What happens when the same Bitcoin market is approached three different ways — standard DCA, risk-weighted allocation, and capital rotation? Follow the money, week by week, and watch the gap open up.
Every investor here is building a long-term Bitcoin position on the same weekly schedule. What changes is the rule they follow — and, for the risk-based two, how much that rule asks them to put in each week.
Buy the same amount of Bitcoin every week — rain or shine.
Never sells. Buys harder when the model reads risk as low.
Leans into Bitcoin, and steps toward the S&P 500 when risk runs high.
ProAnchor Accumulate and Anchor Bridge are part of Alphabit Pro.See plans →
The same buy, every single week. Predictable and calm — it never reacts to the market.
Still buying every week, but leaning in harder when the market looks calm and easing off when it heats up.
Grows with Bitcoin, then quietly steps some capital toward the S&P 500 when risk runs high — and steps back when things settle.
2018 — everyone starts together. Same market, same weekly cadence, three portfolios sitting at zero.
The quiet years. With the market calm, the risk-based strategies buy harder — and so put more money to work.
The market heats up. Prices run hot. Anchor Accumulate stops buying; Anchor Bridge starts trimming.
The bear market. Everything falls. The question is who kept more of their gains through it.
Recovery, and a second climb. The gap between the three strategies widens for good.
Today. Three different jobs, three different outcomes — scroll on for the numbers, and for what they don't tell you.
Starting 2018, weekly cadence, 15%/24% capital-gains tax and 25bps per trade already deducted. The three strategies did not deploy the same amount of money — read the capital line on each card before the return. These figures are in-sample and illustrative: a demonstration of how each approach behaves, not a promise about the future.
Each approach suits a different kind of investor. The best one is the one you'll actually stick with.
See how the model reads this week's market, or model any of these strategies with your own numbers. The methodology is published — every rule is one you can check.
In-sample backtest, illustrative — not financial advice and not a guarantee. Anchor Accumulate and Anchor Bridge use risk-model logic refined on this same history, so results should be read as a demonstration of each strategy's behavior, not evidence of future performance. Past performance does not predict future results. See the full disclosure and methodology limitations.