diff --git a/strategies.py b/strategies.py
index eb6629f..930a9ab 100644
--- a/strategies.py
+++ b/strategies.py
@@ -141,9 +141,15 @@ class FormulaInvesting(Investing):
     def notify_timer(self, timer, when, *args):
         super().notify_timer(timer, when, *args)
         self.formula()
+        self.prev_value = self.broker.get_value()
 
 
 class VA(FormulaInvesting):
+    """
+    When market is down, buy
+    When up, sell. Shitty strategy: https://en.wikipedia.org/wiki/Value_averaging
+    """
+
     def formula(self):
         target_value = (
             min(
@@ -156,25 +162,65 @@ class VA(FormulaInvesting):
         # self.broker.set_cash(self.broker.get_cash() * self.monthly_params["t_rate"])
 
 
+class QVA(VA):
+    """
+    Same but quarterly
+    """
+
+    def formula(self):
+        if not self.months % 3:
+            super().formula()
+
+
 class DCA(FormulaInvesting):
+    """
+    Buy everything monthly
+    """
+
     def formula(self):
         target_value = self.broker.get_value() - reserve
         self.order_target_value(target=target_value)
 
 
-class QVA(VA):
+class QDCA(DCA):
+    """
+    Buy everything quarterly
+    """
+
     def formula(self):
         if not self.months % 3:
             super().formula()
 
 
-class QDCA(DCA):
-    def formula(self):
-        if not self.months % 3:
-            super().formula()
+class EDCA(Investing):
+    """
+    When market is down, BUY THE DIP
+    When up, leave some cash
+    """
+
+    def __init__(self, *args, **kwargs):
+        super().__init__(*args, **kwargs)
+        self.prev_value = 0
+
+    def notify_timer(self, timer, when, *args):
+        self.months += 1
+
+        if self.prev_value >= self.broker.get_value():
+            self.broker.add_cash(1.1 * self.monthly_cash)
+        else:
+            self.broker.add_cash(0.9 * self.monthly_cash)
+
+        target_value = self.broker.get_value()
+        self.order_target_value(target=target_value - reserve)
+
+        self.prev_value = self.broker.get_value()
 
 
 class SmaCross(Investing):
+    """
+    Buy when fast moving average crosses slow upwards
+    """
+
     params = dict(
         pfast=8,  # period for the fast moving average
         pslow=17,  # period for the slow moving average
@@ -191,13 +237,3 @@ class SmaCross(Investing):
             self.order_target_value(
                 target=self.broker.get_value() - reserve
             )  # enter long
-
-
-class SmaVA(SmaCross):
-    def next(self):
-        if not self.position:  # not in the market
-            if self.crossover > 0:  # if fast crosses slow to the upside
-                self.order_target_value(target=self.broker.get_cash())  # enter long
-
-        elif self.crossover < 0:  # in the market & cross to the downside
-            self.order_target_value(target=self.broker.get_value() / 2)  # close half
diff --git a/year_intervals.py b/year_intervals.py
index c646ab8..75cfa76 100644
--- a/year_intervals.py
+++ b/year_intervals.py
@@ -6,13 +6,13 @@ import pandas as pd
 
 if __name__ == "__main__":
     stockList = ["^GSPC"]
-    monthly_params = dict(sum=1000, coef=1, t_rate=1 + 0.02 / 12)
+    monthly_params = dict(sum=100000, coef=1, t_rate=1 + 0.02 / 12)
     # startDate = datetime.datetime.fromisoformat("2000-01-01")
     # endDate = datetime.datetime.fromisoformat("2022-01-01")
     print(stockList[0])
     stockData = lib.get_data(stockList[0])
     start_date = stockData.index[0]
-    year_step = 5
+    year_step = 1
     label_string = "Investing to {} monthly over {} years, increasing {:.2f}%, starting from ${}".format(
         stockList[0],
         year_step,
@@ -21,15 +21,20 @@ if __name__ == "__main__":
     )
     print(label_string)
     plot_param = "annual%"
-    strategies = (
-        st.DCA,
+
+    _strategies = (
         st.QDCA,
+        st.EDCA,
         st.SmaCross,
     )
+    strategies = (st.DCA,) + _strategies
 
     df_comp = pd.DataFrame(index=list(st.__name__ for st in strategies))
     df_vwr = pd.DataFrame(index=list(st.__name__ for st in strategies))
-    for start_year in range(start_date.year, datetime.datetime.today().year, year_step):
+    df_rel_to_dca = pd.DataFrame(index=list(st.__name__ for st in _strategies))
+    for start_year in range(
+        start_date.year, datetime.datetime.today().year - year_step + 1, year_step
+    ):
         start_date = datetime.date(start_year, 1, 1)
         end_date = datetime.date(start_year + year_step - 1, 12, 31)
         if (today := datetime.date.today()) < end_date:
@@ -50,12 +55,19 @@ if __name__ == "__main__":
             ]
         )
         print(newdf.to_string())
+        df_rel_to_dca[start_year] = list(
+            newdf.loc[s.__name__][plot_param] - newdf.loc[st.DCA.__name__][plot_param]
+            for s in _strategies
+        )
         df_comp[start_year] = newdf[plot_param].values
         # print(df[["annual%", "froi%", "cost", "total_value", "max_dd%", "max_md"]])
         # print(newdf["annual%"])
 
-    print(df_comp.to_string())
+    print(df_rel_to_dca.to_string())
     df_comp.T.plot()
+    for index, s in df_rel_to_dca.iterrows():
+        print("{}: avg {:.3f} dev {:.3f}".format(index, s.mean(), s.std()))
+    df_rel_to_dca.T.hist(bins=20)
     plt.grid()
     plt.title(label_string)
     plt.ylabel(plot_param)