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website: redesign part 11

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nym21
2026-06-06 22:29:33 +02:00
parent 66dc7cd8f5
commit 041c542046
49 changed files with 17275 additions and 193 deletions
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scripts/cycle-dca-sim.mjs
+107 -16
View File
@@ -1,9 +1,19 @@
#!/usr/bin/env node
const DEFAULT_BUY_LEVELS = new Map([
[50, 1.0],
[45, 1.5],
[40, 2.0],
[100, 10.875],
[95, 11.7395833],
[90, 12.6041667],
[85, 13.46875],
[80, 14.3333333],
[75, 15.1979167],
[70, 16.0625],
[65, 16.9270833],
[60, 17.7916667],
[55, 18.65625],
[50, 19.5208333],
[45, 20.3854167],
[40, 21.25],
]);
const DAYS_PER_MONTH = 365.2425 / 12;
@@ -11,6 +21,7 @@ const DAYS_PER_MONTH = 365.2425 / 12;
function parseArgs(argv) {
const opts = {
baseUrl: "https://bitview.space",
dataStart: "2014-01-01",
start: "2014-01-01",
end: null,
starts: null,
@@ -18,6 +29,8 @@ function parseArgs(argv) {
initialCash: 10_000,
monthlyTopup: 1_000,
dailyBuy: null,
buyRunwayMonths: 0,
minCashReserveMonths: 0,
initialDeployDays: 365,
buyTriggerPct: 50,
buyLevels: DEFAULT_BUY_LEVELS,
@@ -25,7 +38,7 @@ function parseArgs(argv) {
sellArmPct: 100,
sellBandLowerPct: 95,
sellBandUpperPct: 100,
sellBandMultiple: 5,
sellBandMultiple: 2.75,
sellAthMultiple: 3,
sellMap: null,
maxDailySellFraction: 0.005,
@@ -45,6 +58,8 @@ function parseArgs(argv) {
opts.help = true;
} else if (arg === "--base-url") {
opts.baseUrl = next();
} else if (arg === "--data-start") {
opts.dataStart = next();
} else if (arg === "--start") {
opts.start = next();
} else if (arg === "--end") {
@@ -62,6 +77,10 @@ function parseArgs(argv) {
opts.monthlyTopup = parseNumber(next(), arg);
} else if (arg === "--daily-buy") {
opts.dailyBuy = parseNumber(next(), arg);
} else if (arg === "--buy-runway-months") {
opts.buyRunwayMonths = parseNumber(next(), arg);
} else if (arg === "--min-cash-reserve-months") {
opts.minCashReserveMonths = parseNumber(next(), arg);
} else if (arg === "--initial-deploy-days") {
opts.initialDeployDays = parseInteger(next(), arg);
} else if (arg === "--buy-trigger-pct") {
@@ -143,23 +162,25 @@ function printHelp() {
Fetches Bitview daily price + BTC-weighted cost-basis percentile data and
simulates the image rule:
- p50 touch starts daily DCA-in
- ATH touch stops DCA-in
- optional DCA-out uses percentile * multiplier thresholds
- p100 increase stops DCA-in and arms DCA-out
- optional DCA-out sells inside the selected percentile band after arming
- start with cash, then add a monthly top-up
Defaults:
--start 2014-01-01
--data-start 2014-01-01
--initial-cash 10000
--monthly-topup 1000
--buy-levels 50:1,45:1.5,40:2
--buy-levels 100:10.875,95:11.7395833,90:12.6041667,85:13.46875,80:14.3333333,75:15.1979167,70:16.0625,65:16.9270833,60:17.7916667,55:18.65625,50:19.5208333,45:20.3854167,40:21.25
--sell-band 95:100
--sell-band-multiple 5
--sell-band-multiple 2.75
--max-daily-sell-fraction 0.005
--mode both
--start-set cycle-extremes
Options:
--start YYYY-MM-DD
--data-start YYYY-MM-DD Warmup data start for cycle phase inference
--end YYYY-MM-DD
--starts YYYY-MM-DD,YYYY-MM-DD Explicit start dates
--start-set cycle-extremes|single|custom
@@ -167,11 +188,13 @@ Options:
--initial-cash USD
--monthly-topup USD
--daily-buy USD Default: monthly top-up / average month
--buy-runway-months N Cap daily buys to preserve N months of spend runway
--min-cash-reserve-months N Never spend below N months of top-up cash
--initial-deploy-days N Adds initial cash / N to buy budget on active buy days
--buy-trigger-pct N
--buy-levels pct:weight,...
