Performance overview - Bitcoin

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Background on the model

Our Bitcoin model incorporates two distinct signals from its own time series: one over a very short time period and one incorporating its longer term trend. It combines these two to determine the most appropriate signal at any point in time. There are periods in a longer term uptrend where things move sideways for a bit and we want to be out, but the model typically turns neutral rather than short in recognition that Bitcoin moves erratically and shorting is often not the right choice. Vice versa in a longer term downtrend we may generally be short but interrupt that for short and violent upbursts.

Performance YTD

Daily returns YTD



Daily returns over the last 30 days

Date Return
2020-07-04-0.32%
2020-07-03-1.38%
2020-07-020.92%
2020-07-01-0.37%
2020-06-300.53%
2020-06-291.48%
2020-06-28-1.57%
2020-06-27-1.63%
2020-06-260.24%
2020-06-25-4.03%
2020-06-240.53%
2020-06-232.99%
2020-06-220.00%
2020-06-210.48%
2020-06-20-0.48%
2020-06-19-0.71%
2020-06-18-0.50%
2020-06-170.88%
2020-06-162.54%
2020-06-15-1.38%
2020-06-140.33%
2020-06-131.16%
2020-06-12-5.48%
2020-06-111.05%
2020-06-10-0.18%
2020-06-090.16%
2020-06-081.25%
2020-06-070.65%
2020-06-06-1.69%
2020-06-053.09%