Three windows¶
One-liner: Don’t sentence the whole sentence using only the last six months. Look at at least one down stretch, one up stretch, and one recent window, reported separately.
Wrong vs right¶
| Wrong | Right |
|---|---|
| “Last six months CAGR is positive, strategy works.” | Bear, bull, and recent windows each report five KPIs; if any window breaks the falsification line, the whole sentence is void. A pretty recent window alone cannot close the case. |
Averaging three years into one CAGR washes out the bad years. Don’t copy the crypto 2022 bear dates onto A-shares — each market uses its own regime calendar.
How this repo uses it¶
- Crypto default:
bear_2022/bull_2023_2024/recent_range_to_bear - A-shares:
bear_2021/bull_924/chop_recent(a separate calendar file) - US equity:
us_covid_2020/us_bear_2022/us_bull_2023_2024/us_recent(market_segment_us.yaml)
The golden cross’s recent-window CAGR is about −3.1%. Against the falsification line you wrote in advance, please read this table and the strategy, then write your own conclusion.