BTC LAB · ALL-TIME

BTC Lab

Daily Bitcoin since 2017 with all-history levels and a composite score built from 69 indicators. Weights are re-fitted every year walk-forward (2020→2026); each year is reported out-of-sample, whatever the result.

Days before a ±20% move within 30 days. Walk-forward by year, 2020→2026.v2 · built Sep 4, 2026 · folds 2020→2026
Pre-rally score
75/ 100quiet
0threshold 85100
Pre-drop score
0/ 100no validated threshold
0no threshold reached 2× base rate on train100
BTC · Sep 3, 2026
$81,270ATR $2,504 · 3.1%
↑$83,929fib from ATH .3821.1 ATR
↑$83,708daily shelf ·31.0 ATR
↓$80,522daily shelf ·30.3 ATR
↓$75,705weekly shelf ·32.2 ATR
cycle precursors burning
3TOP2BOT
typical before a top / bottom: 3 / 8
35 burning · 0 confirmed
OOS walk-forward 2020→2026 · Swing ±20% / 30d
union of the yearly test folds · n = 2408
0.19precision0.08recall23lit days-3.8%median 30d after litNo out-of-sample edge for this mode. Shown for transparency.
Pre-drop: no fold produced a model in any year — no threshold cleared 2× base rate on train.
BTC dailyMA200daily shelfweekly shelfvolume nodePOC 1yfib from ATHATH▲rally start▼drop start●lit · out-of-sample▲book entry▼book exit
TEST DEPOSIT · $10,000 · Swing ±20% / 30d

A $10k deposit that trades these signals

Entry at the next open after a lit day, all-in spot 1×, stop −10% on the daily low, time exit after 30 days, fee 0.1% per side. Lit days inside an open position are ignored.
Lit days before 2020 are in-sample (the model had seen them); from 2020 every lit day comes from the yearly fold that had not seen that year.
book A · −10% / 30dLIVE from Sep 4, 2026HISTORY · 2023+
Equity now
$12,459
1.2× · Sep 3, 2026
Total return
+24.6%
Max drawdown
−24%
Trades
13/38%
win rate
Avg trade
+3.2%
+49.3% best · −10.2% worst
Time in market
30%
since first trade
Buy & hold BTC
3.1×
this book 1.2× · same first entry, never sold
book equityin positionbuy & hold●time●stop
Equity curve
No position — waiting for the next lit day.
Every trade · 13
newest first · P&L after fees
EntryExitExit byP&L %P&L $Equity afterBook
May 5, 2026$79,861Jun 1, 2026$71,875stop−10.2%−$1,412$12,459HISTORY
Jul 18, 2025$119,178Aug 17, 2025$117,405time−1.7%−$238$13,871HISTORY
Jun 4, 2025$105,377Jul 4, 2025$107,984time+2.3%+$313$14,109HISTORY
Apr 23, 2025$93,443May 23, 2025$107,318time+14.6%+$1,760$13,796HISTORY
Jan 19, 2025$104,556Feb 3, 2025$94,101stop−10.2%−$1,364$12,036HISTORY
Dec 14, 2024$101,424Jan 9, 2025$91,282stop−10.2%−$1,519$13,400HISTORY
Oct 31, 2024$72,345Nov 30, 2024$96,408time+33.0%+$3,701$14,919HISTORY
May 22, 2024$70,148Jun 21, 2024$64,144time−8.7%−$1,075$11,218HISTORY
Apr 9, 2024$71,620Apr 13, 2024$64,458stop−10.2%−$1,393$12,292HISTORY
Feb 11, 2024$47,751Mar 12, 2024$71,452time+49.3%+$4,521$13,685HISTORY
Dec 26, 2023$43,576Jan 23, 2024$39,219stop−10.2%−$1,039$9,164HISTORY
Jul 20, 2023$29,909Aug 17, 2023$26,918stop−10.2%−$1,156$10,203HISTORY
Jun 9, 2023$26,499Jul 9, 2023$30,161time+13.6%+$1,359$11,359HISTORY
What was burning

