcoin closed at $26,750.51 and the tape read Neutral.
- • Up 3.5% over 30 days
- • 60% below the running high
- • Realised volatility 27%