{"ok":true,"research":{"asset":"BTC","pair":"XXBTZUSD","data":{"candles":721,"date_range":"2024-04-21 to 2026-04-11","bars_tested":481,"timeframe":"Daily (1440-min candles from Kraken OHLC API)","start_price":89850,"end_price":70520.8,"buy_hold_return":"-21.51%"},"customized_model":{"name":"Customized BTC Model","algorithms":["OBV Divergence (Smart Money) \u2014 40% weight","Hammer at Support \u2014 35% weight","Fibonacci 61.8% Bounce \u2014 25% weight"],"selection_basis":"Algorithms graded A or A+ in 20-algorithm walk-forward backtest on BTC","total_signals":27,"avg_return_7d":"0.11%","avg_return_30d":"1.35%","win_rate_30d":"55.6%","tp10_sl5":"10W \/ 16L (38.5% WR)","sharpe_ratio":0.74,"max_drawdown":"-63.17%","final_equity":114.69,"total_return":"14.69%","calmar_ratio":0.23,"confidence_interval_95":{"low":"-3.63%","high":"6.33%"},"signal_dates":[{"d":"2024-11-17","p":89850,"score":40,"period":"Bull Run (BTC to ATH)"},{"d":"2024-12-20","p":97781.8,"score":35,"period":"Bull Run (BTC to ATH)"},{"d":"2025-01-11","p":94562.1,"score":75,"period":"Bull Run (BTC to ATH)"},{"d":"2025-02-18","p":95600,"score":35,"period":"Correction + Recovery"},{"d":"2025-02-28","p":84309.2,"score":35,"period":"Correction + Recovery"},{"d":"2025-04-03","p":83132.9,"score":35,"period":"Correction + Recovery"},{"d":"2025-04-10","p":79552.1,"score":40,"period":"Correction + Recovery"},{"d":"2025-04-17","p":84910.1,"score":40,"period":"Correction + Recovery"},{"d":"2025-06-02","p":105920.3,"score":35,"period":"Correction + Recovery"},{"d":"2025-06-13","p":106122.3,"score":35,"period":"Correction + Recovery"}]},"generic_model":{"name":"Generic Multi-Asset Model","algorithms":["Fibonacci 61.8% Bounce \u2014 35% weight","200MA Reclaim (Tudor Jones) \u2014 35% weight","Golden Cross (50>200) \u2014 30% weight"],"selection_basis":"Algorithms profitable across ALL 3 assets (BTC + ETH + AVAX)","total_signals":12,"avg_return_7d":"-0.57%","avg_return_30d":"0.05%","win_rate_30d":"41.7%","tp10_sl5":"4W \/ 8L (33.3% WR)","sharpe_ratio":0.03,"max_drawdown":"-52.04%","final_equity":88,"total_return":"-12%","calmar_ratio":-0.23,"confidence_interval_95":{"low":"-8.79%","high":"8.89%"},"signal_dates":[{"d":"2025-03-12","p":83673.4,"score":35,"period":"Correction + Recovery"},{"d":"2025-03-19","p":86879.5,"score":35,"period":"Correction + Recovery"},{"d":"2025-03-24","p":87505.3,"score":35,"period":"Correction + Recovery"},{"d":"2025-04-11","p":83420.1,"score":35,"period":"Correction + Recovery"},{"d":"2025-04-22","p":93472,"score":35,"period":"Correction + Recovery"},{"d":"2025-04-27","p":93817,"score":35,"period":"Correction + Recovery"},{"d":"2025-05-22","p":111711.1,"score":30,"period":"Correction + Recovery"},{"d":"2025-06-24","p":106100,"score":35,"period":"Correction + Recovery"},{"d":"2025-10-19","p":108669.8,"score":35,"period":"Late Cycle (Mixed)"},{"d":"2025-10-24","p":111000,"score":35,"period":"Late Cycle (Mixed)"}]},"statistical_comparison":{"welch_t_test":{"t":0.25,"p_approx":0.5,"significant_005":false},"customized_vs_generic":"CUSTOMIZED wins by 1.29% avg","customized_vs_buy_hold":"CUSTOMIZED beats buy-hold","generic_vs_buy_hold":"GENERIC beats buy-hold"},"period_breakdown":[{"period":"Consolidation (Pre-Bull)","custom":{"fires":0,"avg_ret_30d":0,"win_rate":0,"sharpe":0},"generic":{"fires":0,"avg_ret_30d":0,"win_rate":0,"sharpe":0}},{"period":"Bull Run (BTC to ATH)","custom":{"fires":3,"avg_ret_30d":8.22,"win_rate":100,"sharpe":6.9},"generic":{"fires":0,"avg_ret_30d":0,"win_rate":0,"sharpe":0}},{"period":"Correction + Recovery","custom":{"fires":10,"avg_ret_30d":8.82,"win_rate":70,"sharpe":4.79},"generic":{"fires":8,"avg_ret_30d":8.44,"win_rate":62.5,"sharpe":5.21}},{"period":"Late Cycle (Mixed)","custom":{"fires":13,"avg_ret_30d":-5.85,"win_rate":38.5,"sharpe":-3.88},"generic":{"fires":4,"avg_ret_30d":-16.72,"win_rate":0,"sharpe":-31.35}}],"equity_curves":{"custom":[100,118.14,122.263086,125.9798838144,110.92528769858,108.31854343766,124.91294429231,164.56031281069,199.94078006499,205.45914559479,230.58679910103,259.43320766857,292.30339508017,274.00520254815,267.84008549082,281.66063390215,311.37583077882,292.75555609825,304.58288056462,269.95180704442,248.16669621594,253.50228018458,259.38353308486,225.24866013089,171.14393196745,129.53884210617,115.13412286396,114.68509978479],"generic":[100,99.7,96.93831,103.772460855,129.51840839313,154.78744987062,179.84753800468,164.45258875148,183.4961985289,156.98099784147,122.72774411246,101.33629831366,88.000441455583]},"assumptions":["Execution at daily close price (no slippage model)","No transaction fees included (Kraken fees: 0.16-0.26%)","Full position on each signal (no partial sizing)","TP +10% \/ SL -5% checked against intraday highs\/lows","Data from Kraken OHLC API only (no alternative data sources)","5-day debounce: same model cannot fire twice within 5 days"],"limitations":["~2 years of data (721 candles): limited sample size for rare events like Golden Cross","Daily timeframe only: intraday patterns not captured","No on-chain data (funding rates, open interest, whale wallets) \u2014 Kraken OHLC only","No sentiment data (social media, news)","Walk-forward on single continuous period (no expanding window cross-validation)","Survivorship bias: only testing assets that still exist and trade on Kraken"],"disclaimer":"NOT FINANCIAL ADVICE. Past performance does not guarantee future results. Cryptocurrency trading carries substantial risk of loss. This research is for educational and analytical purposes only."}}