Figure 2  ·  The Vault Test

Capital Protection — $10,000 Account, 20 Bear Folds

2023–2025 near-blind out-of-sample window  ·  Sorted by B&H severity (worst left)  ·  100% simulated bear-fold win rate
$10,000 start STX 2025 $1,590 B&H −84.1% $10,000 · +$8,410 protected EOS 2025 $2,070 · −79.3% $10,000 · +$7,930 NEO 2025 $2,570 · −74.3% $10,000 · +$7,430 MANA 2025 $2,610 · −73.9% $10,000 · +$7,390 DOGE 2025 $3,610 · −63.9% $9,070 (grid −9.3%) · still +$5,460 better XTZ 2025 $3,850 · −61.5% $10,000 · +$6,150 ADA 2025 $3,950 · −60.5% $10,000 · +$6,050 XLM 2025 $4,720 · −52.8% $10,080 (grid +0.8%) ZEC 2023 $7,230 · −27.7% $10,000 · +$2,770 LTC 2025 $7,310 · −26.9% $10,380 (grid +3.8%) DASH 2023 $7,520 · −24.8% $10,000 · +$2,480 XRP 2025 $7,900 · −21.0% $10,160 (grid +1.6%) $0 $2k $4k $6k $8k $10k $12k Two-state and three-state RXI produce identical results on all bear folds — direction guard prevents momentum sleeve entry
Buy-and-Hold ending value
CoinRoc RXI ending value (gated to cash)
CoinRoc RXI ending value (grid active in bear fold)
Bear Win Rate
20/20
100% across blind window
Callout — DOGEUSD 2025 (simulated)
B&H ending
$3,610
vs
CoinRoc ending
$9,070
difference
$5,460
Grid ran (random-walk regime); returned −9.3% vs B&H −63.9%
Worst-Case Dollar Gap
$8,410
STXUSD 2025: $1,590 B&H vs $10,000 CoinRoc
The two-state and three-state RXI strategies produce identical results on all 20 bear folds. The direction guard (requiring positive priceChangePct60 before sleeve entry) prevents the momentum sleeve from firing during downward-trending markets. The three-state RXI adds no bear-fold exposure relative to the two-state baseline — the capital protection story is structurally unchanged.
Simulated / Backtested Performance. All values are simulated/backtested estimates under a $10,000 starting account assumption using the walk-forward methodology described in the study. Actual results may differ. Past simulated performance does not guarantee future results.
Yodacom Research · The Vault Test 2023–2025 · grid-blind-validation-2023-2025