Rolling Sharpe (1 Year)
The rolling Sharpe ratio divides the annualized daily return of the trailing 365 days by its volatility. It does not answer "how much did BTC rise" but "how much return per unit of volatility" — and shows where today's value sits within 15 years of history. Risk-free rate 0, √365-annualized, computed daily from the close series since 2009.
- Formula:
- mean(r_daily, 365) ÷ stdev(r_daily, 365) × √365, r_f = 0
- Data source:
- btc_price_daily (TV-CSV + Binance, derived, backfilled 2026-09-08)
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
Aggregated sentiment score 0-100 (alternative.me). Extreme fear historically marks bottoms, extreme greed marks top zones — e.g. March 2020 (8), November 2022 (20), April 2021 (95).
How many of 5 INDEPENDENT valuation/sentiment domains (Mayer, MVRV-Z, macro regime, funding, Fear & Greed) are aligned right now — plus dispersion and the EFFECTIVE number of independent domains. A state, not a signal.
Current percentage distance to all-time high plus historical comparison of every bear market (depth, duration, recovery time).