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BitVault Analytics v2

Model 3.5.1 (Calibrated) β€’ Last refreshed: Loading...

LOADING MODEL: HEALTHY

πŸš€ Model v3.5.1 β€” Calibrated & Monitored

Walk-forward validated β€’ 71.9% two-stage accuracy β€’ Live performance monitoring

βœ“ What's New

  • β€’ Two-Stage Prediction: Classification β†’ Magnitude regression
  • β€’ On-Chain Valuation: SOPR + MVRV Z-Score integration
  • β€’ Calibrated Weights: Validated against 230+ trades
  • β€’ Live Monitoring: Drift detection & performance alerts

⚠ Key Calibrations

  • β€’ TailRiskContrarian: DISABLED (39% accuracy)
  • β€’ WeekendEffect: DISABLED (30% accuracy)
  • β€’ OnChainValuation: BOOSTED +44% (69% accuracy)
  • β€’ TechnicalMomentum: BOOSTED +44% (64% accuracy)

πŸ“Š Validation Results

71.9%
Two-Stage Accuracy
0.347
Magnitude Correlation
⚠️ Data may be stale. Some metrics haven't updated within expected timeframes.

Bitcoin Intelligence v3.5.1
Model Version 3.5.1 (Calibrated)
Two-stage prediction with calibrated 4-classifier ensemble. Walk-forward validated on 230+ trades. Live monitoring with drift detection.
Two-Stage Accuracy71.9%
Magnitude Correlation0.347

Two-stage prediction: Classification β†’ Magnitude β€’ Calibrated on walk-forward validation

1 Click "Generate Analysis" to run the 10-category signal
Signal Categories (v3.3.1)
Technical (3.68), Sentiment (1.67), Weekend Effect (0.53, 2x=1.06 during Fri-Mon), Momentum (0.18), Supply-Side (0.21), Google Trends (0.03), Macro (0.06), Derivatives (0.15), Flow (0.01), Regulatory (0.05). Weights from Wild Bootstrap OLS (10k iterations).
 methodology across real-time market data.
2 Fetches from 14+ sources: CoinGlass
CoinGlass Data
Provides funding rates, open interest, liquidation data, and put/call ratios for derivatives analysis.
, Hashrate Index
Hashrate Index
Mining economics data including hashprice ($USD/PH/day) and hash ribbon status for miner capitulation detection.
, Fear & Greed
Fear & Greed Index
Contrarian sentiment indicator (0-100). Extreme Fear (<20) has 72% hit rate. Extreme Greed (>80) has 31% hit rate.
, ETF flows, and more.
3 Outputs: Signal with 80% confidence interval
Confidence Interval
Range where the true signal value likely falls. Width determined by model uncertainty, regime confidence, and data quality. Wider CI = less certainty.
, probability estimate
Probability Estimate
Probability of positive 30D return using logistic transformation (P = 1/(1+exp(-0.8Γ—signal))). Bounded at 30%-85% β€” we can never be 100% certain.
, and Kelly-derived position size
Kelly Criterion
Optimal bet sizing: f = (pΓ—b - q) / b. Applied with half-Kelly (0.50), model uncertainty (0.80), transaction costs (0.85), and behavioral buffer (0.82). Max position: 10%.
.
Sources: Macro Intelligence | Lyn Alden | Willy Woo | Federal Reserve | CheckOnChain
STH Realized Profit/Loss Ratio Key On-Chain Accumulation Signal
Loading STH signal...
Source: CheckOnChain
● Ratio < 0 = Accumulation Zone ● Ratio 0-1 = Neutral ● Ratio > 1 = Sell Territory

Model Performance

Track signal accuracy & profitability

Simulated P/L
--
Following signals
Position Size
--
Based on signal
Hit Rate
--
Correct predictions
Signal Streak
--
Consecutive days
Position Sizing Rules (Signal-Based)
Strong Buy (β‰₯1.0): 100%
Buy (0.5-1.0): 75%
Accumulate (0.25-0.5): 50%
Neutral (-0.25 to 0.25): Hold
Sell (≀-0.25): Reduce
vs Buy & Hold: --
Data Points: --

