The Silk - Crypto Forecast

2026-08-28 ·

Quick summaryNEUTRAL · 0 signal(s)

Performance Scorecard

Backtest (2319d):911/1631, 56%, +1233.4%

Brier Score:0.252 FAIL (threshold: 0.25)

About This Report

This is the daily crypto report. As of 2026-08-13 the crypto strategy is the **BTC 20-day correlation timing rule** (operator decision), replacing the Z-score breakout scanner. Every 20 trading days it reads the trailing 20-day correlation of USDC trading volume against BTC price; positive correlation → hold BTC long for the full 20-day block, otherwise stay in USDC cash. BTC-only, long-only, no intra-block exits. See `docs/trading_rules.md` §3 and `docs/research/btc_20day_correlation_backtest_2026-08-13.md`.

**Sources**: DataLoaders (BTC OHLCV), Yahoo (USDC-USD volume), DefiLlama (stablecoin context).

Sources: DataLoaders (crypto OHLCV), DefiLlama (stablecoin flows), CoinGecko (BTC dominance), Silk Report

Crypto report — primary + secondary cascades only (no tertiary). Stablecoin flows from DefiLlama; OHLCV via DataLoaders.