RISK_MA 100
INDEX_NEED 1 | ORACLE RUNS (45d best of CASH/BTC/ALTS, min run 21d), MAJOR = edge >= 20%
  2020-06-01 .. 2020-07-31  ALTS    61d  edge   +20%  BTC   +16%  ALTS   +39%  MAJOR
  2020-08-01 .. 2020-09-02  CASH    33d  edge    +5%  BTC   -14%  ALTS    -4%  
  2020-09-03 .. 2020-12-07  BTC     96d  edge   +81%  BTC   +81%  ALTS    -6%  MAJOR
  2020-12-08 .. 2021-04-12  ALTS   126d  edge   +72%  BTC  +247%  ALTS  +497%  MAJOR
  2021-04-13 .. 2021-07-07  CASH    86d  edge   +19%  BTC   -48%  ALTS   -16%  
  2021-07-08 .. 2021-10-19  ALTS   104d  edge    +0%  BTC  +101%  ALTS  +101%  
  2021-10-20 .. 2022-06-10  CASH   234d  edge  +132%  BTC   -57%  ALTS   -77%  MAJOR
  2022-06-11 .. 2022-07-26  ALTS    46d  edge   +13%  BTC   -19%  ALTS   +13%  
  2022-07-27 .. 2022-11-19  CASH   116d  edge   +41%  BTC   -29%  ALTS   -39%  MAJOR
  2022-11-20 .. 2022-12-12  BTC     23d  edge    -1%  BTC    +9%  ALTS   +10%  
  2022-12-13 .. 2023-01-26  ALTS    45d  edge    +3%  BTC   +30%  ALTS   +34%  
  2023-01-27 .. 2023-03-25  BTC     58d  edge   +19%  BTC   +21%  ALTS    +2%  
  2023-03-26 .. 2023-05-06  CASH    42d  edge    -2%  BTC    +2%  ALTS    -3%  
  2023-05-07 .. 2023-06-09  BTC     34d  edge    -9%  BTC    -9%  ALTS   -24%  
  2023-06-10 .. 2023-06-30  ALTS    21d  edge    +1%  BTC   +18%  ALTS   +19%  
  2023-07-01 .. 2023-08-30  CASH    61d  edge   +18%  BTC   -15%  ALTS   -18%  
  2023-08-31 .. 2024-05-11  ALTS   255d  edge   +26%  BTC  +137%  ALTS  +200%  MAJOR
  2024-05-12 .. 2024-10-12  CASH   154d  edge    -2%  BTC    +2%  ALTS   -15%  
  2024-10-13 .. 2025-01-09  ALTS    89d  edge   -11%  BTC   +51%  ALTS   +34%  
  2025-01-10 .. 2025-03-25  CASH    75d  edge    +9%  BTC    -8%  ALTS   -45%  
  2025-03-26 .. 2025-08-31  ALTS   159d  edge    -1%  BTC   +26%  ALTS   +24%  
  2025-09-01 .. 2026-03-02  CASH   183d  edge   +60%  BTC   -37%  ALTS   -62%  MAJOR
  2026-03-03 .. 2026-04-13  BTC     42d  edge    +9%  BTC    +9%  ALTS    -0%  
  2026-04-14 .. 2026-07-21  CASH    99d  edge   +12%  BTC   -11%  ALTS   -12%  
  2026-07-22 .. 2026-08-13  ALTS    23d  edge    -6%  BTC    -5%  ALTS    -6%  

PERIOD ('2020-06-01', '2024-06-30')
  hold BTC           acc  14%  capture  17%  majors caught 1/6  median lag 0 d  switches 1  ret +558%
  BTC risk switch    acc  36%  capture  24%  majors caught 3/6  median lag 0 d  switches 30  ret +719%
  book G (live)      acc  57%  capture  54%  majors caught 5/6  median lag 10 d  switches 46  ret +4279%
  alts when risk on  acc  58%  capture  50%  majors caught 5/6  median lag 1 d  switches 33  ret +4213%

PERIOD ('2024-07-01', None)
  hold BTC           acc   6%  capture  48%  majors caught 0/1  median lag None d  switches 1  ret +2%
  BTC risk switch    acc  41%  capture  71%  majors caught 1/1  median lag 0 d  switches 14  ret +23%
  book G (live)      acc  56%  capture  87%  majors caught 1/1  median lag 0 d  switches 17  ret +45%
  alts when risk on  acc  69%  capture  -5%  majors caught 1/1  median lag 0 d  switches 14  ret -38%

BOOK G, every major rotation (start, end, bucket, edge%, lag to hold it, % of run held):
   ('2020-06-01', '2020-07-31', 'ALTS', 20, 2, 97)
   ('2020-09-03', '2020-12-07', 'BTC', 81, 10, 74)
   ('2020-12-08', '2021-04-12', 'ALTS', 72, 0, 100)
   ('2021-10-20', '2022-06-10', 'CASH', 132, 45, 73)
   ('2022-07-27', '2022-11-19', 'CASH', 41, 0, 96)
   ('2023-08-31', '2024-05-11', 'ALTS', 26, 68, 30)
   ('2025-09-01', '2026-03-02', 'CASH', 60, 0, 88)