Back to Home

BitVault Analytics v2

Model 5.3.0 (Parsimonious 4-Signal) • Last refreshed: Loading...

LOADING MODEL: HEALTHY

Model v5.3.0 — Parsimonious 4-Signal

TREND / MOMENTUM / FLOW / VALUE • Sell gates + correction override • Per-direction calibration

60.0%
Walk-Forward OOS
946/1,577 correct · v5.6.5
59.6%
Walk-Forward OOS
869/1,457 · 19 folds
63.8%
SELL Accuracy
BUY: 61.4% · SELL: 63.8%
What changed from v4.0 → v5.3?

New in v5.x

  • • Sell Flow Gate: Blocks SELL when no institutional selling confirmation
  • • Correction Override: Fast crash/V-recovery detection
  • • Per-Direction Calibration: BUY 56.6%, SELL 63.8%
  • • Grid-Optimized Thresholds: Train/validate split, overfit penalty

Why?

  • • v4.0 SELL: 48.5% — sold at bottoms without flow confirmation
  • • Sell flow gate: Raised SELL from 48.5% → 63.8%
  • • No regime detection: Missed fast crashes/V-recoveries
  • • Walk-forward: 59.6% OOS validates no overfitting
⚠️ Data may be stale. Some metrics haven't updated within expected timeframes.

Bitcoin Intelligence v5.3.0
Model Version 5.3.0 (Parsimonious)
4-signal architecture: TREND (MA200 + correction override), MOMENTUM (7d ROC + 30d drawdown), FLOW (ETF + sell flow gate), VALUE (MVRV Z-Score). Per-direction confidence calibration. Grid-optimized thresholds.
Backtest Accuracy61.0% (1,825 signals)
Walk-Forward OOS59.6% (19 folds)

Parsimonious 4-signal model: TREND / MOMENTUM / FLOW / VALUE • Sell gates + correction override • Per-direction calibration

1 Click "Generate Analysis" to run the 4-signal model
Signal Architecture (v5.3.0)
TREND: Price vs MA200 with correction override for crashes/V-recoveries. MOMENTUM: 7d ROC + 30d drawdown detection. FLOW: 7d ETF net flows with sell flow gate. VALUE: MVRV Z-Score. Decision matrix + sell gates + post-decision modifiers (RSI, F&G, funding, supply-in-profit, Kalshi).
 methodology across real-time market data.
2 Fetches from 14+ sources: CoinGecko
CoinGecko Technical Data
200 days of daily price data. Calculates real MA200, MA50, RSI(14) with Wilder's smoothing, 30d high/low, and drawdown metrics. 4-hour cache.
, ETF Flows
ETF Flow Data
Weekly net flows across all Bitcoin spot ETFs. Positive flows = institutional demand. Negative flows = distribution pressure.
, Fear & Greed
Fear & Greed Index
Contrarian sentiment indicator (0-100). Used for capitulation protection: F&G ≤ 10 AND RSI < 30 blocks SELL signals.
, MVRV, and more.
3 Outputs: BUY / SELL / WEAK_BUY / WEAK_SELL / HOLD with 4 sub-signals
Sub-Signal Breakdown
Each signal is BULLISH or BEARISH. Decision matrix: T+F bullish → BUY, T+F or M+T/F bearish → SELL. Sell flow gate blocks SELL when trend bearish + flow neutral. Correction override detects fast crashes/recoveries. Post-decision modifiers: RSI, funding, supply-in-profit, Kalshi blocker.
, calibrated confidence
Per-Direction Confidence
Calibrated to observed backtest accuracy. BUY direction: 56.6%. SELL direction: 63.8%. These replace raw dynamic confidence for honest probability estimates.
, and capitulation detection
Capitulation Protection
When Fear & Greed ≤ 20 AND RSI < 35, SELL signals are overridden with a contrarian WEAK_BUY. Prevents selling at the bottom during extreme market stress.
.
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 (≥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

Loading conclusion...

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
Loading institutional flow data...
Loading
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)
Loading...
Whale Bias
--
Reliability
--
🔴 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
Loading macro correlation analysis...
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
LOADING
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

Loading market intelligence...

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
  • Loading...
Bearish Factors
  • Loading...

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 — 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
--
Loading...
DVOL (Volatility)
--
Loading...
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 →
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
--
Loading...
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...
ISM Manufacturing Loading...
Fed Policy Bias Loading...
Market Insight
Analyzing market conditions...
Ecosystem Expansion Agent
Daily Ecosystem Brief
Last run: --
-- cycles
Loading ecosystem brief...
Pending Recommendations
0 pending
No recommendations yet. Run a cycle to generate.