Bottom Line

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Bitcoin Market
BTC Price
--
--
24h Change
--
vs yesterday
7d Change
--
vs last week
24h Volume
--
Trading activity
Fear & Greed
--
--
Institutional & On-Chain Flows
ETF Flow (7D)
--
--
ETF Flow (30D)
--
--
Exchange Netflow
--
30-day aggregate
Fed Rate Cut Prob
--
--
Institutional & On-Chain Flows
ETF Flow Executive Summary
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Analyzing institutional positioning...
7 Days
--
30 Days
--
YTD 2025
--
All-Time
--
BlackRock IBIT
--
Grayscale GBTC
--
Institutional Sentiment
Analyzing flow patterns...
--
Daily ETF Flows
Last 7 trading days (USD millions)
DateTotalIBITFBTCARKBBITBGBTC
Arkham Whale Intelligence
Whale Exchange Flow Analysis
Tracking 50 major BTC whales (MSTR, BlackRock, Fidelity, Coinbase + 46 more)
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Whale Bias
--
Reliability
--
πŸ”΄ Sell Pressure
--
🟒 Accumulation
--

Executive Summary

  • Loading whale activity data...

Top 20 Whales by 24h Volume

Entity 24h BTC 24h USD Direction Top Destination Interpretation
Data source: Arkham Intelligence
Macro Correlation Analysis
BTC vs ISM PMI vs Fed Balance Sheet
4-Year Historical Correlation
4Y DATA
Key Insight
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QT Period
--
Peak Balance
--
Current Balance
--
QT Removed
--
U.S. Economic Indicators
Key macro data points
IndicatorValueDateSignal
Macro Environment
Cross-Asset Performance
Key macro indicators
DXY (Dollar Index)
----
Gold (XAU/USD)
----
S&P 500
----
10Y Treasury
----
VIX (Volatility)
----
Central Bank Rates
Global monetary policy
Fed (USD)
--
ECB (EUR)
--
BoE (GBP)
--
BoJ (JPY)
--
PBoC (CNY)
--
Polymarket Predictions
Bitcoin Price Predictions
Probability markets via Polymarket API
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Market Narrative
Loading prediction market analysis...
Market Intelligence Report
Bitcoin ETF Institutional Flow Analysis
Updated daily from Farside Investors data
--
7-Day
--
30-Day
--
YTD
--
All-Time
--

Executive Summary

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30-Day Flow Analysis vs YTD

Metric 30-Day YTD Context

Monthly Flow Pattern (2025)

Month Net Flow IBIT GBTC Days

Current Market Context

Factor Status Impact Assessment

Institutional Adoption Assessment

Bullish Factors
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Bearish Factors
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6-Month Forecast

Scenario Probability Net Flows Key Drivers

Key Catalysts to Watch

Catalyst Timing Potential Impact

🏦 Fed Liquidity Alert BULLISH

Balance Sheet
$7.2T
+$350B from cycle low
QE Pace
+$60B/mo
Expansion since Sep 2025
Net Liquidity
$6.1T
+12% YoY
Liquidity Tailwind: Fed pivoted to QE. Every prior QE cycle (2009, 2012, 2020) preceded major BTC rallies. Expanding balance sheet = risk-on environment. Net liquidity (Fed BS - TGA - RRP) is the key metric β€” currently expanding.
Sources: Federal Reserve, FRED
BTC Options Expiry & Max Pain
Options Market Overview
Max pain, expiry calendar, and positioning data
CoinGlass + Deribit
Max Pain Analysis
Next Expiry: --
-20%
MAX PAIN
+20%
Current Price: --
Max Pain: --
Put/Call Ratio
--
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DVOL (Volatility)
--
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Options OI
--
Total notional
Next Expiry
--
--
Max Pain Theory

Loading options analysis...

Sources: CoinGlass, Deribit
Options Open Interest by Strike Deribit BTC Options
View on Deribit β†’
Calls Puts Current Price
Liquidation Risk Assessment
BitVault Loan Position
Loading loan terms...
CALCULATING
--%
Calculating...
Monte Carlo (60%) + Polymarket (40%)
Current Price
--
Drop to Liq
--
Margin Call
--
Liquidation
--
Days Left
--
MC Prob
--
5th Percentile
--
Median
--
Risk Analysis
Running Monte Carlo simulation...
BitVault Protocol
Total TVL
--
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BTC TVL
--
Protocol holdings
sbvUSD APY
--
Current yield
30D Performance
--
vs BTC
Price Performance
30-day BitVault vs BTC
Market Signals
Aggregated indicator summary
Fear & Greed Loading...
ETF Demand Loading...
Exchange Flow Loading...
ISM Manufacturing Loading...
Fed Policy Bias Loading...
Market Insight
Analyzing market conditions...