01
Executive Summary
What LiTA is, what it does, and why it exists
LiTA Analysis
How It Works
02
Strategy Performance
221 weekly data points · Jan 2022 – Apr 2026 · Walk-forward Phase 6F
LiTA Analysis
Equity Curve — LiTA vs SMA vs Buy & Hold ($1,000 Starting Capital)
Performance Table
03
Signal History
Weekly BUY/SELL signals · muted = backtest · full color = live
LiTA Analysis
Weekly Signal Bars
Signal Confidence Distribution
04
Return Distribution
Histogram of weekly returns · LiTA vs Buy & Hold
LiTA Analysis
Weekly Return Histogram — LiTA vs B&H (Overlaid)
Trade P&L Waterfall
BLUF
05
Feature Correlation Heatmap
10 key features · Pearson correlation matrix
LiTA Analysis
10-Feature Pearson Correlation Matrix
06
Signal Flow Diagram
Sankey · 21 live signals → direction → outcome
LiTA Analysis
Signal Flow · 21 Live Signals (Nov 2025 – Apr 2026)
07
Confidence vs Outcome
Scatter · model confidence vs actual 14-day return
LiTA Analysis
Model Confidence vs 14-Day Return (Scored Signals Only)
Confidence Calibration Table
Shadow NAV
08
Risk Indicators
Drawdown · Circuit Breaker · Fear & Greed · VIX
LiTA Analysis
Drawdown from ATH + Circuit Breaker Activation
Fear & Greed Index
VIX — Market Volatility Index
09
Macro Environment
Yield curve · DXY · Fed Funds rate
LiTA Analysis
10Y–2Y Yield Spread (Basis Points)
DXY — US Dollar Index
10
Technical Indicators
RSI · MACD · Bollinger Band % · ADX
LiTA Analysis
RSI-14 (Weekly)
MACD Histogram (Weekly)
11
Halving Cycle Position
Bitcoin block reward halvings · cycle timing
LiTA Analysis
Cycle Progress — 4th Halving (Apr 20, 2024)
12
Positions Audit Log
All 21 live signals · cryptographically timestamped at issuance
LiTA Analysis
Live Signal Log — BTC (Nov 2025 – Apr 2026)
1All backtested returns use walk-forward Phase 6F methodology with 5 rolling folds. No look-ahead bias. Past performance does not guarantee future results.
2After-fee returns assume 0.10% per trade (round-trip). After-tax returns assume 20% capital gains on realized profits.
3Short positions assume frictionless execution. In practice, crypto shorts carry funding rates that would reduce SELL-side returns. This analysis should be viewed as directional guidance only.
4Shadow validation requires ~30 scored signals for statistical significance (~late summer 2026). Current hit rate on 14 signals is directionally positive but not yet conclusive.
5LiTA · lita-6f-weekly-1.0 · Ledgerint Research · Not financial advice.