SDCA v aj

	A	B	C	D	F	G	H
1	SDCA	DATE UPDATED:	Feb 24 2024
2				Why did you choose this indicator / How does it work / What is Positive Score and what is Negative Score
3	Fundamental Category	Indicator	Result	Comment	Z Score	Source
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5	Fundamental Indicators	R-HODL ratio	Low Value	Why: The RHODL Ratio is useful for identifying situations when the Bitcoin price reaches extremes in the market. How: When the RHODL Ratio starts approaching the red band, it may signal that the market is overheating. This indicator can predict when the Bitcoin price (BTC) is overbought, as the RHODL Ratio approaches the upper red band, and also when the $BTC price needs to rally after spending time in the lower green band (oversold). RHODL Ratio focuses on the ratio between the 1-week RHODL band and the 1-2-year RHODL band. Positive score: Below the center of the chart ($100 on the Y-axis to the right) Negative score: Above the center of the chart ($100 on the Y-axis to the right) for each number on the Y-axis, it is one standard deviation	-0.1	https://www.lookintobitcoin.com/charts/rhodl-ratio/
6	(on-chain)	MVRVZ Z-score	Neutral	Why: MVRZ Z-score is used to identify periods when Bitcoin is extremely overvalued or undervalued relative to its "fair value." How: MVRZ has historically been highly effective in identifying periods when the market value is unusually high above the realized value. These periods are highlighted by the Z-score (orange line) entering the pink box, marking the peaks of market cycles. It has successfully identified the market top of each cycle within two weeks. It also indicates when the market value is significantly below the realized value, highlighted by the Z-score entering the green box. Buying Bitcoin during these periods has historically yielded excessive returns. Positive score: Below the center of the chart (2 on the Y-axis to the right) to just below the green rectangle. Negative score: Above the center of the chart (2 on the Y-axis to the right) to (10 on the Y-axis to the right).	0	https://www.lookintobitcoin.com/charts/mvrv-zscore/
7		Net Unrealized Profit/Loss	Low Value	Why: Unrealized Profit/Loss estimates the unrealized total gains/losses in Bitcoin held by investors. How: By subtracting the realized value from the market value, we calculate unrealized profit/loss. Positive score: Below the center of the chart (center within the 75% yellow band "Optimism") to a line below the $100 mark on the Y-axis. Negative score: Above the center of the chart (center within the 75% yellow band "Optimism") to the 75% mark of the red band "Euphoria."	-0.8	https://www.lookintobitcoin.com/charts/relative-unrealized-profit--loss/
8		True market Mean and AVIV ratio	Low Value	Why: Cost model for all coins acquired on secondary markets. How: The actual market midpoint is calculated as the ratio between Investor Capitalization and Active Supply. Positive score: Below 0 on the Y-axis to just below the blue line. Negative score: Above 0 on the Y-axis to 2 on the Y-axis.	-0.7	https://checkonchain.com/btconchain/pricing/cointime_mvrv_aviv_1/cointime_mvrv_aviv_1_light.html
9		Long term holder coin SOPR	Low Value	Why: SOPR is the ratio between the combined USD value of all spent coins on a given day and the combined USD value of coins spent at the time they were created (roughly purchased). It is one of the metrics in the Realized Profit/Loss category. How: The way to use this metric is to determine where the current value stands compared to the value of 1, which is the breakeven point for coin sellers, i.e., where sellers, on average, sell without a profit. Positive score: Below the orange line (center) to 4 on the Y-axis. Negative score: Above the orange line (center) to 5 on the Y-axis (each cycle will decrease the maximum Z-score).	-1.2	https://chainexposed.com/XthSOPRLongTermHolderCoin.html
10		Volume Weighted Average Price	Value	Why: VWAP is an acronym for Volume-Weighted Average Price. VWAP can be used as an alternative approach to calculating the average price paid by the market for all circulating BTC. Coin Metrics provides on-chain volume data to construct this metric. How: Taking the delta from this BTC price and adding a 4-year Z-score, we can obtain the relative strength of BTC to VWAP. Positive score: Below the yellow line (center) to just below the green line. Negative score: Above the yellow line (center) to above 4 on the Y-axis.	0.5	https://karlfoster.app/vwap/
11		Bitcoin Binary Spending indicator (peak model only)	No Value	Why: A tool to track when smart money investors are exiting the market during peak bullish markets. How: Observes how long-term cryptocurrency holders are selling their BTC holdings from their wallets. Positive score: Not applicable. Negative score: From 0 to just above 1 on the Y-axis.	-2.5	https://checkonchain.com/btconchain/supply/supply_binaryspendingindicator/supply_binaryspendingindicator_light.html
12		Long term holder Realized price (Floor model only)	Neutral	Why: Indicator of strong support levels during bear markets, as these are prices at which long-term holders have historically shown a willingness to buy and hold, regardless of short-term price movements. How: It calculates the average price at which long-term investors acquired their bitcoins, considering only those coins that have not moved significantly for a significant period (155 days or more). Positive score: If the price goes below the orange line, we assign a Z-score of 2.5 (otherwise, the indicator is not used). Negative score: Not applicable.		https://www.lookintobitcoin.com/charts/long-term-holder-realized-price/
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14	Technical Indicators	CBBI	Low Value	Why: CBBI is a combination of several metrics to identify price bottoms and tops. How: We use the Pi Cycle Top indicator, RUPL/NUPL chart, and MVRV-Z score. Positive score: 0 to 50. Negative score: 50 to 100.	-1	https://colintalkscrypto.com/cbbi/
