{"ok":true,"research":{"asset":"BTC","pair":"XXBTZUSD","data":{"candles":721,"date_range":"2024-06-25 to 2026-06-15","bars_tested":481,"timeframe":"Daily (1440-min candles from Kraken OHLC API)","start_price":106162.8,"end_price":78122.8,"buy_hold_return":"-26.41%"},"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":"-0.25%","avg_return_30d":"1.25%","win_rate_30d":"55.6%","tp10_sl5":"11W \/ 14L (44% WR)","sharpe_ratio":0.69,"max_drawdown":"-63.17%","final_equity":112.42,"total_return":"12.42%","calmar_ratio":0.2,"confidence_interval_95":{"low":"-3.66%","high":"6.16%"},"signal_dates":[{"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"},{"d":"2025-06-18","p":104892,"score":40,"period":"Correction + Recovery"},{"d":"2025-06-23","p":105382,"score":40,"period":"Correction + Recovery"},{"d":"2025-07-22","p":119977.5,"score":40,"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":13,"avg_return_7d":"-0.29%","avg_return_30d":"0.91%","win_rate_30d":"46.2%","tp10_sl5":"5W \/ 8L (38.5% WR)","sharpe_ratio":0.43,"max_drawdown":"-52.04%","final_equity":97.89,"total_return":"-2.11%","calmar_ratio":-0.04,"confidence_interval_95":{"low":"-7.39%","high":"9.22%"},"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":0.069,"p_approx":0.5,"significant_005":false},"customized_vs_generic":"CUSTOMIZED wins by 0.34% 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":0,"avg_ret_30d":0,"win_rate":0,"sharpe":0},"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":[100,88.05,85.980825,99.15308739,130.62427732759,158.70849695302,163.08885146892,183.03461800357,205.93224871582,232.02386462811,217.49917070239,212.60543936159,223.57588003264,247.16313537609,232.3827798806,241.77104418777,214.28167646362,196.98914517301,201.22441179423,205.89281814786,178.7973232796,135.85020622784,102.82502109385,91.390878748215,91.034454321097,101.26672698679,110.68453259656,112.42227975833],"generic":[100,99.7,96.93831,103.772460855,129.51840839313,154.78744987062,179.84753800468,164.45258875148,183.4961985289,156.98099784147,122.72774411246,101.33629831366,88.000441455583,97.891691075191]},"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."}}