Backtests & validation

Proof that LSRI flagged structural stress before major crashes — to help protect capital when regimes break.

Live metrics refresh from the public transition store.

Transitions observed
Across tracked assets
Stress / Critical share
From stored regime changes
Negative 7d after stress
30d negative rate: —
Avg 7d after stress
30d average: —

Major bear cycles

Curated historical examples. Lead times are measured from first Stress/Critical to the worst phase of the drawdown.

2018 bear market

STRESS 32 days before the bottom.

Max drawdown−81%
LSRI signalNov 13, 2018
Lead time30–32 days
₿ Ξ

2022 crypto winter

STRESS 19+ days before the worst selloff.

Max drawdown−75% to −80%
LSRI signalOct 26, 2022
Lead time19+ days

SOL 2022 (FTX)

STRESS 55–60 days before the bottom.

Max drawdown−96%
LSRI signalNov 1, 2022
Lead time55–60 days

BTC 2022 — regime overlay

Colored bands show when LSRI flagged rising structural fragility before the November washout.

Normal Vigilance Stress Critical
Signal date
Oct 26
Stress/Critical before November selloff
Lead time
19+ days
Time to reduce leverage or exposure
What it shows
Regime shift
Calm structure → fragile structure

For a full backtest analysis, open the dashboard.

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Backtests describe historical regime transitions and forward follow-through. Not investment advice. Past structure does not guarantee future results.