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Pricing Models Profit/Loss Network Stats Supply Dynamics Mining Metrics Technicals/Volatility
A collection of the OG On-chain pricing models.
The Realized Price and MVRV for tracking cycle extremes.
Track periods when the STH cohgort are holding extreme unrealized profit or loss.
The classic 200-day moving average strategy.
Models using transaction volumes to estimate fair value.
Tracking the average cost basis of HODLers vs Speculators
Tracking macro tops and bottoms using the 2yr moving average.
Tracking cross-overs between the 111DMA and 350DMA x2.
Oscillators monitoring the relative Unrealized Profit/Loss held.
Tracking the volume weighted average price by each yearly cohort.
A suite of Bitcoin's most important simple moving averages.
Trend analysis of the classic MVRV Ratio, seeking top and bottom heavy markets.
Net Realised Profit/Loss occurring across the network as a measure of net capital flows.
Extreme 30-day shifts in the Realised cap.
Tool to track impending volatility via relative capital flows.
Analysis of how capital and liquidity flows impact price and market valuation.
The realised profit/loss multiple capturing average profit taking and loss taking events.
A tool to spot acceleration of Profit or Loss dominant regimes.
Comparing MVRV, STH-MVRV and the AVIV Ratio cost basis models.
A suite of Z-Score measures for MVRV covering 1 to 4yr periods.
Assessing capital rotation flows using Realized Cap and Stablecoins Supplies.
Momentum within the active addresses as a proxy for the Bitcoin userbase.
Momentum within the number of confirmed transactions mined into blocks.
Momentum of coinday value destroyed to gauge economic activity.
Tool to track meaningful upticks in Fee Revenue paid to Miners over 1y to 4yr periods.
The total number of Shrimp, Crabs, Fish, Sharks and Whale Addresses.
There will only ever be 21M Bitcoin.
Newly minted supply issued to miners.
Breakdown of supply into old, young and lost cohorts.
Monitor the 30-day change in supply aged 6m or more.
A tool to track when smart money investors are exiting during peak bull markets.
Tool for tracking inversions in the 30D and 60D hashrate averages.
The original oscillator for tracking mining profitability and income stress.
Analysing changes in block interval to assess hashrate expansion and contraction.
Monitoring the USD and BTC revenue per Exahash.
Tracking the total balance and 30-day balance change for miners.
A log-log regression model between Difficulty and Market Cap.
A curve fit model considering the difficulty input per unit of BTC produced (by @paulewaulpaul).
Tracking market drawdowns from ATH, in bull market corrections, and bear market rallies.
Comparing the performance since the Halving, Cycle Top, and Low.
Oscillators showing the price performance over 90, 30, and 7-day periods.
The Bollinger Bands using a 20-day period +/- 2 standard deviations.
Assessing the realized volatility of Bitcoin over several timeframes.
The classic RSI-14 Overbought / Oversold indicator.
Tracking volatility using range contraction/expansion.
The Moving Average Convergence Divergence indicator.
Technical indicator tracking trending and consolidating markets.
Comparing the Sharpe Ratio of Bitcoin to TradFi and crypto assets.
How many days have Bitcoin prices been in the green?.
A series of methodologies for measuring market dominance.
Table breakdown of monthly price performance by year.
Capital flows into Stablecoins relative to major assets.