Backtest Analysis

Phase B weight recalibration — 134 months of historical data (Jan 2015 to Feb 2026) including 11 months out-of-sample.

Backtest Phase B — Score vs BTC Price (2015-2026)

134 months analyzed. Score 100 = bottom signal (accumulate), Score 0 = top signal (distribute). BTC price on log scale.

Top zone (0-25)Bearish transition (25-40)Neutral (40-55)Bullish transition (55-75)Bottom zone (75-100)