Price-Time Displacement: How Far Back Is the Price?
"Bitcoin is back where it stood two years ago, and 87 % of all days closed lower" is easier to grasp than "−33 % from the all-time high". Displacement counts the days since today’s level was first reached; the day share counts how many days closed lower. At turning points the two disagree – a low can push further back in time and still sit higher in the distribution. Hence always both, with the price envelope and a price ladder. Every value uses only prices up to its own date. Descriptive, not a signal.
- Formula:
- first_reach(t) = min{ s : close(s) ≥ close(t) } · displacement = t − first_reach(t) in calendar days · below/above/equal = share of days s ≤ t with close(s) <, >, = close(t)
- Data source:
- BTC daily closes (derived)
Strategies to backtest
Thematically related strategies from our library — try them in the backtest engine or read up on the methodology.
The benchmark for everything else — buy on day one, hold forever. The reference every strategy is measured against.
Open strategy →Buy a fixed amount on a fixed schedule — week after week, regardless of price. Smooths volatility, removes timing decisions.
Open strategy →More Bitcoin indicators
111-day SMA vs. 350-day SMA × 2. Classic top signal by Philip Swift — historical crossovers nailed every BTC bull-run top to within days.
Current BTC price divided by the 200-day moving average. Below 1 historically bearish, above 2.4 marks the top 0.5% quantile.
Logarithmic regression on BTC price since 2010 with nine colour bands — from "Fire Sale" deep blue to "Maximum Bubble" red.