At our local Chicago Python User group chapter (chipy.org) one of the organizers of the Financial Group did a similar analysis. HODL is extremely hard to beat if not impossible.
See https://github.com/Chipy-Finance/CryptoTechnicals/blob/maste...
https://github.com/Chipy-Finance/CryptoTechnicals/blob/maste...
There is more in the github directory also.