--sell-arm-pct N Arms sell phase once p100 increases, or price touches other pct
--sell-band lowerPct:upperPct Sell only inside percentile band after multiplier
--sell-band lowerPct:upperPct Sell only inside percentile band after arming
--sell-band-multiple N Multiplies daily sell size while inside the band
--sell-ath-multiple N Sell when price >= previous ATH * N
--sell-map pct:multiplier,... Alternative: sell on cost-basis percentile thresholds
@@ -212,8 +235,10 @@ async function main() {
final_value: signal.finalValue,
return_pct: pct(signal.finalValue / signal.contributed - 1),
cash: signal.cash,
min_cash: signal.minCash,
btc: signal.btc,
buys: signal.buys,
capped_buy_days: signal.cappedBuyDays,
sells: signal.sells,
bought_usd: signal.boughtUsd,
sold_usd: signal.soldUsd,
@@ -289,7 +314,7 @@ async function loadData(opts) {
async function fetchSeries(opts, series) {
const url = new URL(`/api/series/${series}/day1`, normalizeBaseUrl(opts.baseUrl));
url.searchParams.set("start", opts.start);
url.searchParams.set("start", opts.dataStart);
if (opts.end) url.searchParams.set("end", opts.end);
const response = await fetch(url);
@@ -332,13 +357,15 @@ function resolveStartPoints(rows, opts) {
date: opts.start,
kind: "single",
epoch: null,
index: 0,
index: findDateIndex(rows, opts.start),
},
];
}
const firstIndex = findDateIndex(rows, opts.start);
const byEpoch = new Map();
rows.forEach((row, index) => {
if (index < firstIndex) return;
if (!Number.isFinite(row.price) || row.price <= 0) return;
if (!byEpoch.has(row.epoch)) byEpoch.set(row.epoch, []);
byEpoch.get(row.epoch).push({ row, index });
@@ -392,14 +419,15 @@ function findDateIndex(rows, date) {
function simulateSignal(rows, startIndex, opts, sellEnabled) {
let cash = opts.initialCash;
let btc = 0;
let buyActive = false;
let sellArmed = false;
let { buyActive, sellArmed } = inferPhase(rows, startIndex, opts);
let initialDeployActiveDays = 0;
let contributed = opts.initialCash;
let buys = 0;
let sells = 0;
let boughtUsd = 0;
let soldUsd = 0;
let minCash = cash;
let cappedBuyDays = 0;
let peakValue = cash;
let maxDrawdown = 0;
const baseDailyBuy = opts.dailyBuy ?? opts.monthlyTopup / DAYS_PER_MONTH;
@@ -440,7 +468,10 @@ function simulateSignal(rows, startIndex, opts, sellEnabled) {
? opts.initialCash / opts.initialDeployDays
: 0;
const buyBudget = (baseDailyBuy + initialBudget) * buyWeight(row, opts);
const usd = Math.min(cash, buyBudget);
const usd = cappedBuyUsd(cash, buyBudget, opts);
if (usd + 1e-9 < Math.min(cash, buyBudget)) {
cappedBuyDays += 1;
}
if (usd > 0) {
btc += usd / row.price;
cash -= usd;
@@ -451,6 +482,7 @@ function simulateSignal(rows, startIndex, opts, sellEnabled) {
}
const value = cash + btc * row.price;
minCash = Math.min(minCash, cash);
peakValue = Math.max(peakValue, value);
maxDrawdown = Math.max(maxDrawdown, peakValue === 0 ? 0 : 1 - value / peakValue);
}
@@ -460,8 +492,10 @@ function simulateSignal(rows, startIndex, opts, sellEnabled) {
finalDate: finalRow.date,
finalValue: cash + btc * finalRow.price,
cash,
minCash,
btc,
buys,
cappedBuyDays,
sells,
boughtUsd,
soldUsd,
@@ -470,6 +504,43 @@ function simulateSignal(rows, startIndex, opts, sellEnabled) {
};
}
function cappedBuyUsd(cash, buyBudget, opts) {
let cap = buyBudget;
if (opts.buyRunwayMonths > 0) {
cap = Math.min(cap, cash / (DAYS_PER_MONTH * opts.buyRunwayMonths));