today

Click a marker on the chart or a row in the events list.
35 burning · 4 selected
Indicatorlift trainlift testlit on
Position in 90d range
top 10%rallyunstable on test
1.66×
0.00×
Aug 21, 2026
Bollinger position
top 10%rallyunstable on test
1.45×
0.00×
Aug 19, 2026
Extreme greed streak
top 10%rallyunstable on test
1.29×
1.00×
Aug 5, 2026
OBV slope 30d
top 10%rallytoo few folds
1.48×
0.00×
Aug 21, 2026
Touches of nearest shelf
top 10%rallynot selected
1.55×
2.69×
Aug 5, 2026
RSI 14
top 10%rallynot selected
1.52×
—
Aug 19, 2026
Fees Δ 30d
bottom 10%rallynot selected
1.45×
—
Aug 30, 2026
Exchange net flow z-score 90d
top 10%dropnot selected
1.38×
1.94×
Aug 13, 2026
ADX 14
top 10%rallynot selected
1.35×
0.00×
Sep 3, 2026
Days above/below MA200
bottom 10%rallynot selected
1.23×
4.91×
Aug 5, 2026
ROC 7d
top 10%rallynot selected
1.17×
—
Aug 20, 2026
Funding z-score 90d
top 10%rallynot selected
1.14×
0.00×
Aug 20, 2026
Distance to nearest shelf (ATR)
bottom 10%rallynot selected
1.14×
1.48×
Aug 5, 2026
Active addresses z-score 90d
top 10%rallynot selected
1.13×
3.56×
Aug 5, 2026
Bollinger width
bottom 10%rallynot selected
1.12×
9.00×
Aug 5, 2026
Exchange net flow 7d (bp of cap)
bottom 10%rallynot selected
1.09×
0.00×
Aug 20, 2026
Open interest Δ 7d
top 10%dropnot selected
1.09×
0.54×
Sep 2, 2026
Distance to 1y low
bottom 10%dropnot selected
1.08×
0.19×
Aug 5, 2026
ATR %
bottom 10%rallynot selected
1.08×
3.10×
Aug 5, 2026
Supertrend direction
top 10%rallynot selected
1.05×
2.51×
Aug 5, 2026
MVRV Δ 30d
top 10%rallynot selected
1.05×
—
Aug 27, 2026
F&G change 7d
top 10%rallynot selected
1.04×
0.00×
Aug 19, 2026
Volume vs 30d median
top 10%rallynot selected
1.00×
0.00×
Aug 19, 2026
VIX Δ 7d
bottom 10%rallynot selected
0.97×
0.00×
Aug 5, 2026
Active addresses Δ 30d
top 10%rallynot selected
0.96×
4.53×
Aug 21, 2026
Hash rate Δ 30d
top 10%rallynot selected
0.95×
0.00×
Aug 16, 2026
Open interest Δ 30d
bottom 10%dropnot selected
0.93×
—
Aug 25, 2026
MACD histogram / ATR
top 10%rallynot selected
0.92×
0.00×
Aug 20, 2026
Transactions Δ 30d
top 10%rallynot selected
0.90×
0.44×
Aug 16, 2026
DXY Δ 30d
bottom 10%rallynot selected
0.87×
0.00×
Aug 7, 2026
F&G change 30d
top 10%rallynot selected
0.85×
0.00×
Aug 20, 2026
Volume streak
top 10%rallynot selected
0.81×
0.00×
Aug 24, 2026
US 10y yield
top 10%rallynot selected
0.65×
2.10×
Aug 5, 2026
DVOL (implied vol)
bottom 10%dropnot selected
0.59×
1.57×
Aug 5, 2026
DVOL Δ 7d
top 10%rallynot selected
0.55×
0.00×
Aug 21, 2026
Events

