Twin Finder — Full Backtest
Every row below is an anchor date. For each one we ran the Twin Finder as if it were "today" on that date, using only information available up to that moment. Then we compared its top-10 median prediction to what BTC actually did in the following 7, 30 and 90 days. This is the raw validation data — the aggregate metrics at the top are computed directly from it.
Walk-forward backtest · 58 anchors
How well has this system actually predicted the past?
For every one of 58 anchor dates on a 30-day grid from 2021-04-20 to 2025-12-25, we re-ran the Twin Finder using only data available on that date — then compared its median prediction to what BTC actually did. No lookahead, no cherry-picking.
+7 day horizon
46.6%
directional accuracy
(coin flip = 50%)
- Mean abs error
- 7.4%
- MAE vs naive (0%)
- +22%
- Correlation
- -0.15
- Median actual
- -0.8%
- Median predicted
- +1.9%
Outcomes
+30 day horizon
55.2%
directional accuracy
(coin flip = 50%)
- Mean abs error
- 15.6%
- MAE vs naive (0%)
- +24%
- Correlation
- 0.06
- Median actual
- -1.3%
- Median predicted
- +4.1%
Outcomes
+90 day horizon
70.7%
directional accuracy
(coin flip = 50%)
- Mean abs error
- 30.3%
- MAE vs naive (0%)
- +19%
- Correlation
- 0.24
- Median actual
- +1.2%
- Median predicted
- +9.4%
Outcomes
The metric to trust: MAE vs naive. Positive means the system is closer to reality than a naive "predict 0%" baseline. The Twin Finder is not a trading signal — it's a contextual reference. Similarity does not guarantee outcome.
Anchor-by-anchor — 58 entries
Most recent first. ✓ = predicted direction matched actual. ✗ = missed direction. — = horizon not yet observable (still in the future).
| Anchor | Top sim | +7d pred / actual / hit | +30d pred / actual / hit | +90d pred / actual / hit | ||||||
|---|---|---|---|---|---|---|---|---|---|---|
| 2025-12-25 | 57% | -1.1% | +1.8% | ✗ | +3.2% | +2.6% | ✓ | -12.4% | -19.1% | ✓ |
| 2025-11-25 | 73% | -1.4% | +4.6% | ✗ | -20.4% | -0.2% | ✓ | -17.0% | -22.6% | ✓ |
| 2025-10-26 | 74% | +4.9% | -3.5% | ✗ | -6.9% | -23.8% | ✓ | -12.4% | -22.0% | ✓ |
| 2025-09-26 | 63% | +3.3% | +11.5% | ✓ | +5.7% | +4.4% | ✓ | -22.0% | -20.5% | ✓ |
| 2025-08-27 | 73% | -3.1% | +0.4% | ✗ | +1.9% | -1.4% | ✗ | +4.4% | -21.5% | ✗ |
| 2025-07-28 | 80% | +0.6% | -2.5% | ✗ | +6.4% | -5.7% | ✗ | -10.0% | -3.0% | ✓ |
| 2025-06-28 | 58% | +8.7% | +0.8% | ✓ | +25.5% | +10.0% | ✓ | +6.1% | +2.2% | ✓ |
| 2025-05-29 | 54% | +2.3% | -3.8% | ✗ | -2.9% | +1.7% | ✗ | +11.3% | +5.4% | ✓ |