}
if (opts.minCashReserveMonths > 0) {
const reserve = opts.monthlyTopup * opts.minCashReserveMonths;
cap = Math.min(cap, Math.max(0, cash - reserve));
}
return Math.min(cash, cap);
}
function inferPhase(rows, startIndex, opts) {
let buyActive = false;
let sellArmed = false;
for (let i = 0; i < startIndex; i += 1) {
const row = rows[i];
const p50 = row.percentiles.get(opts.buyTriggerPct);
if (Number.isFinite(p50) && p50 > 0 && row.price <= p50) {
buyActive = true;
sellArmed = false;
}
if (buyActive && isSellArmTouch(row, rows[i - 1], opts)) {
buyActive = false;
sellArmed = true;
}
}
return { buyActive, sellArmed };
}
function simulateLumpAndTopup(rows, startIndex, opts) {
let cash = opts.initialCash;
let btc = cash / rows[startIndex].price;
@@ -524,7 +595,7 @@ function simulateSimpleDailyDca(rows, startIndex, opts) {
}
function buyWeight(row, opts) {
let weight = 1.0;
let weight = 0;
for (const [pct, pctWeight] of [...opts.buyLevels.entries()].sort(
([a], [b]) => b - a,
)) {
@@ -603,7 +674,8 @@ function printTable(results, opts) {
[
`Data: ${opts.start}${opts.end ? ` to ${opts.end}` : " to latest"}`,
`Cash: ${usd(opts.initialCash)} initial + ${usd(opts.monthlyTopup)} monthly`,
`Buy trigger: p${opts.buyTriggerPct} touch starts DCA-in; ATH touch stops it`,
`Buy runway: ${formatBuyRunway(opts)}`,
`Buy trigger: p${opts.buyTriggerPct} touch starts DCA-in; p${opts.sellArmPct} increase stops it`,
`Sell: ${
opts.mode === "hold"
? "disabled"
@@ -624,8 +696,10 @@ function printTable(results, opts) {
final: usd(result.final_value),
ret: `${formatNumber(result.return_pct, 2)}%`,
cash: usd(result.cash),
min_cash: usd(result.min_cash),
btc: formatNumber(result.btc, 6),
buys: String(result.buys),
capped_buys: String(result.capped_buy_days),
sells: String(result.sells),
dd: `${formatNumber(result.max_drawdown_pct, 2)}%`,
vs_lump: `${formatNumber(result.lump_delta_pct, 2)}%`,
@@ -639,8 +713,10 @@ function printTable(results, opts) {
["final", "final"],
["ret", "return"],
["cash", "cash"],
["min_cash", "min cash"],
["btc", "btc"],
["buys", "buys"],
["capped_buys", "capped buys"],
["sells", "sells"],
["dd", "max dd"],
["vs_lump", "vs lump"],
@@ -648,6 +724,21 @@ function printTable(results, opts) {
]);
}
function formatBuyRunway(opts) {
const parts = [];
if (opts.buyRunwayMonths > 0) {
parts.push(
`daily cap preserves ${formatNumber(opts.buyRunwayMonths, 2)} month(s)`,
);
}
if (opts.minCashReserveMonths > 0) {
parts.push(
`cash floor ${formatNumber(opts.minCashReserveMonths, 2)} month(s) top-up`,
);
}
return parts.length ? parts.join("; ") : "none";
}
function printCsv(results) {
const keys = Object.keys(results[0] ?? {});
console.log(keys.join(","));
scripts/cycle-dca-sweep.mjs
+402
View File
@@ -0,0 +1,402 @@
#!/usr/bin/env node
const PCTS = [100, 95, 90, 85, 80, 75, 70, 65, 60, 55, 50, 45, 40];
const DAYS_PER_MONTH = 365.2425 / 12;
function parseArgs(argv) {
const opts = {
baseUrl: "https://bitview.space",
dataStart: "2014-01-01",
end: "2026-06-06",
startFrom: "2017-12-01",
startTo: "2025-08-01",
starts: null,
initialCash: 10_000,
monthlyTopup: 1_000,
initialDeployDays: 365,
topMin: 0.25,
topMax: 8,
bottomMin: 0.25,
bottomMax: 16,
step: 0.25,
sellMin: 0,
sellMax: 10,
sellStep: 1,
topN: 12,
};
for (let i = 0; i < argv.length; i += 1) {
const arg = argv[i];
const next = () => {
i += 1;
