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Risk Model · Crypto

Bitcoin Risk Model — the signal, 4 months ago

Delayed 4moModel v3.2
2.0/ 10
Zone, 4 months ago
Undervalued

Historically favorable conditions — the model leans toward deploying capital.

As of Mar 28, 2026
Extremely Undervalued
Undervalued
Neutral
Risky
Extremely Risky
0 · Undervalued5 · Neutral10 · Protect
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Today's live score & zone
Visible to signed-in users. You're seeing the reading from Mar 28, 2026.
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Built on the approach the founder has traded live with his own capital since December 2021 — the story.

A risk statement about position sizing, not a price prediction or a directive to trade. See the full methodology →

How to read this

The score is about how much risk you're taking at today's prices — not a forecast of where the price goes next.

0 – 3

Undervalued

Conditions the model reads as historically favorable. This is where a risk-aware plan leans into buying — not a promise the price won't fall further.

3 – 7

Neutral

No strong edge either way, and where most weeks land. Keep your regular plan running and avoid reacting to noise.

7 – 10

Protect

Historically stretched. The model leans toward trimming exposure or pausing new buys — a statement about risk, not a top call.

Risk score over time

Every daily reading against Bitcoin's price. The line is drawn as a 5-day average to stay legible — hover any point for that day's actual score. The last 4 months are for signed-in users.

1.5378.5201320142015201620172018201920202021202220232024202520262027Today
🔒Last 4 monthsSign in →
Risk score (5-d avg, left, 0–10) BTC price (log)Drag to zoom · Double-click to reset

What's driving the score

The model weighs 4 families of on-chain and market signals. The specific indicators inside each family — and how they're combined — are part of the proprietary model.

On-chain & Valuation

5
On-chain valuation ratioRealized-cap deviationHolder age & realized valueUnrealized profit/lossCost-basis momentum

Cycle & Price Extension

7
On-chain profitabilityLong-term price extensionPrice deviation (365d)Cycle-timing signalCycle ceiling estimateNetwork value ratioCycle amplitude decay

Momentum & Sentiment

4
Market sentimentPrice momentumShort-term momentumVolatility regime

Supply & Macro

2
Supply profitabilityCapital rotation

Individual indicators, their live readings, and exact weights are available to Pro members.

Go deeper

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Not financial advice. Backtested behavior is in-sample and illustrative — see the disclosure.