| 2025-04-29 | 70% | +9.5% | +2.7% | ✓ | +20.7% | +12.0% | ✓ | +65.5% | +25.2% | ✓ |
| 2025-03-30 | 49% | +5.3% | -4.9% | ✗ | +14.1% | +14.4% | ✓ | +69.7% | +30.3% | ✓ |
| 2025-02-28 | 76% | +5.0% | +2.9% | ✓ | +9.4% | -2.3% | ✗ | +48.7% | +25.2% | ✓ |
| 2025-01-29 | 68% | +7.7% | -6.9% | ✗ | +14.5% | -18.7% | ✗ | +53.2% | -9.1% | ✗ |
| 2024-12-30 | 71% | +5.2% | +10.4% | ✓ | +32.9% | +12.0% | ✓ | +71.8% | -11.1% | ✗ |
| 2024-11-30 | 69% | +3.1% | +3.6% | ✓ | +14.1% | -4.0% | ✗ | +34.2% | -12.6% | ✗ |
| 2024-10-31 | 55% | +3.0% | +8.1% | ✓ | +19.1% | +37.4% | ✓ | +97.5% | +47.8% | ✓ |
| 2024-10-01 | 70% | +2.5% | +2.2% | ✓ | +4.0% | +15.5% | ✓ | +60.2% | +52.4% | ✓ |
| 2024-09-01 | 47% | +5.8% | -4.2% | ✗ | +6.6% | +6.1% | ✓ | +35.4% | +68.3% | ✓ |
| 2024-08-02 | 88% | +3.3% | -0.9% | ✗ | +8.9% | -6.7% | ✗ | +67.6% | +14.3% | ✓ |
| 2024-07-03 | 78% | +6.0% | -4.0% | ✗ | +21.0% | +2.1% | ✓ | +55.1% | +1.1% | ✓ |
| 2024-06-03 | 72% | +5.5% | +1.0% | ✓ | +4.4% | -12.6% | ✗ | +86.4% | -16.7% | ✗ |
| 2024-05-04 | 61% | +5.1% | -4.8% | ✗ | +26.2% | +7.7% | ✓ | +32.2% | -3.9% | ✗ |
| 2024-04-04 | 67% | +2.8% | +2.2% | ✓ | +4.2% | -6.7% | ✗ | +33.9% | -12.2% | ✗ |
| 2024-03-05 | 69% | +2.0% | +12.0% | ✓ | +6.4% | +7.4% | ✓ | +4.2% | +7.8% | ✓ |
| 2024-02-04 | 71% | +1.0% | +13.5% | ✓ | +6.6% | +49.9% | ✓ | +29.9% | +50.1% | ✓ |
| 2024-01-05 | 45% | +2.3% | -3.2% | ✗ | +2.8% | -3.6% | ✗ | +36.8% | +55.1% | ✓ |
| 2023-12-06 | 41% | +1.0% | -2.0% | ✗ | +4.6% | +0.9% | ✓ | +8.7% | +45.8% | ✓ |
| 2023-11-06 | 84% | +0.6% | +4.1% | ✓ | +12.1% | +24.9% | ✓ | +11.2% | +21.4% | ✓ |
| 2023-10-07 | 71% | +0.9% | -4.0% | ✗ | +5.2% | +25.3% | ✓ | +5.9% | +57.9% | ✓ |
| 2023-09-07 | 85% | -0.0% | +1.0% | ✗ | +4.3% | +6.5% | ✓ | +13.7% | +66.7% | ✓ |
| 2023-08-08 | 73% | -0.5% | -2.0% | ✓ | -2.9% | -11.8% | ✓ | +17.2% | +17.7% | ✓ |
| 2023-07-09 | 79% | -0.8% | +0.3% | ✗ | +2.4% | -1.3% | ✗ | +14.0% | -7.3% | ✗ |
| 2023-06-09 | 35% | -3.3% | -0.6% | ✓ | -14.8% | +13.9% | ✗ | +4.2% | -0.8% | ✗ |
| 2023-05-10 | 53% | +1.4% | -0.8% | ✗ | +11.9% | -4.1% | ✗ | +27.7% | +7.8% | ✓ |
| 2023-04-10 | 69% | -0.7% | -0.7% | ✓ | +1.6% | -6.8% | ✗ | -5.2% | +1.7% | ✗ |
| 2023-03-11 | 57% | +2.4% | +30.9% | ✓ | +0.0% | +43.9% | ✓ | +4.0% | +28.5% | ✓ |
| 2023-02-09 | 79% | +0.6% | +7.9% | ✓ | +1.9% | -5.5% | ✗ | +21.3% | +26.7% | ✓ |
| 2023-01-10 | 65% | -5.2% | +21.2% | ✗ | -13.4% | +25.0% | ✗ | -14.0% | +70.0% | ✗ |
| 2022-12-11 | 64% | +1.2% | -2.1% | ✗ | +1.1% | +2.0% | ✓ | +3.5% | +20.6% | ✓ |
