DCA Classic v1
Dollar-cost averaging baseline benchmark
Overview
Strategy ID: dca_classic
Version: v1
Start Date: 2024-12-02
Status: Backtest only
DCA Classic is a pure mechanical baseline that invests a fixed dollar amount every week into a 60/40 BTC/ETH portfolio, with no regime awareness, no rebalancing, and no discretion.
Rationale
DCA Classic exists as a fair comparison baseline. It captures the beta return of consistent crypto exposure without any active management decisions. If Zap Pilot cannot outperform DCA Classic on a risk-adjusted basis after costs, the strategy has failed its core thesis.
Parameters
- Weekly investment: $100 (fixed)
- Allocation: 60% BTC, 40% ETH (static, never rebalanced)
- Execution: Market order, Monday 00:00 UTC
- No stop-loss, no take-profit, no fee optimization
Performance Attribution
Zap Pilot's live performance is measured against DCA Classic across three dimensions:
- Total return — cumulative growth of $1 invested at start
- Risk-adjusted return — Sharpe / Sortino ratio comparison
- Drawdown protection — max drawdown and time spent underwater
Changelog
| Version | Date | Change |
|---|---|---|
| v1 | 2024-12-02 | Baseline established |