BTC Risk Metric
Cycle-aware Bitcoin risk heuristic — private decision-support tool
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Risk Components
- Valuation:Price relative to moving averages and power-law trend
- Momentum:RSI, returns, MA alignment, and trend strength
- Volatility:Realized vol, drawdowns, and fragility indicators
- Cycle:Halving-aware position with lengthening cycle adjustment
- Macro:DXY, liquidity proxy, and risk sentiment
- Attention:Retail interest proxy and fear/greed indicators
Methodology
- •Mostly walk-forward safe: price-derived features (MAs, drawdown, RSI, ATH, volatility) use only past data. Known exception: cycle anchors use historical lows that were only confirmable months after the fact, so historical readings near past bottoms are optimistic.
- •Validation status: a walk-forward backtest framework exists in the repo, but the displayed weights and calibration were tuned on full history (in-sample). Treat the score as a structured heuristic, not a validated predictor.
- •Cycle-aware: halving-cycle timing heuristics fitted to 3-4 past cycles — a small sample; the current cycle may differ.
- •Calibrated output: sigmoid-mapped 0-100% score. It is a relative ranking, not a probability of anything.
- •Data honesty: stale or fallback data is flagged in the dashboard; missing macro data is held at neutral and marked n/a.