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sam cfc27a38de Rewrite as a probabilistic model with walk-forward evaluation. 
Replace the 2024 model (model.py, ~2000 lines) with the btcmodel package, the
baseline for future work:

- Forecasts are quantiles of log price at each horizon, scored with CRPS in a
  walk-forward backtest (origins every 30 days from 2014, horizons 1 month to
  4 years). Skill is relative to a zero-drift random walk, with circular
  block-bootstrap intervals and a count of independent windows.
- Development data stops at 2024-11-26, the last day the 2024 model saw.
  Later outcomes are a holdout, scored only by `backtest --holdout`.
- Models: random_walk, drift_rw, and cycle (the 2024 model's cycle-position
  drift, now kernel-smoothed and recency-weighted). On development data
  nothing beats the random walk with confidence; cycle loses at every horizon.
- Prices: the Investing.com archive moves to data/ (cut at 2024-11-26; its
  last row was intraday) and is extended with Coinbase daily closes by
  `update`.

Also: Nix flake dev shell (Python 3.13, pandas 3), ruff in place of black,
pytest suite, and a rewritten README. NOTES.md is removed as inaccurate, and
poetry is dropped.
2026-09-24 02:19:02 -07:00

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5922026-07-1064128.49
5932026-07-1163773.04
5942026-07-1263740.32
5952026-07-1362264.94
5962026-07-1464988.64
5972026-07-1564716.63
5982026-07-1663770.6
5992026-07-1763894.0
6002026-07-1864796.36
6012026-07-1964681.78
6022026-07-2065213.05
6032026-07-2166516.18
6042026-07-2266086.61
6052026-07-2365051.23
6062026-07-2464083.32
6072026-07-2564295.61
6082026-07-2665341.07
6092026-07-2763694.43
6102026-07-2863847.12
6112026-07-2963896.14
6122026-07-3064721.9
6132026-07-3162825.9
6142026-08-0162764.2
6152026-08-0263499.49
6162026-08-0363466.51
6172026-08-0464050.51
6182026-08-0564603.03
6192026-08-0664267.3
6202026-08-0764891.61
6212026-08-0864908.72
6222026-08-0964848.69
6232026-08-1063911.88
6242026-08-1163531.75
6252026-08-1263411.72
6262026-08-1363425.35
6272026-08-1462975.19
6282026-08-1563018.75
6292026-08-1662836.66
6302026-08-1764484.18
6312026-08-1864681.33
6322026-08-1969300.01
6332026-08-2073011.87
6342026-08-2178325.54
6352026-08-2277054.44
6362026-08-2377729.36
6372026-08-2478981.59
6382026-08-2578526.8
6392026-08-2679026.18
6402026-08-2780275.34
6412026-08-2877839.19
6422026-08-2978233.93
6432026-08-3077665.14
6442026-08-3178562.74
6452026-09-0177398.69
6462026-09-0277307.36
6472026-09-0381263.99
6482026-09-0479675.12
6492026-09-0579831.57
6502026-09-0680339.13
6512026-09-0779091.97
6522026-09-0878447.11
6532026-09-0978283.98
6542026-09-1076536.55
6552026-09-1177208.55
6562026-09-1277262.85
6572026-09-1376799.85
6582026-09-1478175.01
6592026-09-1575584.17
6602026-09-1676144.99
6612026-09-1776348.74
6622026-09-1880875.04
6632026-09-1981233.91
6642026-09-2081159.64
6652026-09-2186594.94
6662026-09-2286198.05
6672026-09-2384378.31
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