We want to generalize Dollar Cost Averaging (DCA) to maximize Bitcoin accumulation by allowing dynamic daily purchases, while still preserving DCA’s core benefit: regular, systematic purchases.
Maximize model’s SPD percentile across each calendar year within the backtest period 2013–2024.
Satoshis per Dollar (SPD) measures BTC accumulation per dollar:
- spd = (USD / BTC) * 100,000,000
SPD Percentile compares your model to the best and worst possible strategies:
- spd_pct = ((your SPD - worst SPD) / (best SPD - worst SPD)) * 100
All budgets are normalized to 1. Slippage is out of scope.
Bios: TJF has extensive experience in data science, leveraging data to drive impactful business decisions. His background spans retail, consulting, and the automotive industry, with a focus on pricing strategy, customers, workforce planning, and operations optimization.