BTC Simulator
Leaderboard: ML Model vs Random vs Buy & Hold strategies.
The ML Model and Random portfolios are closed and no longer trade. Buy & Hold remains live as the benchmark. Final standings: ML −1.7%, Random +2.3%, Buy & Hold +23.2%.
See BTC_MODEL_ASSESSMENT.md for the full analysis.
BTC Buy & Hold
Equity Curves
Trade History
ML Model
Trades based on XGBoost + LightGBM ensemble predictions. Opens position when direction is not neutral and confidence exceeds threshold. Risk 10% per trade, 5% stop-loss, 15% take-profit.
Random
Seeded PRNG determines daily action: 20% buy, 20% sell, 60% hold. Same risk rules as ML. Serves as a statistical baseline — if ML can't beat random, the model has no edge.
Buy & Hold
Single long position on day 1 with 95% of capital. No stop-loss, no trading. The benchmark every active strategy must beat to justify its complexity.