Agentic Signal — Proof (90d DCA)

Window: 90d · Assets: BTC+ETH · Budget: $1/day per asset · Forced spend ≤ 7 days · Generated: 2026-03-04T01:55:29.294Z

Naive Final value: $144.44 · Max DD: 24.3%

Trend Final value: $147.77 · Max DD: 20.2%

DCA Final value: $144.47 · Max DD: 24.3%

Blue = naive · Green = trend-weighted · Orange = DCA-native

Portfolio equity (USD)

Data: Coinbase Exchange daily candles (close price).
Cadence: 1 decision/day at 00:00 UTC, using the prior daily close as the fill price proxy.
Budget: $1/day per asset (scale-invariant).
Baseline: naive DCA buys every day.
Trend-weighted: buy multiplier is derived from the production trend/regime score thresholds; deferred cash is tracked.
DCA-native: buy multiplier is computed from discount-from-recent-high (30/60d) + oversold z-score vs SMA21, with a hard floor (never fully off) and forced-spend ≤ 7 days.
Forced spend: any deferred budget older than 7 days is forced to buy (prevents “just wait forever”).
Sentiment: disabled in backtests (sentiment=0) for determinism.
Fees/slippage: not modeled yet (disclosed).

Summary JSON: /var/lib/agentic-signal/backtests/backtest_dca_90d_BTC-ETH.summary.json
Equity CSV: /var/lib/agentic-signal/backtests/backtest_dca_90d_BTC-ETH.equity.csv