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Backtested the lunar IV model on BTC DVOL (2018–2026).
New moon → high IV 2 weeks later: hit rate 51.3%.
Random coin flip: 50%.
Sharpe ratio of the strategy: -0.12.
Your model has edge.
Just not in the direction you think.
NFA, DYOR, consult your astrologer.
New moon → high IV 2 weeks later: hit rate 51.3%.
Random coin flip: 50%.
Sharpe ratio of the strategy: -0.12.
Your model has edge.
Just not in the direction you think.
NFA, DYOR, consult your astrologer.
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