Version: v1
As of: 2026-02-24 00:00:00
Last updated: 2026-02-24 07:25:34
Cash Allocation of BTC/USDT · 2026-02-24

Action

risk-off

Estimate

53-95% (76%)

Exposure Change

-1.1%

Action History

Last 30 days

Estimate band

Exposure History

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Daily exposure change

Action confidence

Action: Medium — 0.76

Estimate confidence

Estimate: Medium — 0.57

Support

Weekly Forecast (V1)

Time PeriodWorst Case ReturnTypical ReturnBest Case ReturnAverage ReturnAverage VolatilityRisk LevelHistorical Observations
Next week-2.6%0.4%6.6%1.3%19.0%Mixed3,230
In two weeks-3.5%1.1%10.1%2.6%20.0%Mixed3,223
In three weeks-3.7%1.9%13.1%3.9%20.6%Mixed3,216
In four weeks-4.0%3.0%15.9%5.1%20.9%Mixed3,208

Why This Stance

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Spec Evaluation

NAV
226.368
q50-based strategy
POLICY ANNUAL RETURN
+89.0%
Buy and Hold +37.5%
POLICY MAX DRAWDOWN
-26.1%
Buy and Hold -83.2%
AVG EXPOSURE
35.7%
Number of trades: 1156
Number of total days: 3342

Portfolio Composition Over Time

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Allocation Wave Chart

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Month-over-Month Returns

YearTypeJanFebMarAprMayJunJulAugSepOctNovDecYTD
2017 Strategy - - - - - - - +0.20%+5.36%+42.38%+41.98%+34.00%+226.79%
BTC - - - - - - - +10.26%-9.44%+47.61%+45.68%+27.20%+220.10%
2018 Strategy -4.35%+1.76%-4.82%+5.71%-3.62%-0.81%+7.37%-0.89%-2.62%-1.11%-0.87%-0.63%-6.89%
BTC -23.13%+11.95%-36.59%+35.71%-17.49%-15.04%+21.62%-7.80%-7.96%-3.63%-36.95%-11.63%-72.33%
2019 Strategy -5.01%+2.03%+5.09%+28.38%+58.92%+10.64%-1.89%-0.59%-0.80%+2.20%-4.33%-1.07%+120.03%
BTC -9.56%+10.16%+7.35%+28.38%+58.92%+27.04%-5.12%-7.59%-14.76%+10.23%-18.30%-2.65%+89.49%
2020 Strategy +23.43%-2.77%-1.77%+20.88%+2.40%-5.08%+17.69%-2.24%-3.89%+25.54%+43.12%+51.68%+341.58%
BTC +29.89%-9.17%-24.86%+29.76%+7.04%-10.41%+22.78%-1.29%-9.61%+29.87%+43.12%+54.14%+301.67%
2021 Strategy +9.16%+32.08%+9.39%-1.96%-1.67%+0.47%+14.94%+9.78%-5.07%+22.72%-2.27%-0.55%+138.38%
BTC +12.82%+34.63%+18.46%-1.75%-35.55%-4.49%+23.75%+18.21%-10.22%+27.33%-6.50%-19.18%+57.57%
2022 Strategy -0.25%-0.84%+0.88%-2.06%-0.43%-1.42%+6.78%-3.10%-3.17%+2.16%-4.20%-1.50%-8.04%
BTC -19.39%+11.54%+2.45%-18.69%-17.33%-33.09%+20.82%-13.83%-3.52%+6.11%-16.21%-2.56%-65.34%
2023 Strategy +32.36%-5.63%+16.20%-0.27%-0.81%+5.81%-3.77%-2.65%+1.15%+21.59%+6.50%+8.19%+121.47%
BTC +39.17%-2.49%+20.47%+2.74%-3.06%+13.63%-4.43%-12.67%+4.49%+23.75%+6.50%+9.31%+154.46%
2024 Strategy -4.30%+34.45%+7.19%-4.08%+2.76%-1.77%+0.07%-1.79%+3.47%+5.65%+24.14%-1.44%+72.44%
BTC -3.62%+41.89%+14.25%-12.89%+15.72%-7.37%+2.75%-9.76%+10.52%+15.60%+38.72%-3.71%+111.81%
2025 Strategy -1.50%-2.39%-0.33%+0.84%+7.49%-1.50%+4.72%-2.08%-0.09%-4.38%-2.60%+0.47%-1.10%
BTC +8.29%-16.18%-4.08%+10.58%+8.40%+1.42%+9.54%-4.46%+4.40%-7.58%-17.93%+1.58%-7.34%
2026 Strategy -6.22%-4.31% - - - - - - - - - - -10.90%
BTC -11.37%-16.00% - - - - - - - - - - -27.22%

Gray = In-sample (training period), Green = Out-of-sample (Strategy > BTC), Red = Out-of-sample (Strategy < BTC)