111-day SMA vs. 350-day SMA × 2. Classic top signal by Philip Swift — historical crossovers nailed every BTC bull-run top to within days.

Current BTC price divided by the 200-day moving average. Below 1 historically bearish, above 2.4 marks the top 0.5% quantile.

Logarithmic regression on BTC price since 2010 with nine colour bands — from "Fire Sale" deep blue to "Maximum Bubble" red.

What happens if the next 4-year cycle plays out like 2022-2026, 2018-2022 or 2014-2018? Multiplicative overlay paths from today's price.

Lowest daily price per calendar year since 2010 — one line across 16+ years of Bitcoin history. Makes the "higher lows" thesis visually immediate.

5-stage indicator based on 20W and 50W moving averages. 0 = bearish, 5 = structurally bullish — the most visually memorable cycle trend indicator in crypto.

Giovanni Santostasi's model: log-log regression of BTC price since 2009 genesis block with fair-value, support and resistance lines.

OECD Composite Leading Indicator (global business cycle) overlaid on BTC monthly chart, with CCI(20) momentum oscillator below. Macro context, not a trading signal.

Difference between market cap and realized cap, normalised by standard deviation. Values above 5 mark the top region (4 of 5 historical bull tops), below 0 every bottom.

BTC price coloured by MVRV Z-Score regime — from deep accumulation (green) to euphoria (red). Makes valuation phases visible over time.

Aggregated unrealised profit of all coins, five phase bands from capitulation to euphoria. Measures on-chain market sentiment.

Ratio between sale price and original cost of all moved coins. Below 1 = sellers at a loss = often a bottom signal. Tabs for STH and LTH.

Raw daily long-term-holder SOPR (≥ 155 d) on a log axis + BTC price overlay. Above 1 = LTH in profit, below 1 = capitulation. The full-cycle view (Coinglass style).

Average cost basis of all coins in circulation. Tabs for STH (last 155 days) and LTH. Historically a strong bottom indicator.

BTC price vs. short-term-holder cost basis (realized price of coins younger than 155 days) + STH-MVRV. Spot below the line = the recent-buyer cohort in aggregate loss — historically near stress/bottom zones.

BTC spot over five Cointime cost bases (Realized, STH, Active Price, True Market Mean, Vaulted) + Cointime MVRV. Where does the market sit relative to holder cost bases? All rungs BRK-native.

Daily accumulation by the largest Bitcoin Treasury Companies (MSTR, Metaplanet, XXI, BSTR). ETF flow layer currently paused.

Daily mean of perpetual funding rates across Binance, Bybit and OKX. Positive = longs pay (often top zone), negative = shorts pay (often bottom zone).

Daily coin issuance in USD relative to its 365-day average. Values above 4 indicate miner-profit overheat (top), below 0.5 mark capitulation bottoms.

30-day hashrate MA vs 60-day hashrate MA. When the 30d falls below the 60d = miner capitulation. Recovery cross back up = classic buy signal.

Estimated mining floor: average electricity cost + 30% operational overhead per BTC produced. Cambridge CBECI as data source.

BTC supply held by large addresses (≥100 / ≥1k / ≥10k BTC) over time. A rising line means accumulation. Address-based proxy for whale behaviour.

Stacked-area chart over 13 holding-period bands from <1 day to 10+ years. Reveals how "old" supply re-enters circulation before each bull run.

Aggregated sentiment score 0-100 (alternative.me). Extreme fear historically marks bottoms, extreme greed marks top zones — e.g. March 2020 (8), November 2022 (20), April 2021 (95).

How many of 5 INDEPENDENT valuation/sentiment domains (Mayer, MVRV-Z, macro regime, funding, Fear & Greed) are aligned right now — plus dispersion and the EFFECTIVE number of independent domains. A state, not a signal.

Current percentage distance to all-time high plus historical comparison of every bear market (depth, duration, recovery time).

Realized volatility (30/90 days) and ATR% across the full history — on one axis. Plus cycle comparison per halving.

Deribit DVOL (implied vol) vs. realized 30-day volatility. The area between is the variance risk premium.

ATM implied volatility by tenor (30/60/90/180 days). Upward = contango (normal), downward = backwardation (stress).

Heatmap matrix with rows per year and columns January–December. Bottom row: average per month — historically the best months are October and April.

Price line coloured by distance to the 200-week MA. Dark blue days historically marked generational buy opportunities.