Precog Interval Forecast Impact in Simulated Trading

Subnet 55, Precog, tasks Bittensor miners with modeling two outputs: a point forecast and an interval forecast of the Bitcoin Price. In a previous report, we showed that Precog (Subnet 55) Bitcoin price point forecasts contained valuable information that consistently outperformed holding Bitcoin in different market environments. We repeat this analysis for a new 40 day window from April 1 to May 09, 2025 and add an adjustment to vary the trade size depending on the width of the interval forecast. We show below that not only does the original strategy still shows reliable improvement over a buy-and-hold strategy, but that the new variable size trading strategy shows also often shows improvement over the original constant trade size approach. We test over 18 different sample periods of 14 days. We find the constant trade strategy beats holding in 9 samples and loses in 5, while the variable-trade strategy beats holding in 12 samples and loses in only 2.

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