# Time machine report

- rule: /opt/rot/coder/tm/rules/base_v3.py (md5 9aaa030e2dc8d1520c393c2eee0f7592)
- registry: CODER.BASE_V3 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: {"nin": 30, "nout": 15, "topk": 3, "topn": 15, "minvol": 25000, "btc_sma": 100, "hot_z": 2.0, "hot_pos": 0.8, "refresh_weekday": 0, "backfill": 120, "majors_n": 10}
- 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 | 0.41 | 19.5 | -44.2 | 0.64 | -36.3 | -76.6 | 19.5 | -44.2 | 2 of 178 | 466 | 98.6 / 1.2 / 0.0 / 0.2 |
| E2_2023_now | 0.07 | 5.6 | -67.3 | 0.13 | 274.5 | -53.1 | 5.6 | -67.3 | 8 of 220 | 1964 | 89.2 / 5.8 / 0.4 / 4.0 |
| all | 0.23 | 37.3 | -67.3 | 0.39 | 333.0 | -76.6 | 37.3 | -67.3 | 10 of 418 | 2454 | 93.1 / 3.7 / 0.2 / 2.5 |

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

Version: v8, 7 Oct 2026 16:05 Bangkok. Latest: http://159.223.88.168/hx-c9ois/rot/tm-base-v3.md