if (i >= argv.length) throw new Error(`Missing value for ${arg}`);
return argv[i];
};
if (arg === "--base-url") opts.baseUrl = next();
else if (arg === "--data-start") opts.dataStart = next();
else if (arg === "--end") opts.end = next();
else if (arg === "--start-from") opts.startFrom = next();
else if (arg === "--start-to") opts.startTo = next();
else if (arg === "--starts") opts.starts = next().split(",").filter(Boolean);
else if (arg === "--top-min") opts.topMin = Number(next());
else if (arg === "--top-max") opts.topMax = Number(next());
else if (arg === "--bottom-min") opts.bottomMin = Number(next());
else if (arg === "--bottom-max") opts.bottomMax = Number(next());
else if (arg === "--step") opts.step = Number(next());
else if (arg === "--sell-min") opts.sellMin = Number(next());
else if (arg === "--sell-max") opts.sellMax = Number(next());
else if (arg === "--sell-step") opts.sellStep = Number(next());
else if (arg === "--top-n") opts.topN = Number(next());
else throw new Error(`Unknown argument: ${arg}`);
}
return opts;
}
async function main() {
const opts = parseArgs(process.argv.slice(2));
const rows = await loadRows(opts);
const starts = resolveStarts(rows, opts);
const startStates = starts.map((start) => ({
...start,
phase: inferPhase(rows, start.index),
dca: simulateSimpleDailyDca(rows, start.index, opts),
lump: simulateLumpAndTopup(rows, start.index, opts),
}));
const baselineWeights = linearWeights(1, 7);
const baseline = scoreVariant(rows, startStates, baselineWeights, 1, opts);
const candidates = [];
for (const top of range(opts.topMin, opts.topMax, opts.step)) {
const bottomStart = Math.max(opts.bottomMin, top);
for (const bottom of range(bottomStart, opts.bottomMax, opts.step)) {
const weights = linearWeights(top, bottom);
for (const sellMultiple of range(opts.sellMin, opts.sellMax, opts.sellStep)) {
const score = scoreVariant(rows, startStates, weights, sellMultiple, opts);
candidates.push({
top,
bottom,
sellMultiple,
...score,
});
}
}
}
candidates.sort((a, b) => b.avgVsDca - a.avgVsDca);
console.log(
[
`Starts: ${starts[0].date} to ${starts.at(-1).date} (${starts.length})`,
`Data end: ${rows.at(-1).date}`,
`Baseline p100=1 -> p40=7, sell x1: avg vs DCA ${fmtPct(baseline.avgVsDca)}, median vs DCA ${fmtPct(baseline.medianVsDca)}, worst vs DCA ${fmtPct(baseline.worstVsDca)}, avg final ${usd(baseline.avgFinal)}`,
"",
"rank,p100,p40,sell_x,avg_vs_dca,median_vs_dca,worst_vs_dca,avg_vs_lump,avg_final,wins_vs_baseline",
].join("\n"),
);
for (const [index, candidate] of candidates.slice(0, opts.topN).entries()) {
console.log(
[
index + 1,
fmt(candidate.top),
fmt(candidate.bottom),
fmt(candidate.sellMultiple),
fmtPct(candidate.avgVsDca),
fmtPct(candidate.medianVsDca),
fmtPct(candidate.worstVsDca),
fmtPct(candidate.avgVsLump),
usd(candidate.avgFinal),
candidate.finals.filter((value, i) => value > baseline.finals[i]).length,
].join(","),
);
}
}
async function loadRows(opts) {
const names = [
"date",
"price",
"price_ath",
...PCTS.map(costBasisSeriesName),
];
const loaded = new Map(
await Promise.all(names.map(async (name) => [name, await fetchSeries(opts, name)])),
);
const len = Math.min(...names.map((name) => loaded.get(name).data.length));
const rows = [];
for (let i = 0; i < len; i += 1) {
const row = {
date: loaded.get("date").data[i],
price: loaded.get("price").data[i],