| 2022-11-11 | 62% | +3.0% | -1.9% | ✗ | +2.8% | +0.5% | ✓ | -2.4% | +28.2% | ✗ |
| 2022-10-12 | 55% | +1.9% | -0.2% | ✗ | -7.6% | -11.2% | ✓ | +2.8% | -8.9% | ✗ |
| 2022-09-12 | 62% | -0.6% | -12.8% | ✓ | -5.0% | -14.5% | ✓ | -22.3% | -23.7% | ✓ |
| 2022-08-13 | 57% | -0.3% | -13.5% | ✓ | -4.0% | -8.4% | ✓ | -15.2% | -30.4% | ✓ |
| 2022-07-14 | 52% | -8.5% | +12.5% | ✗ | -17.4% | +18.8% | ✗ | -16.7% | -6.9% | ✓ |
| 2022-06-14 | 59% | +2.7% | -6.4% | ✗ | +1.8% | -7.0% | ✗ | -8.1% | +1.3% | ✗ |
| 2022-05-15 | 87% | +3.1% | -3.3% | ✗ | +1.0% | -29.3% | ✗ | -0.3% | -21.9% | ✓ |
| 2022-04-15 | 69% | +1.3% | -2.1% | ✗ | -7.0% | -22.8% | ✓ | -16.0% | -49.3% | ✓ |
| 2022-03-16 | 48% | +1.8% | +4.3% | ✓ | -2.1% | -1.4% | ✓ | +10.1% | -46.2% | ✗ |
| 2022-02-14 | 79% | +2.7% | -13.0% | ✗ | -5.0% | -3.3% | ✓ | -8.5% | -26.5% | ✓ |
| 2022-01-15 | 65% | -1.2% | -18.6% | ✓ | +1.1% | -1.2% | ✗ | -14.5% | -5.9% | ✓ |
| 2021-12-16 | 78% | +1.6% | +6.7% | ✓ | +3.3% | -9.5% | ✗ | -1.9% | -13.6% | ✓ |
| 2021-11-16 | 62% | -1.5% | -4.2% | ✓ | +1.0% | -20.8% | ✗ | -12.9% | -29.2% | ✓ |
| 2021-10-17 | 75% | +2.5% | -1.1% | ✗ | +7.9% | -2.3% | ✗ | -7.4% | -30.0% | ✓ |
| 2021-09-17 | 57% | +1.5% | -9.4% | ✗ | +2.9% | +30.1% | ✓ | +22.0% | +0.7% | ✓ |
| 2021-08-18 | 68% | +0.4% | +9.6% | ✓ | +31.0% | +5.8% | ✓ | +84.4% | +34.4% | ✓ |
| 2021-07-19 | 58% | +2.1% | +20.8% | ✓ | +8.0% | +45.0% | ✓ | -8.1% | +99.4% | ✗ |
| 2021-06-19 | 48% | +2.5% | -9.0% | ✗ | +18.5% | -13.1% | ✗ | +33.6% | +33.2% | ✓ |
| 2021-05-20 | 72% | +9.1% | -5.1% | ✗ | +40.7% | -12.5% | ✗ | +80.2% | +10.1% | ✓ |
| 2021-04-20 | 61% | -0.8% | -2.5% | ✓ | +16.5% | -28.1% | ✗ | +70.7% | -45.4% | ✗ |
Methodology
- Anchor grid: every 30 days from 2021-04-20 through 2025-12-25. No cherry-picking.
- No lookahead: at each anchor, the engine only sees BtcFeatureVector rows with date ≤ anchor date. Candidate analogs are further constrained to end at least 90 days before the anchor.
- Prediction: median of the top-10 analogs' actual forward return at each horizon (7, 30, 90 days).
- Ground truth: BTC's real close price on the anchor date vs the anchor date + horizon, from BtcFeatureVector.
- Directional accuracy: fraction of anchors where sign(predicted) === sign(actual). Baseline = 50%.
- MAE improvement over naive: one minus the ratio of our MAE to the MAE of always predicting 0% (unchanged). Positive = we beat the naive baseline.
See today's live analogs
The backtest validates the approach. Now see what it says about right now.
Open the Twin Finder