Historical DCA Backtest
How it works
Each weekly purchase is simulated at the actual closing price on that day from the daily price series. Total return is (current portfolio value / total dollars spent) − 1; annualized return is the same total return compounded over the simulation's actual duration.
Past performance is, of course, not a guarantee of future results. The backtest's value is in showing the variance in outcomes for different start dates: starting in late 2022 looks very different from starting in late 2017.
The model behind it
No model is involved here. Buys are replayed against the actual daily close from your start date through today. Total return is (current value / total spend) − 1; annualized return compounds that over the simulation's real duration.
Past performance is not indicative of future results. 100,000,000 sats per BTC. Not financial advice.