Swing ±20% / 30d

39 Rallies · 29 Drops
outcome
within 30d
By year · Swing ±20% / 30d
Walk-forward: each fold is fitted on everything before the year and scored on that year only. Nothing here was tuned on the year it is scored on.
green = precision ≥ 0.5 · red = precision ≤ 0.3 · dim = no model
▲ Pre-rally folds
YearSelectedThresholdPrecisionRecallLit daysMedian 30d fwd
20200no model · no threshold cleared 2× base rate on train
20212no model · no threshold cleared 2× base rate on train
20223no model · no threshold cleared 2× base rate on train
20236800.260.245-6.6%
20249800.280.2510-1.8%
20257850.000.007-1.5%
2026latest fold = working model6850.000.001-19.7%
▼ Pre-drop folds
Pre-drop: no fold produced a model in any year.
Every indicator, tested · Swing ±20% / 30d
Lift = how much more often the event followed when the flag was on. Selection happens inside each yearly fold on train only; test is reported as-is.
confirmed = selected in ≥3 folds and lift test > 1.15 in ≥60% of them · unstable = selected in ≥3 folds but failed test · weak = selected in 1–2 folds
IndicatorSideLift trainLift testFolds
selected / held		Episodes
train / test		StatusBefore tops
Before bottoms
Bollinger positiontop 10%trend▲ rally1.45×1.2–1.70.00×6 / 3lift test by year: 2020 1.22 · 2021 1.73 · 2022 0.00 · 2023 1.22 · 2024 1.78 · 2025 0.00 · 2026 0.0013 / 0unstable on test3/9 · 1/9
S&P 500 Δ 90dtop 10%macror2▲ rally1.88×1.3–2.40.00×5 / 1lift test by year: 2020 0.87 · 2021 2.66 · 2022 — · 2023 0.98 · 2024 2.61 · 2025 0.00 · 2026 0.0010 / 0unstable on test2/9 · 1/9
Exchange supply Δ 90dbottom 10%on-chainr2▲ rally1.48×1.0–2.00.00×4 / 1lift test by year: 2020 1.12 · 2021 0.00 · 2022 2.59 · 2023 1.52 · 2024 — · 2025 0.00 · 2026 0.005 / 0unstable on test1/9 · 1/9
Fear & Greedtop 10%sentiment▲ rally1.74×1.2–2.2—3 / 0lift test by year: 2020 1.22 · 2021 1.45 · 2022 — · 2023 0.56 · 2024 0.70 · 2025 0.00 · 2026 —7 / 0unstable on test3/9 · 1/9
Position in 90d rangetop 10%structure▲ rally1.66×1.1–2.10.00×3 / 1lift test by year: 2020 1.16 · 2021 0.83 · 2022 — · 2023 0.24 · 2024 1.62 · 2025 0.00 · 2026 0.008 / 0unstable on test4/9 · 1/9
Days above/below MA200top 10%trend▲ rally1.54×1.0–2.0—3 / 0lift test by year: 2020 1.25 · 2021 1.24 · 2022 — · 2023 0.00 · 2024 0.11 · 2025 — · 2026 —6 / 0unstable on test2/9 · 0/9
Exchange net flow 7d (bp of cap)top 10%on-chainr2▼ drop1.88×1.1–2.7—2 / 0lift test by year: 2020 0.00 · 2021 1.74 · 2022 1.29 · 2023 — · 2024 8.71 · 2025 — · 2026 —10 / 0too few folds1/9 · 3/9
DXY Δ 90dbottom 10%macror2▲ rally1.50×0.9–2.1—3 / 2lift test by year: 2020 1.06 · 2021 1.69 · 2022 8.69 · 2023 1.24 · 2024 0.00 · 2025 2.94 · 2026 —6 / 0confirmed0/9 · 0/9
Extreme greed streaktop 10%sentiment▲ rally1.29×1.1–1.51.00×3 / 0lift test by year: 2020 1.00 · 2021 1.80 · 2022 — · 2023 0.99 · 2024 1.05 · 2025 0.00 · 2026 1.0020 / 1unstable on test3/9 · 2/9
OBV slope 30dtop 10%volume▲ rally1.48×0.9–1.90.00×2 / 1lift test by year: 2020 1.27 · 2021 0.93 · 2022 — · 2023 0.68 · 2024 1.53 · 2025 0.00 · 2026 0.007 / 0too few folds4/9 · 1/9
Transactions Δ 30dbottom 10%on-chainr2▲ rally1.27×0.8–1.60.69×1 / 0lift test by year: 2020 1.26 · 2021 0.68 · 2022 0.60 · 2023 2.87 · 2024 1.30 · 2025 0.58 · 2026 0.6916 / 1too few folds4/9 · 2/9
Dominance change 90dtop 10%market▼ drop2.82×0.9–5.1—0 / 0—3 / 0not selected0/9 · 0/9
Distance to 1y lowtop 10%structure▲ rally2.54×1.6–3.5—0 / 0—3 / 0not selected1/9 · 0/9
Distance to nearest shelf (ATR)top 10%structure▼ drop2.39×0.5–4.8—0 / 0—3 / 0not selected1/9 · 0/9
ETH MVRVtop 10%on-chainr2▼ drop2.36×1.0–4.5—0 / 0—5 / 0not selected2/9 · 0/9
Distance to MA200top 10%trend▲ rally2.21×1.6–2.9—0 / 0—4 / 0not selected2/9 · 0/9
ROC 90dtop 10%trend▲ rally2.16×1.4–2.9—0 / 0—3 / 0not selected2/9 · 0/9
Exchange net flow 30d (bp of cap)top 10%on-chainr2▼ drop2.15×0.8–4.1—0 / 0—4 / 0not selected0/9 · 1/9
Dominance change 30dtop 10%market▲ rally1.92×0.7–3.0—0 / 0—3 / 0not selected0/9 · 0/9
Dominance change 30dbottom 10%market▼ drop1.84×0.2–3.1—0 / 0—2 / 0not selected2/9 · 1/9
MVRV z-score 1ytop 10%on-chainr2▲ rally1.82×0.9–2.6—0 / 0—4 / 0not selected0/9 · 0/9
MVRVtop 10%on-chainr2▲ rally1.78×0.7–2.8—0 / 0—3 / 0not selected1/9 · 0/9
ATR %top 10%trend▲ rally1.68×0.5–3.0—0 / 0—3 / 0not selected0/9 · 1/9
Fed funds rate Δ 90dtop 10%macror2▼ drop1.61×0.7–2.6—0 / 0—4 / 0not selected0/9 · 2/9
Pairs · Swing ±20% / 30d · top 10
Conjunction of two flags (a & b), walk-forward like the singles: support ≥ 5 episodes, CI > 1 on train.
research only — not in the composite
SidePairYearsSelectedHeldAvg lift trainAvg lift test
▲ rallyFear & Greedtop 10%&Position in 90d rangetop 10%2202.18×—
39 Rallies · 29 Drops · 3305 d
OOS days = 2408
69 indicator × 2 × 2 = 276 · 7 folds