15	(price-based indicators)	Days higher than current price	Value	Why: The indicator shows us how many days closed at higher prices than the current one in the past. How: Each day displays a comparison with the past through colors ranging from 0 to 500. Positive score: 0 to 250 based on color. Negative score: 250 to 500.	1.2	https://charts.bitbo.io/days-higher-than-current/
16		Bitcoin power law	Value	Why: The indicator shows the inequality between large and small values, where large values are much less common than smaller ones. How: A mathematical formula that shows how low BTC can potentially fall or go maximally up. Positive score: From the gray line (center) to just below the green bottom line. Negative score: From the gray line (center) to just above the red top line.	0.9	Trading view
17		Termocap Multiple	Low Value	Why: Miners' reward from mined BTC. How: Take the price of Bitcoin on a given day and divide it by the total historical block subsidy. This total historical block subsidy is calculated by taking the amount of bitcoins mined on each day and multiplying it by the closing price at the end of that day. Then sum up all these daily subsidies for every day preceding the one you are looking at. Positive score: Below 1 to 0.5 (bottom zero is counted) on the Y-axis. Negative score: Above 1 to 500 on the Y-axis (the indicator will decrease with each bull run).	-0.3	https://charts.bitbo.io/thermocap-multiple/
18		RSI	Neutral	Why: RSI monitors both the current and historical strength/weakness of the BTC market based on the speed of price movements. How: We use RSI to measure the speed and size of directional price movements in Bitcoin. Depending on how quickly the price is changing and by how much, the RSI score is assigned to the observed month relative to the previous 12 months. Positive score: 50 (center) to 0 on the Y-axis. Negative score: 50 (center) to 100 on the Y-axis.	0	https://charts.bitbo.io/monthly-rsi/
19			Neutral
20			Neutral
21
22	Sentiment Indicators	Crypto Fear & Greed Index	No Value	Why: The index shows us the emotional side of investors in the market, where either fear or greed dominates, influencing people's reactions. How: The index measures Volatility, Volume, Social Media, Google Trends, Coin Dominance. Positive score: 0 to 50. Negative score: 50 to 100.	-1.5	https://alternative.me/crypto/fear-and-greed-index/
23	(ověřit protože je to spíše krátkodobý sentiment indikator oproti Bitcoin strategic bias index, který je dlouhodobý)	Bitcoin sentiment index	No Value	Why: Sentix Sentiment reflects investors' expectations for a given market, capturing the emotions—ranging from greed to fear—of market participants. How: Strategic bias (like 6-month expectations) should point in the opposite direction to Sentiment. The result is measured based on surveys. Positive score: 0 (center) to -0.6 on the Y-axis. Negative score: 0 (center) to 0.5.	-1.8	https://www.crypto-sentiment.com/bitcoin-sentiment
24		Bitcoin strategic bias index	No Value	Why: Sentix strategic bias, six-month expectations of investors, reflects the strategic view of market participants and their fundamental beliefs and value perception for a given market. How: Collected weekly for 30 financial markets, it represents the fundamental beliefs and values of surveyed investors for the respective markets. Positive score: 0 (center) to -0.4. Negative score: 0 (center) to 0.6.	-1.5	https://www.crypto-sentiment.com/bitcoin-strategic-bias
25			Neutral
26			Neutral
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31			Avg Z Score		-0.59		Low Value
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35	For your System, you will need at least 15 indicators‎ ‎ These are the minimum that you need to have in each category: Min. 5 - Fundamental Indicators Min. 5 - Technical Indicators Min. 2 - Sentiment Indicators
36	10 MUST BE SELECTED FROM OTHER SOURCES THAN Adam's Macro Sheet
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39	Kde hledat zdroje ?	https://charts.bitbo.io/
40		https://www.lookintobitcoin.com/charts/
41		https://www.crypto-sentiment.com/bitcoin-overconfidence-index
42		https://chainexposed.com/
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44	Sentiment:	https://www.crypto-sentiment.com/bitcoin-sentiment
45		https://www.crypto-sentiment.com/bitcoin-strategic-bias
46		https://alternative.me/crypto/fear-and-greed-index/
47		https://www.crypto-sentiment.com/bitcoin-overconfidence-index
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49	DO NOT INCLUDE: Stock to Flow, Reserve Risk, or Puell Multiple indicators in your system. ‎ -> The Stock to Flow model is based on tautological logic and is therefore invalid. ‎ -> Reserve Risk and Puell Multiple suffer from alpha decay and have been advised by Prof. Adam to not be used. ‎ ‎ DO NOT USE -> Quiverquant Sentiment. This one moves too fast to be used in a long term system.
50	SMA - MA - moc jednoduché na SDCA
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53	Odhadnutí vrcholu - long term holders prodávají: https://www.lookintobitcoin.com/charts/long-term-holder-supply/
54	Rotace kapitálu do BTC/ETH/Stable coinu - může pomoct odhanout konec Bull marketu https://checkonchain.com/btconchain/capitalrotation/capitalrotation_netposchange/capitalrotation_netposchange_light.html
55	CRYPTOCURRENCY MENTION TRENDS https://www.quiverquant.com/crypto/
56	ukazuje jen OverSold (dno trhu) https://chainexposed.com/XthRealizedPriceLongTermHolder.html
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65	Risk Parity Weights
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94	Average Weights
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