Introducing signal backtests where we provide more detail on the “short-term holder realized price” metric and how it has helped signal momentum trends in the market over the last few years.
This is interesting. Were other parameters used? It looks like this executed a trade on each single cross of the STH price on a daily level or is it accounting for crosses on a hourly or shorter/longer timeframes? What % of the trades was done in close succesion of each other due to price swings across those key levels, negligible ?
That adds value! Thanks a lot, guys! I will be looking closely at the metric and price action.
This is interesting. Were other parameters used? It looks like this executed a trade on each single cross of the STH price on a daily level or is it accounting for crosses on a hourly or shorter/longer timeframes? What % of the trades was done in close succesion of each other due to price swings across those key levels, negligible ?