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Simulate a $1,000 portfolio split across 4 legs on March 13, 2023 (after Silicon Valley Bank collapsed): long BTC, long ETH, long GOLD, short SP500. Tests the "crypto as digital gold" thesis during a banking crisis. Result: +4.77% in 7 days, driven by BTC +14.75%. Signed-off-by: Michael Yuan <michael@secondstate.io> Co-Authored-By: Claude Opus 4.6 <noreply@anthropic.com>
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Summary
svb_crypto_haven.pybacktest example: SVB Bank Run — Crypto as Digital Gold (March 13, 2023)examples/backtest/README.mdwith the new scenario in the table and usage sectionTest plan
python3 examples/backtest/svb_crypto_haven.pyruns successfully with +4.77% return in 7 daysSigned-off-by: Michael Yuan michael@secondstate.io
Co-Authored-By: Claude Opus 4.6 noreply@anthropic.com
🤖 Generated with Claude Code