Best days check
best_days_checkThe 'miss the ten best days and you get nothing' claim, measured on both sides. The same window of a coin lived four ways: all of it, without its N best days, without its N worst days, and without either, from every start day of the history. You also get how many of those best days landed within a week of a worst one, which is what decides whether the claim means anything. Backtest on spot daily candles, dead coins included.
Use when someone argues for staying invested because missing the best days ruins returns, or for timing the market to dodge the worst ones. Which weekday or month does best is calendar_check.
Input Schema
| Name | Required | Description | Default |
|---|---|---|---|
| coin | Yes | Ticker or full pair. An unknown one comes back with the list we hold and the ones left out. | |
| days | Yes | Window in days: 90, 365 or 730. | |
| best_days | Yes | How many days are missed: 1, 5, 10 or 20. Defaults to 10, the number in the claim. |
Output Schema
| Name | Required | Description | Default |
|---|---|---|---|
| ok | No | false when we do not hold that data. Never a zero standing in for an answer. | |
| page | No | The page with these exact numbers already in. | |
| error | No | no_data when ok is false. | |
| model | No | What missing a day means here, and what is not charged. | |
| reason | No | Why, in one sentence, and what we do have instead. | |
| source | No | The public file these numbers come from. | |
| history | No | From, to, days held and which tape. | |
| windows | No | Start days tested. Fewer than 120 and we refuse to give a percentage. | |
| median_pct | No | The middle window, lived whole. The alternative, always. | |
| biggest_days | No | The biggest up days and down days of the whole history, with their dates, so the clustering can be checked rather than believed. | |
| share_in_profit_pct | No | Windows that ended in profit, lived whole. | |
| cost_of_missing_best_pp | No | Percentage points the best days were worth. | |
| median_without_best_pct | No | The same window without its best days. This is the half of the claim you get shown. | |
| gift_of_missing_worst_pp | No | Percentage points dodging the worst days would have paid. | |
| median_without_worst_pct | No | The same window without its WORST days. This is the half nobody shows, and it is just as big. | |
| median_without_either_pct | No | Without both groups: usually back near the first number, after dodging the days that supposedly decided everything. | |
| next_to_means_within_days | No | What «next to» means, in days. | |
| winners_turned_losers_pct | No | Of the windows that ended in profit, the share that end in loss once their best days are removed. | |
| share_in_profit_without_best_pct | No | The same, without the best days. | |
| best_days_next_to_a_worst_day_pct | No | Share of the best days that fell within a few days of one of the worst. High means you cannot dodge one without dodging the other. | |
| share_in_profit_without_worst_pct | No | The same, without the worst days. |