From 8f94c60034e5b3866b6fd29f2d75653aa67c6f3d Mon Sep 17 00:00:00 2001
From: Sam Fredrickson <samfredrickson@gmail.com>
Date: Fri, 15 Nov 2024 13:57:36 -0800
Subject: [PATCH] New backtest suite proposed by Claude.

---
 .gitignore |  1 +
 model.py   | 39 ++++++++++++++++++++++++++-------------
 2 files changed, 27 insertions(+), 13 deletions(-)

diff --git a/.gitignore b/.gitignore
index e33609d..cdb47a7 100644
--- a/.gitignore
+++ b/.gitignore
@@ -1 +1,2 @@
 *.png
+/output
diff --git a/model.py b/model.py
index d58481e..48dbb4e 100644
--- a/model.py
+++ b/model.py
@@ -991,26 +991,39 @@ if __name__ == "__main__":
     proc.start()
     procs.append(proc)
 
+    # Create multiple backtests for different periods
     # Create multiple backtests for different periods
     backtests = [
-        # First until fourth halving
-        {
-            "start_date": "2012-11-28",
-            "backtest_date": "2024-04-19",
-            "project_days": 1460,
-        },
-        # First until third halving
-        {
-            "start_date": "2012-11-28",
-            "backtest_date": "2020-05-11",
-            "project_days": 1460,
-        },
-        # Second until fourth halving
+        # Base case: Second until fourth halving
         {
             "start_date": "2016-07-09",
             "backtest_date": "2024-04-19",
             "project_days": 1460,
         },
+        # Post-Futures Window with two cycles of training
+        {
+            "start_date": "2013-01-01",  # Includes pre-futures for cycle learning
+            "backtest_date": "2020-05-11",
+            "project_days": 1460,
+        },
+        # Cross-Regime Test with two cycles of training
+        {
+            "start_date": "2014-01-01",
+            "backtest_date": "2021-12-31",
+            "project_days": 1460,
+        },
+        # Recent Window focusing on post-2022 behavior
+        {
+            "start_date": "2015-01-01",  # About two cycles before 2022
+            "backtest_date": "2022-01-01",
+            "project_days": 1460,
+        },
+        # Early Market Test with genesis block start
+        {
+            "start_date": "2010-07-18",  # Early enough to capture first market formation
+            "backtest_date": "2015-12-31",
+            "project_days": 1460,
+        },
     ]
 
     # Run all backtests