ath: loaded.get("price_ath").data[i],
previousAth: i > 0 ? loaded.get("price_ath").data[i - 1] : loaded.get("price_ath").data[i],
levels: {},
};
for (const pct of PCTS) {
row.levels[pct] = loaded.get(costBasisSeriesName(pct)).data[i];
}
rows.push(row);
}
return rows;
}
async function fetchSeries(opts, series) {
const url = new URL(`/api/series/${series}/day1`, normalizeBaseUrl(opts.baseUrl));
url.searchParams.set("start", opts.dataStart);
if (opts.end) url.searchParams.set("end", opts.end);
const response = await fetch(url);
if (!response.ok) throw new Error(`Failed to fetch ${series}: ${response.status}`);
const json = await response.json();
if (!Array.isArray(json.data)) throw new Error(`${series} returned no data array`);
return json;
}
function resolveStarts(rows, opts) {
const dates = opts.starts ?? monthStarts(opts.startFrom, opts.startTo);
return dates.map((date) => ({
date,
index: findDateIndex(rows, date),
}));
}
function monthStarts(from, to) {
const dates = [];
for (
const cursor = new Date(`${from}T00:00:00Z`), end = new Date(`${to}T00:00:00Z`);
cursor <= end;
cursor.setUTCMonth(cursor.getUTCMonth() + 1)
) {
dates.push(cursor.toISOString().slice(0, 10));
}
return dates;
}
function findDateIndex(rows, date) {
const index = rows.findIndex((row) => row.date >= date);
if (index === -1) throw new Error(`Date ${date} is outside loaded data`);
return index;
}
function inferPhase(rows, startIndex) {
let buyActive = false;
let sellArmed = false;
for (let i = 0; i < startIndex; i += 1) {
const row = rows[i];
const p50 = row.levels[50];
if (Number.isFinite(p50) && p50 > 0 && row.price <= p50) {
buyActive = true;
sellArmed = false;
}
if (buyActive && isP100Increase(row, rows[i - 1])) {
buyActive = false;
sellArmed = true;
}
}
return { buyActive, sellArmed };
}
function scoreVariant(rows, starts, weights, sellMultiple, opts) {
const finals = [];
const vsDca = [];
const vsLump = [];
const drawdowns = [];
for (const start of starts) {
const result = simulateSignal(rows, start.index, start.phase, weights, sellMultiple, opts);
finals.push(result.finalValue);
vsDca.push(result.finalValue / start.dca.finalValue - 1);
vsLump.push(result.finalValue / start.lump.finalValue - 1);
drawdowns.push(result.maxDrawdown);
}
return {
finals,
avgFinal: avg(finals),
avgVsDca: avg(vsDca),
medianVsDca: median(vsDca),
worstVsDca: Math.min(...vsDca),
avgVsLump: avg(vsLump),
avgDrawdown: avg(drawdowns),
};
}
function simulateSignal(rows, startIndex, phase, weights, sellMultiple, opts) {
let cash = opts.initialCash;
let btc = 0;
let buyActive = phase.buyActive;
let sellArmed = phase.sellArmed;
let initialDeployActiveDays = 0;
let peakValue = cash;
let maxDrawdown = 0;
const baseDailyBuy = opts.monthlyTopup / DAYS_PER_MONTH;
for (let i = startIndex; i < rows.length; i += 1) {
const row = rows[i];
if (i > startIndex && isMonthStart(row.date)) cash += opts.monthlyTopup;
const p50 = row.levels[50];
if (Number.isFinite(p50) && p50 > 0 && row.price <= p50) {
buyActive = true;
sellArmed = false;
}
if (buyActive && isP100Increase(row, rows[i - 1])) {
buyActive = false;
sellArmed = true;
}
if (sellMultiple > 0 && sellArmed && isInsideSellBand(row) && btc > 0) {
const btcToSell = btc * Math.min(1, 0.005 * sellMultiple);
btc -= btcToSell;
cash += btcToSell * row.price;
}
if (buyActive && cash > 0) {
const initialBudget =
