Replication package for: HODL Strategy or Fantasy? 480 Million Crypto Market Simulations and the Macro-Sentiment Effect

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Authors: Weikang Zhang
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Abstract

This Zenodo record provides the replication package for the manuscript “HODL Strategy or Fantasy? 480 Million Crypto Market Simulations and the Macro-Sentiment Effect.” It contains the code and analysis-ready derived datasets needed to reproduce the main tables and figures, including Monte Carlo aggregation outputs and the weekly datasets used in the BLP/LP analyses. Raw price series from Yahoo Finance are not redistributed. The package includes scripts and instructions to re-download the raw data and reconstruct all analysis inputs (see README.md). Large intermediate simulation artifacts (~30GB) are not included because they can be regenerated from the provided pipeline; the aggregated outputs used in the paper are included. For complete reproduction steps and file descriptions, see README.md (and the README inside replication_package.zip).

Publication details

Journal / source
Zenodo (CERN European Organization for Nuclear Research)
Publication date
5 January 2026
Document type
Dataset