Backtest
The same composite logic, replayed over Bitcoin's full history. Shaded bands show where the engine would have said buy (green) or sell (rust). Darker bands are strong signals.
2014-05-17 → 2026-09-22 · log scale · funding rate excluded (no reliable history) · Fear & Greed included from 2018
Each row is a continuous stretch of non-HOLD verdicts. Forward returns are measured from the first day of the episode — for sell signals, a negative forward return means the signal was right.
| Signal | Start | Length | Price at start | +90d | +180d | +1y |
|---|---|---|---|---|---|---|
| BUY | 2014-09-18 | 5d | $427.00 | -25.0% | -33.2% | -45.4% |
| STRONG BUY | 2014-09-24 | 284d | $424.00 | -20.7% | -37.0% | -44.7% |
| STRONG BUY | 2015-08-08 | 80d | $261.00 | +42.7% | +49.1% | +127.5% |
| SELL | 2017-03-02 | 5d | $1,263 | +82.1% | +264.3% | +772.1% |
| STRONG SELL | 2017-05-01 | 74d | $1,437 | +91.3% | +301.0% | +531.4% |
| SELL | 2017-07-20 | 13d | $2,824 | +97.7% | +304.8% | +159.5% |
| SELL | 2017-08-03 | 41d | $2,790 | +141.1% | +257.0% | +165.7% |
| SELL | 2017-09-30 | 3d | $4,335 | +236.2% | +64.0% | +52.4% |
| SELL | 2017-10-06 | 37d | $4,366 | +245.2% | +55.3% | +50.0% |
| STRONG SELL | 2017-11-13 | 64d | $6,519 | +24.2% | +30.2% | -3.9% |
| BUY | 2018-03-30 | 4d | $6,832 | -14.2% | -5.4% | -40.1% |
| BUY | 2018-04-04 | 8d | $6,781 | -4.2% | -3.2% | -27.6% |
| BUY | 2018-05-22 | 56d | $8,008 | -21.7% | -30.6% | -4.2% |
| BUY | 2018-08-08 | 20d | $6,267 | +2.8% | -45.6% | +90.5% |
| BUY | 2018-09-05 | 16d | $6,791 | -42.7% | -45.5% | +55.8% |
| BUY | 2018-10-10 | 17d | $6,529 | -38.8% | -19.1% | +31.4% |
| STRONG BUY | 2018-11-14 | 139d | $5,574 | -35.6% | +39.9% | +55.1% |
| STRONG SELL | 2019-06-20 | 8d | $9,547 | +6.4% | -30.8% | -2.7% |
| SELL | 2019-07-08 | 3d | $12,320 | -36.2% | -40.4% | -24.9% |
| BUY | 2019-09-25 | 3d | $8,424 | -14.1% | -23.0% | +27.5% |
| BUY | 2019-11-21 | 8d | $7,612 | +26.6% | +28.1% | +145.2% |
| STRONG BUY | 2019-12-01 | 36d | $7,418 | +15.7% | +27.2% | +165.1% |
| STRONG BUY | 2020-03-09 | 51d | $7,896 | +23.4% | +28.3% | +593.2% |
| SELL | 2020-11-17 | 9d | $17,682 | +172.1% | +160.3% | +240.2% |
| SELL | 2020-11-30 | 8d | $19,664 | +130.7% | +76.4% | +190.4% |
| STRONG SELL | 2020-12-12 | 152d | $18,813 | +204.8% | +95.7% | +166.5% |
| BUY | 2021-06-21 | 3d | $31,715 | +48.9% | +47.9% | -34.8% |
| BUY | 2021-07-07 | 4d | $33,932 | +51.9% | +36.9% | -36.2% |
| BUY | 2021-07-12 | 13d | $33,135 | +65.1% | +26.1% | -41.6% |
| SELL | 2021-10-09 | 38d | $55,011 | -24.5% | -20.8% | -64.7% |
| STRONG BUY | 2022-01-21 | 14d | $36,492 | +10.9% | -36.2% | -37.5% |
| BUY | 2022-02-20 | 8d | $38,552 | -23.7% | -45.8% | -35.7% |
| BUY | 2022-03-06 | 3d | $38,399 | -22.4% | -48.0% | -41.6% |
| BUY | 2022-03-11 | 3d | $38,825 | -22.6% | -50.3% | -47.0% |
| STRONG BUY | 2022-05-05 | 316d | $36,502 | -37.5% | -43.9% | -19.0% |
| BUY | 2023-06-10 | 7d | $25,863 | +0.2% | +67.4% | +169.3% |
| BUY | 2023-08-17 | 12d | $26,661 | +41.9% | +86.1% | +121.0% |
| BUY | 2023-08-30 | 47d | $27,299 | +38.6% | +99.8% | +117.4% |
| SELL | 2024-03-11 | 4d | $72,198 | -3.5% | -25.1% | +14.6% |
| BUY | 2025-11-15 | 9d | $95,541 | -27.9% | -15.0% | — |
| BUY | 2025-12-15 | 4d | $86,353 | -15.8% | -25.4% | — |
| STRONG BUY | 2026-01-31 | 80d | $78,702 | -0.7% | -17.6% | — |
| BUY | 2026-04-29 | 3d | $75,795 | -15.9% | — | — |
| BUY | 2026-05-17 | 9d | $77,498 | -18.7% | — | — |
| STRONG BUY | 2026-05-27 | 84d | $74,269 | +5.8% | — | — |