# Time machine report

- rule: /opt/rot/coder/tm/rules/base_btc.py (md5 ef47b96b05c0ef61c2203e8b526fc852)
- registry: CODER.BASE_BTC IDEA
- settings: {"start": "2019-01-01", "end": "2026-10-06", "lag": 1, "cost": 0.01, "params": {}, "open_holdout": false, "dead_days": 7, "dead_haircut": 0.5, "rebalance": "on_change", "drift_tol": 0.0}
- params: {}
- holdout: LOCKED: 2020-10-01..2021-05-31 and last 90 days are cash and excluded
- data: 2019-01-01..2026-10-06, 7046 coins (5405 dead/delisted)

| era | CAPTURE % of oracle | rule total % | worst drop % | month avg % | hold BTC % | BTC drop % | basket v3 % | v3 drop % | winners caught | trades | lost: wrong place / late / early / too small % |
|---|---|---|---|---|---|---|---|---|---|---|---|
| E1_2020_22 | -1.03 | -36.3 | -76.6 | -1.6 | -36.3 | -76.6 | 19.5 | -44.2 | 0 of 178 | 1 | 100.0 / 0.0 / 0.0 / 0.0 |
| E2_2023_now | 1.58 | 274.5 | -53.1 | 3.18 | 274.5 | -53.1 | 5.6 | -67.3 | 0 of 220 | 0 | 100.0 / 0.0 / 0.0 / 0.0 |
| all | 1.01 | 333.0 | -76.6 | 1.8 | 333.0 | -76.6 | 37.3 | -67.3 | 0 of 418 | 2 | 100.0 / 0.0 / 0.0 / 0.0 |

| year | rule % | hold BTC % | basket v3 % |
|---|---|---|---|
| 2019 | 80.6 | 80.6 | 8.8 |
| 2020 | 49.8 | 49.8 | 12.2 |
| 2021 | 22.0 | 22.0 | 54.4 |
| 2022 | -65.3 | -65.3 | -31.0 |
| 2023 | 154.2 | 154.2 | 69.0 |
| 2024 | 111.5 | 111.5 | -5.0 |
| 2025 | -7.3 | -7.3 | -30.6 |
| 2026 | -29.8 | -29.8 | -8.1 |

Version: v8, 7 Oct 2026 16:05 Bangkok. Latest: http://159.223.88.168/hx-c9ois/rot/tm-base-btc.md