Scenario backtests
What the price did after the days a stored daily score met a condition, against every day the condition could be tested.
What the price did after the days a stored daily score met a condition, against every day the condition could be tested.
What the price did after the days a stored daily score met a condition, against every day the condition could be tested.
63 days met the condition, 12 of them independent. That is too few to read: a result needs at least 20 independent cases. Try a looser condition or a shorter horizon.
| Scored days | Cases | Independent | Average | Median | Rose |
|---|---|---|---|---|---|
Condition met17 Nov 2023 to 5 Aug 2026 | 63 | 12 | Too few cases | Too few cases | Too few cases |
Every tested day13 Nov 2023 to 13 Oct 2026 | 760 | 37 | +1.49% | +1.82% | 72% |