initialDeployActiveDays < opts.initialDeployDays
? opts.initialCash / opts.initialDeployDays
: 0;
const usd = Math.min(
cash,
(baseDailyBuy + initialBudget) * buyWeight(row, weights),
);
if (usd > 0) {
btc += usd / row.price;
cash -= usd;
initialDeployActiveDays += 1;
}
}
const value = cash + btc * row.price;
peakValue = Math.max(peakValue, value);
maxDrawdown = Math.max(maxDrawdown, peakValue === 0 ? 0 : 1 - value / peakValue);
}
return {
finalValue: cash + btc * rows.at(-1).price,
maxDrawdown,
};
}
function simulateLumpAndTopup(rows, startIndex, opts) {
let btc = opts.initialCash / rows[startIndex].price;
for (let i = startIndex + 1; i < rows.length; i += 1) {
if (isMonthStart(rows[i].date)) btc += opts.monthlyTopup / rows[i].price;
}
return { finalValue: btc * rows.at(-1).price };
}
function simulateSimpleDailyDca(rows, startIndex, opts) {
let cash = opts.initialCash;
let btc = 0;
const baseDailyBuy = opts.monthlyTopup / DAYS_PER_MONTH;
for (let i = startIndex; i < rows.length; i += 1) {
const row = rows[i];
if (i > startIndex && isMonthStart(row.date)) cash += opts.monthlyTopup;
const elapsedDays = i - startIndex;
const initialBudget =
elapsedDays < opts.initialDeployDays ? opts.initialCash / opts.initialDeployDays : 0;
const usd = Math.min(cash, baseDailyBuy + initialBudget);
if (usd > 0) {
btc += usd / row.price;
cash -= usd;
}
}
return { finalValue: cash + btc * rows.at(-1).price };
}
function linearWeights(top, bottom) {
const weights = {};
for (let i = 0; i < PCTS.length; i += 1) {
weights[PCTS[i]] = top + ((bottom - top) * i) / (PCTS.length - 1);
}
return weights;
}
function buyWeight(row, weights) {
let weight = 0;
for (const pct of PCTS) {
const level = row.levels[pct];
if (Number.isFinite(level) && level > 0 && row.price <= level) {
weight = Math.max(weight, weights[pct]);
}
}
return weight;
}
function isP100Increase(row, previousRow) {
const level = row.levels[100];
const previousLevel = previousRow?.levels[100];
return Number.isFinite(level) && Number.isFinite(previousLevel) && level > previousLevel;
}
function isInsideSellBand(row) {
const p95 = row.levels[95];
const p100 = row.levels[100];
if (!Number.isFinite(p95) || !Number.isFinite(p100) || p95 <= 0 || p100 <= 0) {
return false;
}
const lower = Math.min(p95, p100);
const upper = Math.max(p95, p100);
return row.price >= lower && row.price <= upper;
}
function costBasisSeriesName(pct) {
if (pct === 100) return "cost_basis_max";
return `cost_basis_per_coin_pct${String(pct).padStart(2, "0")}`;
}
function normalizeBaseUrl(baseUrl) {
return baseUrl.endsWith("/") ? baseUrl.slice(0, -1) : baseUrl;
}
function isMonthStart(date) {
return date.endsWith("-01");
}
function range(min, max, step) {
const values = [];
const scale = 1 / step;
for (let value = min; value <= max + step / 10; value += step) {
values.push(Math.round(value * scale) / scale);
}
return values;
}
function avg(values) {
return values.reduce((sum, value) => sum + value, 0) / values.length;
}
function median(values) {
const sorted = [...values].sort((a, b) => a - b);
return sorted[Math.floor(sorted.length / 2)];
}
function fmt(value) {
return String(Number(value.toFixed(2)));
}
function fmtPct(value) {
return `${(value * 100).toFixed(2)}%`;
}
function usd(value) {
return `$${(value / 1000).toFixed(1)}k`;
}
main().catch((error) => {
console.error(error.message);
process.exitCode = 1;
});